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Marten Transport, Ltd. Common Stock MRTN

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Market datapartial · fetched 2026-10-22T23:31:42.330Z

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 · 2026-10-22T23:01:06.996390458Z

FundamentalsAlpha Vantage · unavailable

Share price$11.90
1D-11.2%
AH$11.07$11.58$12.08$12.59$13.095:30 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$0.03$1.27$2.51$3.75$4.99$9.45$11.09$12.72$14.36$16.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MRTN spot · $11.90MRTN PRICE$0.26$0.32$0.39$0.45$0.52$0.76$1.14$1.52$1.89$2.27$2.65$3.28$4.63$0.17$0.21$0.25$0.29$0.33$0.38$0.42$0.46$0.50$0.55$0.59$0.63
PutsCheap0.62×
CallsExpensive3.45×
SkewBullish-70.08 pp
Implied moveBullish±$1.56
TiltBullish61.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.7676.0%26.2%10.4045.1%14.0%
25Δ14.2572.1%22.5%10.5843.0%12.8%
30Δ13.7468.1%18.7%10.7640.9%11.7%
35Δ13.2364.1%15.0%10.9538.8%10.5%
40Δ12.7260.2%11.3%11.1336.7%9.3%
45Δ12.2866.4%9.6%11.3134.6%8.1%
50Δ11.8880.6%9.4%11.5032.5%6.9%
55Δ11.4894.7%9.2%11.6830.4%5.7%
60Δ11.09108.8%9.1%11.8628.2%4.5%
65Δ10.69123.0%8.9%12.0526.1%3.4%
70Δ10.29137.1%8.7%12.2324.0%2.2%
75Δ9.67164.9%8.9%12.4121.9%1.0%
80Δ8.43230.8%9.8%

20Δ

Calls
Pseudo strike
14.76
IV
76.0%
B/E move
26.2%
Puts
Pseudo strike
10.40
IV
45.1%
B/E move
14.0%

25Δ

Calls
Pseudo strike
14.25
IV
72.1%
B/E move
22.5%
Puts
Pseudo strike
10.58
IV
43.0%
B/E move
12.8%

30Δ

Calls
Pseudo strike
13.74
IV
68.1%
B/E move
18.7%
Puts
Pseudo strike
10.76
IV
40.9%
B/E move
11.7%

35Δ

Calls
Pseudo strike
13.23
IV
64.1%
B/E move
15.0%
Puts
Pseudo strike
10.95
IV
38.8%
B/E move
10.5%

40Δ

Calls
Pseudo strike
12.72
IV
60.2%
B/E move
11.3%
Puts
Pseudo strike
11.13
IV
36.7%
B/E move
9.3%

45Δ

Calls
Pseudo strike
12.28
IV
66.4%
B/E move
9.6%
Puts
Pseudo strike
11.31
IV
34.6%
B/E move
8.1%

50Δ

Calls
Pseudo strike
11.88
IV
80.6%
B/E move
9.4%
Puts
Pseudo strike
11.50
IV
32.5%
B/E move
6.9%

55Δ

Calls
Pseudo strike
11.48
IV
94.7%
B/E move
9.2%
Puts
Pseudo strike
11.68
IV
30.4%
B/E move
5.7%

60Δ

Calls
Pseudo strike
11.09
IV
108.8%
B/E move
9.1%
Puts
Pseudo strike
11.86
IV
28.2%
B/E move
4.5%

65Δ

Calls
Pseudo strike
10.69
IV
123.0%
B/E move
8.9%
Puts
Pseudo strike
12.05
IV
26.1%
B/E move
3.4%

70Δ

Calls
Pseudo strike
10.29
IV
137.1%
B/E move
8.7%
Puts
Pseudo strike
12.23
IV
24.0%
B/E move
2.2%

75Δ

Calls
Pseudo strike
9.67
IV
164.9%
B/E move
8.9%
Puts
Pseudo strike
12.41
IV
21.9%
B/E move
1.0%

80Δ

Calls
Pseudo strike
8.43
IV
230.8%
B/E move
9.8%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations