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Marten Transport, Ltd. Common Stock MRTN

i

Market dataready · fetched 2026-11-08T10:13:21.665Z

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 · 2026-11-06T21:00:02.620023095Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-08T10:13:21.010065+00:00

Share price$11.74
1D-0.8%
AH$11.66$11.72$11.77$11.83$11.895:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMRTN
Sold putSold callAH

Marten Transport, Ltd. Common Stock options

Live interpolated MRTN call and put midpoint premiums by absolute delta.Marten Transport, Ltd. Common Stock$0.44$1.21$1.98$2.76$3.53$9.39$10.23$11.08$11.93$12.7820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive MRTN spot · $11.74MRTN PRICE$0.52$0.70$0.87$1.05$1.22$1.40$1.58$1.75$1.93$0.69$0.90$1.12$1.34$1.56$1.78$2.00$2.21$2.43$2.65$2.87$3.09$3.31
PutsExpensive2.67×
Calls——
Skew——
Implied moveBearish±$2.87
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.9667.6%12.4%
25Δ11.2871.9%11.6%
30Δ11.6076.2%10.7%
35Δ11.9280.6%9.9%
40Δ12.2879.4%9.0%12.2484.9%9.0%
45Δ12.0182.9%8.2%12.5689.2%8.2%
50Δ11.7486.4%7.4%12.8893.5%7.3%
55Δ11.4689.9%6.6%13.2097.8%6.5%
60Δ11.1993.4%5.8%13.51102.1%5.6%
65Δ10.9296.9%5.0%13.83106.4%4.8%
70Δ10.65100.4%4.2%14.15110.7%3.9%
75Δ10.38103.9%3.4%14.47115.0%3.0%
80Δ10.11107.3%2.6%14.79119.3%2.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.96
IV
67.6%
B/E move
12.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.28
IV
71.9%
B/E move
11.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.60
IV
76.2%
B/E move
10.7%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.92
IV
80.6%
B/E move
9.9%

40Δ

Calls
Pseudo strike
12.28
IV
79.4%
B/E move
9.0%
Puts
Pseudo strike
12.24
IV
84.9%
B/E move
9.0%

45Δ

Calls
Pseudo strike
12.01
IV
82.9%
B/E move
8.2%
Puts
Pseudo strike
12.56
IV
89.2%
B/E move
8.2%

50Δ

Calls
Pseudo strike
11.74
IV
86.4%
B/E move
7.4%
Puts
Pseudo strike
12.88
IV
93.5%
B/E move
7.3%

55Δ

Calls
Pseudo strike
11.46
IV
89.9%
B/E move
6.6%
Puts
Pseudo strike
13.20
IV
97.8%
B/E move
6.5%

60Δ

Calls
Pseudo strike
11.19
IV
93.4%
B/E move
5.8%
Puts
Pseudo strike
13.51
IV
102.1%
B/E move
5.6%

65Δ

Calls
Pseudo strike
10.92
IV
96.9%
B/E move
5.0%
Puts
Pseudo strike
13.83
IV
106.4%
B/E move
4.8%

70Δ

Calls
Pseudo strike
10.65
IV
100.4%
B/E move
4.2%
Puts
Pseudo strike
14.15
IV
110.7%
B/E move
3.9%

75Δ

Calls
Pseudo strike
10.38
IV
103.9%
B/E move
3.4%
Puts
Pseudo strike
14.47
IV
115.0%
B/E move
3.0%

80Δ

Calls
Pseudo strike
10.11
IV
107.3%
B/E move
2.6%
Puts
Pseudo strike
14.79
IV
119.3%
B/E move
2.2%

Options history

IV · four-Friday blend42.65%
Daily EOD
MRTN41.8%48.1%54.3%2026-10-19: 53.47%2026-10-20: 50.49%2026-10-21: 45.28%2026-10-22: 42.65%Oct 19Oct 20Oct 22
4 observations2026-10-19 — 2026-10-22
Table
DateIV (%)
53.47%
50.49%
45.28%
42.65%