IntraAlpha
Create free account Start free

Materion Corporation MTRN

i

Market dataready · fetched 2026-11-13T02:14:24.339Z

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 · 2026-11-13T00:00:00.002585528Z

FundamentalsSEC EDGAR · ready · as of 2026-10-02 · fetched 2026-11-13T02:14:23.868505+00:00

Share price$208.16
1D-0.8%
AH$205$207$209$211$2135:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMTRN
Sold putSold callAH

Materion Corporation options

Live interpolated MTRN call and put midpoint premiums by absolute delta.Materion Corporation$1.64$6.81$11.97$17.14$22.31$168.56$187.34$206.13$224.92$243.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MTRN spot · $208.16MTRN PRICE$2.20$2.72$3.33$4.08$4.83$5.59$6.48$7.54$8.60$9.66$10.73$12.06$13.58$2.56$3.02$3.63$4.59$5.57$6.56$7.55$8.97$10.67$12.37$14.08$17.07$20.82
PutsCheap0.75×
CallsCheap0.60×
SkewBearish+4.75 pp
Implied moveBearish±$14.03
TiltBearish12.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ228.1068.1%10.6%191.6471.8%9.2%
25Δ223.1462.7%8.5%196.3962.9%7.1%
30Δ219.0758.8%6.8%199.7459.0%5.8%
35Δ216.5157.7%6.0%202.1358.5%5.1%
40Δ213.9656.7%5.1%204.4458.2%4.5%
45Δ211.4055.7%4.2%206.7557.9%3.8%
50Δ209.0754.7%3.6%209.0757.6%3.2%
55Δ207.0153.8%3.1%211.5057.7%2.7%
60Δ204.9552.8%2.6%214.0358.2%2.3%
65Δ202.8851.9%2.1%216.5558.6%1.9%
70Δ200.8251.0%1.6%219.0859.0%1.5%
75Δ198.7049.8%1.2%222.7460.9%1.2%
80Δ196.5348.5%0.9%227.0763.7%0.9%

20Δ

Calls
Pseudo strike
228.10
IV
68.1%
B/E move
10.6%
Puts
Pseudo strike
191.64
IV
71.8%
B/E move
9.2%

25Δ

Calls
Pseudo strike
223.14
IV
62.7%
B/E move
8.5%
Puts
Pseudo strike
196.39
IV
62.9%
B/E move
7.1%

30Δ

Calls
Pseudo strike
219.07
IV
58.8%
B/E move
6.8%
Puts
Pseudo strike
199.74
IV
59.0%
B/E move
5.8%

35Δ

Calls
Pseudo strike
216.51
IV
57.7%
B/E move
6.0%
Puts
Pseudo strike
202.13
IV
58.5%
B/E move
5.1%

40Δ

Calls
Pseudo strike
213.96
IV
56.7%
B/E move
5.1%
Puts
Pseudo strike
204.44
IV
58.2%
B/E move
4.5%

45Δ

Calls
Pseudo strike
211.40
IV
55.7%
B/E move
4.2%
Puts
Pseudo strike
206.75
IV
57.9%
B/E move
3.8%

50Δ

Calls
Pseudo strike
209.07
IV
54.7%
B/E move
3.6%
Puts
Pseudo strike
209.07
IV
57.6%
B/E move
3.2%

55Δ

Calls
Pseudo strike
207.01
IV
53.8%
B/E move
3.1%
Puts
Pseudo strike
211.50
IV
57.7%
B/E move
2.7%

60Δ

Calls
Pseudo strike
204.95
IV
52.8%
B/E move
2.6%
Puts
Pseudo strike
214.03
IV
58.2%
B/E move
2.3%

65Δ

Calls
Pseudo strike
202.88
IV
51.9%
B/E move
2.1%
Puts
Pseudo strike
216.55
IV
58.6%
B/E move
1.9%

70Δ

Calls
Pseudo strike
200.82
IV
51.0%
B/E move
1.6%
Puts
Pseudo strike
219.08
IV
59.0%
B/E move
1.5%

75Δ

Calls
Pseudo strike
198.70
IV
49.8%
B/E move
1.2%
Puts
Pseudo strike
222.74
IV
60.9%
B/E move
1.2%

80Δ

Calls
Pseudo strike
196.53
IV
48.5%
B/E move
0.9%
Puts
Pseudo strike
227.07
IV
63.7%
B/E move
0.9%

Options history

IV · four-Friday blend61.78%
Daily EOD
MTRN57.7%59.9%62.1%2026-10-19: 58.01%2026-10-20: 58.43%2026-10-21: 58.64%2026-10-22: 59.24%2026-10-23: 59.97%2026-10-26: 60.25%2026-10-27: 60.02%2026-10-28: 60.45%2026-10-29: 60.31%2026-10-30: 61.78%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
58.01%
58.43%
58.64%
59.24%
59.97%
60.25%
60.02%
60.45%
60.31%
61.78%