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Markel Group Inc. MKL

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Market datapartial · fetched 2026-10-22T16:19:06.562Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T16:18:17.806488555Z

FundamentalsAlpha Vantage · unavailable

Share price$1,895.11
1D+0.5%
$1,880$1,885$1,890$1,895$1,9005:30 AM6:30 AM9:00 AM1:00 PMMKL
Sold putSold call

Markel Group Inc. options

Live interpolated MKL call and put midpoint premiums by absolute delta.Markel Group Inc.$8.60$36.55$64.49$92.43$120.37$1666.74$1765.92$1865.09$1964.27$2063.4520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MKL spot · $1895.11MKL PRICE$11.62$15.06$19.95$24.84$29.73$35.90$41.85$48.79$56.96$66.63$77.68$92.32$106.68$13.04$17.55$22.29$27.78$33.43$39.07$44.62$51.61$60.17$70.94$84.49$97.81$112.32
PutsExpensive1.07×
CallsCheap0.84×
SkewBearish+0.33 pp
Implied moveBearish±$86.48
TiltBearish3.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1999.0320.2%6.1%1810.8121.2%5.1%
25Δ1974.1619.0%5.0%1828.6921.3%4.4%
30Δ1959.9919.3%4.5%1845.5921.2%3.8%
35Δ1945.8219.7%4.0%1860.7021.1%3.3%
40Δ1931.6420.1%3.5%1875.5121.0%2.8%
45Δ1918.0720.5%3.1%1890.3120.8%2.3%
50Δ1904.2120.3%2.7%1904.0820.2%1.9%
55Δ1890.4620.4%2.3%1917.6020.0%1.5%
60Δ1876.3720.5%2.0%1931.6420.0%1.2%
65Δ1861.4920.9%1.7%1947.2120.4%1.0%
70Δ1845.5321.3%1.5%1964.8821.1%0.8%
75Δ1826.5822.0%1.3%1982.6921.2%0.5%
80Δ1807.6022.0%1.0%2001.5020.9%0.3%

20Δ

Calls
Pseudo strike
1999.03
IV
20.2%
B/E move
6.1%
Puts
Pseudo strike
1810.81
IV
21.2%
B/E move
5.1%

25Δ

Calls
Pseudo strike
1974.16
IV
19.0%
B/E move
5.0%
Puts
Pseudo strike
1828.69
IV
21.3%
B/E move
4.4%

30Δ

Calls
Pseudo strike
1959.99
IV
19.3%
B/E move
4.5%
Puts
Pseudo strike
1845.59
IV
21.2%
B/E move
3.8%

35Δ

Calls
Pseudo strike
1945.82
IV
19.7%
B/E move
4.0%
Puts
Pseudo strike
1860.70
IV
21.1%
B/E move
3.3%

40Δ

Calls
Pseudo strike
1931.64
IV
20.1%
B/E move
3.5%
Puts
Pseudo strike
1875.51
IV
21.0%
B/E move
2.8%

45Δ

Calls
Pseudo strike
1918.07
IV
20.5%
B/E move
3.1%
Puts
Pseudo strike
1890.31
IV
20.8%
B/E move
2.3%

50Δ

Calls
Pseudo strike
1904.21
IV
20.3%
B/E move
2.7%
Puts
Pseudo strike
1904.08
IV
20.2%
B/E move
1.9%

55Δ

Calls
Pseudo strike
1890.46
IV
20.4%
B/E move
2.3%
Puts
Pseudo strike
1917.60
IV
20.0%
B/E move
1.5%

60Δ

Calls
Pseudo strike
1876.37
IV
20.5%
B/E move
2.0%
Puts
Pseudo strike
1931.64
IV
20.0%
B/E move
1.2%

65Δ

Calls
Pseudo strike
1861.49
IV
20.9%
B/E move
1.7%
Puts
Pseudo strike
1947.21
IV
20.4%
B/E move
1.0%

70Δ

Calls
Pseudo strike
1845.53
IV
21.3%
B/E move
1.5%
Puts
Pseudo strike
1964.88
IV
21.1%
B/E move
0.8%

75Δ

Calls
Pseudo strike
1826.58
IV
22.0%
B/E move
1.3%
Puts
Pseudo strike
1982.69
IV
21.2%
B/E move
0.5%

80Δ

Calls
Pseudo strike
1807.60
IV
22.0%
B/E move
1.0%
Puts
Pseudo strike
2001.50
IV
20.9%
B/E move
0.3%

Options history

No recorded observations