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Marvell Technology Group Ltd MRVL

TECHNOLOGY · SEMICONDUCTORS
i

Market dataready · fetched 2026-10-15T20:03:53.101Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:03:27.56847078Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-15T19:54:30.537893+00:00

Share price$241.76
1D+2.8%
AH$227$231$235$239$2435:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMRVL
Sold putSold callAH

Marvell Technology Group Ltd options

Live interpolated MRVL call and put midpoint premiums by absolute delta.Marvell Technology Group Ltd$0.78$3.86$6.94$10.03$13.11$226.46$233.89$241.32$248.74$256.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $241.76OPTION PRICELive MRVL spot · $241.76MRVL PRICE$1.12$1.49$1.89$2.34$2.83$3.42$3.99$4.56$5.29$6.24$7.27$8.35$9.48$1.27$1.66$2.14$2.66$3.24$3.87$4.55$5.28$6.04$6.99$8.06$9.60$12.22
PutsCheap0.89×
CallsCheap0.88×
SkewBearish+6.81 pp
Implied moveBearish±$8.54
TiltBearish7.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ250.7880.4%4.2%232.8487.6%4.2%
25Δ248.9780.0%3.6%234.8085.7%3.6%
30Δ247.3980.1%3.1%236.3586.2%3.1%
35Δ245.9679.9%2.7%237.8386.8%2.7%
40Δ244.5880.0%2.3%239.2587.0%2.4%
45Δ243.2981.0%2.0%240.6587.2%2.1%
50Δ242.0281.0%1.8%242.0487.2%1.8%
55Δ240.7579.4%1.5%243.4286.6%1.5%
60Δ239.4379.3%1.2%244.8085.8%1.2%
65Δ238.0381.3%1.0%246.2785.5%1.0%
70Δ236.5682.4%0.9%247.8285.8%0.8%
75Δ235.0382.9%0.7%249.7588.6%0.7%
80Δ233.4980.8%0.5%252.6796.9%0.5%

20Δ

Calls
Pseudo strike
250.78
IV
80.4%
B/E move
4.2%
Puts
Pseudo strike
232.84
IV
87.6%
B/E move
4.2%

25Δ

Calls
Pseudo strike
248.97
IV
80.0%
B/E move
3.6%
Puts
Pseudo strike
234.80
IV
85.7%
B/E move
3.6%

30Δ

Calls
Pseudo strike
247.39
IV
80.1%
B/E move
3.1%
Puts
Pseudo strike
236.35
IV
86.2%
B/E move
3.1%

35Δ

Calls
Pseudo strike
245.96
IV
79.9%
B/E move
2.7%
Puts
Pseudo strike
237.83
IV
86.8%
B/E move
2.7%

40Δ

Calls
Pseudo strike
244.58
IV
80.0%
B/E move
2.3%
Puts
Pseudo strike
239.25
IV
87.0%
B/E move
2.4%

45Δ

Calls
Pseudo strike
243.29
IV
81.0%
B/E move
2.0%
Puts
Pseudo strike
240.65
IV
87.2%
B/E move
2.1%

50Δ

Calls
Pseudo strike
242.02
IV
81.0%
B/E move
1.8%
Puts
Pseudo strike
242.04
IV
87.2%
B/E move
1.8%

55Δ

Calls
Pseudo strike
240.75
IV
79.4%
B/E move
1.5%
Puts
Pseudo strike
243.42
IV
86.6%
B/E move
1.5%

60Δ

Calls
Pseudo strike
239.43
IV
79.3%
B/E move
1.2%
Puts
Pseudo strike
244.80
IV
85.8%
B/E move
1.2%

65Δ

Calls
Pseudo strike
238.03
IV
81.3%
B/E move
1.0%
Puts
Pseudo strike
246.27
IV
85.5%
B/E move
1.0%

70Δ

Calls
Pseudo strike
236.56
IV
82.4%
B/E move
0.9%
Puts
Pseudo strike
247.82
IV
85.8%
B/E move
0.8%

75Δ

Calls
Pseudo strike
235.03
IV
82.9%
B/E move
0.7%
Puts
Pseudo strike
249.75
IV
88.6%
B/E move
0.7%

80Δ

Calls
Pseudo strike
233.49
IV
80.8%
B/E move
0.5%
Puts
Pseudo strike
252.67
IV
96.9%
B/E move
0.5%