IntraAlpha
Create free account Start free

MARCUS & MILLICHAP MMI

i

Market dataready · fetched 2026-11-12T02:47:41.414Z

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 · 2026-11-12T00:00:00.002979565Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T02:47:41.037383+00:00

Share price$24.81
1D+0.9%
AH$24.53$24.68$24.83$24.98$25.135:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMMI
Sold putSold callAH

MARCUS & MILLICHAP options

Live interpolated MMI call and put midpoint premiums by absolute delta.MARCUS & MILLICHAP$0.36$1.46$2.57$3.68$4.79$18.90$21.97$25.04$28.12$31.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MMI spot · $24.81MMI PRICE$0.51$0.78$1.06$1.33$1.60$1.87$2.14$2.36$2.42$2.47$2.53$2.58$2.64$0.47$0.72$1.12$1.53$1.94$2.34$2.67$2.97$3.27$3.57$3.87$4.17$4.47
PutsExpensive1.17×
CallsExpensive1.56×
SkewBullish-7.14 pp
Implied moveBearish±$4.81
TiltBearish15.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.90127.1%22.6%21.82106.7%14.0%
25Δ29.18131.7%20.8%22.8098.8%11.0%
30Δ28.45136.4%18.9%23.32111.8%10.5%
35Δ27.73141.0%17.1%23.83124.8%10.1%
40Δ27.00145.6%15.3%24.35137.8%9.7%
45Δ26.28150.2%13.5%24.86150.8%9.2%
50Δ25.55154.9%11.6%25.39148.3%8.4%
55Δ24.89154.9%9.9%25.93140.1%7.5%
60Δ24.44139.8%8.2%26.46132.0%6.5%
65Δ23.99124.8%6.6%27.00123.8%5.6%
70Δ23.53109.7%5.0%27.53115.7%4.6%
75Δ23.0894.7%3.4%28.07107.5%3.7%
80Δ22.6279.7%1.8%28.6099.4%2.7%

20Δ

Calls
Pseudo strike
29.90
IV
127.1%
B/E move
22.6%
Puts
Pseudo strike
21.82
IV
106.7%
B/E move
14.0%

25Δ

Calls
Pseudo strike
29.18
IV
131.7%
B/E move
20.8%
Puts
Pseudo strike
22.80
IV
98.8%
B/E move
11.0%

30Δ

Calls
Pseudo strike
28.45
IV
136.4%
B/E move
18.9%
Puts
Pseudo strike
23.32
IV
111.8%
B/E move
10.5%

35Δ

Calls
Pseudo strike
27.73
IV
141.0%
B/E move
17.1%
Puts
Pseudo strike
23.83
IV
124.8%
B/E move
10.1%

40Δ

Calls
Pseudo strike
27.00
IV
145.6%
B/E move
15.3%
Puts
Pseudo strike
24.35
IV
137.8%
B/E move
9.7%

45Δ

Calls
Pseudo strike
26.28
IV
150.2%
B/E move
13.5%
Puts
Pseudo strike
24.86
IV
150.8%
B/E move
9.2%

50Δ

Calls
Pseudo strike
25.55
IV
154.9%
B/E move
11.6%
Puts
Pseudo strike
25.39
IV
148.3%
B/E move
8.4%

55Δ

Calls
Pseudo strike
24.89
IV
154.9%
B/E move
9.9%
Puts
Pseudo strike
25.93
IV
140.1%
B/E move
7.5%

60Δ

Calls
Pseudo strike
24.44
IV
139.8%
B/E move
8.2%
Puts
Pseudo strike
26.46
IV
132.0%
B/E move
6.5%

65Δ

Calls
Pseudo strike
23.99
IV
124.8%
B/E move
6.6%
Puts
Pseudo strike
27.00
IV
123.8%
B/E move
5.6%

70Δ

Calls
Pseudo strike
23.53
IV
109.7%
B/E move
5.0%
Puts
Pseudo strike
27.53
IV
115.7%
B/E move
4.6%

75Δ

Calls
Pseudo strike
23.08
IV
94.7%
B/E move
3.4%
Puts
Pseudo strike
28.07
IV
107.5%
B/E move
3.7%

80Δ

Calls
Pseudo strike
22.62
IV
79.7%
B/E move
1.8%
Puts
Pseudo strike
28.60
IV
99.4%
B/E move
2.7%

Options history

IV · four-Friday blend61.78%
Daily EOD
MMI53.6%62.6%71.5%2026-10-20: 54.84%2026-10-21: 57.89%2026-10-22: 58.02%2026-10-23: 59.07%2026-10-26: 66.89%2026-10-27: 58.91%2026-10-28: 70.28%2026-10-29: 61.69%2026-10-30: 61.78%Oct 20Oct 26Oct 30
9 observations2026-10-20 — 2026-10-30
Table
DateIV (%)
54.84%
57.89%
58.02%
59.07%
66.89%
58.91%
70.28%
61.69%
61.78%