MTNVail Resorts, Inc.
Options Analysis Report•SERVICES-MISCELLANEOUS AMUSEMENT & RECREATION
Market Cap $4.3B|NYSE
● 2026-05-15$121.43
NEUTRAL
Analysis: 2026-05-14 EOD data
1Y -19.8%YTD -9.4%7D -3.2%
Options Vol
551
30D
Implied Move
±8.6%
IV Rank
53%
MTN Options Overview
Mixed signals. No clear edge detected.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
5.4
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks5/9 checks passed
IV Rank
≤35%IV Rank 56.5% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 1.12x — IV premium over HV
Sector Relative≤50%
Sector percentile 42% — below sector median
Term Structure
<1.1xFront/Back 1.08x — backwardation
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 47.1% — normal range
Spread-Adjusted Value
<80%Effective IV 94.6% (ATM 47.1% + spread 23.8% + bias) — expensive
Execution Efficiency
<3.0%Total drag 37.26% (spread 23.76% + slippage 13.50%) — high friction
Vega Efficiency
≥5.0Vega efficiency 14.27 (vega 33.894 / spread 23.76%) — efficient
Sentiment
Bullish or bearish?
4.3
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksBullish - Strong signal (Conviction: +21%, Raw: +39%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: +21% (bullish) — Raw: +39%
OI Skew Magnitude
≥15%|OI skew| 25.5% — put-heavy
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew -18.7%, OI skew -25.5% — aligned
Conviction Quality
≥2/3 conditions0-DTE 32%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: +44%, ATM: +12%, OTM: +49% — strong bullish (ITM/ATM aligned)
Sector Relative≤40% or ≥60%
Sector P/C percentile 82% — very bearish vs sector
Activity
Unusual activity?
3.8
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks0/9 checks passed
Volume Surge
≥1.5xVolume 1.1x avg — normal
Turnover Rate
≥15%Vol/OI 3.1% — normal turnover
Strike Concentration
≥60%Top 3 strikes = 50% — dispersed
Multi-Day Persistence
≥2 days1 day(s) elevated — may be one-day event
OI Build
≥5%OI change +0.0% (5d) — stable
Sector Relative≥60%
Sector activity percentile 55% — neutral vs sector
Trade Quality
≥30%Large trade volume 0% — mostly retail
Execution Urgency
≥60%Aggressive execution 49% — patient
Flow Conviction
≥30Conviction +21 (bullish) — mixed
Liquidity
Can I trade efficiently?
2.8
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks2/8 checks passed
Tradeable Spread
≤5.0%Spread 23.8% — wide
Adequate OI
≥10,000OI 17,712 — adequate
Active Volume
≥500Volume 551/day — adequate
Reasonable Cost
≤$0.50$1.19 to cross — expensive
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 69% — wider than sector
Order Book Depth
≥100 contractsDepth 92.4 contracts (bid:52.5 ask:39.9) — thin
Execution Quality
<1.0%Avg slippage 13.50% — poor
Timing
Is now a good time?
6.9
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks5/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope +8.1% — backwardation
IV Percentile Clarity
<30 or >70IV percentile 56% — neutral
Event Detection
≥10pts kinkIV kink 2.5pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 873.55 — favors income trades
Expiration Distribution
≥3 expirations3 liquid expirations — flexible
Event Risk
≥60% (safe)safe window: No earnings detected
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow +21% @ 61% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 30 (ITM 20% + inst 0%) — retail dominated
Directional Strategy Fit
Option Buyers
Long Calls4.9
bullishIV fair, mixed flow
Long Puts5.3
bearishIV fair, mixed flow
Premium Sellers
Cash-Secured Put4.5
bullishIV fair, mixed flow
Covered Call4.9
bearishIV fair, mixed flow
For educational purposes only. Not investment advice.