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Maravai LifeSciences Holdings, Inc. Class A Common Stock MRVI

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-11T14:56:44.548Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-11T14:56:36.62585529Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T14:56:43.206093+00:00

Share price$8.09
1D+1.0%
$7.99$8.03$8.08$8.12$8.165:30 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$0.55$1.03$1.51$1.99$2.47$4.57$6.32$8.06$9.81$11.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive MRVI spot · $8.09MRVI PRICE$0.60$0.83$1.06$1.28$1.51$1.74$1.97$0.81$1.06$1.32$1.57$1.83$2.08$2.33
Puts——
Calls——
Skew——
Implied moveBearish±$2.86
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ9.79109.8%28.5%7.55107.5%16.6%
40Δ9.43120.1%26.8%7.94107.8%14.9%
45Δ9.06130.4%25.1%8.33108.2%13.2%
50Δ8.69140.6%23.4%8.73108.6%11.6%
55Δ8.33150.9%21.6%9.12108.9%9.9%
60Δ7.96161.2%19.9%9.51109.3%8.2%
65Δ7.60171.4%18.2%9.90109.7%6.5%
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
9.79
IV
109.8%
B/E move
28.5%
Puts
Pseudo strike
7.55
IV
107.5%
B/E move
16.6%

40Δ

Calls
Pseudo strike
9.43
IV
120.1%
B/E move
26.8%
Puts
Pseudo strike
7.94
IV
107.8%
B/E move
14.9%

45Δ

Calls
Pseudo strike
9.06
IV
130.4%
B/E move
25.1%
Puts
Pseudo strike
8.33
IV
108.2%
B/E move
13.2%

50Δ

Calls
Pseudo strike
8.69
IV
140.6%
B/E move
23.4%
Puts
Pseudo strike
8.73
IV
108.6%
B/E move
11.6%

55Δ

Calls
Pseudo strike
8.33
IV
150.9%
B/E move
21.6%
Puts
Pseudo strike
9.12
IV
108.9%
B/E move
9.9%

60Δ

Calls
Pseudo strike
7.96
IV
161.2%
B/E move
19.9%
Puts
Pseudo strike
9.51
IV
109.3%
B/E move
8.2%

65Δ

Calls
Pseudo strike
7.60
IV
171.4%
B/E move
18.2%
Puts
Pseudo strike
9.90
IV
109.7%
B/E move
6.5%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend123.24%
Daily EOD
MRVI122.8%124.6%126.3%2026-10-20: 123.08%2026-10-21: 126.06%2026-10-27: 123.24%Oct 20Oct 21Oct 27
3 observations2026-10-20 — 2026-10-27
Table
DateIV (%)
123.08%
126.06%
123.24%