VSNT Moves

Versant Media Group VSNT 31.42 0.42 1.34%

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Expected move

October 30, 2026 close · $31.42

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±1.4% ±$0.45	$30.97 – $31.87	$30.88 – $31.96	$30.46 – $32.38
2 sessions Earnings	±8.6% ±$2.71	$28.71 – $34.13	$28.05 – $34.79	$25.55 – $37.29
3 sessions Earnings	±9.1% ±$2.85	$28.57 – $34.27	$27.91 – $34.93	$25.31 – $37.53
1 week Earnings	±9.4% ±$2.96	$28.46 – $34.38	$27.74 – $35.10	$25.20 – $37.64
2 weeks Earnings	±10.0% ±$3.14	$28.28 – $34.56	$27.54 – $35.30	$24.80 – $38.04
3 weeks Earnings	±10.5% ±$3.30	$28.12 – $34.72	$27.34 – $35.50	$24.50 – $38.34
1 month Earnings	±11.0% ±$3.47	$27.95 – $34.89	$27.12 – $35.72	$24.13 – $38.71

Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. VSNT reports in 2 sessions; only the horizons marked Earnings include its jump. Draw the cone on the chart →

Volatility premium

Beta

The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move

±6.74%

Average actual move

9.87%

Beyond the implied move

1 / 1

Reaction session	Implied	Actual	Used	ATM IV before → after
May 14, 2026	±6.74%	+9.87%	1.46×	—

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →