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Vail Resorts MTN 158.59 0.05 0.03%

Previous-day view · Fri Nov 6 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

November 06, 2026 close · $158.29
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.9% ±$3.01 $155.29 – $161.30 $154.69 – $161.90 $151.84 – $164.75
2 sessions ±2.6% ±$4.18 $154.12 – $162.47 $153.23 – $163.36 $149.27 – $167.32
3 sessions ±3.3% ±$5.28 $153.02 – $163.57 $152.01 – $164.58 $147.07 – $169.52
1 week ±4.2% ±$6.70 $151.60 – $164.99 $150.11 – $166.48 $144.03 – $172.56
2 weeks ±5.9% ±$9.39 $148.91 – $167.68 $146.68 – $169.91 $138.25 – $178.34
3 weeks ±7.3% ±$11.64 $146.66 – $169.93 $143.83 – $172.76 $133.71 – $182.88
1 month ±8.8% ±$13.87 $144.43 – $172.16 $140.99 – $175.60 $128.92 – $187.67
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. MTN reports in 23 sessions; only the horizons marked Earnings include its jump. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±8.12%
Average actual move
4.85%
Beyond the implied move
0 / 3
Median IV change
-25.87%
Reaction session Implied Actual Used ATM IV before → after
June 09, 2026 ±8.78% -4.34% 0.49× —
March 11, 2025 ±8.07% +7.71% 0.95× 57.8% → 43.7%
December 10, 2024 ±7.50% +2.50% 0.33× 53.7% → 32.5%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →