VAC
Marriott Vacations Worldwide CoOpen106.73+1.60 +1.52%USD
NYSE · as of Oct 13, 13:44 ET · 20m delay
Open
105.38
Prev close
105.13
Day range
104.44106.85
52-week range
44.58131.34
Volume
83.64K0.18×
Mkt cap
3.67B
P/E ttm
—
Fwd P/E
11.11
EPS ttm
-9.59
Div yield
3.04%
Earnings
Nov 4, 2026
From 52w high
−18.74%
VAC market-implied price distribution
VAC Price at Expiry
8 OTM quotes · ATM IV 49.7%
Days to expiry
38
Fri, Nov 20, 2026
P(finish above spot)
47%
spot 106.73
Expected price
105.30
forward 106.08
68% range
88–122
−17.9% / +13.9%
Shaded band: the middle 68% of outcomes. Where the blue curve sits above the dashed one, options price that move as likelier than a plain bell curve would.
Target Price
Percentiles
| Chance below | Price | vs spot |
|---|---|---|
| 5% | 75.98 | −28.8% |
| 16% | 87.65 | −17.9% |
| 25% | 94.11 | −11.8% |
| 50% (median) | 105.46 | −1.2% |
| 75% | 116.17 | +8.8% |
| 84% | 121.53 | +13.9% |
| 95% | 134.88 | +26.4% |
Move Odds
| Up 5% or more (112.07) | 34% |
|---|---|
| Up 10% or more (117.40) | 23% |
| Down 5% or more (101.39) | 40% |
| Down 10% or more (96.06) | 29% |
Options price a 10%+ drop at 29%, 1.0× the 30% a bell curve with the same volatility gives.
Risk-neutral odds from option prices, the bot's lgf odds method: out-of-the-money mids → implied vols → a smoothed smile in total variance → density = erT·∂²C/∂K² (Breeden–Litzenberger). Risk-neutral odds include the market's risk premium, so they lean bearish compared with real-world odds. Not investment advice.