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Vail Resorts options imply 5.0% move in share price post-earnings

Vail Resorts options imply 5.0% move in share price post-earnings

Pre-earnings options volume in Vail Resorts (MTN) is 3.2x normal with calls leading puts 10:1. Implied volatility suggests the market is anticipating a move near 5.0%, or $9.56, after results are released. Median move over the past eight quarters is 4.0%.

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