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Today, MAR has an IV Rank of 62%, placing it in the moderate range for options analysis.
Marriott International — Implied volatility rank, VRP edge, and volatility regime
Marriott International (MAR) operates in the Consumer Discretionary sector and has actively traded listed options. Its IV Rank sits at 61.5%, placing premiums in the rich half of the 52-week range. IV Rank 62% is near the Consumer Discretionary sector median of 61%. Rich premiums may suit short-volatility setups. MAR expected move analysis.
Base case: MAR IV Rank at 62% with earnings in 2 days — premiums likely inflated by event risk; post-event IV crush is the dominant theme.
IV Rank measures where MAR's current implied volatility sits in its 1-year history — 0% means the cheapest premiums of the year, 100% means the richest. It is the canonical filter premium sellers use to decide whether option pricing is attractive enough to short. MAR's current IV Rank of 62% places premiums in the rich half of the 52-week distribution.
High IV Rank suggests options are pricing more uncertainty than usual, which is a necessary condition for premium-selling edge. The sufficient condition is positive VRP — implied volatility actually overshooting the realized movement of the stock. MAR's current VRP of +7.9pp confirms options are overpricing realized movement and short-premium structures carry an edge.
IV Rank rotates over volatility cycles: rich premiums today often follow a catalyst (earnings, macro event, sector stress) and then mean-revert. For MAR's expected price range derived from this volatility, see the MAR expected move. For premium-selling signals that combine IV Rank with VRP and other factors, see the MAR premium selling signal.
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See whether MAR IV Rank is rising, falling, or flat over the past 20 days — and what that means for entries.
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This helps you judge whether implied volatility is elevated enough to justify selling options. High IV Rank means premiums are rich compared to the past year.
IV Rank above 50 generally favors premium sellers — you're collecting above-average premium.
IV Rank = (Current IV − 52w Low IV) / (52w High IV − 52w Low IV) × 100ORATS 30-day implied volatility, 52-week IV high/low
ORATS institutional options data, updated daily after market close (~6:00 PM ET)
IV Rank uses a fixed 1-year lookback. Regime changes (e.g., post-COVID vol reset) can distort the range. IV Rank alone does not indicate direction.
Higher IV Rank means relatively richer premiums compared to each stock's own history.
Quantitative screening, not investment advice. Verify with your broker. Disclaimer
Marriott International's IV Rank at 61.5% indicates options premiums are above average, sitting in the upper third of the 252-day range. This is a favorable zone for premium sellers — IV is above its 1-year median, meaning more premium is available than usual. The key question is whether this elevated IV reflects genuine future risk or an overreaction. Check the VRP (currently +7.9pp) to confirm whether the market is overpricing risk.
Marriott International's IV Rank measures where current implied volatility sits relative to its 252-day range. At 61.5%, it indicates how rich or cheap options premiums are compared to the past year. Premium sellers generally prefer IV Rank above 30–50%, as higher IV means more premium per contract and a greater statistical edge — assuming VRP confirms actual overpricing.
Marriott International's earnings in approximately 2 days is likely contributing to the current IV level. Pre-earnings IV ramp is a well-documented pattern — implied volatility rises as the binary event approaches, then collapses (crushes) after the announcement. The portion of IV attributable to earnings makes the IV Rank less comparable to non-earnings periods. Premium sellers should separate the "structural" IV Rank from the "event" premium to make informed decisions about whether to trade through or around the earnings date.
VolRadar's signal prioritizes relative mispricing (RV Ratio) over absolute premium level (IV Rank). A ticker with low IVR but very low RV Ratio may show a Strong signal because options are significantly overpriced relative to actual movement. For richest absolute premiums, check IV Rank (>50%). Not financial advice — quantitative screening tool.
Free embeddable tool: IV Rank Gauge — add daily IV Rank to any site. No signup, no API key.
IV 30d (35.5%) − HV 20d (27.6%) = +7.9pp
HV 20d (27.6%) ÷ IV 30d (35.5%). Below 1.0 = options overpriced.
| Metric | Value |
|---|---|
| HV 20d (ORATS) VRP | 27.6% |
| IV 30d (ORATS) | 35.5% |
| 31.7% |
| 0.74 |
| +15.6pp |
| weak |
| TPR | 61.4% | 0.76 | +12.4pp | weak |
| BBY | 54.6% | 0.78 | +10.9pp | weak |
Marriott International's IV Rank is 61.5%, meaning current implied volatility is higher than 62% of readings over the past 252 trading days. This elevated level is favorable for premium selling — IV is above its 1-year median.
Marriott International's Volatility Risk Premium (VRP) is +7.9pp. Yes — IV significantly exceeds realized volatility, meaning options are overpriced relative to actual movement. This is the statistical edge premium sellers seek.
Marriott International's IV Rank is 61.5% — meaning current IV is higher than 62% of readings over the past year. This is elevated, so option premiums are richer than usual. Most theta gang traders prefer selling when IV Rank is above 30–50%.
Among Consumer Discretionary peers, Marriott International has an IV Rank of 61.5%. EXPE leads the sector at 84% IV Rank versus Marriott International's 62%. Both may offer premium selling opportunities depending on other conditions.
Marriott International's volatility is calculated using the Yang-Zhang estimator, which incorporates overnight gaps, opening range, and intraday movement — more accurate than simple close-to-close calculations for stocks with significant pre/post-market activity. The RV Ratio (0.78) compares realized volatility (HV 20d) to implied volatility (IV 30d). Below 0.85 means actual movement is well below what options are pricing in — favorable for premium sellers.
Marriott International's RV Ratio of 0.78 indicates calming volatility — recent price movement is smaller than the longer-term baseline. When RV is declining but IV hasn't adjusted fully, the gap between them (VRP) widens, benefiting premium sellers. Calming volatility often precedes further IV compression, making current IV levels relatively expensive. This is a favorable environment for selling premium.
With earnings approximately 2 days away, Marriott International's IV Rank includes a significant earnings premium component. IV typically ramps 7–14 days before earnings as hedgers and speculators bid up option prices. This inflates the IV Rank above where it would be without the upcoming event. After earnings, IV typically crushes — often by 20–40% — as uncertainty resolves. The current IV Rank should be interpreted as "event-elevated" rather than a pure measure of the stock's structural volatility level.