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Marqeta, Inc. Class A Common Stock MQ

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
i

Market dataready · fetched 2026-11-12T02:04:20.468Z

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 · 2026-11-11T21:00:04.420439582Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:04:20.032871+00:00

Share price$18.51
1D+1.3%
AH$18.13$18.25$18.37$18.49$18.615:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMQ
Sold putSold callAH

Marqeta, Inc. Class A Common Stock options

Live interpolated MQ call and put midpoint premiums by absolute delta.Marqeta, Inc. Class A Common Stock$0.32$0.85$1.39$1.93$2.46$12.71$15.64$18.57$21.51$24.4420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MQ spot · $18.51MQ PRICE$0.38$0.38$0.42$0.56$0.70$0.84$1.03$1.22$1.41$1.63$1.86$2.08$2.31$0.38$0.42$0.65$0.87$1.09$1.24$1.39$1.48$1.48$1.49$1.50$1.51$1.51
PutsCheap0.57×
CallsCheap0.57×
SkewBullish-1.59 pp
Implied moveBearish±$2.42
TiltBalanced0.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.38128.6%22.9%16.27109.4%14.1%
25Δ20.7395.0%14.0%17.0788.8%10.1%
30Δ19.9179.6%9.8%17.3798.9%9.6%
35Δ19.6384.2%9.1%17.68109.1%9.2%
40Δ19.3588.8%8.3%17.99119.2%8.7%
45Δ19.0693.3%7.5%18.38113.8%7.4%
50Δ18.7395.9%6.7%18.78107.8%6.1%
55Δ18.3897.9%5.9%19.06100.5%5.0%
60Δ18.0299.9%5.0%19.2091.4%4.3%
65Δ17.6797.3%4.3%19.3382.4%3.6%
70Δ17.3194.3%3.5%19.4773.3%2.9%
75Δ16.9591.4%2.8%19.6064.2%2.2%
80Δ16.5988.4%2.1%19.7455.2%1.5%

20Δ

Calls
Pseudo strike
22.38
IV
128.6%
B/E move
22.9%
Puts
Pseudo strike
16.27
IV
109.4%
B/E move
14.1%

25Δ

Calls
Pseudo strike
20.73
IV
95.0%
B/E move
14.0%
Puts
Pseudo strike
17.07
IV
88.8%
B/E move
10.1%

30Δ

Calls
Pseudo strike
19.91
IV
79.6%
B/E move
9.8%
Puts
Pseudo strike
17.37
IV
98.9%
B/E move
9.6%

35Δ

Calls
Pseudo strike
19.63
IV
84.2%
B/E move
9.1%
Puts
Pseudo strike
17.68
IV
109.1%
B/E move
9.2%

40Δ

Calls
Pseudo strike
19.35
IV
88.8%
B/E move
8.3%
Puts
Pseudo strike
17.99
IV
119.2%
B/E move
8.7%

45Δ

Calls
Pseudo strike
19.06
IV
93.3%
B/E move
7.5%
Puts
Pseudo strike
18.38
IV
113.8%
B/E move
7.4%

50Δ

Calls
Pseudo strike
18.73
IV
95.9%
B/E move
6.7%
Puts
Pseudo strike
18.78
IV
107.8%
B/E move
6.1%

55Δ

Calls
Pseudo strike
18.38
IV
97.9%
B/E move
5.9%
Puts
Pseudo strike
19.06
IV
100.5%
B/E move
5.0%

60Δ

Calls
Pseudo strike
18.02
IV
99.9%
B/E move
5.0%
Puts
Pseudo strike
19.20
IV
91.4%
B/E move
4.3%

65Δ

Calls
Pseudo strike
17.67
IV
97.3%
B/E move
4.3%
Puts
Pseudo strike
19.33
IV
82.4%
B/E move
3.6%

70Δ

Calls
Pseudo strike
17.31
IV
94.3%
B/E move
3.5%
Puts
Pseudo strike
19.47
IV
73.3%
B/E move
2.9%

75Δ

Calls
Pseudo strike
16.95
IV
91.4%
B/E move
2.8%
Puts
Pseudo strike
19.60
IV
64.2%
B/E move
2.2%

80Δ

Calls
Pseudo strike
16.59
IV
88.4%
B/E move
2.1%
Puts
Pseudo strike
19.74
IV
55.2%
B/E move
1.5%

Options history

IV · four-Friday blend58.56%
Daily EOD
MQ46.1%53.4%60.8%2026-10-19: 47.14%2026-10-20: 49.92%2026-10-21: 50.72%2026-10-22: 51.24%2026-10-23: 53.15%2026-10-26: 55.61%2026-10-27: 53.05%2026-10-28: 59.76%2026-10-29: 54.58%2026-10-30: 58.56%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
47.14%
49.92%
50.72%
51.24%
53.15%
55.61%
53.05%
59.76%
54.58%
58.56%