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Martin Marietta Materials MLM

BASIC MATERIALS · BUILDING MATERIALS
i

Market dataready · fetched 2026-11-11T13:47:01.624Z

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: 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 · 2026-11-11T00:00:00.00199504Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T13:46:25.386588+00:00

Share price$528.21
1D-0.6%
AH$518$521$525$529$5335:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMLM
Sold putSold callAH

Martin Marietta Materials options

Live interpolated MLM call and put midpoint premiums by absolute delta.Martin Marietta Materials$2.36$11.30$20.24$29.18$38.12$468.75$496.33$523.90$551.48$579.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MLM spot · $528.21MLM PRICE$3.33$4.28$5.85$7.42$9.13$11.04$12.94$14.79$16.65$19.03$21.79$25.09$30.07$4.24$5.93$7.59$8.42$9.84$12.27$14.69$17.05$19.41$22.32$25.46$29.97$35.54
PutsCheap0.73×
CallsCheap0.81×
SkewBearish+3.76 pp
Implied moveBearish±$27.63
TiltBearish7.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ556.4436.9%6.0%499.8044.4%6.2%
25Δ549.8035.5%4.9%505.0845.3%5.5%
30Δ545.9837.0%4.5%510.2646.3%4.8%
35Δ542.1638.5%4.0%516.2341.9%3.9%
40Δ538.1739.6%3.6%521.5439.6%3.1%
45Δ533.9940.2%3.2%525.7241.1%2.8%
50Δ529.8040.7%2.8%529.9042.5%2.5%
55Δ525.7339.7%2.3%534.2742.0%2.1%
60Δ521.6538.7%1.9%538.6441.4%1.7%
65Δ517.4738.2%1.6%543.2341.0%1.4%
70Δ513.2038.0%1.3%547.9340.7%1.1%
75Δ508.4838.2%1.0%553.7641.2%0.8%
80Δ502.4239.7%0.8%560.4742.4%0.6%

20Δ

Calls
Pseudo strike
556.44
IV
36.9%
B/E move
6.0%
Puts
Pseudo strike
499.80
IV
44.4%
B/E move
6.2%

25Δ

Calls
Pseudo strike
549.80
IV
35.5%
B/E move
4.9%
Puts
Pseudo strike
505.08
IV
45.3%
B/E move
5.5%

30Δ

Calls
Pseudo strike
545.98
IV
37.0%
B/E move
4.5%
Puts
Pseudo strike
510.26
IV
46.3%
B/E move
4.8%

35Δ

Calls
Pseudo strike
542.16
IV
38.5%
B/E move
4.0%
Puts
Pseudo strike
516.23
IV
41.9%
B/E move
3.9%

40Δ

Calls
Pseudo strike
538.17
IV
39.6%
B/E move
3.6%
Puts
Pseudo strike
521.54
IV
39.6%
B/E move
3.1%

45Δ

Calls
Pseudo strike
533.99
IV
40.2%
B/E move
3.2%
Puts
Pseudo strike
525.72
IV
41.1%
B/E move
2.8%

50Δ

Calls
Pseudo strike
529.80
IV
40.7%
B/E move
2.8%
Puts
Pseudo strike
529.90
IV
42.5%
B/E move
2.5%

55Δ

Calls
Pseudo strike
525.73
IV
39.7%
B/E move
2.3%
Puts
Pseudo strike
534.27
IV
42.0%
B/E move
2.1%

60Δ

Calls
Pseudo strike
521.65
IV
38.7%
B/E move
1.9%
Puts
Pseudo strike
538.64
IV
41.4%
B/E move
1.7%

65Δ

Calls
Pseudo strike
517.47
IV
38.2%
B/E move
1.6%
Puts
Pseudo strike
543.23
IV
41.0%
B/E move
1.4%

70Δ

Calls
Pseudo strike
513.20
IV
38.0%
B/E move
1.3%
Puts
Pseudo strike
547.93
IV
40.7%
B/E move
1.1%

75Δ

Calls
Pseudo strike
508.48
IV
38.2%
B/E move
1.0%
Puts
Pseudo strike
553.76
IV
41.2%
B/E move
0.8%

80Δ

Calls
Pseudo strike
502.42
IV
39.7%
B/E move
0.8%
Puts
Pseudo strike
560.47
IV
42.4%
B/E move
0.6%

Options history

IV · four-Friday blend33.27%
Daily close
MLM26.3%31.5%36.7%2026-08-13: 28.00%2026-08-14: 27.27%2026-08-17: 29.30%2026-08-18: 29.31%2026-08-19: 28.90%2026-08-20: 31.67%2026-08-21: 27.17%2026-08-24: 28.35%2026-08-25: 28.03%2026-08-26: 27.71%2026-08-27: 27.68%2026-08-28: 26.97%2026-08-31: 27.26%2026-09-01: 28.25%2026-09-02: 27.74%2026-09-03: 27.36%2026-09-04: 27.84%2026-09-08: 29.64%2026-09-09: 29.72%2026-09-10: 29.33%2026-09-11: 27.81%2026-09-14: 30.16%2026-09-15: 31.35%2026-09-16: 31.84%2026-09-17: 32.21%2026-09-18: 28.78%2026-09-21: 29.03%2026-09-22: 29.01%2026-09-23: 29.00%2026-09-24: 30.21%2026-09-25: 30.17%2026-09-28: 29.25%2026-09-29: 30.16%2026-09-30: 30.14%2026-10-01: 30.50%2026-10-02: 30.25%2026-10-05: 30.49%2026-10-06: 29.55%2026-10-07: 30.83%2026-10-08: 30.95%2026-10-09: 30.72%2026-10-12: 31.71%2026-10-13: 33.17%2026-10-14: 34.61%2026-10-15: 35.98%2026-10-16: 31.73%2026-10-19: 31.75%2026-10-20: 31.51%2026-10-21: 31.27%2026-10-22: 32.09%2026-10-23: 32.66%2026-10-26: 32.77%2026-10-27: 32.95%2026-10-28: 32.98%2026-10-29: 32.00%2026-10-30: 33.27%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
28.00%
27.27%
29.30%
29.31%
28.90%
31.67%
27.17%
28.35%
28.03%
27.71%
27.68%
26.97%
27.26%
28.25%
27.74%
27.36%
27.84%
29.64%
29.72%
29.33%
27.81%
30.16%
31.35%
31.84%
32.21%
28.78%
29.03%
29.01%
29.00%
30.21%
30.17%
29.25%
30.16%
30.14%
30.50%
30.25%
30.49%
29.55%
30.83%
30.95%
30.72%
31.71%
33.17%
34.61%
35.98%
31.73%
31.75%
31.51%
31.27%
32.09%
32.66%
32.77%
32.95%
32.98%
32.00%
33.27%