Home Options VACChain

VAC

Marriott Vacations Worldwide CoClose $115.04EOD only

Max Pain

$105.00

Next expiry Aug 21, 2026

Expected Move

±$4.45

3.9% from close

Price Gap

-10.04

Distance to max pain

IV Rank

Low premium

P/C OI

0.56

Slightly call-heavy

Consensus

—

No reports available

Published snapshot: Aug 18, 2026 close

End-of-day snapshot

This page reflects VAC options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.

Published Snapshot

Aug 18, 2026 close

VAC Options Chain

Data as of market close Aug 18, 2026

Expiration

Compare calls and puts side by side with OI, volume, IV, and positioning context.

Control Row

Next expiry (DTE 3)

Blank greek cells usually mean usable implied volatility was unavailable for that contract in the market-close snapshot.

Open Interest by Strike

IV Skew

Volume by Strike

Calls

Strike	Last	Bid	Ask	Chg	Vol	OI	IV	Delta	Gamma	Theta	Vega	Rho
65.00	33.70	48.90	52.20	0.00	0	1	318.9%	0.983	0.0013	-0.241	0.004	0.005
75.00	23.61	39.60	42.00	0.00	1	0	271.5%	0.969	0.0025	-0.341	0.007	0.006
80.00	39.95	34.40	37.20	0.00	1	1	237.5%	0.964	0.0032	-0.337	0.008	0.006
85.00	15.40	29.30	32.20	0.00	0	1	201.8%	0.960	0.0041	-0.313	0.009	0.007
90.00	27.00	24.60	27.00	0.00	6	6	174.0%	0.949	0.0058	-0.326	0.011	0.007
95.00	8.40	19.60	22.20	0.00	0	1	148.8%	0.932	0.0085	-0.351	0.014	0.007
100.00	17.52	14.60	17.20	-8.72	1	43	118.5%	0.913	0.0128	-0.336	0.016	0.007
105.00	13.80	9.90	12.10	0.00	21	189	91.6%	0.874	0.0217	-0.340	0.022	0.007
110.00	16.40	5.30	7.70	0.00	2	644	72.5%	0.764	0.0407	-0.397	0.032	0.007
115.00	3.37	1.80	4.10	-0.75	5	55	61.0%	0.516	0.0627	-0.429	0.042	0.005
120.00	2.50	0.35	1.55	0.00	3	54	56.0%	0.212	0.0496	-0.285	0.030	0.002
125.00	0.88	0.00	1.05	0.00	2	26	68.5%	0.097	0.0240	-0.205	0.018	0.001
130.00	0.35	0.00	0.10	0.00	20	346	56.3%	0.009	0.0042	-0.024	0.003	0.000
135.00	0.10	0.00	0.05	0.00	4	226	64.5%	0.003	0.0015	-0.012	0.001	0.000
140.00	0.10	0.00	0.75	0.00	1	2	118.2%	0.038	0.0067	-0.170	0.009	0.000

Puts

Strike	Last	Bid	Ask	Chg	Vol	OI	IV	Delta	Gamma	Theta	Vega	Rho
65.00	0.05	0.00	0.05	0.00	9	304	207.8%	-0.001	0.0001	-0.011	0.000	-0.000
75.00	0.05	0.00	0.05	0.00	1	1	159.4%	-0.001	0.0002	-0.011	0.000	-0.000
80.00	0.04	0.00	0.05	0.00	1	96	137.5%	-0.001	0.0003	-0.011	0.000	-0.000
85.00	1.13	0.00	0.75	0.00	0	1	175.4%	-0.024	0.0030	-0.169	0.006	-0.000
90.00	0.05	0.00	0.75	0.00	9	870	147.7%	-0.029	0.0042	-0.167	0.007	-0.000
95.00	0.25	0.00	0.75	0.00	1	6	120.8%	-0.035	0.0062	-0.164	0.008	-0.000
100.00	0.42	0.00	0.75	0.00	1	16	94.5%	-0.046	0.0098	-0.159	0.010	-0.000
105.00	0.60	0.00	0.75	0.00	1	131	68.3%	-0.065	0.0179	-0.150	0.013	-0.001
110.00	1.40	0.05	1.25	0.00	1	133	50.3%	-0.156	0.0455	-0.207	0.025	-0.002
115.00	2.31	0.60	2.40	0.00	1	29	50.4%	-0.485	0.0759	-0.342	0.042	-0.005
120.00	4.50	4.10	6.00	-1.70	4	10	58.4%	-0.778	0.0489	-0.291	0.031	-0.008
125.00	4.54	8.40	10.30	0.00	5	21	60.6%	-0.930	0.0212	-0.128	0.014	-0.010
130.00	13.17	13.10	15.70	2.77	1	4	99.0%	-0.906	0.0163	-0.276	0.018	-0.010
135.00	16.00	17.70	21.00	0.00	3	0	131.6%	-0.899	0.0128	-0.388	0.018	-0.010

How to Read the Chain

Use this market-close chain snapshot to compare liquidity, pricing, IV, and per-contract greeks across the active expiration.

How to scan it

Start with strike, bid/ask spread, open interest, and volume. Then use IV and greeks to decide whether a contract fits your directional, income, or volatility idea.

What matters first

Clean fills matter before a contract looks mathematically attractive. A thin market can erase the edge you think you found.

What can mislead you

Low premium, high IV, or one convenient delta do not make a trade by themselves. Check how far the strike sits from spot, expected move, and the event calendar.

Greeks are close-of-day estimates, and blank greek cells usually mean usable implied volatility was unavailable for that contract.