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MARCUS & MILLICHAP MMI

i

Market dataready · fetched 2026-11-06T21:45:36.430Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-06T21:10:00.004070563Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-06T21:45:35.612638+00:00

Share price$27.75
1D+12.5%
AH$26$27$28$29$305:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMMI
Sold putSold callAH

MARCUS & MILLICHAP options

Live interpolated MMI call and put midpoint premiums by absolute delta.MARCUS & MILLICHAP$0.77$3.08$5.40$7.72$10.04$17.97$22.35$26.72$31.10$35.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MMI spot · $27.75MMI PRICE$1.02$1.39$1.77$2.14$1.29$1.53$1.77$2.02$2.26$2.50$2.74$2.98$3.22$2.21$2.26$2.33$2.46$2.60$2.74$2.88$3.03$3.17$3.87$5.35$6.83$9.37
PutsExpensive1.97×
CallsExpensive1.37×
SkewBearish+21.80 pp
Implied moveBearish±$4.66
TiltBearish29.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ38.2493.2%41.5%20.45159.4%34.3%
25Δ37.21101.1%39.1%22.82128.2%25.9%
30Δ36.18109.1%36.8%24.57107.1%19.9%
35Δ35.16117.1%34.4%25.6096.0%16.6%
40Δ29.7252.1%11.8%26.3988.1%14.3%
45Δ29.1550.6%10.6%27.1780.2%12.0%
50Δ28.5749.0%9.4%27.9672.3%9.6%
55Δ28.0047.5%8.2%28.7564.4%7.3%
60Δ27.4245.9%7.0%29.5456.5%5.0%
65Δ26.8544.4%5.8%30.6754.8%3.4%
70Δ26.2742.9%4.5%32.2861.7%2.9%
75Δ25.7041.3%3.3%33.8968.7%2.5%
80Δ25.1239.8%2.1%36.5579.9%2.1%

20Δ

Calls
Pseudo strike
38.24
IV
93.2%
B/E move
41.5%
Puts
Pseudo strike
20.45
IV
159.4%
B/E move
34.3%

25Δ

Calls
Pseudo strike
37.21
IV
101.1%
B/E move
39.1%
Puts
Pseudo strike
22.82
IV
128.2%
B/E move
25.9%

30Δ

Calls
Pseudo strike
36.18
IV
109.1%
B/E move
36.8%
Puts
Pseudo strike
24.57
IV
107.1%
B/E move
19.9%

35Δ

Calls
Pseudo strike
35.16
IV
117.1%
B/E move
34.4%
Puts
Pseudo strike
25.60
IV
96.0%
B/E move
16.6%

40Δ

Calls
Pseudo strike
29.72
IV
52.1%
B/E move
11.8%
Puts
Pseudo strike
26.39
IV
88.1%
B/E move
14.3%

45Δ

Calls
Pseudo strike
29.15
IV
50.6%
B/E move
10.6%
Puts
Pseudo strike
27.17
IV
80.2%
B/E move
12.0%

50Δ

Calls
Pseudo strike
28.57
IV
49.0%
B/E move
9.4%
Puts
Pseudo strike
27.96
IV
72.3%
B/E move
9.6%

55Δ

Calls
Pseudo strike
28.00
IV
47.5%
B/E move
8.2%
Puts
Pseudo strike
28.75
IV
64.4%
B/E move
7.3%

60Δ

Calls
Pseudo strike
27.42
IV
45.9%
B/E move
7.0%
Puts
Pseudo strike
29.54
IV
56.5%
B/E move
5.0%

65Δ

Calls
Pseudo strike
26.85
IV
44.4%
B/E move
5.8%
Puts
Pseudo strike
30.67
IV
54.8%
B/E move
3.4%

70Δ

Calls
Pseudo strike
26.27
IV
42.9%
B/E move
4.5%
Puts
Pseudo strike
32.28
IV
61.7%
B/E move
2.9%

75Δ

Calls
Pseudo strike
25.70
IV
41.3%
B/E move
3.3%
Puts
Pseudo strike
33.89
IV
68.7%
B/E move
2.5%

80Δ

Calls
Pseudo strike
25.12
IV
39.8%
B/E move
2.1%
Puts
Pseudo strike
36.55
IV
79.9%
B/E move
2.1%

Options history

IV · four-Friday blend61.78%
Daily EOD
MMI53.6%62.6%71.5%2026-10-20: 54.84%2026-10-21: 57.89%2026-10-22: 58.02%2026-10-23: 59.07%2026-10-26: 66.89%2026-10-27: 58.91%2026-10-28: 70.28%2026-10-29: 61.69%2026-10-30: 61.78%Oct 20Oct 26Oct 30
9 observations2026-10-20 — 2026-10-30
Table
DateIV (%)
54.84%
57.89%
58.02%
59.07%
66.89%
58.91%
70.28%
61.69%
61.78%