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Maravai Lifesciences Holdings Inc MRVI

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-22T21:13:22.741Z

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 · 2026-10-22T20:00:02.546278927Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T21:06:35.625155+00:00

Share price$7.07
1D-4.5%
AH$6.80$7.01$7.21$7.42$7.635:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMRVI
Sold putSold callAH

Maravai Lifesciences Holdings Inc options

Live interpolated MRVI call and put midpoint premiums by absolute delta.Maravai Lifesciences Holdings Inc$0.29$1.64$2.99$4.34$5.69$3.54$5.62$7.70$9.78$11.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MRVI spot · $7.07MRVI PRICE$0.60$0.86$1.02$1.02$1.02$1.13$1.43$1.72$2.01$2.31$2.60$0.43$0.57$0.71$0.85$0.99$1.14$1.31$1.65$1.98$2.31$2.65$2.98$5.30
PutsExpensive1.47×
CallsExpensive2.40×
SkewBullish-63.09 pp
Implied moveBearish±$2.34
TiltBearish18.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.35149.9%30.5%
25Δ5.72146.0%27.2%
30Δ10.93194.4%63.1%6.09142.1%24.0%
35Δ11.89250.2%80.4%6.46138.1%20.7%
40Δ11.89269.0%82.7%6.83134.2%17.5%
45Δ10.22223.8%59.1%7.20130.3%14.2%
50Δ8.55178.5%35.5%7.58127.2%11.3%
55Δ7.34154.0%19.8%8.01127.4%9.9%
60Δ6.89164.6%17.6%8.45127.6%8.5%
65Δ6.45175.3%15.5%8.88127.9%7.1%
70Δ6.00186.0%13.4%9.32128.1%5.7%
75Δ5.56196.7%11.2%9.75128.3%4.3%
80Δ5.11207.4%9.1%12.11172.7%3.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.35
IV
149.9%
B/E move
30.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.72
IV
146.0%
B/E move
27.2%

30Δ

Calls
Pseudo strike
10.93
IV
194.4%
B/E move
63.1%
Puts
Pseudo strike
6.09
IV
142.1%
B/E move
24.0%

35Δ

Calls
Pseudo strike
11.89
IV
250.2%
B/E move
80.4%
Puts
Pseudo strike
6.46
IV
138.1%
B/E move
20.7%

40Δ

Calls
Pseudo strike
11.89
IV
269.0%
B/E move
82.7%
Puts
Pseudo strike
6.83
IV
134.2%
B/E move
17.5%

45Δ

Calls
Pseudo strike
10.22
IV
223.8%
B/E move
59.1%
Puts
Pseudo strike
7.20
IV
130.3%
B/E move
14.2%

50Δ

Calls
Pseudo strike
8.55
IV
178.5%
B/E move
35.5%
Puts
Pseudo strike
7.58
IV
127.2%
B/E move
11.3%

55Δ

Calls
Pseudo strike
7.34
IV
154.0%
B/E move
19.8%
Puts
Pseudo strike
8.01
IV
127.4%
B/E move
9.9%

60Δ

Calls
Pseudo strike
6.89
IV
164.6%
B/E move
17.6%
Puts
Pseudo strike
8.45
IV
127.6%
B/E move
8.5%

65Δ

Calls
Pseudo strike
6.45
IV
175.3%
B/E move
15.5%
Puts
Pseudo strike
8.88
IV
127.9%
B/E move
7.1%

70Δ

Calls
Pseudo strike
6.00
IV
186.0%
B/E move
13.4%
Puts
Pseudo strike
9.32
IV
128.1%
B/E move
5.7%

75Δ

Calls
Pseudo strike
5.56
IV
196.7%
B/E move
11.2%
Puts
Pseudo strike
9.75
IV
128.3%
B/E move
4.3%

80Δ

Calls
Pseudo strike
5.11
IV
207.4%
B/E move
9.1%
Puts
Pseudo strike
12.11
IV
172.7%
B/E move
3.8%

Options history

No recorded observations