Share price$1,878.35
1D-1.2%
Sold putSold call
Markel Group Inc. MKL
i
Market datapartial · fetched 2026-10-23T17:33:59.507Z
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 · 2026-10-23T17:32:08.949076815Z
FundamentalsAlpha Vantage · unavailable
Markel Group Inc. options
PutsExpensive1.11×
CallsCheap0.87×
SkewNeutral-0.02 pp
Implied moveBearish±$88.36
TiltBearish4.8% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 1990.72 | 22.6% | 6.7% | 1791.30 | 21.8% | 5.3% |
| 25Δ | 1965.69 | 21.4% | 5.5% | 1815.46 | 20.5% | 4.2% |
| 30Δ | 1944.84 | 20.5% | 4.6% | 1831.54 | 20.6% | 3.6% |
| 35Δ | 1928.73 | 20.5% | 4.0% | 1845.80 | 20.7% | 3.1% |
| 40Δ | 1914.53 | 20.5% | 3.5% | 1859.97 | 20.6% | 2.7% |
| 45Δ | 1901.56 | 21.6% | 3.2% | 1873.65 | 20.6% | 2.3% |
| 50Δ | 1887.51 | 21.3% | 2.8% | 1887.32 | 21.2% | 2.0% |
| 55Δ | 1873.44 | 21.0% | 2.3% | 1901.28 | 21.2% | 1.6% |
| 60Δ | 1859.50 | 21.1% | 2.0% | 1915.36 | 21.1% | 1.3% |
| 65Δ | 1844.69 | 21.4% | 1.7% | 1930.81 | 21.4% | 1.0% |
| 70Δ | 1829.00 | 21.5% | 1.5% | 1947.48 | 21.5% | 0.8% |
| 75Δ | 1812.26 | 21.7% | 1.2% | 1968.05 | 22.3% | 0.6% |
| 80Δ | 1793.88 | 21.8% | 1.0% | 1993.19 | 23.2% | 0.4% |
20Δ
- Pseudo strike
- 1990.72
- IV
- 22.6%
- B/E move
- 6.7%
- Pseudo strike
- 1791.30
- IV
- 21.8%
- B/E move
- 5.3%
25Δ
- Pseudo strike
- 1965.69
- IV
- 21.4%
- B/E move
- 5.5%
- Pseudo strike
- 1815.46
- IV
- 20.5%
- B/E move
- 4.2%
30Δ
- Pseudo strike
- 1944.84
- IV
- 20.5%
- B/E move
- 4.6%
- Pseudo strike
- 1831.54
- IV
- 20.6%
- B/E move
- 3.6%
35Δ
- Pseudo strike
- 1928.73
- IV
- 20.5%
- B/E move
- 4.0%
- Pseudo strike
- 1845.80
- IV
- 20.7%
- B/E move
- 3.1%
40Δ
- Pseudo strike
- 1914.53
- IV
- 20.5%
- B/E move
- 3.5%
- Pseudo strike
- 1859.97
- IV
- 20.6%
- B/E move
- 2.7%
45Δ
- Pseudo strike
- 1901.56
- IV
- 21.6%
- B/E move
- 3.2%
- Pseudo strike
- 1873.65
- IV
- 20.6%
- B/E move
- 2.3%
50Δ
- Pseudo strike
- 1887.51
- IV
- 21.3%
- B/E move
- 2.8%
- Pseudo strike
- 1887.32
- IV
- 21.2%
- B/E move
- 2.0%
55Δ
- Pseudo strike
- 1873.44
- IV
- 21.0%
- B/E move
- 2.3%
- Pseudo strike
- 1901.28
- IV
- 21.2%
- B/E move
- 1.6%
60Δ
- Pseudo strike
- 1859.50
- IV
- 21.1%
- B/E move
- 2.0%
- Pseudo strike
- 1915.36
- IV
- 21.1%
- B/E move
- 1.3%
65Δ
- Pseudo strike
- 1844.69
- IV
- 21.4%
- B/E move
- 1.7%
- Pseudo strike
- 1930.81
- IV
- 21.4%
- B/E move
- 1.0%
70Δ
- Pseudo strike
- 1829.00
- IV
- 21.5%
- B/E move
- 1.5%
- Pseudo strike
- 1947.48
- IV
- 21.5%
- B/E move
- 0.8%
75Δ
- Pseudo strike
- 1812.26
- IV
- 21.7%
- B/E move
- 1.2%
- Pseudo strike
- 1968.05
- IV
- 22.3%
- B/E move
- 0.6%
80Δ
- Pseudo strike
- 1793.88
- IV
- 21.8%
- B/E move
- 1.0%
- Pseudo strike
- 1993.19
- IV
- 23.2%
- B/E move
- 0.4%
Options history
No recorded observations