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MARRIOTT VACATIONS WORLDWIDE CORPORATION VAC

CONSUMER CYCLICAL · RESORTS & CASINOS
i

Market dataready · fetched 2026-11-12T01:09:27.029Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T00:00:00.003243446Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T01:06:13.289777+00:00

Share price$117.51
1D+0.8%
AH$115.87$116.66$117.46$118.25$119.055:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVAC
Sold putSold callAH

MARRIOTT VACATIONS WORLDWIDE CORPORATION options

Live interpolated VAC call and put midpoint premiums by absolute delta.MARRIOTT VACATIONS WORLDWIDE CORPORATION$0.61$2.85$5.08$7.32$9.55$100.17$107.39$114.60$121.82$129.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VAC spot · $117.51VAC PRICE$0.86$1.21$1.57$1.93$2.28$2.90$3.54$4.18$4.81$5.65$6.72$7.79$8.91$1.09$1.48$1.87$2.26$2.74$3.27$3.81$4.34$4.91$5.67$6.44$7.20$7.97
PutsCheap0.59×
CallsFair0.99×
SkewNeutral-0.13 pp
Implied moveBearish±$7.35
TiltBalanced0.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ124.3840.2%6.6%110.3250.4%7.0%
25Δ123.3041.4%6.0%111.6950.1%6.2%
30Δ122.2242.6%5.3%113.0649.7%5.4%
35Δ121.1343.9%4.7%114.4449.4%4.5%
40Δ120.0545.1%4.1%115.6648.9%3.9%
45Δ118.9446.3%3.7%116.7948.4%3.4%
50Δ117.8247.6%3.3%117.9147.9%2.9%
55Δ116.7148.8%2.9%119.0447.3%2.4%
60Δ115.5950.1%2.5%120.1646.7%1.9%
65Δ114.3151.2%2.1%121.3045.7%1.6%
70Δ112.8452.2%1.8%122.4544.6%1.3%
75Δ111.3853.2%1.4%123.5943.5%1.0%
80Δ109.8754.1%1.1%124.7342.5%0.6%

20Δ

Calls
Pseudo strike
124.38
IV
40.2%
B/E move
6.6%
Puts
Pseudo strike
110.32
IV
50.4%
B/E move
7.0%

25Δ

Calls
Pseudo strike
123.30
IV
41.4%
B/E move
6.0%
Puts
Pseudo strike
111.69
IV
50.1%
B/E move
6.2%

30Δ

Calls
Pseudo strike
122.22
IV
42.6%
B/E move
5.3%
Puts
Pseudo strike
113.06
IV
49.7%
B/E move
5.4%

35Δ

Calls
Pseudo strike
121.13
IV
43.9%
B/E move
4.7%
Puts
Pseudo strike
114.44
IV
49.4%
B/E move
4.5%

40Δ

Calls
Pseudo strike
120.05
IV
45.1%
B/E move
4.1%
Puts
Pseudo strike
115.66
IV
48.9%
B/E move
3.9%

45Δ

Calls
Pseudo strike
118.94
IV
46.3%
B/E move
3.7%
Puts
Pseudo strike
116.79
IV
48.4%
B/E move
3.4%

50Δ

Calls
Pseudo strike
117.82
IV
47.6%
B/E move
3.3%
Puts
Pseudo strike
117.91
IV
47.9%
B/E move
2.9%

55Δ

Calls
Pseudo strike
116.71
IV
48.8%
B/E move
2.9%
Puts
Pseudo strike
119.04
IV
47.3%
B/E move
2.4%

60Δ

Calls
Pseudo strike
115.59
IV
50.1%
B/E move
2.5%
Puts
Pseudo strike
120.16
IV
46.7%
B/E move
1.9%

65Δ

Calls
Pseudo strike
114.31
IV
51.2%
B/E move
2.1%
Puts
Pseudo strike
121.30
IV
45.7%
B/E move
1.6%

70Δ

Calls
Pseudo strike
112.84
IV
52.2%
B/E move
1.8%
Puts
Pseudo strike
122.45
IV
44.6%
B/E move
1.3%

75Δ

Calls
Pseudo strike
111.38
IV
53.2%
B/E move
1.4%
Puts
Pseudo strike
123.59
IV
43.5%
B/E move
1.0%

80Δ

Calls
Pseudo strike
109.87
IV
54.1%
B/E move
1.1%
Puts
Pseudo strike
124.73
IV
42.5%
B/E move
0.6%

Options history

IV · four-Friday blend49.12%
Daily EOD
VAC45.7%47.6%49.4%2026-10-19: 46.45%2026-10-20: 46.18%2026-10-21: 46.00%2026-10-22: 46.59%2026-10-23: 47.76%2026-10-26: 48.64%2026-10-27: 47.66%2026-10-28: 48.65%2026-10-29: 47.35%2026-10-30: 49.12%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
46.45%
46.18%
46.00%
46.59%
47.76%
48.64%
47.66%
48.65%
47.35%
49.12%