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Marten Transport, Ltd. Common Stock MRTN

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Market datapartial · fetched 2026-10-22T18:12:20.527Z

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 · 2026-10-22T18:12:17.952320692Z

FundamentalsAlpha Vantage · unavailable

Share price$12.81
1D+1.4%
$12.60$12.70$12.79$12.89$12.985:30 AM6:30 AM9:00 AM1:00 PMMRTN
Sold putSold call

Marten Transport, Ltd. Common Stock options

Live interpolated MRTN call and put midpoint premiums by absolute delta.Marten Transport, Ltd. Common Stock$0.04$3.11$6.18$9.25$12.31$8.13$10.16$12.20$14.24$16.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MRTN spot · $12.81MRTN PRICE$0.38$0.38$0.42$0.47$0.52$0.57$0.63$0.68$0.73$1.29$2.18$3.08$3.97$0.42$0.44$0.46$0.48$0.74$2.07$3.41$4.75$6.08$7.42$8.76$10.09$11.43
PutsExpensive4.14×
CallsExpensive3.01×
SkewBearish+33.72 pp
Implied moveBearish±$4.03
TiltBearish57.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.28114.2%45.6%9.26134.4%31.0%
25Δ15.5379.7%24.2%10.11111.4%24.5%
30Δ14.7269.3%18.2%10.9688.4%18.1%
35Δ14.3764.6%15.9%11.8065.4%11.6%
40Δ14.0359.9%13.6%12.7449.2%6.3%
45Δ13.6855.2%11.3%14.1364.7%5.9%
50Δ13.3350.5%9.0%15.5280.2%5.5%
55Δ12.9845.8%6.6%16.9095.7%5.1%
60Δ12.6441.2%4.3%18.29111.2%4.7%
65Δ11.9655.4%3.4%19.68126.7%4.3%
70Δ11.0782.0%3.4%21.06142.2%3.9%
75Δ10.17108.7%3.4%22.45157.7%3.5%
80Δ9.28135.3%3.4%23.84173.2%3.1%

20Δ

Calls
Pseudo strike
18.28
IV
114.2%
B/E move
45.6%
Puts
Pseudo strike
9.26
IV
134.4%
B/E move
31.0%

25Δ

Calls
Pseudo strike
15.53
IV
79.7%
B/E move
24.2%
Puts
Pseudo strike
10.11
IV
111.4%
B/E move
24.5%

30Δ

Calls
Pseudo strike
14.72
IV
69.3%
B/E move
18.2%
Puts
Pseudo strike
10.96
IV
88.4%
B/E move
18.1%

35Δ

Calls
Pseudo strike
14.37
IV
64.6%
B/E move
15.9%
Puts
Pseudo strike
11.80
IV
65.4%
B/E move
11.6%

40Δ

Calls
Pseudo strike
14.03
IV
59.9%
B/E move
13.6%
Puts
Pseudo strike
12.74
IV
49.2%
B/E move
6.3%

45Δ

Calls
Pseudo strike
13.68
IV
55.2%
B/E move
11.3%
Puts
Pseudo strike
14.13
IV
64.7%
B/E move
5.9%

50Δ

Calls
Pseudo strike
13.33
IV
50.5%
B/E move
9.0%
Puts
Pseudo strike
15.52
IV
80.2%
B/E move
5.5%

55Δ

Calls
Pseudo strike
12.98
IV
45.8%
B/E move
6.6%
Puts
Pseudo strike
16.90
IV
95.7%
B/E move
5.1%

60Δ

Calls
Pseudo strike
12.64
IV
41.2%
B/E move
4.3%
Puts
Pseudo strike
18.29
IV
111.2%
B/E move
4.7%

65Δ

Calls
Pseudo strike
11.96
IV
55.4%
B/E move
3.4%
Puts
Pseudo strike
19.68
IV
126.7%
B/E move
4.3%

70Δ

Calls
Pseudo strike
11.07
IV
82.0%
B/E move
3.4%
Puts
Pseudo strike
21.06
IV
142.2%
B/E move
3.9%

75Δ

Calls
Pseudo strike
10.17
IV
108.7%
B/E move
3.4%
Puts
Pseudo strike
22.45
IV
157.7%
B/E move
3.5%

80Δ

Calls
Pseudo strike
9.28
IV
135.3%
B/E move
3.4%
Puts
Pseudo strike
23.84
IV
173.2%
B/E move
3.1%

Options history

No recorded observations