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MarketAxess Holdings, Inc. Common Stock MKTX

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Market dataready · fetched 2026-11-13T02:09:47.113Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-02-19

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 · 2026-11-12T21:00:04.251408065Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T02:09:45.749968+00:00

Share price$165.12
1D-0.1%
AH$165.03$165.15$165.27$165.40$165.525:30 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$2.24$4.22$6.20$8.18$10.16$-0.17$0.17$0.50$0.83$1.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEMKTX PRICE$2.62$2.80$2.98$3.16$3.34$3.52$3.70$4.75$6.36$7.97$9.59$2.45$2.45$2.45$2.45
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ148.1427.2%11.8%
25Δ152.5322.7%9.1%
30Δ178.0618.3%9.4%156.9218.3%6.5%
35Δ176.0216.7%8.3%161.3113.8%3.8%
40Δ173.9815.1%7.2%
45Δ171.9313.4%6.0%
50Δ169.8911.8%4.9%
55Δ167.8510.2%3.8%
60Δ165.818.6%2.7%
65Δ163.878.4%2.1%
70Δ162.009.2%2.0%
75Δ160.139.9%1.8%
80Δ158.2610.7%1.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
148.14
IV
27.2%
B/E move
11.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
152.53
IV
22.7%
B/E move
9.1%

30Δ

Calls
Pseudo strike
178.06
IV
18.3%
B/E move
9.4%
Puts
Pseudo strike
156.92
IV
18.3%
B/E move
6.5%

35Δ

Calls
Pseudo strike
176.02
IV
16.7%
B/E move
8.3%
Puts
Pseudo strike
161.31
IV
13.8%
B/E move
3.8%

40Δ

Calls
Pseudo strike
173.98
IV
15.1%
B/E move
7.2%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
171.93
IV
13.4%
B/E move
6.0%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
169.89
IV
11.8%
B/E move
4.9%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
167.85
IV
10.2%
B/E move
3.8%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
165.81
IV
8.6%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
163.87
IV
8.4%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
162.00
IV
9.2%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
160.13
IV
9.9%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
158.26
IV
10.7%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations