Share price$198.17
1D-0.6%
Sold putSold call
Marsh MRSH
i
Market datapartial · fetched 2026-10-23T15:09:01.113Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-23T15:08:58.139401387Z
FundamentalsAlpha Vantage · unavailable
Marsh options
PutsExpensive1.23×
CallsCheap0.82×
SkewBearish+0.78 pp
Implied moveBearish±$10.39
TiltBearish5.8% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 212.70 | 26.9% | 8.1% | 186.57 | 28.1% | 6.8% |
| 25Δ | 208.86 | 24.5% | 6.4% | 189.23 | 27.7% | 5.7% |
| 30Δ | 206.87 | 24.0% | 5.7% | 191.53 | 27.0% | 4.8% |
| 35Δ | 204.87 | 23.5% | 4.9% | 193.68 | 26.2% | 4.0% |
| 40Δ | 202.88 | 23.0% | 4.2% | 195.67 | 25.4% | 3.4% |
| 45Δ | 200.89 | 22.5% | 3.4% | 197.40 | 24.6% | 2.8% |
| 50Δ | 199.06 | 22.9% | 2.9% | 199.13 | 23.9% | 2.3% |
| 55Δ | 197.37 | 24.0% | 2.6% | 200.98 | 23.6% | 1.9% |
| 60Δ | 195.69 | 25.0% | 2.4% | 202.93 | 23.8% | 1.6% |
| 65Δ | 193.83 | 25.5% | 2.0% | 204.89 | 24.0% | 1.3% |
| 70Δ | 191.87 | 25.7% | 1.7% | 206.85 | 24.3% | 1.0% |
| 75Δ | 189.88 | 25.8% | 1.4% | 208.81 | 24.5% | 0.7% |
| 80Δ | 187.29 | 26.2% | 1.1% | 212.47 | 26.6% | 0.5% |
20Δ
- Pseudo strike
- 212.70
- IV
- 26.9%
- B/E move
- 8.1%
- Pseudo strike
- 186.57
- IV
- 28.1%
- B/E move
- 6.8%
25Δ
- Pseudo strike
- 208.86
- IV
- 24.5%
- B/E move
- 6.4%
- Pseudo strike
- 189.23
- IV
- 27.7%
- B/E move
- 5.7%
30Δ
- Pseudo strike
- 206.87
- IV
- 24.0%
- B/E move
- 5.7%
- Pseudo strike
- 191.53
- IV
- 27.0%
- B/E move
- 4.8%
35Δ
- Pseudo strike
- 204.87
- IV
- 23.5%
- B/E move
- 4.9%
- Pseudo strike
- 193.68
- IV
- 26.2%
- B/E move
- 4.0%
40Δ
- Pseudo strike
- 202.88
- IV
- 23.0%
- B/E move
- 4.2%
- Pseudo strike
- 195.67
- IV
- 25.4%
- B/E move
- 3.4%
45Δ
- Pseudo strike
- 200.89
- IV
- 22.5%
- B/E move
- 3.4%
- Pseudo strike
- 197.40
- IV
- 24.6%
- B/E move
- 2.8%
50Δ
- Pseudo strike
- 199.06
- IV
- 22.9%
- B/E move
- 2.9%
- Pseudo strike
- 199.13
- IV
- 23.9%
- B/E move
- 2.3%
55Δ
- Pseudo strike
- 197.37
- IV
- 24.0%
- B/E move
- 2.6%
- Pseudo strike
- 200.98
- IV
- 23.6%
- B/E move
- 1.9%
60Δ
- Pseudo strike
- 195.69
- IV
- 25.0%
- B/E move
- 2.4%
- Pseudo strike
- 202.93
- IV
- 23.8%
- B/E move
- 1.6%
65Δ
- Pseudo strike
- 193.83
- IV
- 25.5%
- B/E move
- 2.0%
- Pseudo strike
- 204.89
- IV
- 24.0%
- B/E move
- 1.3%
70Δ
- Pseudo strike
- 191.87
- IV
- 25.7%
- B/E move
- 1.7%
- Pseudo strike
- 206.85
- IV
- 24.3%
- B/E move
- 1.0%
75Δ
- Pseudo strike
- 189.88
- IV
- 25.8%
- B/E move
- 1.4%
- Pseudo strike
- 208.81
- IV
- 24.5%
- B/E move
- 0.7%
80Δ
- Pseudo strike
- 187.29
- IV
- 26.2%
- B/E move
- 1.1%
- Pseudo strike
- 212.47
- IV
- 26.6%
- B/E move
- 0.5%
Options history
No recorded observations