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MarketAxess Holdings, Inc. Common Stock MKTX

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Market datapartial · fetched 2026-10-23T17:38:19.597Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-05-21

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 · 2026-10-23T17:38:03.937801663Z

FundamentalsAlpha Vantage · unavailable

Share price$164.78
1D+0.0%
$164.55$164.63$164.72$164.81$164.895:30 AM6:30 AM9:00 AM1:00 PMMKTX
Sold putSold call

MarketAxess Holdings, Inc. Common Stock options

Live interpolated MKTX call and put midpoint premiums by absolute delta.MarketAxess Holdings, Inc. Common Stock$1.92$12.25$22.59$32.92$43.25$-0.16$0.17$0.50$0.83$1.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEMKTX PRICE$3.04$7.96$12.89$17.81$22.74$27.66$32.59$40.28
PutsExpensive1.91×
CallsCheap0.29×
SkewBearish+16.44 pp
Implied move——
TiltBullish51.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ164.065.1%1.4%
55Δ159.128.5%1.4%
60Δ154.1911.9%1.4%
65Δ149.2515.3%1.4%
70Δ144.3118.7%1.4%
75Δ139.3722.2%1.4%204.7331.8%0.2%
80Δ134.4425.6%1.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
164.06
IV
5.1%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
159.12
IV
8.5%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
154.19
IV
11.9%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
149.25
IV
15.3%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
144.31
IV
18.7%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
139.37
IV
22.2%
B/E move
1.4%
Puts
Pseudo strike
204.73
IV
31.8%
B/E move
0.2%

80Δ

Calls
Pseudo strike
134.44
IV
25.6%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations