Energy Energy Reference Data Updated 2026-05-31

MPC Gamma Exposure, IV Rank & Implied Volatility

Marathon Petroleum (MPC) options data — GEX, IV rank, options chain & Greeks

MPC options trade with implied volatility typically in the 22% - 50% range, averaging N/A in daily volume with very good liquidity. Next earnings: See earnings calendar. Weekly options and LEAPS are available.

IV Rank 24.1 /100
IV 48.7%
Simulated data for display · open live MPC on the platform →

An IV rank near 24.1 (the value shown here is illustrative) would mean implied volatility is in roughly the 24.1th percentile of its 1-year range — low IV, premium-buying regime for long calls/puts and debit spreads. For today's live MPC IV rank from ORATS, open the dashboard.

IV History (Simulated · Illustrative Only) Range 38.25%68.67%

Chart shows simulated data for display purposes. View the real MPC IV history on the live platform →

Comprehensive options market data for Marathon Petroleum (MPC).

MPC Options at a Glance

Daily Volume: N/A
Bid-Ask Spread: N/A
Open Interest: N/A
IV Range: 22% - 50%
Expirations: Weekly, Monthly, LEAPS
Next Earnings: See earnings calendar
Liquidity
Very Good
IV Range
22% - 50%
Weeklies
Yes

1 About Marathon Petroleum (MPC)

Marathon Petroleum (MPC) is a oil refining company listed on NYSE.

Company Profile

Sector Energy
Industry Oil Refining
Market Cap See live data
Exchange NYSE

Key Dates

Next Earnings See earnings calendar
Earnings Frequency Quarterly
Dividend Schedule See company page
Fiscal Year End December

Marathon Petroleum is a Oil Refining) company in the Energy sector.

2 MPC Options Market Overview

MPC options provide trading opportunities for options traders.

Average Daily Volume N/A
Total Open Interest N/A
Put/Call Ratio N/A
Typical ATM Spread N/A
Weekly Options Available
LEAPS Available Yes

Liquidity Assessment: Very Good

MPC options provide trading opportunities across multiple expirations.

3 MPC Implied Volatility & IV Rank

MPC implied volatility patterns reflect the oil refining sector dynamics.

Low IV Environment
22% - 29%
Below average volatility
Typical IV Range
29% - 43%
Normal conditions
Elevated IV
43% - 50%
Above average volatility

Earnings Impact

IV typically expands before earnings and contracts after the announcement.

The post-earnings volatility drop is known as IV crush. Holders of short MPC options should also understand early assignment risk around dividends and expiration.

Historical Volatility vs IV

MPC IV generally trades near historical volatility, with premiums expanding around earnings.

Term Structure

Typically upward sloping under normal conditions.

View MPC Volatility Lab

MPC Gamma Exposure (GEX)

Gamma Exposure analysis for MPC reveals dealer hedging dynamics at key strike levels.

Typical GEX Profile: MPC tends to operate in a positive gamma environment during normal conditions.

Key Levels:

Dealer Hedging:

View Live MPC GEX

4 Common MPC Options Strategies

These are strategies commonly used by traders on MPC options, based on typical market characteristics. This is not investment advice.

Popular for MPC shareholders seeking additional income.

Vertical Spreads Directional

Defined-risk directional exposure on MPC.

Range-bound strategy for MPC between events.

Key Considerations for MPC Options

  • Monitor MPC earnings dates for IV expansion/contraction patterns
  • Consider the stock's beta when sizing options positions
  • MPC options liquidity varies by expiration - prefer near-term and monthly expirations

Frequently Asked Questions: MPC Options

What is MPC's typical implied volatility?

MPC implied volatility typically ranges from 22% - 50%. IV patterns are influenced by earnings, sector events, and market conditions.

Does MPC have weekly options?

Yes, MPC offers weekly options expirations.

What is MPC's options trading profile?

MPC (Marathon Petroleum) options trade with very good liquidity, averaging N/A in daily volume, typical bid-ask spreads of N/A. Implied volatility typically falls in the 22% - 50% range. The position sits in the Energy category for portfolio diversification and options strategy design.

How does MPC implied volatility behave around earnings?

IV typically expands before earnings and contracts after the announcement. Next scheduled earnings: See earnings calendar. Traders often size short premium positions for the post-earnings IV crush, while long premium buyers should be aware that the IV decline can outweigh small directional moves.

What options strategies work well on MPC?

Popular strategies on MPC options include Covered Calls, Vertical Spreads, Iron Condors. Strategy selection depends on the current IV environment versus the 22% - 50% typical range, days to next earnings, and the trader's directional outlook. Higher IV regimes favour premium-selling strategies; lower IV regimes favour directional debit spreads or long premium plays.

What is MPC's gamma exposure (GEX)?

Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence MPC's intraday price action. MPC tends to operate in a positive gamma environment during normal conditions. Positive GEX tends to dampen volatility and create mean-reverting moves, while negative GEX can amplify swings. View live MPC GEX levels and the gamma-flip point on ApexVol.

What is MPC's IV rank?

MPC's IV rank shows where MPC's current implied volatility sits within its trailing 1-year range, scored 0–100. A reading near 100 means IV is near its yearly high — options are relatively expensive, which favors premium-selling strategies like credit spreads and iron condors. A reading near 0 means IV is near its yearly low, favoring premium-buying. MPC implied volatility typically ranges from 22% - 50%. Check MPC's live IV rank and percentile on ApexVol's IV analytics.

MPC Key Events

Earnings Months
January April July October

Related Tickers

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Written by
ApexVol Research Team
Quantitative options research
All calculations use live ORATS institutional data — the same source used by professional volatility desks.
RS
Technical reviewer
Ryan Silk, ApexVol Founder
Reviewed for technical accuracy
10+ years trading options. Built ApexVol's pricing engine, Greeks model, and IV-rank methodology.
This guide is updated as market conditions and ORATS data change. Last revised 2026-05-31. How we research →

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