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Marathon Petroleum Corp MPC

ENERGY · OIL & GAS REFINING & MARKETING
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Market dataready · fetched 2026-10-15T20:33:21.251Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:24:32.471137978Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:33:19.157126+00:00

Share price$476.40
1D-1.2%
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$1.13$4.37$7.62$10.86$14.10$459.96$468.18$476.41$484.63$492.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $476.40OPTION PRICELive MPC spot · $476.40MPC PRICE$1.48$1.98$2.47$2.97$3.51$4.30$5.08$5.87$6.65$7.44$8.22$10.00$12.30$1.66$2.11$2.55$3.32$4.13$4.94$5.76$6.57$7.40$8.85$10.29$11.73$13.17
PutsFair1.04×
CallsExpensive1.12×
SkewBearish+4.94 pp
Implied moveBearish±$10.84
TiltBearish6.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ488.0051.1%2.7%463.6659.1%3.0%
25Δ485.9350.8%2.4%466.6656.0%2.5%
30Δ483.8650.4%2.1%469.6653.0%1.9%
35Δ481.7850.1%1.8%471.5252.8%1.7%
40Δ479.7849.7%1.4%473.2353.1%1.5%
45Δ478.2449.2%1.3%474.9453.3%1.3%
50Δ476.7048.6%1.1%476.6553.5%1.2%
55Δ475.1648.1%1.0%478.3653.8%1.0%
60Δ473.6247.5%0.8%480.0854.0%0.8%
65Δ472.0847.0%0.7%482.0853.5%0.7%
70Δ470.5446.4%0.5%484.0853.0%0.5%
75Δ468.2547.3%0.4%486.0852.5%0.4%
80Δ465.5548.9%0.3%488.0851.9%0.3%

20Δ

Calls
Pseudo strike
488.00
IV
51.1%
B/E move
2.7%
Puts
Pseudo strike
463.66
IV
59.1%
B/E move
3.0%

25Δ

Calls
Pseudo strike
485.93
IV
50.8%
B/E move
2.4%
Puts
Pseudo strike
466.66
IV
56.0%
B/E move
2.5%

30Δ

Calls
Pseudo strike
483.86
IV
50.4%
B/E move
2.1%
Puts
Pseudo strike
469.66
IV
53.0%
B/E move
1.9%

35Δ

Calls
Pseudo strike
481.78
IV
50.1%
B/E move
1.8%
Puts
Pseudo strike
471.52
IV
52.8%
B/E move
1.7%

40Δ

Calls
Pseudo strike
479.78
IV
49.7%
B/E move
1.4%
Puts
Pseudo strike
473.23
IV
53.1%
B/E move
1.5%

45Δ

Calls
Pseudo strike
478.24
IV
49.2%
B/E move
1.3%
Puts
Pseudo strike
474.94
IV
53.3%
B/E move
1.3%

50Δ

Calls
Pseudo strike
476.70
IV
48.6%
B/E move
1.1%
Puts
Pseudo strike
476.65
IV
53.5%
B/E move
1.2%

55Δ

Calls
Pseudo strike
475.16
IV
48.1%
B/E move
1.0%
Puts
Pseudo strike
478.36
IV
53.8%
B/E move
1.0%

60Δ

Calls
Pseudo strike
473.62
IV
47.5%
B/E move
0.8%
Puts
Pseudo strike
480.08
IV
54.0%
B/E move
0.8%

65Δ

Calls
Pseudo strike
472.08
IV
47.0%
B/E move
0.7%
Puts
Pseudo strike
482.08
IV
53.5%
B/E move
0.7%

70Δ

Calls
Pseudo strike
470.54
IV
46.4%
B/E move
0.5%
Puts
Pseudo strike
484.08
IV
53.0%
B/E move
0.5%

75Δ

Calls
Pseudo strike
468.25
IV
47.3%
B/E move
0.4%
Puts
Pseudo strike
486.08
IV
52.5%
B/E move
0.4%

80Δ

Calls
Pseudo strike
465.55
IV
48.9%
B/E move
0.3%
Puts
Pseudo strike
488.08
IV
51.9%
B/E move
0.3%