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Maravai LifeSciences Holdings, Inc. Class A Common Stock MRVI

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Market datapartial · fetched 2026-10-22T13:23:35.952Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T12:53:33.045390352Z

FundamentalsAlpha Vantage · unavailable

Share price$7.40
1D+0.0%
$7.40$7.40$7.40$7.40$7.415:30 AM6:30 AM9:00 AM1:00 PMMRVI
Sold putSold call

Maravai LifeSciences Holdings, Inc. Class A Common Stock options

Live interpolated MRVI call and put midpoint premiums by absolute delta.Maravai LifeSciences Holdings, Inc. Class A Common Stock$0.35$1.48$2.61$3.74$4.87$3.60$5.56$7.53$9.49$11.4520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MRVI spot · $7.40MRVI PRICE$0.48$0.62$0.76$0.90$1.05$1.19$1.39$1.65$1.92$2.18$2.45$0.48$0.62$0.76$0.90$1.05$1.26$1.64$2.01$2.39$2.77$3.21$3.88$4.54
PutsExpensive1.79×
CallsExpensive1.97×
SkewBullish-12.08 pp
Implied moveBearish±$2.68
TiltBearish27.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.52156.9%31.9%
25Δ5.94152.0%28.1%
30Δ10.15149.5%43.7%6.36147.1%24.4%
35Δ9.56147.7%37.5%6.78142.1%20.6%
40Δ9.11150.0%33.4%7.20137.2%16.9%
45Δ8.66152.3%29.2%7.64134.5%13.8%
50Δ8.21154.6%25.1%8.13137.7%12.2%
55Δ7.76156.9%21.0%8.62140.9%10.7%
60Δ7.31159.1%17.5%9.12144.0%9.2%
65Δ6.86161.2%15.0%9.61147.2%7.6%
70Δ6.41163.3%12.5%10.16149.5%6.1%
75Δ5.96165.4%10.0%10.92148.4%4.8%
80Δ5.51167.5%7.5%11.69147.3%3.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.52
IV
156.9%
B/E move
31.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.94
IV
152.0%
B/E move
28.1%

30Δ

Calls
Pseudo strike
10.15
IV
149.5%
B/E move
43.7%
Puts
Pseudo strike
6.36
IV
147.1%
B/E move
24.4%

35Δ

Calls
Pseudo strike
9.56
IV
147.7%
B/E move
37.5%
Puts
Pseudo strike
6.78
IV
142.1%
B/E move
20.6%

40Δ

Calls
Pseudo strike
9.11
IV
150.0%
B/E move
33.4%
Puts
Pseudo strike
7.20
IV
137.2%
B/E move
16.9%

45Δ

Calls
Pseudo strike
8.66
IV
152.3%
B/E move
29.2%
Puts
Pseudo strike
7.64
IV
134.5%
B/E move
13.8%

50Δ

Calls
Pseudo strike
8.21
IV
154.6%
B/E move
25.1%
Puts
Pseudo strike
8.13
IV
137.7%
B/E move
12.2%

55Δ

Calls
Pseudo strike
7.76
IV
156.9%
B/E move
21.0%
Puts
Pseudo strike
8.62
IV
140.9%
B/E move
10.7%

60Δ

Calls
Pseudo strike
7.31
IV
159.1%
B/E move
17.5%
Puts
Pseudo strike
9.12
IV
144.0%
B/E move
9.2%

65Δ

Calls
Pseudo strike
6.86
IV
161.2%
B/E move
15.0%
Puts
Pseudo strike
9.61
IV
147.2%
B/E move
7.6%

70Δ

Calls
Pseudo strike
6.41
IV
163.3%
B/E move
12.5%
Puts
Pseudo strike
10.16
IV
149.5%
B/E move
6.1%

75Δ

Calls
Pseudo strike
5.96
IV
165.4%
B/E move
10.0%
Puts
Pseudo strike
10.92
IV
148.4%
B/E move
4.8%

80Δ

Calls
Pseudo strike
5.51
IV
167.5%
B/E move
7.5%
Puts
Pseudo strike
11.69
IV
147.3%
B/E move
3.5%

Options history

No recorded observations