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Marex Group Limited Ordinary Shares MRX

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Market datapartial · fetched 2026-10-22T16:19:29.034Z

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 · 2026-10-22T16:17:29.463416806Z

FundamentalsAlpha Vantage · unavailable

Share price$69.27
1D-2.7%
$68.09$68.95$69.81$70.66$71.525:30 AM6:30 AM9:00 AM1:00 PMMRX
Sold putSold call

Marex Group Limited Ordinary Shares options

Live interpolated MRX call and put midpoint premiums by absolute delta.Marex Group Limited Ordinary Shares$0.97$3.80$6.62$9.45$12.27$55.40$62.40$69.39$76.39$83.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MRX spot · $69.27MRX PRICE$1.28$1.64$2.05$2.46$2.94$3.43$3.91$4.66$5.49$6.32$7.26$8.59$9.93$1.44$1.78$2.12$2.86$3.60$4.34$5.10$5.90$6.70$7.50$8.73$10.09$11.46
PutsExpensive1.10×
CallsExpensive1.22×
SkewBullish-1.25 pp
Implied moveBearish±$9.01
TiltBearish8.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ82.3563.7%20.7%57.2070.2%19.5%
25Δ79.2960.9%16.8%61.0961.5%14.4%
30Δ77.1759.7%14.4%64.9852.7%9.3%
35Δ75.0658.5%11.9%66.3554.3%8.3%
40Δ73.4857.3%10.3%67.7056.0%7.5%
45Δ71.9256.2%8.8%69.0657.6%6.6%
50Δ70.3655.0%7.2%70.4358.4%5.7%
55Δ68.9255.4%6.2%71.8457.3%4.8%
60Δ67.5056.3%5.4%73.2556.1%3.9%
65Δ66.0857.2%4.5%74.6554.9%3.1%
70Δ64.5858.1%3.7%76.3454.4%2.4%
75Δ62.7859.1%3.0%78.1154.1%1.8%
80Δ60.9860.2%2.4%79.8853.8%1.2%

20Δ

Calls
Pseudo strike
82.35
IV
63.7%
B/E move
20.7%
Puts
Pseudo strike
57.20
IV
70.2%
B/E move
19.5%

25Δ

Calls
Pseudo strike
79.29
IV
60.9%
B/E move
16.8%
Puts
Pseudo strike
61.09
IV
61.5%
B/E move
14.4%

30Δ

Calls
Pseudo strike
77.17
IV
59.7%
B/E move
14.4%
Puts
Pseudo strike
64.98
IV
52.7%
B/E move
9.3%

35Δ

Calls
Pseudo strike
75.06
IV
58.5%
B/E move
11.9%
Puts
Pseudo strike
66.35
IV
54.3%
B/E move
8.3%

40Δ

Calls
Pseudo strike
73.48
IV
57.3%
B/E move
10.3%
Puts
Pseudo strike
67.70
IV
56.0%
B/E move
7.5%

45Δ

Calls
Pseudo strike
71.92
IV
56.2%
B/E move
8.8%
Puts
Pseudo strike
69.06
IV
57.6%
B/E move
6.6%

50Δ

Calls
Pseudo strike
70.36
IV
55.0%
B/E move
7.2%
Puts
Pseudo strike
70.43
IV
58.4%
B/E move
5.7%

55Δ

Calls
Pseudo strike
68.92
IV
55.4%
B/E move
6.2%
Puts
Pseudo strike
71.84
IV
57.3%
B/E move
4.8%

60Δ

Calls
Pseudo strike
67.50
IV
56.3%
B/E move
5.4%
Puts
Pseudo strike
73.25
IV
56.1%
B/E move
3.9%

65Δ

Calls
Pseudo strike
66.08
IV
57.2%
B/E move
4.5%
Puts
Pseudo strike
74.65
IV
54.9%
B/E move
3.1%

70Δ

Calls
Pseudo strike
64.58
IV
58.1%
B/E move
3.7%
Puts
Pseudo strike
76.34
IV
54.4%
B/E move
2.4%

75Δ

Calls
Pseudo strike
62.78
IV
59.1%
B/E move
3.0%
Puts
Pseudo strike
78.11
IV
54.1%
B/E move
1.8%

80Δ

Calls
Pseudo strike
60.98
IV
60.2%
B/E move
2.4%
Puts
Pseudo strike
79.88
IV
53.8%
B/E move
1.2%

Options history

No recorded observations