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Marathon Petroleum Corp MPC

ENERGY · OIL & GAS REFINING & MARKETING
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Market dataready · fetched 2026-10-15T20:02:36.884Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:06.36978786Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T19:54:25.683027+00:00

Share price$476.92
1D-1.1%
AH$469$473$477$481$4865:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMPC
Sold putSold callAH

Marathon Petroleum Corp options

Live interpolated MPC call and put midpoint premiums by absolute delta.Marathon Petroleum Corp$1.05$4.62$8.19$11.77$15.34$459.49$467.84$476.20$484.55$492.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $476.92OPTION PRICELive MPC spot · $476.92MPC PRICE$1.43$1.91$2.39$2.87$3.35$4.06$4.79$5.52$6.25$6.98$7.71$8.44$12.60$1.71$2.16$2.64$3.48$4.33$5.18$6.03$6.88$8.04$9.61$11.18$12.74$14.31
PutsExpensive1.11×
CallsExpensive1.07×
SkewBearish+10.84 pp
Implied moveBearish±$10.82
TiltBearish12.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ488.2049.6%2.7%463.9360.3%3.1%
25Δ486.2049.2%2.3%467.0357.3%2.5%
30Δ484.1948.7%2.0%470.0854.5%2.0%
35Δ482.1948.2%1.7%471.8655.0%1.8%
40Δ480.1947.7%1.4%473.6555.4%1.6%
45Δ478.7046.9%1.2%475.4355.9%1.4%
50Δ477.2746.0%1.1%477.2256.4%1.2%
55Δ475.8445.1%0.9%479.0056.9%1.0%
60Δ474.4144.3%0.8%480.9657.2%0.8%
65Δ472.9843.4%0.6%483.1457.5%0.7%
70Δ471.5542.5%0.5%485.3157.7%0.6%
75Δ470.1241.6%0.3%487.4957.9%0.5%
80Δ465.6246.2%0.3%489.6758.2%0.3%

20Δ

Calls
Pseudo strike
488.20
IV
49.6%
B/E move
2.7%
Puts
Pseudo strike
463.93
IV
60.3%
B/E move
3.1%

25Δ

Calls
Pseudo strike
486.20
IV
49.2%
B/E move
2.3%
Puts
Pseudo strike
467.03
IV
57.3%
B/E move
2.5%

30Δ

Calls
Pseudo strike
484.19
IV
48.7%
B/E move
2.0%
Puts
Pseudo strike
470.08
IV
54.5%
B/E move
2.0%

35Δ

Calls
Pseudo strike
482.19
IV
48.2%
B/E move
1.7%
Puts
Pseudo strike
471.86
IV
55.0%
B/E move
1.8%

40Δ

Calls
Pseudo strike
480.19
IV
47.7%
B/E move
1.4%
Puts
Pseudo strike
473.65
IV
55.4%
B/E move
1.6%

45Δ

Calls
Pseudo strike
478.70
IV
46.9%
B/E move
1.2%
Puts
Pseudo strike
475.43
IV
55.9%
B/E move
1.4%

50Δ

Calls
Pseudo strike
477.27
IV
46.0%
B/E move
1.1%
Puts
Pseudo strike
477.22
IV
56.4%
B/E move
1.2%

55Δ

Calls
Pseudo strike
475.84
IV
45.1%
B/E move
0.9%
Puts
Pseudo strike
479.00
IV
56.9%
B/E move
1.0%

60Δ

Calls
Pseudo strike
474.41
IV
44.3%
B/E move
0.8%
Puts
Pseudo strike
480.96
IV
57.2%
B/E move
0.8%

65Δ

Calls
Pseudo strike
472.98
IV
43.4%
B/E move
0.6%
Puts
Pseudo strike
483.14
IV
57.5%
B/E move
0.7%

70Δ

Calls
Pseudo strike
471.55
IV
42.5%
B/E move
0.5%
Puts
Pseudo strike
485.31
IV
57.7%
B/E move
0.6%

75Δ

Calls
Pseudo strike
470.12
IV
41.6%
B/E move
0.3%
Puts
Pseudo strike
487.49
IV
57.9%
B/E move
0.5%

80Δ

Calls
Pseudo strike
465.62
IV
46.2%
B/E move
0.3%
Puts
Pseudo strike
489.67
IV
58.2%
B/E move
0.3%