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Vail Resorts, Inc. MTN

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Market datapartial · fetched 2026-10-23T16:41:49.069Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-23T16:40:25.088254071Z

FundamentalsAlpha Vantage · unavailable

Share price$146.24
1D-0.1%
$145.88$146.39$146.90$147.42$147.935:30 AM6:30 AM9:00 AM1:00 PMMTN
Sold putSold call

Vail Resorts, Inc. options

Live interpolated MTN call and put midpoint premiums by absolute delta.Vail Resorts, Inc.$1.30$5.29$9.28$13.26$17.25$125.84$136.14$146.44$156.74$167.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MTN spot · $146.24MTN PRICE$1.73$2.32$2.95$3.62$4.35$5.15$6.21$7.28$8.57$9.93$11.60$13.55$16.10$1.86$2.47$3.10$3.78$4.48$5.26$6.26$7.25$8.44$9.75$11.13$13.14$15.29
PutsCheap0.90×
CallsExpensive1.06×
SkewBullish-4.88 pp
Implied moveBalanced±$12.47
TiltBalanced0.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ161.3938.4%11.5%134.6739.0%9.2%
25Δ159.2640.4%10.5%137.1738.4%7.9%
30Δ156.5940.3%9.1%139.5437.9%6.7%
35Δ154.0940.1%7.8%141.6237.2%5.7%
40Δ151.8339.8%6.8%143.6336.4%4.8%
45Δ149.6239.8%5.8%145.5835.8%4.0%
50Δ147.5740.6%5.2%147.4235.8%3.5%
55Δ145.5241.4%4.5%149.2735.8%2.9%
60Δ143.3342.0%3.9%151.2035.7%2.4%
65Δ141.0942.5%3.3%153.1935.6%1.9%
70Δ138.6443.3%2.7%155.2335.5%1.5%
75Δ135.9644.3%2.2%157.7735.8%1.1%
80Δ132.7545.8%1.8%160.4536.2%0.7%

20Δ

Calls
Pseudo strike
161.39
IV
38.4%
B/E move
11.5%
Puts
Pseudo strike
134.67
IV
39.0%
B/E move
9.2%

25Δ

Calls
Pseudo strike
159.26
IV
40.4%
B/E move
10.5%
Puts
Pseudo strike
137.17
IV
38.4%
B/E move
7.9%

30Δ

Calls
Pseudo strike
156.59
IV
40.3%
B/E move
9.1%
Puts
Pseudo strike
139.54
IV
37.9%
B/E move
6.7%

35Δ

Calls
Pseudo strike
154.09
IV
40.1%
B/E move
7.8%
Puts
Pseudo strike
141.62
IV
37.2%
B/E move
5.7%

40Δ

Calls
Pseudo strike
151.83
IV
39.8%
B/E move
6.8%
Puts
Pseudo strike
143.63
IV
36.4%
B/E move
4.8%

45Δ

Calls
Pseudo strike
149.62
IV
39.8%
B/E move
5.8%
Puts
Pseudo strike
145.58
IV
35.8%
B/E move
4.0%

50Δ

Calls
Pseudo strike
147.57
IV
40.6%
B/E move
5.2%
Puts
Pseudo strike
147.42
IV
35.8%
B/E move
3.5%

55Δ

Calls
Pseudo strike
145.52
IV
41.4%
B/E move
4.5%
Puts
Pseudo strike
149.27
IV
35.8%
B/E move
2.9%

60Δ

Calls
Pseudo strike
143.33
IV
42.0%
B/E move
3.9%
Puts
Pseudo strike
151.20
IV
35.7%
B/E move
2.4%

65Δ

Calls
Pseudo strike
141.09
IV
42.5%
B/E move
3.3%
Puts
Pseudo strike
153.19
IV
35.6%
B/E move
1.9%

70Δ

Calls
Pseudo strike
138.64
IV
43.3%
B/E move
2.7%
Puts
Pseudo strike
155.23
IV
35.5%
B/E move
1.5%

75Δ

Calls
Pseudo strike
135.96
IV
44.3%
B/E move
2.2%
Puts
Pseudo strike
157.77
IV
35.8%
B/E move
1.1%

80Δ

Calls
Pseudo strike
132.75
IV
45.8%
B/E move
1.8%
Puts
Pseudo strike
160.45
IV
36.2%
B/E move
0.7%

Options history

No recorded observations