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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Marriott Vacations Worldwide Corporation (VAC) - NYSE Next Earnings Date: OS Estimate: Nov. 4, 2026 BO
OS Projected Window: Nov. 2, 2026 to Nov. 7, 2026
EVR: 5.5
Avg Daily Volume: 487,175    Market Cap: 3.6B
Sector: Consumer Cyclical    Short Interest: 5.94
Live Interactive Chart
Days to Next Earnings: 54 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 53
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
Aug. 6, 2026 BO 4.9 $101.74 @$100.00 $10.65
($101.74)
10.65% 25.82% O 22.61% O $124.75 $25.88
( $124.75 )
143.0%
May 5, 2026 BO 4.8 $70.21 @$70.00 $6.88
($70.21)
9.83% 8.7% I 4.99% I $73.72 $6.95
( $73.72 )
1.02%
Feb. 25, 2026 AC 4.2 $58.00 @$60.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 5, 2025 AC 3.5 $67.27 @$65.00
Aug. 4, 2025 AC 3.5 $74.35 @$75.00
May 7, 2025 AC 3.1 $58.20 @$60.00
Feb. 26, 2025 AC 3.0 $85.38 @$85.00
Nov. 6, 2024 AC 2.5 $84.79 @$85.00
July 31, 2024 AC 2.2 $84.58 @$85.00
May 6, 2024 AC 2.2 $97.51 @$100.00

 
 
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