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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Marriott Vacations Worldwide Corporation (VAC) - NYSE Next Earnings Date: Estimate: July 31, 2024 AC
EVR: 2.2
Avg Daily Volume: 480,063    Market Cap: 3.48B
Sector: Services    Short Interest: 6.85
Live Interactive Chart
Days to Next Earnings: 58 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 42
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
Feb. 21, 2024 AC 1.9 $87.60 @$90.00 $9.75
($87.60)
10.83% 10.29% I 9.56% I $95.98 $9.78
( $95.98 )
0.31%
Nov. 1, 2023 AC 1.7 $88.91 @$90.00 $8.05
($88.91)
8.94% -11.06% O -7.23% I $82.48 $8.48
( $82.48 )
5.34%
Aug. 2, 2023 AC 1.4 $124.85 @$125.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 3, 2023 AC 1.4 $134.66 @$135.00
Feb. 22, 2023 AC 1.5 $154.62 @$155.00
Oct. 31, 2022 AC 1.6 $147.76 @$150.00
Aug. 8, 2022 AC 1.7 $139.93 @$140.00
May 5, 2022 AC 1.8 $141.26 @$140.00
Feb. 23, 2022 AC 1.9 $165.03 @$165.00
Nov. 8, 2021 BO 2.1 $170.49 @$170.00

 
 
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