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Vail Resorts MTN 158.54 -2.54 -1.58%

Previous-day view · Thu Nov 5 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 05, 2026 close · $158.53
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.7% ±$2.76 $155.78 – $161.29 $155.22 – $161.85 $152.61 – $164.46
2 sessions ±2.4% ±$3.84 $154.70 – $162.37 $153.87 – $163.20 $150.24 – $166.83
3 sessions ±3.0% ±$4.84 $153.70 – $163.37 $152.76 – $164.31 $148.23 – $168.84
1 week ±3.9% ±$6.16 $152.38 – $164.69 $151.02 – $166.05 $145.44 – $171.63
2 weeks ±5.4% ±$8.63 $149.91 – $167.16 $147.87 – $169.20 $140.13 – $176.94
3 weeks ±6.7% ±$10.69 $147.85 – $169.22 $145.25 – $171.82 $135.94 – $181.13
1 month ±8.0% ±$12.74 $145.80 – $171.27 $142.65 – $174.42 $131.55 – $185.52
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 24 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 →