MTN · Expected Move
Vail Resorts, Inc.
The expected move for MTN is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
MTN straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current MTN Expected Move
30-Day Straddle
$13.65
7-Day Straddle
$1.25
30-Day ATM IV
36.3%
IV Rank
17%
Implied one-standard-deviation move through the next 30 days. Compare to MTN's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
MTN Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $13.65 | $1.25 | 36.3% | 17% |
| 20261015 | $14.20 | $3.90 | 37.0% | 19% |
| 20261014 | $14.60 | $4.53 | 38.4% | 26% |
| 20261013 | $15.20 | $5.83 | 38.2% | 25% |
| 20261012 | $12.75 | $5.03 | 33.3% | 0% |
| 20261009 | $14.60 | $6.00 | 36.2% | 8% |
| 20261008 | $14.30 | $6.12 | 34.7% | 0% |
| 20261007 | $14.10 | $7.53 | 36.0% | 7% |
| 20261006 | $14.90 | $6.60 | 36.5% | 10% |
| 20261005 | $14.10 | $7.05 | 35.5% | 5% |
| 20261002 | $7.85 | $7.85 | 35.4% | 4% |
| 20261001 | $8.75 | $8.75 | 36.3% | 9% |
| 20260930 | $8.70 | $8.70 | 37.8% | 17% |
| 20260929 | $9.45 | $9.45 | 37.8% | 17% |
| 20260928 | $13.30 | $13.30 | 46.9% | 68% |
| 20260925 | $13.55 | $13.55 | 48.7% | 77% |
| 20260924 | $13.35 | $13.35 | 47.5% | 71% |
| 20260923 | $13.65 | $13.65 | 46.2% | 64% |
| 20260922 | $14.60 | $14.60 | 48.9% | 79% |
| 20260921 | $14.75 | $14.75 | 48.6% | 77% |
| 20260918 | $14.75 | $1.15 | 48.0% | 74% |
| 20260917 | $15.15 | $4.10 | 48.7% | 78% |
| 20260916 | $15.30 | $3.88 | 48.2% | 74% |
| 20260915 | $15.95 | $4.80 | 48.9% | 79% |
| 20260914 | $16.40 | $5.03 | 49.5% | 82% |
| 20260911 | $16.40 | $5.35 | 47.3% | 70% |
| 20260910 | $16.80 | $6.30 | 49.2% | 80% |
| 20260909 | $15.60 | $6.43 | 46.8% | 67% |
| 20260908 | $14.95 | $6.97 | 43.8% | 50% |
| 20260904 | $16.90 | $8.15 | 45.2% | 58% |
| 20260903 | $15.85 | $8.10 | 41.2% | 36% |
| 20260902 | $7.28 | $7.28 | 39.9% | 29% |
| 20260901 | $7.80 | $7.80 | 38.7% | 22% |
| 20260831 | $7.62 | $7.62 | 38.4% | 21% |
| 20260828 | $9.15 | $9.15 | 37.7% | 17% |
| 20260827 | $9.35 | $9.35 | 37.1% | 13% |
| 20260826 | $9.85 | $9.85 | 36.1% | 8% |
| 20260825 | $9.60 | $9.60 | 35.0% | 2% |
| 20260824 | $10.00 | $10.00 | 35.9% | 7% |
| 20260821 | $11.55 | $2.20 | 35.5% | 4% |
| 20260820 | $12.00 | $2.70 | 36.1% | 8% |
| 20260819 | $11.95 | $3.82 | 34.7% | 0% |
| 20260818 | $12.15 | $4.25 | 35.1% | 1% |
| 20260817 | $12.95 | $5.70 | 37.7% | 15% |
| 20260814 | $13.70 | $6.10 | 37.8% | 16% |
| 20260813 | $13.10 | $6.30 | 36.0% | 5% |
| 20260812 | $13.00 | $7.35 | 35.1% | 0% |
| 20260811 | $14.50 | $7.95 | 37.1% | 12% |
| 20260810 | $14.65 | $7.60 | 38.4% | 19% |
| 20260807 | — | — | 36.8% | 10% |
| 20260806 | $15.85 | $9.80 | 39.1% | 23% |
| 20260805 | $9.95 | $9.95 | 36.5% | 9% |
| 20260804 | $10.35 | $10.35 | 39.1% | 23% |
| 20260803 | $10.70 | $10.70 | 39.4% | 24% |
| 20260731 | $11.05 | $11.05 | 38.5% | 19% |
| 20260730 | $11.65 | $11.65 | 38.0% | 15% |
| 20260729 | $12.30 | $12.30 | 38.2% | 15% |
| 20260728 | $13.40 | $13.40 | 40.1% | 24% |
| 20260727 | $12.60 | $12.60 | 40.4% | 25% |
| 20260724 | $12.85 | $12.85 | 39.8% | 22% |
More on MTN
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.