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Marathon Petroleum Corp MPC

ENERGY · OIL & GAS REFINING & MARKETING
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Market dataready · fetched 2026-10-16T00:14:44.011Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:48:15.300937588Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:14:43.001295+00:00

Share price$475.91
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$5.72$29.06$52.40$75.73$99.07$358.96$413.60$468.23$522.86$577.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MPC spot · $475.91MPC PRICE$8.24$11.13$13.97$17.43$21.32$25.06$29.10$33.51$38.39$44.48$51.28$58.75$67.46$9.89$13.32$16.97$21.08$25.72$30.87$36.50$43.28$50.19$57.98$66.50$78.37$92.34
PutsExpensive1.16×
CallsExpensive1.06×
SkewBearish+0.75 pp
Implied moveBearish±$65.60
TiltBearish12.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ557.6953.2%18.9%419.7654.5%13.9%
25Δ543.8154.2%16.6%431.8154.6%12.1%
30Δ529.1853.5%14.1%443.2954.2%10.4%
35Δ517.5154.1%12.4%453.8854.3%9.1%
40Δ506.7055.0%11.0%464.2854.4%7.8%
45Δ495.4254.5%9.4%474.4854.6%6.8%
50Δ484.7154.0%8.0%484.8854.6%5.8%
55Δ474.4653.6%6.7%495.7455.2%4.9%
60Δ464.3953.2%5.6%506.7155.1%4.1%
65Δ454.0253.7%4.7%518.2554.9%3.3%
70Δ443.2854.2%3.9%530.2654.4%2.6%
75Δ432.0554.3%3.1%545.0855.1%1.9%
80Δ419.9254.3%2.4%561.8655.5%1.3%

20Δ

Calls
Pseudo strike
557.69
IV
53.2%
B/E move
18.9%
Puts
Pseudo strike
419.76
IV
54.5%
B/E move
13.9%

25Δ

Calls
Pseudo strike
543.81
IV
54.2%
B/E move
16.6%
Puts
Pseudo strike
431.81
IV
54.6%
B/E move
12.1%

30Δ

Calls
Pseudo strike
529.18
IV
53.5%
B/E move
14.1%
Puts
Pseudo strike
443.29
IV
54.2%
B/E move
10.4%

35Δ

Calls
Pseudo strike
517.51
IV
54.1%
B/E move
12.4%
Puts
Pseudo strike
453.88
IV
54.3%
B/E move
9.1%

40Δ

Calls
Pseudo strike
506.70
IV
55.0%
B/E move
11.0%
Puts
Pseudo strike
464.28
IV
54.4%
B/E move
7.8%

45Δ

Calls
Pseudo strike
495.42
IV
54.5%
B/E move
9.4%
Puts
Pseudo strike
474.48
IV
54.6%
B/E move
6.8%

50Δ

Calls
Pseudo strike
484.71
IV
54.0%
B/E move
8.0%
Puts
Pseudo strike
484.88
IV
54.6%
B/E move
5.8%

55Δ

Calls
Pseudo strike
474.46
IV
53.6%
B/E move
6.7%
Puts
Pseudo strike
495.74
IV
55.2%
B/E move
4.9%

60Δ

Calls
Pseudo strike
464.39
IV
53.2%
B/E move
5.6%
Puts
Pseudo strike
506.71
IV
55.1%
B/E move
4.1%

65Δ

Calls
Pseudo strike
454.02
IV
53.7%
B/E move
4.7%
Puts
Pseudo strike
518.25
IV
54.9%
B/E move
3.3%

70Δ

Calls
Pseudo strike
443.28
IV
54.2%
B/E move
3.9%
Puts
Pseudo strike
530.26
IV
54.4%
B/E move
2.6%

75Δ

Calls
Pseudo strike
432.05
IV
54.3%
B/E move
3.1%
Puts
Pseudo strike
545.08
IV
55.1%
B/E move
1.9%

80Δ

Calls
Pseudo strike
419.92
IV
54.3%
B/E move
2.4%
Puts
Pseudo strike
561.86
IV
55.5%
B/E move
1.3%