VAC (MARRIOTT VACATIONS WORLDWIDE CORPORATION)

Expected Move & Straddle Price History

The expected move for VAC is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.

Current VAC Expected Move
30-Day Straddle
$12.35
7-Day Straddle
$7.55
Avg IV
0.8%
IV Rank
18%
Implied one-standard-deviation move through the next 30 days. Compare to VAC's realized move over the same window to gauge whether options are pricing in too much (premium-selling regime) or too little (premium-buying regime). The Expected Move Tracker ranks every symbol by this measure.
VAC Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260904 $12.35 $7.55 0.8% 18%
20260903 $12.10 $7.15 0.8% 19%
20260902 $7.32 $7.32 0.9% 32%
20260901 $8.15 $8.15 0.9% 33%
20260831 $7.90 $7.90 0.9% 27%
20260828 $8.43 $8.43 0.8% 20%
20260827 $8.97 $8.97 0.8% 17%
20260826 $9.70 $9.70 0.8% 19%
20260825 $10.60 $10.60 0.7% 11%
20260824 $10.15 $10.15 0.7% 10%
20260821 $11.00 $3.33 0.7% 11%
20260820 $11.15 $2.78 0.7% 11%
20260819 $11.60 $3.70 0.7% 7%
20260818 $10.65 $4.45 0.7% 14%
20260817 $12.20 $5.00 0.7% 10%
20260814 $12.90 $5.75 0.6% 3%
20260813 $12.85 $6.45 0.6% 6%
20260812 $12.70 $7.05 0.6% 3%
20260811 $13.50 $7.32 0.7% 10%
20260810 $13.45 $7.90 0.7% 8%
20260806 $15.05 $8.93 0.7% 9%
20260805 $10.65 $10.65 0.9% 31%
20260804 $10.20 $10.20 0.9% 32%
20260803 $11.28 $11.28 0.8% 25%
20260731 $11.05 $11.05 0.8% 23%
20260730 $11.20 $11.20 0.8% 23%
20260729 $11.10 $11.10 0.8% 26%
20260728 $12.10 $12.10 0.8% 20%
20260727 $12.05 $12.05 0.7% 15%
20260724 $11.95 $11.95 0.8% 20%
20260723 $12.25 $12.25 0.7% 14%
20260722 $12.95 $12.95 0.8% 17%
20260721 $12.50 $12.50 0.7% 12%
20260720 $12.60 $12.60 0.8% 18%
20260716 $12.85 $3.25 0.7% 13%
20260715 $13.40 $3.20 0.7% 10%
20260714 $13.65 $4.67 0.7% 10%
20260713 $13.80 $4.95 0.7% 8%
20260710 $13.65 $5.08 0.7% 8%
20260709 $14.05 $6.12 0.7% 10%
20260708 $13.60 $6.72 0.6% 6%
20260707 $13.85 $6.78 0.7% 8%
20260706 $14.30 $7.42 0.6% 7%
20260702 $7.33 $7.33 1.3% 65%
20260701 $7.88 $7.88 1.6% 100%
20260630 $8.50 $8.50 1.6% 100%
20260629 $7.90 $7.90 1.2% 86%
20260626 $8.80 $8.80 1.0% 70%
20260625 $8.80 $8.80 1.2% 87%
20260624 $8.85 $8.85 1.1% 75%
20260623 $8.90 $8.90 1.1% 80%
20260622 $9.25 $9.25 1.1% 82%
20260618 $9.75 $1.97 1.1% 80%
20260617 $9.90 $3.40 1.0% 62%
20260616 $9.20 $3.00 1.1% 72%
20260615 $10.05 $3.88 1.0% 55%
20260613 $10.70 $4.50 1.0% 62%
20260612 $10.70 $4.50 0.9% 50%
20260611 $10.70 $5.65 1.2% 89%
20260610 $10.80 $5.85 0.9% 52%