IntraAlpha
Create free account Start free

MPLX LP MPLX

ENERGY · OIL & GAS MIDSTREAM
i

Market dataready · fetched 2026-11-11T13:53:17.429Z

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: 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 · 2026-11-11T13:37:41.96684515Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T13:47:29.342849+00:00

Share price$56.89
1D+0.0%
$56.86$56.88$56.89$56.90$56.925:30 AM6:30 AM9:00 AM1:00 PMMPLX
Sold putSold call

MPLX LP options

Live interpolated MPLX call and put midpoint premiums by absolute delta.MPLX LP$0.12$0.86$1.61$2.35$3.10$51.64$54.08$56.52$58.96$61.3920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MPLX spot · $56.89MPLX PRICE$0.20$0.25$0.31$0.36$0.47$0.60$0.72$0.85$0.98$1.11$1.24$1.36$1.49$0.26$0.37$0.49$0.60$0.71$0.82$0.93$1.05$1.18$1.61$2.03$2.46$2.88
PutsCheap0.52×
CallsCheap0.45×
SkewBearish+9.06 pp
Implied moveBearish±$1.66
TiltBearish21.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ58.7617.7%3.6%55.2222.8%3.4%
25Δ58.3717.5%3.1%55.5122.9%3.1%
30Δ57.9917.3%2.5%55.8023.0%2.8%
35Δ57.6117.2%1.9%56.0923.1%2.5%
40Δ57.3516.8%1.6%56.3723.2%2.2%
45Δ57.1516.2%1.5%56.6623.3%1.9%
50Δ56.9515.7%1.4%56.9523.4%1.5%
55Δ56.7415.2%1.2%57.2323.5%1.2%
60Δ56.5414.7%1.1%57.5423.7%0.9%
65Δ56.3414.2%1.0%58.0425.3%0.8%
70Δ56.1313.7%0.8%58.5427.0%0.7%
75Δ55.9313.2%0.7%59.0428.6%0.5%
80Δ55.7312.7%0.6%59.5430.3%0.4%

20Δ

Calls
Pseudo strike
58.76
IV
17.7%
B/E move
3.6%
Puts
Pseudo strike
55.22
IV
22.8%
B/E move
3.4%

25Δ

Calls
Pseudo strike
58.37
IV
17.5%
B/E move
3.1%
Puts
Pseudo strike
55.51
IV
22.9%
B/E move
3.1%

30Δ

Calls
Pseudo strike
57.99
IV
17.3%
B/E move
2.5%
Puts
Pseudo strike
55.80
IV
23.0%
B/E move
2.8%

35Δ

Calls
Pseudo strike
57.61
IV
17.2%
B/E move
1.9%
Puts
Pseudo strike
56.09
IV
23.1%
B/E move
2.5%

40Δ

Calls
Pseudo strike
57.35
IV
16.8%
B/E move
1.6%
Puts
Pseudo strike
56.37
IV
23.2%
B/E move
2.2%

45Δ

Calls
Pseudo strike
57.15
IV
16.2%
B/E move
1.5%
Puts
Pseudo strike
56.66
IV
23.3%
B/E move
1.9%

50Δ

Calls
Pseudo strike
56.95
IV
15.7%
B/E move
1.4%
Puts
Pseudo strike
56.95
IV
23.4%
B/E move
1.5%

55Δ

Calls
Pseudo strike
56.74
IV
15.2%
B/E move
1.2%
Puts
Pseudo strike
57.23
IV
23.5%
B/E move
1.2%

60Δ

Calls
Pseudo strike
56.54
IV
14.7%
B/E move
1.1%
Puts
Pseudo strike
57.54
IV
23.7%
B/E move
0.9%

65Δ

Calls
Pseudo strike
56.34
IV
14.2%
B/E move
1.0%
Puts
Pseudo strike
58.04
IV
25.3%
B/E move
0.8%

70Δ

Calls
Pseudo strike
56.13
IV
13.7%
B/E move
0.8%
Puts
Pseudo strike
58.54
IV
27.0%
B/E move
0.7%

75Δ

Calls
Pseudo strike
55.93
IV
13.2%
B/E move
0.7%
Puts
Pseudo strike
59.04
IV
28.6%
B/E move
0.5%

80Δ

Calls
Pseudo strike
55.73
IV
12.7%
B/E move
0.6%
Puts
Pseudo strike
59.54
IV
30.3%
B/E move
0.4%

Options history

IV · four-Friday blend20.20%
Daily EOD
MPLX18.9%19.6%20.4%2026-10-21: 19.03%2026-10-22: 19.81%2026-10-26: 20.01%2026-10-27: 20.04%2026-10-29: 20.26%2026-10-30: 20.20%Oct 21Oct 26Oct 30
6 observations2026-10-21 — 2026-10-30
Table
DateIV (%)
19.03%
19.81%
20.01%
20.04%
20.26%
20.20%