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Markel Group Inc. MKL

FINANCIAL SERVICES · INSURANCE - PROPERTY & CASUALTY
i

Market dataready · fetched 2026-11-07T06:48:13.342Z

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

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-07T06:48:11.802068+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$24.71$42.75$60.78$78.82$1814.71$1876.55$1938.40$2000.24$2062.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MKL spot · $1939.04MKL PRICE$10.05$11.46$13.92$17.73$21.90$25.91$29.70$34.91$40.92$49.27$58.02$65.94$72.68$8.62$12.87$16.61$19.37$22.33$26.67$31.44$35.52$39.38$44.93$50.47$60.81$73.62
PutsCheap0.93×
CallsCheap0.82×
SkewBullish-1.12 pp
Implied moveBearish±$61.14
TiltBalanced1.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2023.5625.2%4.9%1882.2920.1%3.4%
25Δ1997.3221.4%3.6%1888.3822.7%3.3%
30Δ1983.0520.4%3.0%1899.3123.3%2.9%
35Δ1972.5920.7%2.6%1912.4522.0%2.4%
40Δ1963.1721.3%2.4%1923.8720.9%1.9%
45Δ1953.2121.4%2.1%1933.6520.9%1.7%
50Δ1943.2920.8%1.8%1943.1921.0%1.4%
55Δ1933.5221.0%1.5%1952.4720.4%1.1%
60Δ1923.5521.3%1.3%1961.2019.5%0.9%
65Δ1912.0822.3%1.2%1970.2919.1%0.7%
70Δ1899.9822.9%1.0%1979.3818.8%0.5%
75Δ1888.3622.6%0.8%1992.1819.4%0.4%
80Δ1877.9221.5%0.6%2007.3020.3%0.3%

20Δ

Calls
Pseudo strike
2023.56
IV
25.2%
B/E move
4.9%
Puts
Pseudo strike
1882.29
IV
20.1%
B/E move
3.4%

25Δ

Calls
Pseudo strike
1997.32
IV
21.4%
B/E move
3.6%
Puts
Pseudo strike
1888.38
IV
22.7%
B/E move
3.3%

30Δ

Calls
Pseudo strike
1983.05
IV
20.4%
B/E move
3.0%
Puts
Pseudo strike
1899.31
IV
23.3%
B/E move
2.9%

35Δ

Calls
Pseudo strike
1972.59
IV
20.7%
B/E move
2.6%
Puts
Pseudo strike
1912.45
IV
22.0%
B/E move
2.4%

40Δ

Calls
Pseudo strike
1963.17
IV
21.3%
B/E move
2.4%
Puts
Pseudo strike
1923.87
IV
20.9%
B/E move
1.9%

45Δ

Calls
Pseudo strike
1953.21
IV
21.4%
B/E move
2.1%
Puts
Pseudo strike
1933.65
IV
20.9%
B/E move
1.7%

50Δ

Calls
Pseudo strike
1943.29
IV
20.8%
B/E move
1.8%
Puts
Pseudo strike
1943.19
IV
21.0%
B/E move
1.4%

55Δ

Calls
Pseudo strike
1933.52
IV
21.0%
B/E move
1.5%
Puts
Pseudo strike
1952.47
IV
20.4%
B/E move
1.1%

60Δ

Calls
Pseudo strike
1923.55
IV
21.3%
B/E move
1.3%
Puts
Pseudo strike
1961.20
IV
19.5%
B/E move
0.9%

65Δ

Calls
Pseudo strike
1912.08
IV
22.3%
B/E move
1.2%
Puts
Pseudo strike
1970.29
IV
19.1%
B/E move
0.7%

70Δ

Calls
Pseudo strike
1899.98
IV
22.9%
B/E move
1.0%
Puts
Pseudo strike
1979.38
IV
18.8%
B/E move
0.5%

75Δ

Calls
Pseudo strike
1888.36
IV
22.6%
B/E move
0.8%
Puts
Pseudo strike
1992.18
IV
19.4%
B/E move
0.4%

80Δ

Calls
Pseudo strike
1877.92
IV
21.5%
B/E move
0.6%
Puts
Pseudo strike
2007.30
IV
20.3%
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%