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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Marriott Vacations Worldwide Corporation (VAC) - NYSE Next Earnings Date: OS Estimate: Feb. 25, 2025 AC
OS Projected Window: Feb. 24, 2025 to March 1, 2025
EVR: 2.8
Avg Daily Volume: 402,309    Market Cap: 3.48B
Sector: Services    Short Interest: 6.85
Live Interactive Chart
Days to Next Earnings: 95 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 44
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
Nov. 6, 2024 AC 2.2 $84.79 @$85.00 $6.95
($84.79)
8.18% 18.31% O 13.19% O $95.98 $11.32
( $95.98 )
62.88%
May 6, 2024 AC 2.2 $97.51 @$100.00 $7.72
($97.51)
7.72% 6.1% I 1.68% I $99.15 $4.83
( $99.15 )
-37.44%
Feb. 21, 2024 AC 1.9 $87.60 @$90.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 1, 2023 AC 1.7 $88.91 @$90.00
Aug. 2, 2023 AC 1.4 $124.85 @$125.00
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

 
 
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