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Markel Group Inc. MKL

i

Market dataready · fetched 2026-11-13T01:27:07.155Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options 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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-13T00:00:00.001960535Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T01:27:06.534049+00:00

Share price$1,962.08
1D-0.8%
AH$1,960$1,965$1,969$1,974$1,9795:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMKL
Sold putSold callAH

Markel Group Inc. options

Live interpolated MKL call and put midpoint premiums by absolute delta.Markel Group Inc.$8.64$21.48$34.32$47.17$60.01$1870.87$1908.73$1946.58$1984.43$2022.2820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive MKL spot · $1962.08MKL PRICE$10.56$12.19$13.23$15.06$18.64$22.23$26.12$30.55$38.09$43.83$48.71$56.31$10.03$10.03$10.75$12.80$15.46$18.26$20.87$23.40$25.92$29.79$36.32$42.85$49.20
PutsCheap0.71×
Calls——
Skew——
Implied moveBullish±$43.10
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1892.8230.3%4.0%
25Δ2015.1624.9%3.2%1920.6522.8%2.6%
30Δ1999.5222.5%2.5%1935.2519.2%1.9%
35Δ1987.9819.9%2.0%1943.9918.3%1.6%
40Δ1977.9118.3%1.6%1951.0018.4%1.4%
45Δ1971.1418.7%1.4%1957.8218.2%1.1%
50Δ1964.3719.2%1.2%1964.0717.7%1.0%
55Δ1957.3919.6%1.1%1970.0517.0%0.8%
60Δ1950.0019.9%0.9%1976.0316.3%0.6%
65Δ1940.6921.6%0.9%1982.7616.0%0.5%
70Δ1932.0921.6%0.7%1990.9716.8%0.4%
75Δ1924.2920.8%0.6%1999.1817.5%0.3%
80Δ1914.2720.8%0.4%2007.3517.1%0.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1892.82
IV
30.3%
B/E move
4.0%

25Δ

Calls
Pseudo strike
2015.16
IV
24.9%
B/E move
3.2%
Puts
Pseudo strike
1920.65
IV
22.8%
B/E move
2.6%

30Δ

Calls
Pseudo strike
1999.52
IV
22.5%
B/E move
2.5%
Puts
Pseudo strike
1935.25
IV
19.2%
B/E move
1.9%

35Δ

Calls
Pseudo strike
1987.98
IV
19.9%
B/E move
2.0%
Puts
Pseudo strike
1943.99
IV
18.3%
B/E move
1.6%

40Δ

Calls
Pseudo strike
1977.91
IV
18.3%
B/E move
1.6%
Puts
Pseudo strike
1951.00
IV
18.4%
B/E move
1.4%

45Δ

Calls
Pseudo strike
1971.14
IV
18.7%
B/E move
1.4%
Puts
Pseudo strike
1957.82
IV
18.2%
B/E move
1.1%

50Δ

Calls
Pseudo strike
1964.37
IV
19.2%
B/E move
1.2%
Puts
Pseudo strike
1964.07
IV
17.7%
B/E move
1.0%

55Δ

Calls
Pseudo strike
1957.39
IV
19.6%
B/E move
1.1%
Puts
Pseudo strike
1970.05
IV
17.0%
B/E move
0.8%

60Δ

Calls
Pseudo strike
1950.00
IV
19.9%
B/E move
0.9%
Puts
Pseudo strike
1976.03
IV
16.3%
B/E move
0.6%

65Δ

Calls
Pseudo strike
1940.69
IV
21.6%
B/E move
0.9%
Puts
Pseudo strike
1982.76
IV
16.0%
B/E move
0.5%

70Δ

Calls
Pseudo strike
1932.09
IV
21.6%
B/E move
0.7%
Puts
Pseudo strike
1990.97
IV
16.8%
B/E move
0.4%

75Δ

Calls
Pseudo strike
1924.29
IV
20.8%
B/E move
0.6%
Puts
Pseudo strike
1999.18
IV
17.5%
B/E move
0.3%

80Δ

Calls
Pseudo strike
1914.27
IV
20.8%
B/E move
0.4%
Puts
Pseudo strike
2007.35
IV
17.1%
B/E move
0.2%

Options history

IV · four-Friday blend17.63%
Daily EOD
MKL17.3%18.7%20.1%2026-10-19: 18.85%2026-10-20: 18.68%2026-10-21: 18.69%2026-10-22: 19.06%2026-10-23: 19.41%2026-10-26: 19.64%2026-10-27: 19.65%2026-10-28: 19.90%2026-10-29: 17.50%2026-10-30: 17.63%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
18.85%
18.68%
18.69%
19.06%
19.41%
19.64%
19.65%
19.90%
17.50%
17.63%