IntraAlpha
Create free account Start free

Marqeta Inc MQ

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
i

Market dataready · fetched 2026-10-22T22:56:55.550Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:13:23.460667032Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T22:53:33.995053+00:00

Share price$19.44
1D+3.1%
AH$18.80$18.97$19.15$19.32$19.495:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMQ
Sold putSold callAH

Marqeta Inc options

Live interpolated MQ call and put midpoint premiums by absolute delta.Marqeta Inc$0.25$1.44$2.64$3.83$5.03$14.67$16.82$18.96$21.11$23.2620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MQ spot · $19.44MQ PRICE$0.38$0.51$0.67$0.60$0.72$0.84$1.03$1.23$1.43$1.55$1.66$1.78$2.72$0.49$0.63$0.81$0.98$1.15$1.38$1.61$2.00$2.48$3.05$4.24$4.49$4.68
PutsExpensive2.06×
CallsExpensive1.39×
SkewBearish+17.50 pp
Implied moveBearish±$2.65
TiltBearish29.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.3167.2%21.8%16.7173.0%16.6%
25Δ22.5767.2%18.7%17.4169.2%13.7%
30Δ22.0970.7%17.1%17.9469.3%11.9%
35Δ20.8250.2%10.2%18.4467.6%10.2%
40Δ20.4349.5%8.8%18.9365.8%8.6%
45Δ20.0448.9%7.4%19.3865.4%7.4%
50Δ19.6850.3%6.5%19.8465.2%6.3%
55Δ19.3452.0%5.8%20.3868.0%5.5%
60Δ18.9953.5%5.0%20.9872.6%4.9%
65Δ18.7050.1%4.1%21.6875.7%4.1%
70Δ18.4146.7%3.2%22.9488.5%3.8%
75Δ18.1243.3%2.3%23.3782.0%2.9%
80Δ17.1659.5%2.3%23.7674.4%1.9%

20Δ

Calls
Pseudo strike
23.31
IV
67.2%
B/E move
21.8%
Puts
Pseudo strike
16.71
IV
73.0%
B/E move
16.6%

25Δ

Calls
Pseudo strike
22.57
IV
67.2%
B/E move
18.7%
Puts
Pseudo strike
17.41
IV
69.2%
B/E move
13.7%

30Δ

Calls
Pseudo strike
22.09
IV
70.7%
B/E move
17.1%
Puts
Pseudo strike
17.94
IV
69.3%
B/E move
11.9%

35Δ

Calls
Pseudo strike
20.82
IV
50.2%
B/E move
10.2%
Puts
Pseudo strike
18.44
IV
67.6%
B/E move
10.2%

40Δ

Calls
Pseudo strike
20.43
IV
49.5%
B/E move
8.8%
Puts
Pseudo strike
18.93
IV
65.8%
B/E move
8.6%

45Δ

Calls
Pseudo strike
20.04
IV
48.9%
B/E move
7.4%
Puts
Pseudo strike
19.38
IV
65.4%
B/E move
7.4%

50Δ

Calls
Pseudo strike
19.68
IV
50.3%
B/E move
6.5%
Puts
Pseudo strike
19.84
IV
65.2%
B/E move
6.3%

55Δ

Calls
Pseudo strike
19.34
IV
52.0%
B/E move
5.8%
Puts
Pseudo strike
20.38
IV
68.0%
B/E move
5.5%

60Δ

Calls
Pseudo strike
18.99
IV
53.5%
B/E move
5.0%
Puts
Pseudo strike
20.98
IV
72.6%
B/E move
4.9%

65Δ

Calls
Pseudo strike
18.70
IV
50.1%
B/E move
4.1%
Puts
Pseudo strike
21.68
IV
75.7%
B/E move
4.1%

70Δ

Calls
Pseudo strike
18.41
IV
46.7%
B/E move
3.2%
Puts
Pseudo strike
22.94
IV
88.5%
B/E move
3.8%

75Δ

Calls
Pseudo strike
18.12
IV
43.3%
B/E move
2.3%
Puts
Pseudo strike
23.37
IV
82.0%
B/E move
2.9%

80Δ

Calls
Pseudo strike
17.16
IV
59.5%
B/E move
2.3%
Puts
Pseudo strike
23.76
IV
74.4%
B/E move
1.9%

Options history

No recorded observations