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MARCUS & MILLICHAP MMI

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Market datapartial · fetched 2026-10-22T23:22:35.018Z

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 · 2026-10-22T23:00:00.003343931Z

FundamentalsAlpha Vantage · unavailable

Share price$28.28
1D-0.6%
AH$27.98$28.17$28.36$28.55$28.745:30 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$2.37$3.14$3.92$4.70$5.48$18.90$23.60$28.31$33.01$37.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MMI spot · $28.28MMI PRICE$2.45$2.45$2.45$2.57$2.81$3.05$3.29$3.53$3.77$4.14$2.45$2.45$2.45$2.47$2.50$2.52$2.54$2.57$2.59$2.98$3.74$4.50$5.26
PutsExpensive3.08×
CallsExpensive3.24×
SkewBullish-0.69 pp
Implied moveBalanced±$5.11
TiltBearish12.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.59205.0%35.9%
25Δ23.08162.6%27.0%
30Δ25.02131.5%20.2%
35Δ38.17166.5%43.6%25.78119.1%17.6%
40Δ33.87134.3%28.4%26.55106.7%14.9%
45Δ31.29110.1%19.3%27.3294.3%12.3%
50Δ29.6195.2%13.8%28.0881.9%9.7%
55Δ28.8289.4%11.8%28.8569.4%7.1%
60Δ28.0483.6%9.9%29.6257.0%4.4%
65Δ27.2577.8%8.0%30.4551.2%2.9%
70Δ26.4772.0%6.1%31.3551.8%2.3%
75Δ25.6866.2%4.1%32.2652.5%1.8%
80Δ24.8162.4%2.4%33.1653.1%1.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.59
IV
205.0%
B/E move
35.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.08
IV
162.6%
B/E move
27.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.02
IV
131.5%
B/E move
20.2%

35Δ

Calls
Pseudo strike
38.17
IV
166.5%
B/E move
43.6%
Puts
Pseudo strike
25.78
IV
119.1%
B/E move
17.6%

40Δ

Calls
Pseudo strike
33.87
IV
134.3%
B/E move
28.4%
Puts
Pseudo strike
26.55
IV
106.7%
B/E move
14.9%

45Δ

Calls
Pseudo strike
31.29
IV
110.1%
B/E move
19.3%
Puts
Pseudo strike
27.32
IV
94.3%
B/E move
12.3%

50Δ

Calls
Pseudo strike
29.61
IV
95.2%
B/E move
13.8%
Puts
Pseudo strike
28.08
IV
81.9%
B/E move
9.7%

55Δ

Calls
Pseudo strike
28.82
IV
89.4%
B/E move
11.8%
Puts
Pseudo strike
28.85
IV
69.4%
B/E move
7.1%

60Δ

Calls
Pseudo strike
28.04
IV
83.6%
B/E move
9.9%
Puts
Pseudo strike
29.62
IV
57.0%
B/E move
4.4%

65Δ

Calls
Pseudo strike
27.25
IV
77.8%
B/E move
8.0%
Puts
Pseudo strike
30.45
IV
51.2%
B/E move
2.9%

70Δ

Calls
Pseudo strike
26.47
IV
72.0%
B/E move
6.1%
Puts
Pseudo strike
31.35
IV
51.8%
B/E move
2.3%

75Δ

Calls
Pseudo strike
25.68
IV
66.2%
B/E move
4.1%
Puts
Pseudo strike
32.26
IV
52.5%
B/E move
1.8%

80Δ

Calls
Pseudo strike
24.81
IV
62.4%
B/E move
2.4%
Puts
Pseudo strike
33.16
IV
53.1%
B/E move
1.3%

Options history

No recorded observations