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Markel Group Inc. MKL

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Market dataready · fetched 2026-11-07T01:55:12.070Z

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 · 2026-11-07T00:00:00.002171741Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T01:55:11.443754+00:00

Share price$1,939.04
1D+0.8%
AH$1,919$1,926$1,934$1,941$1,9485:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMKL
Sold putSold callAH

Markel Group Inc. options

Live interpolated MKL call and put midpoint premiums by absolute delta.Markel Group Inc.$6.67$24.96$43.25$61.54$79.83$1814.71$1876.55$1938.40$2000.24$2062.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MKL spot · $1939.04MKL PRICE$10.05$11.44$13.90$17.67$21.84$25.84$29.62$34.76$40.75$48.98$57.73$65.71$72.13$8.65$12.90$16.64$19.40$22.39$26.77$31.54$35.62$39.58$45.15$50.73$61.37$74.55
PutsCheap0.91×
CallsCheap0.79×
SkewBullish-0.92 pp
Implied moveBearish±$61.15
TiltBalanced0.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2023.7624.3%4.9%1882.3319.5%3.4%
25Δ1997.4420.6%3.6%1888.4322.0%3.3%
30Δ1983.2119.6%3.0%1899.4422.5%2.9%
35Δ1972.7119.9%2.6%1912.6121.2%2.4%
40Δ1963.3020.5%2.4%1924.0420.2%1.9%
45Δ1953.3920.5%2.1%1933.8420.2%1.6%
50Δ1943.5120.0%1.8%1943.4220.3%1.4%
55Δ1933.7620.1%1.5%1952.7119.7%1.1%
60Δ1923.8420.4%1.3%1961.5218.8%0.9%
65Δ1912.4421.4%1.2%1970.6618.5%0.7%
70Δ1900.3822.0%1.0%1979.8018.2%0.5%
75Δ1888.7421.7%0.8%1992.8718.9%0.4%
80Δ1878.6120.6%0.6%2008.3619.8%0.3%

20Δ

Calls
Pseudo strike
2023.76
IV
24.3%
B/E move
4.9%
Puts
Pseudo strike
1882.33
IV
19.5%
B/E move
3.4%

25Δ

Calls
Pseudo strike
1997.44
IV
20.6%
B/E move
3.6%
Puts
Pseudo strike
1888.43
IV
22.0%
B/E move
3.3%

30Δ

Calls
Pseudo strike
1983.21
IV
19.6%
B/E move
3.0%
Puts
Pseudo strike
1899.44
IV
22.5%
B/E move
2.9%

35Δ

Calls
Pseudo strike
1972.71
IV
19.9%
B/E move
2.6%
Puts
Pseudo strike
1912.61
IV
21.2%
B/E move
2.4%

40Δ

Calls
Pseudo strike
1963.30
IV
20.5%
B/E move
2.4%
Puts
Pseudo strike
1924.04
IV
20.2%
B/E move
1.9%

45Δ

Calls
Pseudo strike
1953.39
IV
20.5%
B/E move
2.1%
Puts
Pseudo strike
1933.84
IV
20.2%
B/E move
1.6%

50Δ

Calls
Pseudo strike
1943.51
IV
20.0%
B/E move
1.8%
Puts
Pseudo strike
1943.42
IV
20.3%
B/E move
1.4%

55Δ

Calls
Pseudo strike
1933.76
IV
20.1%
B/E move
1.5%
Puts
Pseudo strike
1952.71
IV
19.7%
B/E move
1.1%

60Δ

Calls
Pseudo strike
1923.84
IV
20.4%
B/E move
1.3%
Puts
Pseudo strike
1961.52
IV
18.8%
B/E move
0.9%

65Δ

Calls
Pseudo strike
1912.44
IV
21.4%
B/E move
1.2%
Puts
Pseudo strike
1970.66
IV
18.5%
B/E move
0.7%

70Δ

Calls
Pseudo strike
1900.38
IV
22.0%
B/E move
1.0%
Puts
Pseudo strike
1979.80
IV
18.2%
B/E move
0.5%

75Δ

Calls
Pseudo strike
1888.74
IV
21.7%
B/E move
0.8%
Puts
Pseudo strike
1992.87
IV
18.9%
B/E move
0.4%

80Δ

Calls
Pseudo strike
1878.61
IV
20.6%
B/E move
0.6%
Puts
Pseudo strike
2008.36
IV
19.8%
B/E move
0.3%

Options history

IV · four-Friday blend17.63%
Daily EOD
MKL17.3%18.7%20.1%2026-10-19: 18.85%2026-10-20: 18.68%2026-10-21: 18.69%2026-10-22: 19.06%2026-10-23: 19.41%2026-10-26: 19.64%2026-10-27: 19.65%2026-10-28: 19.90%2026-10-29: 17.50%2026-10-30: 17.63%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
18.85%
18.68%
18.69%
19.06%
19.41%
19.64%
19.65%
19.90%
17.50%
17.63%