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Current MAR options analysis: Weak Signal for Selling premium on MAR. This MAR options page updates daily with IV rank, VRP, expected move, and strategy picks.
Earnings within a week — IV crush risk
Marriott International (MAR) operates in the Consumer Discretionary sector and has actively traded listed options. IV Rank 62% is near the Consumer Discretionary sector median of 61%. MAR put/call walls.
MAR Edge Score: 78/100 — data coverage is strong, but current trading conditions are unfavorable.
Earnings in 2d — hold off on premium-selling setups until after the event.
MAR See full analysis →MAR conditions are unfavorable — but other tickers may have edge today
MAR’s setup is weak today. The Scanner surfaces S&P 500 tickers with positive VRP, high IV Rank, or active earnings crush — check those before forcing a trade on MAR.
Earnings impact: Raw VRP (+7.9pp) includes an IV premium from upcoming earnings (2d). Excluding this premium, VRP is +0.9pp. The 7pp gap is earnings-driven — not a structural edge.
Weak — Unfavorable for premium selling
EM = Price × RV₂₀d × √(t/252). Uses Yang-Zhang 20d realized volatility (not implied). ±1σ (68% confidence).
Earnings in 2d — hold off on premium-selling setups until after the event.
Conditions are weak — explore alternatives or wait for a better setup.
Strategy
Flow & Events
Planned
IV curve across expirations
Historical expected move hit rates
Quantitative screening, not investment advice. Verify with your broker. Disclaimer
Edge Score = weighted composite of VRP, IV Rank, RV Regime, Earnings Proximity, Term Structure, and Liquidity. Ranges: Defensive (0–39), Selective (40–64), Favorable (65–100).IV Rank, VRP, RV Ratio, days to earnings, backwardation/contango, bid-ask spread quality
ORATS institutional options data, updated daily after market close (~6:00 PM ET)
The score reflects current market conditions and changes daily. A high score indicates favorable conditions for premium selling, not guaranteed profit. Always verify execution quality with your broker.
Marriott International shows moderately favorable conditions for premium selling. Yang-Zhang realized volatility reads 34.9% over 20 days versus a 27.6% 60-day baseline. The RV Ratio (HV 20d / IV 30d) is 0.78, indicating calming conditions relative to implied expectations. A Consumer Discretionary sector component tracked by VolRadar. For premium sellers tracking MAR, this ratio suggests options are likely priced for more movement than the stock is currently delivering.
Over the past 20 trading days, MAR's volatility has been dropping sharply. The RV ratio moved from a high of 1.60 down to the current 0.78 — a significant compression that often precedes favorable premium selling windows. During this period, 0 out of 20 days (0%) showed conditions favorable for sellers (ratio below 1.0). This kind of rapid vol compression in a consumer discretionary name like MAR typically means options haven't fully repriced lower yet — creating a temporary edge.
Based on current realized volatility, traders can expect MAR to move approximately ±$7.63 (2.2%) per day and ±$17.07 (4.9%) over five trading days. At a stock price of $346.79, these ranges are derived from the Yang-Zhang volatility model which accounts for overnight gaps and intraday range — more accurate than simple close-to-close calculations. Premium sellers typically place short strikes outside these 1-standard-deviation ranges to achieve approximately 68%+ probability of profit.
VolRadar's algorithm currently flags MAR in a caution zone. Earnings in 2 days. Stock can gap 10%+ overnight, making premium selling extremely risky. This doesn't mean MAR is a bad stock — it means current volatility conditions don't offer the statistical edge that premium sellers look for. Conditions can change quickly; VolRadar updates this assessment daily before market open.
Marriott International reports earnings in approximately 2 trading days. Earnings events are the single largest source of overnight gap risk for option sellers. MAR's earnings reactions, while typically more contained than high-beta names, can still exceed the implied move. Most premium selling approaches are designed for gradual time decay — not binary events. Consider closing existing positions or significantly widening strikes.
Consumer discretionary names are tied to spending cycles and can show seasonal volatility patterns. MAR is specifically a Consumer Discretionary sector component tracked by VolRadar. Understanding sector-level volatility dynamics helps premium sellers diversify their positions across different correlation regimes.
VolRadar tracks MAR daily as part of the S&P 500 universe, providing Yang-Zhang (OHLC-based) realized volatility across 10, 20, and 60-day windows, RV ratio analysis, expected move calculations, and premium selling condition assessments. Note: RV values on this page use the Yang-Zhang estimator (captures overnight gaps); VRP and RV Ratio use ORATS close-to-close RV to match the IV data source. Data is updated daily after market close (~6:00 PM ET). See the disclaimer for the full risk and regulatory notice.
More about MAR
Marriott International currently shows a weak premium selling signal because earnings in 2 days. Consider waiting for conditions to improve. The VRP Analysis page tracks historical premium edge trends that may signal when conditions are turning.
Marriott International has earnings in 2 days. Earnings are the largest source of gap risk for option positions. The Earnings Crush page shows historical post-earnings IV crush patterns, while the Strategy Builder can help model defined-risk positions around the announcement.
VolRadar tracks Marriott International across 10 analysis dimensions updated daily after market close. The premium selling signal combines VRP edge, volatility regime, IV Rank, earnings proximity, and market-wide conditions into a single actionable verdict. Each sub-page goes deeper: VRP Analysis for the implied-vs-realized spread, IV Analysis for peer comparisons, Expected Move for strike placement, Earnings Crush for event history, and the Strategy Builder for modeling specific trades.
Marriott International currently shows a weak premium selling signal because earnings in 2 days. Consider waiting for conditions to improve.
Marriott International's volatility is measured using two key metrics. The RV Ratio compares realized volatility (ORATS HV 20d) to implied volatility (IV 30d). When the RV Ratio drops below 0.85, realized movement is well below what options are pricing — the sweet spot for premium sellers. VRP (Volatility Risk Premium) measures the gap between IV and HV in percentage points — positive VRP means options are overpriced relative to actual movement. Current RV Ratio: 0.78.
Marriott International's snapshot: IV Rank 62% (elevated premiums), VRP +7.9pp (options overpriced), RV Ratio 0.78 (calming volatility). These three metrics work together — IV Rank shows historical context, VRP shows current overpricing, and RV Ratio shows the volatility trend. See the IV Analysis page for peer comparisons and deeper breakdown.
VolRadar provides 10 analysis pages for Marriott International: Overview (this page), Premium Selling (signal and strategy verdict), VRP Analysis (volatility risk premium history), Expected Move (range and probabilities), IV Analysis (implied volatility breakdown and peer comparison), Earnings Crush (historical post-earnings IV patterns), Options Strategy Builder (18 presets + custom calculator), Covered Call Analysis (ranked by CC Score), Wheel Strategy (CSP calculator and viability), and Support & Resistance Walls (options-derived price levels).
Key risks for Marriott International right now: earnings in 2 days — the largest source of overnight gap risk that can blow through short strikes. These risks are worse when combined — for example, selling into earnings with negative VRP removes both your statistical edge and your safety margin. Use VolRadar's sub-pages to contextualize: VRP Analysis for edge confirmation, IV Analysis for premium adequacy, and Expected Move for strike distance guidance.
Marriott International has earnings in approximately 2 days, the largest source of gap risk for option positions. Three VolRadar pages are especially relevant: the Earnings Crush page shows Marriott International's historical win rate and implied-vs-actual move pattern; the Premium Selling page reflects whether the signal accounts for event risk; and the Strategy Builder can model defined-risk positions around the announcement.
Marriott International's Volatility Risk Premium (VRP) is +7.9pp, meaning implied volatility exceeds realized volatility by that amount. A positive VRP indicates options are overpriced relative to actual stock movement — this is the statistical edge premium sellers seek.
Higher RV Ratio (closer to 1.0) means IV barely exceeds RV, resulting in slimmer VRP edge. Lower RV Ratio = wider gap between IV and actual movement = stronger seller edge.
View all Consumer Discretionary tickers →More analysis sections planned — Dark Pool Flow, Unusual Activity, Sector Comparison, and more.
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Spread +7.0pp — IV is pricing above realized movement. This is the spread theta sellers collect as IV mean-reverts toward RV.