Pre-earnings options volume in Vail Resorts (MTN) is 3.2x normal with calls leading puts 7:2. Implied volatility suggests the market is anticipating a move near 5.3%, or $8.12, after results are released. Median move over the past eight quarters is 4.0%.
Claim 30% Off TipRanks
- Unlock hedge fund-level data and powerful investing tools for smarter, sharper decisions
- Discover top-performing stock ideas and upgrade to a portfolio of market leaders with Smart Investor Picks
Published first on TheFly – the ultimate source for real-time, market-moving breaking financial news. Try Now>>
Read More on MTN: