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Vail Resorts Inc MTN

CONSUMER CYCLICAL · RESORTS & CASINOS
i

Market dataready · fetched 2026-10-23T03:00:05.749Z

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 · 2026-10-22T23:00:00.002246427Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-10-23T03:00:04.731985+00:00

Share price$148.23
1D+1.2%
AH$145.69$146.66$147.63$148.59$149.565:30 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$1.18$6.41$11.65$16.88$22.12$126.68$137.16$147.64$158.11$168.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MTN spot · $148.23MTN PRICE$1.74$2.36$2.99$3.65$4.27$4.88$5.57$6.48$7.39$8.57$9.94$11.46$13.74$2.08$2.63$3.35$4.21$5.14$6.32$7.50$8.94$10.42$12.49$14.78$17.39$20.61
PutsFair1.04×
CallsCheap0.94×
SkewBearish+5.12 pp
Implied moveBearish±$13.07
TiltBearish16.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ164.1538.9%11.9%135.4542.1%10.0%
25Δ161.4139.6%10.5%138.5839.9%8.3%
30Δ158.7539.7%9.1%141.1739.1%7.0%
35Δ156.1939.2%7.8%143.3039.6%6.2%
40Δ153.8038.1%6.6%145.4340.1%5.4%
45Δ151.5636.5%5.5%147.5840.9%4.7%
50Δ149.4435.4%4.6%149.7341.6%4.0%
55Δ147.5935.1%3.9%152.0542.0%3.5%
60Δ145.7434.9%3.3%154.3942.4%2.9%
65Δ143.7735.0%2.8%157.1943.5%2.4%
70Δ141.7335.3%2.3%160.1744.8%1.9%
75Δ139.5635.8%1.9%163.4745.2%1.5%
80Δ136.7537.1%1.5%167.3445.9%1.0%

20Δ

Calls
Pseudo strike
164.15
IV
38.9%
B/E move
11.9%
Puts
Pseudo strike
135.45
IV
42.1%
B/E move
10.0%

25Δ

Calls
Pseudo strike
161.41
IV
39.6%
B/E move
10.5%
Puts
Pseudo strike
138.58
IV
39.9%
B/E move
8.3%

30Δ

Calls
Pseudo strike
158.75
IV
39.7%
B/E move
9.1%
Puts
Pseudo strike
141.17
IV
39.1%
B/E move
7.0%

35Δ

Calls
Pseudo strike
156.19
IV
39.2%
B/E move
7.8%
Puts
Pseudo strike
143.30
IV
39.6%
B/E move
6.2%

40Δ

Calls
Pseudo strike
153.80
IV
38.1%
B/E move
6.6%
Puts
Pseudo strike
145.43
IV
40.1%
B/E move
5.4%

45Δ

Calls
Pseudo strike
151.56
IV
36.5%
B/E move
5.5%
Puts
Pseudo strike
147.58
IV
40.9%
B/E move
4.7%

50Δ

Calls
Pseudo strike
149.44
IV
35.4%
B/E move
4.6%
Puts
Pseudo strike
149.73
IV
41.6%
B/E move
4.0%

55Δ

Calls
Pseudo strike
147.59
IV
35.1%
B/E move
3.9%
Puts
Pseudo strike
152.05
IV
42.0%
B/E move
3.5%

60Δ

Calls
Pseudo strike
145.74
IV
34.9%
B/E move
3.3%
Puts
Pseudo strike
154.39
IV
42.4%
B/E move
2.9%

65Δ

Calls
Pseudo strike
143.77
IV
35.0%
B/E move
2.8%
Puts
Pseudo strike
157.19
IV
43.5%
B/E move
2.4%

70Δ

Calls
Pseudo strike
141.73
IV
35.3%
B/E move
2.3%
Puts
Pseudo strike
160.17
IV
44.8%
B/E move
1.9%

75Δ

Calls
Pseudo strike
139.56
IV
35.8%
B/E move
1.9%
Puts
Pseudo strike
163.47
IV
45.2%
B/E move
1.5%

80Δ

Calls
Pseudo strike
136.75
IV
37.1%
B/E move
1.5%
Puts
Pseudo strike
167.34
IV
45.9%
B/E move
1.0%

Options history

No recorded observations