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Martin Marietta Materials MLM

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Market datapartial · fetched 2026-10-22T18:25:08.882Z

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 · 2026-10-22T18:24:23.30000542Z

FundamentalsAlpha Vantage · unavailable

Share price$512.88
1D+0.8%
$502$505$508$512$5155:30 AM6:30 AM9:00 AM1:00 PMMLM
Sold putSold call

Martin Marietta Materials options

Live interpolated MLM call and put midpoint premiums by absolute delta.Martin Marietta Materials$3.14$16.80$30.45$44.10$57.75$449.52$480.28$511.04$541.80$572.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MLM spot · $512.88MLM PRICE$4.62$6.34$8.26$10.30$12.50$15.08$18.36$22.18$25.35$28.79$32.98$38.88$45.96$6.39$8.29$10.53$13.10$15.71$18.44$21.98$25.44$28.83$33.52$38.60$44.65$53.82
PutsExpensive1.11×
CallsFair1.03×
SkewBearish+2.54 pp
Implied moveBearish±$40.34
TiltBearish8.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ553.7729.4%8.9%473.0037.6%9.0%
25Δ547.1230.3%7.9%482.5536.3%7.5%
30Δ540.9531.3%7.1%490.2136.2%6.5%
35Δ534.6331.5%6.2%497.1636.2%5.6%
40Δ528.4131.8%5.5%503.9635.8%4.8%
45Δ522.5532.3%4.8%510.6235.3%4.0%
50Δ516.6033.4%4.3%517.1235.6%3.5%
55Δ510.5835.1%3.9%523.5235.3%2.9%
60Δ504.3434.7%3.3%529.8634.6%2.3%
65Δ497.9834.2%2.7%536.8534.6%1.9%
70Δ491.3634.2%2.2%544.1034.5%1.4%
75Δ483.4735.1%1.8%552.1534.5%1.1%
80Δ474.5336.1%1.5%562.9535.7%0.7%

20Δ

Calls
Pseudo strike
553.77
IV
29.4%
B/E move
8.9%
Puts
Pseudo strike
473.00
IV
37.6%
B/E move
9.0%

25Δ

Calls
Pseudo strike
547.12
IV
30.3%
B/E move
7.9%
Puts
Pseudo strike
482.55
IV
36.3%
B/E move
7.5%

30Δ

Calls
Pseudo strike
540.95
IV
31.3%
B/E move
7.1%
Puts
Pseudo strike
490.21
IV
36.2%
B/E move
6.5%

35Δ

Calls
Pseudo strike
534.63
IV
31.5%
B/E move
6.2%
Puts
Pseudo strike
497.16
IV
36.2%
B/E move
5.6%

40Δ

Calls
Pseudo strike
528.41
IV
31.8%
B/E move
5.5%
Puts
Pseudo strike
503.96
IV
35.8%
B/E move
4.8%

45Δ

Calls
Pseudo strike
522.55
IV
32.3%
B/E move
4.8%
Puts
Pseudo strike
510.62
IV
35.3%
B/E move
4.0%

50Δ

Calls
Pseudo strike
516.60
IV
33.4%
B/E move
4.3%
Puts
Pseudo strike
517.12
IV
35.6%
B/E move
3.5%

55Δ

Calls
Pseudo strike
510.58
IV
35.1%
B/E move
3.9%
Puts
Pseudo strike
523.52
IV
35.3%
B/E move
2.9%

60Δ

Calls
Pseudo strike
504.34
IV
34.7%
B/E move
3.3%
Puts
Pseudo strike
529.86
IV
34.6%
B/E move
2.3%

65Δ

Calls
Pseudo strike
497.98
IV
34.2%
B/E move
2.7%
Puts
Pseudo strike
536.85
IV
34.6%
B/E move
1.9%

70Δ

Calls
Pseudo strike
491.36
IV
34.2%
B/E move
2.2%
Puts
Pseudo strike
544.10
IV
34.5%
B/E move
1.4%

75Δ

Calls
Pseudo strike
483.47
IV
35.1%
B/E move
1.8%
Puts
Pseudo strike
552.15
IV
34.5%
B/E move
1.1%

80Δ

Calls
Pseudo strike
474.53
IV
36.1%
B/E move
1.5%
Puts
Pseudo strike
562.95
IV
35.7%
B/E move
0.7%

Options history

No recorded observations