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Vail Resorts, Inc. MTN

i

Market dataready · fetched 2026-11-14T02:11:27.914Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-14T00:00:00.002108877Z

FundamentalsSEC EDGAR · ready · as of 2026-07-31 · fetched 2026-11-14T02:11:27.389305+00:00

Share price$152.61
1D-0.2%
AH$151.65$152.09$152.52$152.96$153.405:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMTN
Sold putSold callAH

Vail Resorts, Inc. options

Live interpolated MTN call and put midpoint premiums by absolute delta.Vail Resorts, Inc.$0.65$2.74$4.84$6.94$9.04$143.17$148.09$153.01$157.93$162.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MTN spot · $152.61MTN PRICE$0.87$1.25$1.63$2.01$2.39$2.90$3.44$3.97$4.50$5.18$6.27$7.35$8.44$1.04$1.45$1.86$2.27$2.56$2.76$2.96$3.15$3.35$3.55$4.98$6.44$7.90
PutsExpensive1.37×
CallsExpensive1.71×
SkewBullish-3.87 pp
Implied moveBullish±$6.39
TiltBullish6.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ159.4435.6%5.0%145.9639.6%5.0%
25Δ158.3736.8%4.6%147.1440.8%4.5%
30Δ157.3138.1%4.1%148.3142.0%4.0%
35Δ156.2439.4%3.7%149.4943.2%3.5%
40Δ155.1740.7%3.2%150.5141.9%3.1%
45Δ154.0840.7%2.9%151.4038.8%2.6%
50Δ152.9940.6%2.5%152.3035.7%2.1%
55Δ151.9040.5%2.1%153.1932.6%1.7%
60Δ150.8140.4%1.8%154.0829.5%1.2%
65Δ149.6340.5%1.4%154.9826.3%0.8%
70Δ148.2041.6%1.2%156.5729.8%0.7%
75Δ146.7742.6%1.0%158.1733.5%0.6%
80Δ145.3543.6%0.8%159.7837.1%0.5%

20Δ

Calls
Pseudo strike
159.44
IV
35.6%
B/E move
5.0%
Puts
Pseudo strike
145.96
IV
39.6%
B/E move
5.0%

25Δ

Calls
Pseudo strike
158.37
IV
36.8%
B/E move
4.6%
Puts
Pseudo strike
147.14
IV
40.8%
B/E move
4.5%

30Δ

Calls
Pseudo strike
157.31
IV
38.1%
B/E move
4.1%
Puts
Pseudo strike
148.31
IV
42.0%
B/E move
4.0%

35Δ

Calls
Pseudo strike
156.24
IV
39.4%
B/E move
3.7%
Puts
Pseudo strike
149.49
IV
43.2%
B/E move
3.5%

40Δ

Calls
Pseudo strike
155.17
IV
40.7%
B/E move
3.2%
Puts
Pseudo strike
150.51
IV
41.9%
B/E move
3.1%

45Δ

Calls
Pseudo strike
154.08
IV
40.7%
B/E move
2.9%
Puts
Pseudo strike
151.40
IV
38.8%
B/E move
2.6%

50Δ

Calls
Pseudo strike
152.99
IV
40.6%
B/E move
2.5%
Puts
Pseudo strike
152.30
IV
35.7%
B/E move
2.1%

55Δ

Calls
Pseudo strike
151.90
IV
40.5%
B/E move
2.1%
Puts
Pseudo strike
153.19
IV
32.6%
B/E move
1.7%

60Δ

Calls
Pseudo strike
150.81
IV
40.4%
B/E move
1.8%
Puts
Pseudo strike
154.08
IV
29.5%
B/E move
1.2%

65Δ

Calls
Pseudo strike
149.63
IV
40.5%
B/E move
1.4%
Puts
Pseudo strike
154.98
IV
26.3%
B/E move
0.8%

70Δ

Calls
Pseudo strike
148.20
IV
41.6%
B/E move
1.2%
Puts
Pseudo strike
156.57
IV
29.8%
B/E move
0.7%

75Δ

Calls
Pseudo strike
146.77
IV
42.6%
B/E move
1.0%
Puts
Pseudo strike
158.17
IV
33.5%
B/E move
0.6%

80Δ

Calls
Pseudo strike
145.35
IV
43.6%
B/E move
0.8%
Puts
Pseudo strike
159.78
IV
37.1%
B/E move
0.5%

Options history

IV · four-Friday blend41.06%
Daily EOD
MTN38.8%40.3%41.8%2026-10-19: 39.46%2026-10-20: 39.03%2026-10-21: 40.63%2026-10-22: 40.84%2026-10-23: 41.13%2026-10-26: 41.56%2026-10-27: 41.33%2026-10-28: 40.74%2026-10-29: 40.16%2026-10-30: 41.06%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
39.46%
39.03%
40.63%
40.84%
41.13%
41.56%
41.33%
40.74%
40.16%
41.06%