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MARRIOTT VACATIONS WORLDWIDE CORPORATION VAC

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Market datapartial · fetched 2026-10-22T22:38:12.123Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T22:30:00.003899187Z

FundamentalsAlpha Vantage · unavailable

Share price$112.93
1D+0.7%
AH$110.77$111.70$112.63$113.57$114.505:30 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$1.28$5.57$9.85$14.14$18.42$92.54$102.64$112.74$122.84$132.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VAC spot · $112.93VAC PRICE$1.74$2.31$2.93$3.61$4.31$5.04$5.82$6.76$7.69$9.05$10.52$12.04$13.61$2.17$2.89$3.61$4.34$5.12$6.13$7.13$8.41$9.77$11.20$12.71$14.44$17.19
PutsExpensive1.34×
CallsExpensive1.19×
SkewBearish+1.19 pp
Implied moveBearish±$12.96
TiltBearish10.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ129.7552.5%16.4%100.3556.3%13.1%
25Δ126.5252.0%14.1%103.0655.6%11.3%
30Δ123.6851.7%12.1%105.6754.7%9.6%
35Δ121.1851.7%10.5%108.0353.0%8.2%
40Δ118.8151.2%9.0%110.3451.6%6.8%
45Δ116.5850.4%7.7%112.4051.3%5.9%
50Δ114.4249.7%6.5%114.4651.0%5.0%
55Δ112.4349.4%5.5%116.6051.0%4.2%
60Δ110.4449.1%4.6%118.7651.1%3.5%
65Δ108.2849.8%3.9%120.9650.7%2.8%
70Δ106.0950.9%3.3%123.1849.6%2.2%
75Δ103.8550.8%2.6%125.5949.0%1.6%
80Δ101.5749.7%2.0%128.8649.7%1.1%

20Δ

Calls
Pseudo strike
129.75
IV
52.5%
B/E move
16.4%
Puts
Pseudo strike
100.35
IV
56.3%
B/E move
13.1%

25Δ

Calls
Pseudo strike
126.52
IV
52.0%
B/E move
14.1%
Puts
Pseudo strike
103.06
IV
55.6%
B/E move
11.3%

30Δ

Calls
Pseudo strike
123.68
IV
51.7%
B/E move
12.1%
Puts
Pseudo strike
105.67
IV
54.7%
B/E move
9.6%

35Δ

Calls
Pseudo strike
121.18
IV
51.7%
B/E move
10.5%
Puts
Pseudo strike
108.03
IV
53.0%
B/E move
8.2%

40Δ

Calls
Pseudo strike
118.81
IV
51.2%
B/E move
9.0%
Puts
Pseudo strike
110.34
IV
51.6%
B/E move
6.8%

45Δ

Calls
Pseudo strike
116.58
IV
50.4%
B/E move
7.7%
Puts
Pseudo strike
112.40
IV
51.3%
B/E move
5.9%

50Δ

Calls
Pseudo strike
114.42
IV
49.7%
B/E move
6.5%
Puts
Pseudo strike
114.46
IV
51.0%
B/E move
5.0%

55Δ

Calls
Pseudo strike
112.43
IV
49.4%
B/E move
5.5%
Puts
Pseudo strike
116.60
IV
51.0%
B/E move
4.2%

60Δ

Calls
Pseudo strike
110.44
IV
49.1%
B/E move
4.6%
Puts
Pseudo strike
118.76
IV
51.1%
B/E move
3.5%

65Δ

Calls
Pseudo strike
108.28
IV
49.8%
B/E move
3.9%
Puts
Pseudo strike
120.96
IV
50.7%
B/E move
2.8%

70Δ

Calls
Pseudo strike
106.09
IV
50.9%
B/E move
3.3%
Puts
Pseudo strike
123.18
IV
49.6%
B/E move
2.2%

75Δ

Calls
Pseudo strike
103.85
IV
50.8%
B/E move
2.6%
Puts
Pseudo strike
125.59
IV
49.0%
B/E move
1.6%

80Δ

Calls
Pseudo strike
101.57
IV
49.7%
B/E move
2.0%
Puts
Pseudo strike
128.86
IV
49.7%
B/E move
1.1%

Options history

No recorded observations