Option Greeks measure how an option's price responds to changes in the stock price (delta and gamma), time (theta), implied volatility (vega), and interest rates (rho).

Gamma, theta, and vega are largest for strikes near the Marriott Vacations Worldwide stock price and shrink for strikes far above or below it. Theta grows as expiration gets closer, while vega is larger for expirations further out. Call delta runs from 0 to 1 and put delta from -1 to 0, near 0.50 and -0.50 at the money, and roughly estimates the chance that an option finishes in the money.

Marriott Vacations Worldwide IV rank is 7, so implied volatility is near the bottom of its one-year range. Higher implied volatility raises option premiums and daily time decay (theta), and spreads delta and gamma across a wider range of strikes. Over the past year, 30-day implied volatility ranged from 34.3% to 183.4%. See the VAC implied volatility history for a longer view.

Across all open Marriott Vacations Worldwide options on Nov 4, 2026, net gamma exposure was $755.82K and net delta exposure was $16.58M per 1% move in the stock. The VAC gamma exposure chart shows where that gamma sits by strike.

Marriott Vacations Worldwide Corp functions in the United States leisure industry.