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Marten Transport, Ltd. Common Stock MRTN

INDUSTRIALS · TRUCKING
i

Market dataready · fetched 2026-11-12T03:17:13.417Z

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 · 2026-11-11T21:00:01.365677288Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T03:17:13.067087+00:00

Share price$12.01
1D-0.1%
AH$11.92$11.96$12.01$12.05$12.095:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMRTN
Sold putSold callAH

Marten Transport, Ltd. Common Stock options

Live interpolated MRTN call and put midpoint premiums by absolute delta.Marten Transport, Ltd. Common Stock$0.41$1.17$1.92$2.68$3.43$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEMRTN PRICE$0.49$0.60$0.71$0.82$1.03$1.34$1.65$1.96$2.27$2.59$3.21
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ14.03144.4%20.9%
35Δ13.59144.7%18.2%
40Δ13.16145.0%15.5%
45Δ12.73145.2%12.8%
50Δ12.29150.9%10.9%
55Δ11.86162.4%9.9%
60Δ11.42173.8%8.9%
65Δ10.99185.3%7.8%
70Δ10.56196.7%6.8%
75Δ10.12208.1%5.8%
80Δ9.36228.7%4.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
14.03
IV
144.4%
B/E move
20.9%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
13.59
IV
144.7%
B/E move
18.2%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
13.16
IV
145.0%
B/E move
15.5%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
12.73
IV
145.2%
B/E move
12.8%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
12.29
IV
150.9%
B/E move
10.9%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
11.86
IV
162.4%
B/E move
9.9%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
11.42
IV
173.8%
B/E move
8.9%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
10.99
IV
185.3%
B/E move
7.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
10.56
IV
196.7%
B/E move
6.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
10.12
IV
208.1%
B/E move
5.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
9.36
IV
228.7%
B/E move
4.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend42.65%
Daily EOD
MRTN41.8%48.1%54.3%2026-10-19: 53.47%2026-10-20: 50.49%2026-10-21: 45.28%2026-10-22: 42.65%Oct 19Oct 20Oct 22
4 observations2026-10-19 — 2026-10-22
Table
DateIV (%)
53.47%
50.49%
45.28%
42.65%