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Martin Marietta Materials MLM

i

Market dataready · fetched 2026-11-03T15:44:27.795Z

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 · 2026-11-03T15:43:59.526871357Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-03T15:44:27.267628+00:00

Share price$549.83
1D-0.8%
$544$547$550$552$5555:30 AM6:30 AM9:00 AM1:00 PMMLM
Sold putSold call

Martin Marietta Materials options

Live interpolated MLM call and put midpoint premiums by absolute delta.Martin Marietta Materials$3.96$16.13$28.29$40.46$52.62$483.96$516.30$548.64$580.97$613.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MLM spot · $549.83MLM PRICE$5.28$7.08$8.32$10.37$12.46$14.81$17.87$20.94$24.00$27.95$32.19$36.76$43.72$6.03$7.63$9.72$11.80$13.94$16.44$19.22$22.32$26.79$31.37$34.89$40.92$49.12
PutsExpensive1.28×
CallsCheap0.93×
SkewNeutral-0.05 pp
Implied moveBearish±$37.09
TiltBearish5.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ595.1540.4%9.2%511.1443.5%8.1%
25Δ588.0541.9%8.2%520.7941.2%6.7%
30Δ577.1838.2%6.5%527.8640.9%5.8%
35Δ570.8738.7%5.7%534.5940.1%4.9%
40Δ564.6038.5%5.0%541.0439.2%4.1%
45Δ558.4838.5%4.3%546.9138.7%3.5%
50Δ552.7639.5%3.8%552.7238.3%3.0%
55Δ546.9239.9%3.3%558.4638.2%2.5%
60Δ540.9639.7%2.8%564.9839.2%2.1%
65Δ534.6540.1%2.3%571.5339.9%1.8%
70Δ528.1740.3%1.9%577.3538.5%1.3%
75Δ521.4640.1%1.5%585.2038.9%1.0%
80Δ512.7641.4%1.2%594.9040.1%0.7%

20Δ

Calls
Pseudo strike
595.15
IV
40.4%
B/E move
9.2%
Puts
Pseudo strike
511.14
IV
43.5%
B/E move
8.1%

25Δ

Calls
Pseudo strike
588.05
IV
41.9%
B/E move
8.2%
Puts
Pseudo strike
520.79
IV
41.2%
B/E move
6.7%

30Δ

Calls
Pseudo strike
577.18
IV
38.2%
B/E move
6.5%
Puts
Pseudo strike
527.86
IV
40.9%
B/E move
5.8%

35Δ

Calls
Pseudo strike
570.87
IV
38.7%
B/E move
5.7%
Puts
Pseudo strike
534.59
IV
40.1%
B/E move
4.9%

40Δ

Calls
Pseudo strike
564.60
IV
38.5%
B/E move
5.0%
Puts
Pseudo strike
541.04
IV
39.2%
B/E move
4.1%

45Δ

Calls
Pseudo strike
558.48
IV
38.5%
B/E move
4.3%
Puts
Pseudo strike
546.91
IV
38.7%
B/E move
3.5%

50Δ

Calls
Pseudo strike
552.76
IV
39.5%
B/E move
3.8%
Puts
Pseudo strike
552.72
IV
38.3%
B/E move
3.0%

55Δ

Calls
Pseudo strike
546.92
IV
39.9%
B/E move
3.3%
Puts
Pseudo strike
558.46
IV
38.2%
B/E move
2.5%

60Δ

Calls
Pseudo strike
540.96
IV
39.7%
B/E move
2.8%
Puts
Pseudo strike
564.98
IV
39.2%
B/E move
2.1%

65Δ

Calls
Pseudo strike
534.65
IV
40.1%
B/E move
2.3%
Puts
Pseudo strike
571.53
IV
39.9%
B/E move
1.8%

70Δ

Calls
Pseudo strike
528.17
IV
40.3%
B/E move
1.9%
Puts
Pseudo strike
577.35
IV
38.5%
B/E move
1.3%

75Δ

Calls
Pseudo strike
521.46
IV
40.1%
B/E move
1.5%
Puts
Pseudo strike
585.20
IV
38.9%
B/E move
1.0%

80Δ

Calls
Pseudo strike
512.76
IV
41.4%
B/E move
1.2%
Puts
Pseudo strike
594.90
IV
40.1%
B/E move
0.7%

Options history

IV · four-Friday blend33.27%
Daily close
MLM26.3%31.5%36.7%2026-08-05: 31.21%2026-08-06: 30.76%2026-08-07: 29.73%2026-08-10: 29.46%2026-08-11: 28.49%2026-08-12: 28.72%2026-08-13: 28.00%2026-08-14: 27.27%2026-08-17: 29.30%2026-08-18: 29.31%2026-08-19: 28.90%2026-08-20: 31.67%2026-08-21: 27.17%2026-08-24: 28.35%2026-08-25: 28.03%2026-08-26: 27.71%2026-08-27: 27.68%2026-08-28: 26.97%2026-08-31: 27.26%2026-09-01: 28.25%2026-09-02: 27.74%2026-09-03: 27.36%2026-09-04: 27.84%2026-09-08: 29.64%2026-09-09: 29.72%2026-09-10: 29.33%2026-09-11: 27.81%2026-09-14: 30.16%2026-09-15: 31.35%2026-09-16: 31.84%2026-09-17: 32.21%2026-09-18: 28.78%2026-09-21: 29.03%2026-09-22: 29.01%2026-09-23: 29.00%2026-09-24: 30.21%2026-09-25: 30.17%2026-09-28: 29.25%2026-09-29: 30.16%2026-09-30: 30.14%2026-10-01: 30.50%2026-10-02: 30.25%2026-10-05: 30.49%2026-10-06: 29.55%2026-10-07: 30.83%2026-10-08: 30.95%2026-10-09: 30.72%2026-10-12: 31.71%2026-10-13: 33.17%2026-10-14: 34.61%2026-10-15: 35.98%2026-10-16: 31.73%2026-10-19: 31.75%2026-10-20: 31.51%2026-10-21: 31.27%2026-10-22: 32.09%2026-10-23: 32.66%2026-10-26: 32.77%2026-10-27: 32.95%2026-10-28: 32.98%2026-10-29: 32.00%2026-10-30: 33.27%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
31.21%
30.76%
29.73%
29.46%
28.49%
28.72%
28.00%
27.27%
29.30%
29.31%
28.90%
31.67%
27.17%
28.35%
28.03%
27.71%
27.68%
26.97%
27.26%
28.25%
27.74%
27.36%
27.84%
29.64%
29.72%
29.33%
27.81%
30.16%
31.35%
31.84%
32.21%
28.78%
29.03%
29.01%
29.00%
30.21%
30.17%
29.25%
30.16%
30.14%
30.50%
30.25%
30.49%
29.55%
30.83%
30.95%
30.72%
31.71%
33.17%
34.61%
35.98%
31.73%
31.75%
31.51%
31.27%
32.09%
32.66%
32.77%
32.95%
32.98%
32.00%
33.27%