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Marsh MRSH

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Market datapartial · fetched 2026-10-22T18:29:11.611Z

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 · 2026-10-22T18:29:11.832800418Z

FundamentalsAlpha Vantage · unavailable

Share price$197.50
1D+2.3%
$192$194$195$197$1985:30 AM6:30 AM9:00 AM1:00 PMMRSH
Sold putSold call

Marsh options

Live interpolated MRSH call and put midpoint premiums by absolute delta.Marsh$0.91$5.06$9.21$13.37$17.52$162.58$176.77$190.95$205.14$219.3320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MRSH spot · $197.50MRSH PRICE$1.36$1.87$2.39$2.91$3.43$3.95$4.78$5.62$6.46$7.56$8.74$9.92$13.11$1.72$2.23$2.92$3.71$4.50$5.22$5.93$6.81$8.38$9.96$11.53$13.11$16.32
PutsExpensive1.29×
CallsCheap0.76×
SkewBearish+3.81 pp
Implied moveBearish±$10.71
TiltBearish12.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ209.1821.6%6.6%186.3926.6%6.5%
25Δ207.3521.6%5.9%189.0125.8%5.4%
30Δ205.5121.6%5.3%191.1625.9%4.7%
35Δ203.6821.6%4.6%193.0326.5%4.1%
40Δ201.8521.6%3.9%194.8927.1%3.6%
45Δ200.0121.6%3.3%196.7126.3%3.0%
50Δ198.4621.9%2.9%198.5325.4%2.5%
55Δ196.9022.1%2.5%200.4224.8%2.0%
60Δ195.3522.4%2.2%202.5925.2%1.7%
65Δ193.6422.5%1.9%204.7725.6%1.4%
70Δ191.8822.6%1.6%206.9426.0%1.1%
75Δ190.1322.7%1.3%209.1126.4%0.8%
80Δ186.6225.9%1.1%212.8327.9%0.5%

20Δ

Calls
Pseudo strike
209.18
IV
21.6%
B/E move
6.6%
Puts
Pseudo strike
186.39
IV
26.6%
B/E move
6.5%

25Δ

Calls
Pseudo strike
207.35
IV
21.6%
B/E move
5.9%
Puts
Pseudo strike
189.01
IV
25.8%
B/E move
5.4%

30Δ

Calls
Pseudo strike
205.51
IV
21.6%
B/E move
5.3%
Puts
Pseudo strike
191.16
IV
25.9%
B/E move
4.7%

35Δ

Calls
Pseudo strike
203.68
IV
21.6%
B/E move
4.6%
Puts
Pseudo strike
193.03
IV
26.5%
B/E move
4.1%

40Δ

Calls
Pseudo strike
201.85
IV
21.6%
B/E move
3.9%
Puts
Pseudo strike
194.89
IV
27.1%
B/E move
3.6%

45Δ

Calls
Pseudo strike
200.01
IV
21.6%
B/E move
3.3%
Puts
Pseudo strike
196.71
IV
26.3%
B/E move
3.0%

50Δ

Calls
Pseudo strike
198.46
IV
21.9%
B/E move
2.9%
Puts
Pseudo strike
198.53
IV
25.4%
B/E move
2.5%

55Δ

Calls
Pseudo strike
196.90
IV
22.1%
B/E move
2.5%
Puts
Pseudo strike
200.42
IV
24.8%
B/E move
2.0%

60Δ

Calls
Pseudo strike
195.35
IV
22.4%
B/E move
2.2%
Puts
Pseudo strike
202.59
IV
25.2%
B/E move
1.7%

65Δ

Calls
Pseudo strike
193.64
IV
22.5%
B/E move
1.9%
Puts
Pseudo strike
204.77
IV
25.6%
B/E move
1.4%

70Δ

Calls
Pseudo strike
191.88
IV
22.6%
B/E move
1.6%
Puts
Pseudo strike
206.94
IV
26.0%
B/E move
1.1%

75Δ

Calls
Pseudo strike
190.13
IV
22.7%
B/E move
1.3%
Puts
Pseudo strike
209.11
IV
26.4%
B/E move
0.8%

80Δ

Calls
Pseudo strike
186.62
IV
25.9%
B/E move
1.1%
Puts
Pseudo strike
212.83
IV
27.9%
B/E move
0.5%

Options history

No recorded observations