IntraAlpha
Create free account Start free

Materion Corporation MTRN

i

Market datapartial · fetched 2026-10-22T20:10:56.453Z

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 · 2026-10-22T20:10:00.001544696Z

FundamentalsAlpha Vantage · unavailable

Share price$219.12
1D-8.5%
AH$216$222$228$235$2415:30 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$3.03$15.25$27.47$39.69$51.91$159.49$205.13$250.76$296.39$342.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MTRN spot · $219.12MTRN PRICE$4.35$5.69$7.12$8.69$10.37$12.16$14.24$16.43$18.88$21.50$24.49$27.77$32.25$4.64$6.30$8.21$10.20$12.63$15.24$18.13$21.16$24.80$28.65$34.79$41.10$48.39
PutsFair0.95×
CallsExpensive1.11×
SkewNeutral+0.14 pp
Implied moveBearish±$32.37
TiltBearish14.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ263.8768.7%22.4%192.7861.5%14.1%
25Δ254.8167.6%18.9%198.2762.2%12.4%
30Δ246.9266.4%15.9%203.4362.7%10.9%
35Δ240.2465.9%13.6%208.4963.0%9.5%
40Δ234.3165.0%11.7%213.4963.7%8.3%
45Δ228.6264.2%9.9%218.4564.5%7.3%
50Δ223.4964.1%8.5%223.5664.8%6.2%
55Δ218.4263.9%7.2%228.7364.8%5.3%
60Δ213.4763.5%6.0%234.2664.9%4.4%
65Δ208.4963.1%5.0%239.9265.1%3.6%
70Δ203.4662.6%4.0%247.4767.5%2.9%
75Δ198.2662.2%3.2%255.2568.4%2.3%
80Δ192.2263.0%2.4%263.9768.9%1.6%

20Δ

Calls
Pseudo strike
263.87
IV
68.7%
B/E move
22.4%
Puts
Pseudo strike
192.78
IV
61.5%
B/E move
14.1%

25Δ

Calls
Pseudo strike
254.81
IV
67.6%
B/E move
18.9%
Puts
Pseudo strike
198.27
IV
62.2%
B/E move
12.4%

30Δ

Calls
Pseudo strike
246.92
IV
66.4%
B/E move
15.9%
Puts
Pseudo strike
203.43
IV
62.7%
B/E move
10.9%

35Δ

Calls
Pseudo strike
240.24
IV
65.9%
B/E move
13.6%
Puts
Pseudo strike
208.49
IV
63.0%
B/E move
9.5%

40Δ

Calls
Pseudo strike
234.31
IV
65.0%
B/E move
11.7%
Puts
Pseudo strike
213.49
IV
63.7%
B/E move
8.3%

45Δ

Calls
Pseudo strike
228.62
IV
64.2%
B/E move
9.9%
Puts
Pseudo strike
218.45
IV
64.5%
B/E move
7.3%

50Δ

Calls
Pseudo strike
223.49
IV
64.1%
B/E move
8.5%
Puts
Pseudo strike
223.56
IV
64.8%
B/E move
6.2%

55Δ

Calls
Pseudo strike
218.42
IV
63.9%
B/E move
7.2%
Puts
Pseudo strike
228.73
IV
64.8%
B/E move
5.3%

60Δ

Calls
Pseudo strike
213.47
IV
63.5%
B/E move
6.0%
Puts
Pseudo strike
234.26
IV
64.9%
B/E move
4.4%

65Δ

Calls
Pseudo strike
208.49
IV
63.1%
B/E move
5.0%
Puts
Pseudo strike
239.92
IV
65.1%
B/E move
3.6%

70Δ

Calls
Pseudo strike
203.46
IV
62.6%
B/E move
4.0%
Puts
Pseudo strike
247.47
IV
67.5%
B/E move
2.9%

75Δ

Calls
Pseudo strike
198.26
IV
62.2%
B/E move
3.2%
Puts
Pseudo strike
255.25
IV
68.4%
B/E move
2.3%

80Δ

Calls
Pseudo strike
192.22
IV
63.0%
B/E move
2.4%
Puts
Pseudo strike
263.97
IV
68.9%
B/E move
1.6%

Options history

No recorded observations