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Marex Group Limited Ordinary Shares MRX

i

Market datapartial · fetched 2026-11-13T01:26:52.262Z

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 · 2026-11-12T21:27:07.555743528Z

FundamentalsAlpha Vantage · unavailable

Share price$71.68
1D-0.3%
AH$71.26$71.79$72.32$72.85$73.385:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMRX
Sold putSold callAH

Marex Group Limited Ordinary Shares options

Live interpolated MRX call and put midpoint premiums by absolute delta.Marex Group Limited Ordinary Shares$0.56$1.98$3.41$4.84$6.26$62.32$67.19$72.06$76.93$81.8020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive MRX spot · $71.68MRX PRICE$0.99$1.19$1.46$1.80$2.14$2.47$2.81$3.14$3.61$4.28$4.95$5.62$0.71$0.87$1.03$1.20$1.58$1.95$2.33$2.71$3.08$3.46$3.83$4.59$5.85
PutsCheap0.72×
Calls——
Skew——
Implied moveBullish±$4.80
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ66.4259.7%8.3%
25Δ77.3365.4%9.3%67.6455.0%6.8%
30Δ75.7962.1%7.4%68.8750.3%5.4%
35Δ74.6060.1%6.1%70.0546.0%4.0%
40Δ73.7859.5%5.4%70.7046.0%3.6%
45Δ72.9658.9%4.8%71.3646.1%3.2%
50Δ72.1458.4%4.1%72.0146.2%2.8%
55Δ71.3257.8%3.4%72.6646.3%2.4%
60Δ70.5057.3%2.7%73.3246.4%2.0%
65Δ69.6556.6%2.2%73.9746.5%1.6%
70Δ68.7355.9%1.9%74.6346.6%1.2%
75Δ67.8155.1%1.5%75.6147.6%0.9%
80Δ66.8954.4%1.2%77.0249.8%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
66.42
IV
59.7%
B/E move
8.3%

25Δ

Calls
Pseudo strike
77.33
IV
65.4%
B/E move
9.3%
Puts
Pseudo strike
67.64
IV
55.0%
B/E move
6.8%

30Δ

Calls
Pseudo strike
75.79
IV
62.1%
B/E move
7.4%
Puts
Pseudo strike
68.87
IV
50.3%
B/E move
5.4%

35Δ

Calls
Pseudo strike
74.60
IV
60.1%
B/E move
6.1%
Puts
Pseudo strike
70.05
IV
46.0%
B/E move
4.0%

40Δ

Calls
Pseudo strike
73.78
IV
59.5%
B/E move
5.4%
Puts
Pseudo strike
70.70
IV
46.0%
B/E move
3.6%

45Δ

Calls
Pseudo strike
72.96
IV
58.9%
B/E move
4.8%
Puts
Pseudo strike
71.36
IV
46.1%
B/E move
3.2%

50Δ

Calls
Pseudo strike
72.14
IV
58.4%
B/E move
4.1%
Puts
Pseudo strike
72.01
IV
46.2%
B/E move
2.8%

55Δ

Calls
Pseudo strike
71.32
IV
57.8%
B/E move
3.4%
Puts
Pseudo strike
72.66
IV
46.3%
B/E move
2.4%

60Δ

Calls
Pseudo strike
70.50
IV
57.3%
B/E move
2.7%
Puts
Pseudo strike
73.32
IV
46.4%
B/E move
2.0%

65Δ

Calls
Pseudo strike
69.65
IV
56.6%
B/E move
2.2%
Puts
Pseudo strike
73.97
IV
46.5%
B/E move
1.6%

70Δ

Calls
Pseudo strike
68.73
IV
55.9%
B/E move
1.9%
Puts
Pseudo strike
74.63
IV
46.6%
B/E move
1.2%

75Δ

Calls
Pseudo strike
67.81
IV
55.1%
B/E move
1.5%
Puts
Pseudo strike
75.61
IV
47.6%
B/E move
0.9%

80Δ

Calls
Pseudo strike
66.89
IV
54.4%
B/E move
1.2%
Puts
Pseudo strike
77.02
IV
49.8%
B/E move
0.7%

Options history

IV · four-Friday blend52.72%
Daily EOD
MRX50.2%51.5%52.9%2026-10-19: 51.02%2026-10-20: 50.39%2026-10-21: 50.38%2026-10-22: 52.03%2026-10-23: 50.42%2026-10-26: 51.16%2026-10-27: 52.29%2026-10-28: 52.05%2026-10-29: 51.34%2026-10-30: 52.72%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
51.02%
50.39%
50.38%
52.03%
50.42%
51.16%
52.29%
52.05%
51.34%
52.72%