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MarketAxess Holdings, Inc. Common Stock MKTX

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Market datapartial · fetched 2026-10-23T02:22:28.946Z

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 · 2026-10-22T22:02:01.532341031Z

FundamentalsAlpha Vantage · unavailable

Share price$164.56
1D-0.3%
AH$164.57$164.75$164.94$165.13$165.315:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMKTX
Sold putSold callAH

MarketAxess Holdings, Inc. Common Stock options

Live interpolated MKTX call and put midpoint premiums by absolute delta.MarketAxess Holdings, Inc. Common Stock$0.49$2.76$5.03$7.30$9.56$156.37$160.16$163.95$167.74$171.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MKTX spot · $164.56MKTX PRICE$1.08$1.11$1.13$1.16$1.19$1.22$1.24$1.68$2.27$2.86$3.44$4.03$4.62$0.74$1.18$1.64$2.10$2.56$3.02$3.48$3.93$4.39$4.85$5.31$5.77$8.91
PutsExpensive5.92×
CallsExpensive3.42×
SkewBearish+2.64 pp
Implied moveBearish±$4.72
TiltBearish27.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ174.7222.3%6.8%159.7814.1%3.4%
25Δ173.1719.8%5.9%160.8314.0%3.0%
30Δ171.6217.3%5.0%161.7414.0%2.7%
35Δ170.0714.8%4.1%162.6414.1%2.4%
40Δ168.5112.3%3.1%163.5414.1%2.2%
45Δ166.969.7%2.2%164.4414.2%1.9%
50Δ165.417.2%1.3%165.3414.2%1.6%
55Δ164.437.0%0.9%166.2514.3%1.4%
60Δ163.647.6%0.8%167.1514.3%1.1%
65Δ162.868.3%0.7%168.0514.4%0.8%
70Δ162.088.9%0.6%168.9514.4%0.6%
75Δ161.299.5%0.5%169.8514.5%0.3%
80Δ160.5110.1%0.3%173.0918.8%0.2%

20Δ

Calls
Pseudo strike
174.72
IV
22.3%
B/E move
6.8%
Puts
Pseudo strike
159.78
IV
14.1%
B/E move
3.4%

25Δ

Calls
Pseudo strike
173.17
IV
19.8%
B/E move
5.9%
Puts
Pseudo strike
160.83
IV
14.0%
B/E move
3.0%

30Δ

Calls
Pseudo strike
171.62
IV
17.3%
B/E move
5.0%
Puts
Pseudo strike
161.74
IV
14.0%
B/E move
2.7%

35Δ

Calls
Pseudo strike
170.07
IV
14.8%
B/E move
4.1%
Puts
Pseudo strike
162.64
IV
14.1%
B/E move
2.4%

40Δ

Calls
Pseudo strike
168.51
IV
12.3%
B/E move
3.1%
Puts
Pseudo strike
163.54
IV
14.1%
B/E move
2.2%

45Δ

Calls
Pseudo strike
166.96
IV
9.7%
B/E move
2.2%
Puts
Pseudo strike
164.44
IV
14.2%
B/E move
1.9%

50Δ

Calls
Pseudo strike
165.41
IV
7.2%
B/E move
1.3%
Puts
Pseudo strike
165.34
IV
14.2%
B/E move
1.6%

55Δ

Calls
Pseudo strike
164.43
IV
7.0%
B/E move
0.9%
Puts
Pseudo strike
166.25
IV
14.3%
B/E move
1.4%

60Δ

Calls
Pseudo strike
163.64
IV
7.6%
B/E move
0.8%
Puts
Pseudo strike
167.15
IV
14.3%
B/E move
1.1%

65Δ

Calls
Pseudo strike
162.86
IV
8.3%
B/E move
0.7%
Puts
Pseudo strike
168.05
IV
14.4%
B/E move
0.8%

70Δ

Calls
Pseudo strike
162.08
IV
8.9%
B/E move
0.6%
Puts
Pseudo strike
168.95
IV
14.4%
B/E move
0.6%

75Δ

Calls
Pseudo strike
161.29
IV
9.5%
B/E move
0.5%
Puts
Pseudo strike
169.85
IV
14.5%
B/E move
0.3%

80Δ

Calls
Pseudo strike
160.51
IV
10.1%
B/E move
0.3%
Puts
Pseudo strike
173.09
IV
18.8%
B/E move
0.2%

Options history

No recorded observations