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MarketAxess Holdings, Inc. Common Stock MKTX

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Market datapartial · fetched 2026-10-23T04:10:41.179Z

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$0.50$2.72$4.94$7.17$9.39$156.34$160.15$163.95$167.75$171.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MKTX spot · $164.56MKTX PRICE$1.08$1.11$1.13$1.16$1.19$1.22$1.24$1.70$2.29$2.87$3.45$4.04$4.62$0.74$1.17$1.63$2.09$2.55$3.01$3.46$3.92$4.38$4.84$5.29$5.75$8.75
PutsExpensive5.94×
CallsExpensive3.43×
SkewBearish+2.65 pp
Implied moveBearish±$4.71
TiltBearish27.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ174.7222.4%6.8%159.7814.1%3.4%
25Δ173.1519.8%5.9%160.8314.0%3.0%
30Δ171.5917.3%5.0%161.7314.1%2.7%
35Δ170.0314.8%4.0%162.6314.1%2.4%
40Δ168.4712.3%3.1%163.5214.2%2.2%
45Δ166.919.8%2.2%164.4214.3%1.9%
50Δ165.347.3%1.2%165.3214.3%1.6%
55Δ164.397.2%0.9%166.2214.4%1.4%
60Δ163.627.8%0.8%167.1214.4%1.1%
65Δ162.848.4%0.7%168.0114.5%0.8%
70Δ162.069.0%0.6%168.9114.6%0.6%
75Δ161.289.6%0.5%169.8114.6%0.3%
80Δ160.5110.2%0.3%172.9318.7%0.2%

20Δ

Calls
Pseudo strike
174.72
IV
22.4%
B/E move
6.8%
Puts
Pseudo strike
159.78
IV
14.1%
B/E move
3.4%

25Δ

Calls
Pseudo strike
173.15
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
171.59
IV
17.3%
B/E move
5.0%
Puts
Pseudo strike
161.73
IV
14.1%
B/E move
2.7%

35Δ

Calls
Pseudo strike
170.03
IV
14.8%
B/E move
4.0%
Puts
Pseudo strike
162.63
IV
14.1%
B/E move
2.4%

40Δ

Calls
Pseudo strike
168.47
IV
12.3%
B/E move
3.1%
Puts
Pseudo strike
163.52
IV
14.2%
B/E move
2.2%

45Δ

Calls
Pseudo strike
166.91
IV
9.8%
B/E move
2.2%
Puts
Pseudo strike
164.42
IV
14.3%
B/E move
1.9%

50Δ

Calls
Pseudo strike
165.34
IV
7.3%
B/E move
1.2%
Puts
Pseudo strike
165.32
IV
14.3%
B/E move
1.6%

55Δ

Calls
Pseudo strike
164.39
IV
7.2%
B/E move
0.9%
Puts
Pseudo strike
166.22
IV
14.4%
B/E move
1.4%

60Δ

Calls
Pseudo strike
163.62
IV
7.8%
B/E move
0.8%
Puts
Pseudo strike
167.12
IV
14.4%
B/E move
1.1%

65Δ

Calls
Pseudo strike
162.84
IV
8.4%
B/E move
0.7%
Puts
Pseudo strike
168.01
IV
14.5%
B/E move
0.8%

70Δ

Calls
Pseudo strike
162.06
IV
9.0%
B/E move
0.6%
Puts
Pseudo strike
168.91
IV
14.6%
B/E move
0.6%

75Δ

Calls
Pseudo strike
161.28
IV
9.6%
B/E move
0.5%
Puts
Pseudo strike
169.81
IV
14.6%
B/E move
0.3%

80Δ

Calls
Pseudo strike
160.51
IV
10.2%
B/E move
0.3%
Puts
Pseudo strike
172.93
IV
18.7%
B/E move
0.2%

Options history

No recorded observations