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MARATHON PETROLEUM CORPORATION MPC

i

Market datapartial · fetched 2026-11-07T03:37:11.263Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-07T00:54:45.479036939Z

FundamentalsAlpha Vantage · unavailable

Share price$375.00
1D-1.1%
AH$367$371$374$377$3815:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMPC
Sold putSold callAH

MARATHON PETROLEUM CORPORATION options

Live interpolated MPC call and put midpoint premiums by absolute delta.MARATHON PETROLEUM CORPORATION$0.00$0.27$0.54$0.81$1.08$-0.38$0.06$0.50$0.94$1.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEMPC PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend54.42%
Daily close
MPC38.8%48.0%57.1%2026-08-10: 40.07%2026-08-11: 42.08%2026-08-12: 41.33%2026-08-13: 42.39%2026-08-14: 40.59%2026-08-17: 44.04%2026-08-18: 44.17%2026-08-19: 42.24%2026-08-20: 42.18%2026-08-21: 42.24%2026-08-24: 43.07%2026-08-25: 42.77%2026-08-26: 43.33%2026-08-27: 43.33%2026-08-28: 43.36%2026-08-31: 44.59%2026-09-01: 46.43%2026-09-02: 45.31%2026-09-03: 45.73%2026-09-04: 45.26%2026-09-08: 47.23%2026-09-09: 48.38%2026-09-10: 47.36%2026-09-11: 47.24%2026-09-14: 51.04%2026-09-15: 53.63%2026-09-16: 55.86%2026-09-17: 54.18%2026-09-18: 51.26%2026-09-21: 53.27%2026-09-22: 50.79%2026-09-23: 50.83%2026-09-24: 51.73%2026-09-25: 50.04%2026-09-28: 49.91%2026-09-29: 49.83%2026-09-30: 48.33%2026-10-01: 49.75%2026-10-02: 49.27%2026-10-05: 49.73%2026-10-06: 48.87%2026-10-07: 49.55%2026-10-08: 51.33%2026-10-09: 49.27%2026-10-12: 48.06%2026-10-13: 51.93%2026-10-14: 50.36%2026-10-15: 52.23%2026-10-16: 51.69%2026-10-19: 52.46%2026-10-20: 52.82%2026-10-21: 51.69%2026-10-22: 52.68%2026-10-23: 52.86%2026-10-26: 52.57%2026-10-27: 52.29%2026-10-28: 52.39%2026-10-29: 52.07%2026-10-30: 54.42%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
40.07%
42.08%
41.33%
42.39%
40.59%
44.04%
44.17%
42.24%
42.18%
42.24%
43.07%
42.77%
43.33%
43.33%
43.36%
44.59%
46.43%
45.31%
45.73%
45.26%
47.23%
48.38%
47.36%
47.24%
51.04%
53.63%
55.86%
54.18%
51.26%
53.27%
50.79%
50.83%
51.73%
50.04%
49.91%
49.83%
48.33%
49.75%
49.27%
49.73%
48.87%
49.55%
51.33%
49.27%
48.06%
51.93%
50.36%
52.23%
51.69%
52.46%
52.82%
51.69%
52.68%
52.86%
52.57%
52.29%
52.39%
52.07%
54.42%