Marex Group plc Ordinary Shares (MRX) Options Greeks
Options Greeks measure sensitivity to various factors: Delta (price), Gamma (delta change), Theta (time decay), and Vega (volatility). They are essential for risk management and position sizing.
Marex Group plc Ordinary Shares (MRX) operates in the Financial Services sector, specifically the Financial - Capital Markets industry, with a market capitalization near $4.19B, listed on NASDAQ, employing roughly 2,425 people, carrying a beta of 0.06 to the broader market. Marex Group plc, a financial services platform provider company, provides liquidity, market access, and infrastructure services to clients in the energy, commodities, and financial markets in the United Kingdom, the United States, and internationally. Led by Ian Theo Lowitt, public since 1990-03-28.
Snapshot as of May 15, 2026.
- Spot Price
- $56.40
- Net Gamma
- -$20.8K
- Net Delta
- -$5.5M
- Net Vega
- -$21.9K
- ATM IV
- 40.9%
- Gamma Concentration
- 0.25
As of May 15, 2026, Marex Group plc Ordinary Shares (MRX) aggregate Greeks are net delta -$5.5M, net gamma -$20.8K, net vega -$21.9K, ATM IV 40.9%. Gamma concentration is 0.25: gamma is more dispersed, reducing any single-strike pinning force. Delta measures directional exposure, gamma measures the rate of delta change, and vega measures sensitivity to implied volatility. Net aggregate Greeks summarize the total dealer book across all strikes and expirations.
How MRX options greeks Data Feeds Strategy Selection
Strategy selection on Marex Group plc Ordinary Shares options does not derive from any single metric in isolation. The options greeks view above sits inside a broader read: ATM IV currently sits at 40.9% and dealer gamma exposure is negative, so dealer hedging amplifies directional moves. Combine the options greeks data here with the volatility-skew surface, dealer-gamma exposure, max-pain level, and upcoming-events calendar to build a positioning thesis. Risk-defined structures (credit spreads, debit spreads, iron condors) are usually safer than naked positions while the regime is uncertain; the data on this page anchors the inputs but does not by itself constitute a trade thesis.
Learn how options Greeks is reported and how to read the data →
Frequently asked MRX options greeks questions
- What are the MRX aggregate Greek exposures?
- As of May 15, 2026, Marex Group plc Ordinary Shares (MRX) snapshot Greeks are net delta -$5.5M, net gamma -$20.8K, net vega -$21.9K. These aggregate the dealer book across all listed strikes and expirations under the standard customer-versus-dealer sign convention.
- What does the MRX net dealer delta tell us?
- Net dealer delta of -$5.5M represents the directional exposure dealers carry from their option inventory. Dealers continuously hedge this exposure with stock, futures, or correlated instruments, so the size of net delta is also the size of hedge flow that will execute as spot moves.
- How do MRX Greeks inform hedging?
- Delta tracks first-order directional exposure; gamma tracks how quickly delta changes; vega tracks IV sensitivity. Aggregated dealer Greeks let traders read the dealer-positioning regime: long-gamma regimes mean-revert moves; short-gamma regimes amplify them. Vega exposure indicates how dealer P&L responds to vol shocks and hence the direction of vol-shock hedging flows.