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Marex Group Limited Ordinary Shares MRX

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Market datapartial · fetched 2026-10-23T15:55:13.684Z

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 · 2026-10-23T15:54:49.894544244Z

FundamentalsAlpha Vantage · unavailable

Share price$69.38
1D+2.5%
$67.36$67.94$68.51$69.08$69.665:30 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$0.68$3.76$6.84$9.92$13.00$54.50$61.22$67.94$74.66$81.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MRX spot · $69.38MRX PRICE$1.02$1.34$1.67$2.08$2.51$2.94$3.38$4.03$4.73$5.42$6.12$7.29$8.69$1.56$2.20$2.84$3.48$4.11$4.74$5.54$6.55$7.55$8.59$9.67$10.76$12.12
PutsExpensive1.22×
CallsFair1.02×
SkewBearish+15.00 pp
Implied moveBearish±$8.92
TiltBearish21.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ79.0849.8%15.4%60.8664.0%14.5%
25Δ77.2649.2%13.3%62.5066.2%13.1%
30Δ75.4548.7%11.2%64.1468.4%11.6%
35Δ74.0448.4%9.7%65.7968.6%10.2%
40Δ72.7648.1%8.5%67.4366.7%8.7%
45Δ71.4947.8%7.3%69.0864.8%7.3%
50Δ70.2147.6%6.1%70.7163.7%6.1%
55Δ69.0047.8%5.3%72.3363.6%5.2%
60Δ67.8048.1%4.5%73.9663.6%4.3%
65Δ66.6048.4%3.8%75.5762.8%3.5%
70Δ65.4048.7%3.1%77.1660.8%2.7%
75Δ63.8349.9%2.5%78.7658.7%2.0%
80Δ62.0751.5%2.0%80.5957.1%1.3%

20Δ

Calls
Pseudo strike
79.08
IV
49.8%
B/E move
15.4%
Puts
Pseudo strike
60.86
IV
64.0%
B/E move
14.5%

25Δ

Calls
Pseudo strike
77.26
IV
49.2%
B/E move
13.3%
Puts
Pseudo strike
62.50
IV
66.2%
B/E move
13.1%

30Δ

Calls
Pseudo strike
75.45
IV
48.7%
B/E move
11.2%
Puts
Pseudo strike
64.14
IV
68.4%
B/E move
11.6%

35Δ

Calls
Pseudo strike
74.04
IV
48.4%
B/E move
9.7%
Puts
Pseudo strike
65.79
IV
68.6%
B/E move
10.2%

40Δ

Calls
Pseudo strike
72.76
IV
48.1%
B/E move
8.5%
Puts
Pseudo strike
67.43
IV
66.7%
B/E move
8.7%

45Δ

Calls
Pseudo strike
71.49
IV
47.8%
B/E move
7.3%
Puts
Pseudo strike
69.08
IV
64.8%
B/E move
7.3%

50Δ

Calls
Pseudo strike
70.21
IV
47.6%
B/E move
6.1%
Puts
Pseudo strike
70.71
IV
63.7%
B/E move
6.1%

55Δ

Calls
Pseudo strike
69.00
IV
47.8%
B/E move
5.3%
Puts
Pseudo strike
72.33
IV
63.6%
B/E move
5.2%

60Δ

Calls
Pseudo strike
67.80
IV
48.1%
B/E move
4.5%
Puts
Pseudo strike
73.96
IV
63.6%
B/E move
4.3%

65Δ

Calls
Pseudo strike
66.60
IV
48.4%
B/E move
3.8%
Puts
Pseudo strike
75.57
IV
62.8%
B/E move
3.5%

70Δ

Calls
Pseudo strike
65.40
IV
48.7%
B/E move
3.1%
Puts
Pseudo strike
77.16
IV
60.8%
B/E move
2.7%

75Δ

Calls
Pseudo strike
63.83
IV
49.9%
B/E move
2.5%
Puts
Pseudo strike
78.76
IV
58.7%
B/E move
2.0%

80Δ

Calls
Pseudo strike
62.07
IV
51.5%
B/E move
2.0%
Puts
Pseudo strike
80.59
IV
57.1%
B/E move
1.3%

Options history

No recorded observations