Share price$1,902.01
1D+1.0%
Sold putSold callAH
Markel Group Inc. MKL
i
Market datapartial · fetched 2026-10-23T02:21:56.713Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-22T23:51:56.117324871Z
FundamentalsAlpha Vantage · unavailable
Markel Group Inc. options
PutsFair1.04×
CallsCheap0.90×
SkewBullish-1.86 pp
Implied moveBearish±$88.73
TiltBullish2.1% CALL
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 2009.12 | 21.0% | 6.3% | 1821.59 | 20.2% | 4.9% |
| 25Δ | 1983.26 | 19.5% | 5.1% | 1838.79 | 20.3% | 4.2% |
| 30Δ | 1968.43 | 20.0% | 4.5% | 1854.54 | 20.3% | 3.6% |
| 35Δ | 1955.03 | 20.9% | 4.1% | 1869.83 | 20.0% | 3.1% |
| 40Δ | 1941.51 | 21.8% | 3.8% | 1883.77 | 20.1% | 2.6% |
| 45Δ | 1926.54 | 22.0% | 3.3% | 1897.32 | 20.5% | 2.3% |
| 50Δ | 1911.37 | 21.0% | 2.8% | 1911.06 | 20.5% | 1.9% |
| 55Δ | 1896.99 | 21.3% | 2.4% | 1923.84 | 19.2% | 1.5% |
| 60Δ | 1881.09 | 22.7% | 2.2% | 1937.06 | 19.1% | 1.2% |
| 65Δ | 1865.76 | 22.5% | 1.9% | 1952.84 | 19.8% | 1.0% |
| 70Δ | 1846.98 | 23.4% | 1.6% | 1968.94 | 20.1% | 0.7% |
| 75Δ | 1829.88 | 23.1% | 1.3% | 1984.44 | 19.8% | 0.5% |
| 80Δ | 1806.36 | 24.0% | 1.1% | 1999.23 | 19.1% | 0.3% |
20Δ
- Pseudo strike
- 2009.12
- IV
- 21.0%
- B/E move
- 6.3%
- Pseudo strike
- 1821.59
- IV
- 20.2%
- B/E move
- 4.9%
25Δ
- Pseudo strike
- 1983.26
- IV
- 19.5%
- B/E move
- 5.1%
- Pseudo strike
- 1838.79
- IV
- 20.3%
- B/E move
- 4.2%
30Δ
- Pseudo strike
- 1968.43
- IV
- 20.0%
- B/E move
- 4.5%
- Pseudo strike
- 1854.54
- IV
- 20.3%
- B/E move
- 3.6%
35Δ
- Pseudo strike
- 1955.03
- IV
- 20.9%
- B/E move
- 4.1%
- Pseudo strike
- 1869.83
- IV
- 20.0%
- B/E move
- 3.1%
40Δ
- Pseudo strike
- 1941.51
- IV
- 21.8%
- B/E move
- 3.8%
- Pseudo strike
- 1883.77
- IV
- 20.1%
- B/E move
- 2.6%
45Δ
- Pseudo strike
- 1926.54
- IV
- 22.0%
- B/E move
- 3.3%
- Pseudo strike
- 1897.32
- IV
- 20.5%
- B/E move
- 2.3%
50Δ
- Pseudo strike
- 1911.37
- IV
- 21.0%
- B/E move
- 2.8%
- Pseudo strike
- 1911.06
- IV
- 20.5%
- B/E move
- 1.9%
55Δ
- Pseudo strike
- 1896.99
- IV
- 21.3%
- B/E move
- 2.4%
- Pseudo strike
- 1923.84
- IV
- 19.2%
- B/E move
- 1.5%
60Δ
- Pseudo strike
- 1881.09
- IV
- 22.7%
- B/E move
- 2.2%
- Pseudo strike
- 1937.06
- IV
- 19.1%
- B/E move
- 1.2%
65Δ
- Pseudo strike
- 1865.76
- IV
- 22.5%
- B/E move
- 1.9%
- Pseudo strike
- 1952.84
- IV
- 19.8%
- B/E move
- 1.0%
70Δ
- Pseudo strike
- 1846.98
- IV
- 23.4%
- B/E move
- 1.6%
- Pseudo strike
- 1968.94
- IV
- 20.1%
- B/E move
- 0.7%
75Δ
- Pseudo strike
- 1829.88
- IV
- 23.1%
- B/E move
- 1.3%
- Pseudo strike
- 1984.44
- IV
- 19.8%
- B/E move
- 0.5%
80Δ
- Pseudo strike
- 1806.36
- IV
- 24.0%
- B/E move
- 1.1%
- Pseudo strike
- 1999.23
- IV
- 19.1%
- B/E move
- 0.3%
Options history
No recorded observations