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MARRIOTT VACATIONS WORLDWIDE CORPORATION VAC 115.49 -0.26 -0.22%

Previous-day view · Fri Oct 30 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

October 30, 2026 close · $114.82
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.0% ±$2.24 $112.58 – $117.06 $112.13 – $117.50 $110.02 – $119.62
2 sessions ±2.7% ±$3.11 $111.70 – $117.93 $111.05 – $118.58 $108.11 – $121.52
3 sessions Earnings ±7.3% ±$8.33 $106.48 – $123.15 $104.56 – $125.07 $96.94 – $132.69
1 week Earnings ±7.9% ±$9.08 $105.73 – $123.90 $103.54 – $126.09 $95.72 – $133.91
2 weeks Earnings ±9.2% ±$10.52 $104.29 – $125.34 $101.81 – $127.82 $92.61 – $137.02
3 weeks Earnings ±10.2% ±$11.73 $103.08 – $126.55 $100.28 – $129.35 $90.14 – $139.49
1 month Earnings ±11.3% ±$12.99 $101.82 – $127.81 $98.68 – $130.95 $87.48 – $142.15
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. VAC reports in 3 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
±8.46%
Average actual move
7.64%
Beyond the implied move
2 / 4
Median IV change
-7.32%
Reaction session Implied Actual Used ATM IV before → after
May 05, 2026 ±9.79% +5.00% 0.51× —
August 05, 2025 ±7.77% -1.84% 0.24× 55.5% → 41.2%
May 08, 2025 ±8.38% +10.52% 1.26× 63.5% → 70.6%
November 07, 2024 ±7.90% +13.20% 1.67× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →