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Martin Marietta Materials MLM

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Market datapartial · fetched 2026-10-22T21:08:23.601Z

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 · 2026-10-22T20:10:00.001484102Z

FundamentalsAlpha Vantage · unavailable

Share price$517.67
1D+1.7%
AH$502$506$510$515$5195:30 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$3.48$16.91$30.33$43.76$57.18$452.09$483.80$515.51$547.22$578.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MLM spot · $517.67MLM PRICE$4.93$6.50$8.40$10.49$12.56$15.01$17.89$21.79$26.07$30.57$35.51$40.84$46.90$6.62$8.40$10.83$13.69$16.70$19.69$22.83$26.33$30.54$35.26$40.63$46.64$53.31
PutsExpensive1.17×
CallsFair1.05×
SkewBearish+2.96 pp
Implied moveBearish±$40.72
TiltBearish8.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ561.8531.4%9.5%476.6838.4%9.2%
25Δ553.2431.1%8.1%486.7436.6%7.6%
30Δ546.1331.4%7.1%494.6036.5%6.5%
35Δ539.8832.0%6.3%501.3737.4%5.8%
40Δ533.4131.7%5.5%508.3637.6%5.0%
45Δ527.2431.8%4.7%515.2537.2%4.3%
50Δ521.4332.4%4.2%522.0636.6%3.6%
55Δ515.2333.8%3.7%528.7336.2%3.0%
60Δ508.8035.4%3.3%535.6636.0%2.4%
65Δ501.8336.1%2.8%542.8836.0%1.9%
70Δ494.4736.5%2.4%550.5236.0%1.5%
75Δ486.8036.7%1.9%558.6435.7%1.1%
80Δ478.5336.6%1.5%567.2635.1%0.7%

20Δ

Calls
Pseudo strike
561.85
IV
31.4%
B/E move
9.5%
Puts
Pseudo strike
476.68
IV
38.4%
B/E move
9.2%

25Δ

Calls
Pseudo strike
553.24
IV
31.1%
B/E move
8.1%
Puts
Pseudo strike
486.74
IV
36.6%
B/E move
7.6%

30Δ

Calls
Pseudo strike
546.13
IV
31.4%
B/E move
7.1%
Puts
Pseudo strike
494.60
IV
36.5%
B/E move
6.5%

35Δ

Calls
Pseudo strike
539.88
IV
32.0%
B/E move
6.3%
Puts
Pseudo strike
501.37
IV
37.4%
B/E move
5.8%

40Δ

Calls
Pseudo strike
533.41
IV
31.7%
B/E move
5.5%
Puts
Pseudo strike
508.36
IV
37.6%
B/E move
5.0%

45Δ

Calls
Pseudo strike
527.24
IV
31.8%
B/E move
4.7%
Puts
Pseudo strike
515.25
IV
37.2%
B/E move
4.3%

50Δ

Calls
Pseudo strike
521.43
IV
32.4%
B/E move
4.2%
Puts
Pseudo strike
522.06
IV
36.6%
B/E move
3.6%

55Δ

Calls
Pseudo strike
515.23
IV
33.8%
B/E move
3.7%
Puts
Pseudo strike
528.73
IV
36.2%
B/E move
3.0%

60Δ

Calls
Pseudo strike
508.80
IV
35.4%
B/E move
3.3%
Puts
Pseudo strike
535.66
IV
36.0%
B/E move
2.4%

65Δ

Calls
Pseudo strike
501.83
IV
36.1%
B/E move
2.8%
Puts
Pseudo strike
542.88
IV
36.0%
B/E move
1.9%

70Δ

Calls
Pseudo strike
494.47
IV
36.5%
B/E move
2.4%
Puts
Pseudo strike
550.52
IV
36.0%
B/E move
1.5%

75Δ

Calls
Pseudo strike
486.80
IV
36.7%
B/E move
1.9%
Puts
Pseudo strike
558.64
IV
35.7%
B/E move
1.1%

80Δ

Calls
Pseudo strike
478.53
IV
36.6%
B/E move
1.5%
Puts
Pseudo strike
567.26
IV
35.1%
B/E move
0.7%

Options history

No recorded observations