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MARATHON PETROLEUM CORPORATION MPC

i

Market dataready · fetched 2026-11-04T03:47:31.751Z

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 · 2026-11-04T00:56:18.383348941Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-04T03:47:31.322092+00:00

Share price$427.34
1D-0.5%
AH$414$419$424$428$4335:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMPC
Sold putSold callAH

MARATHON PETROLEUM CORPORATION options

Live interpolated MPC call and put midpoint premiums by absolute delta.MARATHON PETROLEUM CORPORATION$4.19$18.70$33.21$47.73$62.24$359.14$396.04$432.95$469.85$506.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MPC spot · $427.34MPC PRICE$5.76$7.63$9.80$12.23$14.75$17.39$20.48$23.82$27.46$31.59$35.97$41.21$47.64$6.59$8.75$11.05$13.59$16.80$19.88$23.06$26.79$31.60$37.21$43.42$49.60$58.05
PutsFair1.00×
CallsExpensive1.08×
SkewBullish-1.15 pp
Implied moveBearish±$43.54
TiltBearish7.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ480.7859.3%13.9%387.0759.9%11.0%
25Δ470.3859.0%11.9%395.7659.4%9.4%
30Δ461.7759.5%10.4%403.7458.6%8.1%
35Δ453.9260.1%9.1%411.1458.1%7.0%
40Δ446.2860.2%7.9%417.9059.1%6.1%
45Δ438.7859.8%6.7%424.6858.6%5.3%
50Δ431.7460.1%5.8%431.4557.7%4.4%
55Δ424.7660.1%5.0%438.1857.4%3.7%
60Δ417.7460.1%4.2%445.5158.0%3.1%
65Δ410.6160.3%3.5%453.3958.9%2.6%
70Δ403.4159.7%2.8%461.7959.5%2.1%
75Δ395.6559.6%2.2%470.1858.8%1.6%
80Δ387.0160.0%1.7%480.5359.1%1.1%

20Δ

Calls
Pseudo strike
480.78
IV
59.3%
B/E move
13.9%
Puts
Pseudo strike
387.07
IV
59.9%
B/E move
11.0%

25Δ

Calls
Pseudo strike
470.38
IV
59.0%
B/E move
11.9%
Puts
Pseudo strike
395.76
IV
59.4%
B/E move
9.4%

30Δ

Calls
Pseudo strike
461.77
IV
59.5%
B/E move
10.4%
Puts
Pseudo strike
403.74
IV
58.6%
B/E move
8.1%

35Δ

Calls
Pseudo strike
453.92
IV
60.1%
B/E move
9.1%
Puts
Pseudo strike
411.14
IV
58.1%
B/E move
7.0%

40Δ

Calls
Pseudo strike
446.28
IV
60.2%
B/E move
7.9%
Puts
Pseudo strike
417.90
IV
59.1%
B/E move
6.1%

45Δ

Calls
Pseudo strike
438.78
IV
59.8%
B/E move
6.7%
Puts
Pseudo strike
424.68
IV
58.6%
B/E move
5.3%

50Δ

Calls
Pseudo strike
431.74
IV
60.1%
B/E move
5.8%
Puts
Pseudo strike
431.45
IV
57.7%
B/E move
4.4%

55Δ

Calls
Pseudo strike
424.76
IV
60.1%
B/E move
5.0%
Puts
Pseudo strike
438.18
IV
57.4%
B/E move
3.7%

60Δ

Calls
Pseudo strike
417.74
IV
60.1%
B/E move
4.2%
Puts
Pseudo strike
445.51
IV
58.0%
B/E move
3.1%

65Δ

Calls
Pseudo strike
410.61
IV
60.3%
B/E move
3.5%
Puts
Pseudo strike
453.39
IV
58.9%
B/E move
2.6%

70Δ

Calls
Pseudo strike
403.41
IV
59.7%
B/E move
2.8%
Puts
Pseudo strike
461.79
IV
59.5%
B/E move
2.1%

75Δ

Calls
Pseudo strike
395.65
IV
59.6%
B/E move
2.2%
Puts
Pseudo strike
470.18
IV
58.8%
B/E move
1.6%

80Δ

Calls
Pseudo strike
387.01
IV
60.0%
B/E move
1.7%
Puts
Pseudo strike
480.53
IV
59.1%
B/E move
1.1%

Options history

IV · four-Friday blend54.42%
Daily close
MPC37.0%47.1%57.3%2026-08-05: 40.70%2026-08-06: 39.71%2026-08-07: 38.41%2026-08-10: 40.07%2026-08-11: 42.08%2026-08-12: 41.33%2026-08-13: 42.39%2026-08-14: 40.59%2026-08-17: 44.04%2026-08-18: 44.17%2026-08-19: 42.24%2026-08-20: 42.18%2026-08-21: 42.24%2026-08-24: 43.07%2026-08-25: 42.77%2026-08-26: 43.33%2026-08-27: 43.33%2026-08-28: 43.36%2026-08-31: 44.59%2026-09-01: 46.43%2026-09-02: 45.31%2026-09-03: 45.73%2026-09-04: 45.26%2026-09-08: 47.23%2026-09-09: 48.38%2026-09-10: 47.36%2026-09-11: 47.24%2026-09-14: 51.04%2026-09-15: 53.63%2026-09-16: 55.86%2026-09-17: 54.18%2026-09-18: 51.26%2026-09-21: 53.27%2026-09-22: 50.79%2026-09-23: 50.83%2026-09-24: 51.73%2026-09-25: 50.04%2026-09-28: 49.91%2026-09-29: 49.83%2026-09-30: 48.33%2026-10-01: 49.75%2026-10-02: 49.27%2026-10-05: 49.73%2026-10-06: 48.87%2026-10-07: 49.55%2026-10-08: 51.33%2026-10-09: 49.27%2026-10-12: 48.06%2026-10-13: 51.93%2026-10-14: 50.36%2026-10-15: 52.23%2026-10-16: 51.69%2026-10-19: 52.46%2026-10-20: 52.82%2026-10-21: 51.69%2026-10-22: 52.68%2026-10-23: 52.86%2026-10-26: 52.57%2026-10-27: 52.29%2026-10-28: 52.39%2026-10-29: 52.07%2026-10-30: 54.42%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
40.70%
39.71%
38.41%
40.07%
42.08%
41.33%
42.39%
40.59%
44.04%
44.17%
42.24%
42.18%
42.24%
43.07%
42.77%
43.33%
43.33%
43.36%
44.59%
46.43%
45.31%
45.73%
45.26%
47.23%
48.38%
47.36%
47.24%
51.04%
53.63%
55.86%
54.18%
51.26%
53.27%
50.79%
50.83%
51.73%
50.04%
49.91%
49.83%
48.33%
49.75%
49.27%
49.73%
48.87%
49.55%
51.33%
49.27%
48.06%
51.93%
50.36%
52.23%
51.69%
52.46%
52.82%
51.69%
52.68%
52.86%
52.57%
52.29%
52.39%
52.07%
54.42%