IntraAlpha
Create free account Start free

Marex Group Limited Ordinary Shares MRX

i

Market datapartial · fetched 2026-10-22T23:09:34.275Z

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 · 2026-10-22T20:00:01.252093008Z

FundamentalsAlpha Vantage · unavailable

Share price$68.54
1D-3.7%
AH$68.09$68.95$69.81$70.66$71.525:30 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$1.02$3.68$6.34$9.00$11.67$55.37$62.36$69.34$76.33$83.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MRX spot · $68.54MRX PRICE$1.31$1.69$2.11$2.55$3.07$3.60$4.19$5.08$5.97$6.86$7.94$9.05$10.15$1.62$1.90$2.14$2.64$3.34$4.04$4.74$5.46$6.17$6.89$7.61$9.11$10.90
PutsExpensive1.05×
CallsExpensive1.31×
SkewBullish-8.32 pp
Implied moveBearish±$8.93
TiltBearish2.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ82.0366.1%21.6%59.5168.5%15.5%
25Δ78.9863.6%17.7%61.8161.9%12.6%
30Δ76.7362.3%15.0%64.0254.5%9.7%
35Δ74.6161.1%12.6%65.7251.8%8.0%
40Δ72.9760.5%11.0%67.0252.9%7.1%
45Δ71.3359.9%9.3%68.3254.0%6.2%
50Δ69.7259.8%7.8%69.6255.0%5.3%
55Δ68.1961.4%6.9%70.8954.2%4.5%
60Δ66.6763.0%6.0%72.1552.5%3.7%
65Δ65.1564.7%5.1%73.4050.9%3.0%
70Δ63.4764.4%4.2%74.6649.2%2.2%
75Δ61.7864.0%3.3%76.5449.7%1.6%
80Δ60.0863.6%2.5%78.6451.0%1.2%

20Δ

Calls
Pseudo strike
82.03
IV
66.1%
B/E move
21.6%
Puts
Pseudo strike
59.51
IV
68.5%
B/E move
15.5%

25Δ

Calls
Pseudo strike
78.98
IV
63.6%
B/E move
17.7%
Puts
Pseudo strike
61.81
IV
61.9%
B/E move
12.6%

30Δ

Calls
Pseudo strike
76.73
IV
62.3%
B/E move
15.0%
Puts
Pseudo strike
64.02
IV
54.5%
B/E move
9.7%

35Δ

Calls
Pseudo strike
74.61
IV
61.1%
B/E move
12.6%
Puts
Pseudo strike
65.72
IV
51.8%
B/E move
8.0%

40Δ

Calls
Pseudo strike
72.97
IV
60.5%
B/E move
11.0%
Puts
Pseudo strike
67.02
IV
52.9%
B/E move
7.1%

45Δ

Calls
Pseudo strike
71.33
IV
59.9%
B/E move
9.3%
Puts
Pseudo strike
68.32
IV
54.0%
B/E move
6.2%

50Δ

Calls
Pseudo strike
69.72
IV
59.8%
B/E move
7.8%
Puts
Pseudo strike
69.62
IV
55.0%
B/E move
5.3%

55Δ

Calls
Pseudo strike
68.19
IV
61.4%
B/E move
6.9%
Puts
Pseudo strike
70.89
IV
54.2%
B/E move
4.5%

60Δ

Calls
Pseudo strike
66.67
IV
63.0%
B/E move
6.0%
Puts
Pseudo strike
72.15
IV
52.5%
B/E move
3.7%

65Δ

Calls
Pseudo strike
65.15
IV
64.7%
B/E move
5.1%
Puts
Pseudo strike
73.40
IV
50.9%
B/E move
3.0%

70Δ

Calls
Pseudo strike
63.47
IV
64.4%
B/E move
4.2%
Puts
Pseudo strike
74.66
IV
49.2%
B/E move
2.2%

75Δ

Calls
Pseudo strike
61.78
IV
64.0%
B/E move
3.3%
Puts
Pseudo strike
76.54
IV
49.7%
B/E move
1.6%

80Δ

Calls
Pseudo strike
60.08
IV
63.6%
B/E move
2.5%
Puts
Pseudo strike
78.64
IV
51.0%
B/E move
1.2%

Options history

No recorded observations