MTNVail Resorts, Inc.
Options Analysis Report•SERVICES-MISCELLANEOUS AMUSEMENT & RECREATION
Market Cap $4.9B|NYSE
● 2026-06-09$137.21
NEUTRAL
Analysis: 2026-06-08 EOD data
1Y -11.9%YTD +2.4%7D +1.2%
Options Vol
6,733
30D
Implied Move
±19.6%
IV Rank
62%
MTN Options Overview
bearish flow with unusual activity. Conditions favor premium sellers.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
3.5
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks4/9 checks passed
IV Rank
≤35%IV Rank 67.1% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 2.14x — IV premium over HV
Sector Relative≤50%
Sector percentile 60% — above sector median
Term Structure
<1.1xFront/Back 1.50x — backwardation
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 50.0% — normal range
Spread-Adjusted Value
<80%Effective IV 79.0% (ATM 50.0% + spread 14.5% + bias) — fair
Execution Efficiency
<3.0%Total drag 22.11% (spread 14.51% + slippage 7.60%) — high friction
Vega Efficiency
≥5.0Vega efficiency 19.42 (vega 28.180 / spread 14.51%) — efficient
Sentiment
Bullish or bearish?
3.8
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksNeutral - Moderate signal (Conviction: +9%, Raw: +9%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: +9% (neutral) — Raw: +9%
OI Skew Magnitude
≥15%|OI skew| 26.6% — put-heavy
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew -34.8%, OI skew -26.6% — aligned
Conviction Quality
≥2/3 conditions0-DTE 0%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: +15%, ATM: -13%, OTM: +15% — neutral (ITM/ATM divergent)
Sector Relative≤40% or ≥60%
Sector P/C percentile 87% — very bearish vs sector
Activity
Unusual activity?
6.5
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks4/9 checks passed
Volume Surge
≥1.5xVolume 8.0x avg — hot
Turnover Rate
≥15%Vol/OI 33.0% — high 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 +19.5% (5d) — building
Sector Relative≥60%
Sector activity percentile 97% — very active vs sector
Trade Quality
≥30%Large trade volume 2% — mostly retail
Execution Urgency
≥60%Aggressive execution 35% — patient
Flow Conviction
≥30Conviction +9 (bullish) — mixed
Liquidity
Can I trade efficiently?
3.1
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks2/8 checks passed
Tradeable Spread
≤5.0%Spread 14.5% — wide
Adequate OI
≥10,000OI 20,433 — adequate
Active Volume
≥500Volume 6,733/day — active
Reasonable Cost
≤$0.50$0.73 to cross — expensive
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 78% — wider than sector
Order Book Depth
≥100 contractsDepth 51.2 contracts (bid:22.5 ask:28.7) — thin
Execution Quality
<1.0%Avg slippage 7.60% — 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 +50.2% — backwardation
IV Percentile Clarity
<30 or >70IV percentile 67% — neutral
Event Detection
≥10pts kinkIV kink 20.9pts — event priced
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 448.72 — favors income trades
Expiration Distribution
≥3 expirations3 liquid expirations — flexible
Event Risk
≥60% (safe)caution advised: No earnings detected; CPI in 1d (HIGH)
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow +9% @ 55% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 32 (ITM 20% + inst 2%) — retail dominated
Directional Strategy Fit
Option Buyers
Long Calls4.1
bullishIV expensive, bearish flow
Long Puts4.9
bearishIV expensive, bearish flow
Premium Sellers
Cash-Secured Put4.9
bullishIV rich premium, bearish flow
Covered Call5.7
bearishIV rich premium, bearish flow
For educational purposes only. Not investment advice.