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VAC - Marriott Vacations Worldwide
Implied Volatility Analysis

Implied Volatility:
38.3%

Marriott Vacations Worldwide has an Implied Volatility (IV) of 38.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for VAC is 7 and the Implied Volatility Percentile (IVP) is 8. The current Implied Volatility Index for VAC is -1.27 standard deviations away from its 1 year mean.

Market Cap$5.64B
Dividend Yield1.62% ($2.38)
Next Earnings Date2/22/2023 (86d)
Implied Volatility (IV) 30d
38.33
Implied Volatility Rank (IVR) 1y
6.94
Implied Volatility Percentile (IVP) 1y
8.33
Historical Volatility (HV) 30d
32.90
IV / HV
1.17
Open Interest
4.21K
Option Volume
3.00

Data was calculated after the 11/25/2022 closing.

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