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Marvell Technology, Inc. Common Stock MRVL

TECHNOLOGY · SEMICONDUCTORS
i

Market dataready · fetched 2026-11-07T02:31:26.396Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-07T00:59:55.695149648Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-11-07T02:31:25.734486+00:00

Share price$141.95
1D-3.1%
AH$135$138$141$145$1485:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMRVL
Sold putSold callAH

Marvell Technology, Inc. Common Stock options

Live interpolated MRVL call and put midpoint premiums by absolute delta.Marvell Technology, Inc. Common Stock$1.29$7.00$12.71$18.43$24.14$107.09$133.65$160.21$186.77$213.3320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MRVL spot · $141.95MRVL PRICE$1.91$2.57$3.27$4.07$4.91$5.87$6.96$8.23$9.47$10.74$12.65$14.52$16.89$2.71$3.61$4.53$5.51$6.59$7.79$9.14$10.58$12.24$13.83$17.00$19.31$22.49
PutsCheap0.85×
CallsFair0.96×
SkewBearish+11.40 pp
Implied moveBearish±$16.09
TiltBearish14.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ159.4592.0%13.7%125.88114.5%13.2%
25Δ156.2793.0%11.9%129.36113.4%11.4%
30Δ153.3093.2%10.3%132.58111.4%9.8%
35Δ150.6594.0%9.0%135.55109.2%8.4%
40Δ148.1094.4%7.8%138.31107.7%7.2%
45Δ145.6895.0%6.8%140.97106.5%6.2%
50Δ143.3296.2%5.9%143.59105.9%5.3%
55Δ140.9598.1%5.1%146.21104.9%4.5%
60Δ138.5297.9%4.3%148.90104.4%3.7%
65Δ136.1396.6%3.5%151.49102.0%3.0%
70Δ133.4199.5%2.9%155.32107.6%2.6%
75Δ130.6699.6%2.3%158.49105.6%1.9%
80Δ127.53100.9%1.7%162.40105.6%1.4%

20Δ

Calls
Pseudo strike
159.45
IV
92.0%
B/E move
13.7%
Puts
Pseudo strike
125.88
IV
114.5%
B/E move
13.2%

25Δ

Calls
Pseudo strike
156.27
IV
93.0%
B/E move
11.9%
Puts
Pseudo strike
129.36
IV
113.4%
B/E move
11.4%

30Δ

Calls
Pseudo strike
153.30
IV
93.2%
B/E move
10.3%
Puts
Pseudo strike
132.58
IV
111.4%
B/E move
9.8%

35Δ

Calls
Pseudo strike
150.65
IV
94.0%
B/E move
9.0%
Puts
Pseudo strike
135.55
IV
109.2%
B/E move
8.4%

40Δ

Calls
Pseudo strike
148.10
IV
94.4%
B/E move
7.8%
Puts
Pseudo strike
138.31
IV
107.7%
B/E move
7.2%

45Δ

Calls
Pseudo strike
145.68
IV
95.0%
B/E move
6.8%
Puts
Pseudo strike
140.97
IV
106.5%
B/E move
6.2%

50Δ

Calls
Pseudo strike
143.32
IV
96.2%
B/E move
5.9%
Puts
Pseudo strike
143.59
IV
105.9%
B/E move
5.3%

55Δ

Calls
Pseudo strike
140.95
IV
98.1%
B/E move
5.1%
Puts
Pseudo strike
146.21
IV
104.9%
B/E move
4.5%

60Δ

Calls
Pseudo strike
138.52
IV
97.9%
B/E move
4.3%
Puts
Pseudo strike
148.90
IV
104.4%
B/E move
3.7%

65Δ

Calls
Pseudo strike
136.13
IV
96.6%
B/E move
3.5%
Puts
Pseudo strike
151.49
IV
102.0%
B/E move
3.0%

70Δ

Calls
Pseudo strike
133.41
IV
99.5%
B/E move
2.9%
Puts
Pseudo strike
155.32
IV
107.6%
B/E move
2.6%

75Δ

Calls
Pseudo strike
130.66
IV
99.6%
B/E move
2.3%
Puts
Pseudo strike
158.49
IV
105.6%
B/E move
1.9%

80Δ

Calls
Pseudo strike
127.53
IV
100.9%
B/E move
1.7%
Puts
Pseudo strike
162.40
IV
105.6%
B/E move
1.4%

Options history

IV · four-Friday blend73.99%
Daily close
MRVL51.0%93.9%136.7%2026-08-10: 88.63%2026-08-11: 86.02%2026-08-12: 83.59%2026-08-13: 85.01%2026-08-14: 79.24%2026-08-17: 88.35%2026-08-18: 88.59%2026-08-19: 91.39%2026-08-20: 93.48%2026-08-21: 88.56%2026-08-24: 97.48%2026-08-25: 100.85%2026-08-26: 112.44%2026-08-27: 130.77%2026-08-28: 58.04%2026-08-31: 60.40%2026-09-01: 61.36%2026-09-02: 59.10%2026-09-03: 59.40%2026-09-04: 58.42%2026-09-08: 67.07%2026-09-09: 67.76%2026-09-10: 67.11%2026-09-11: 61.05%2026-09-14: 66.59%2026-09-15: 66.33%2026-09-16: 68.64%2026-09-17: 64.32%2026-09-18: 64.01%2026-09-21: 70.07%2026-09-22: 70.30%2026-09-23: 69.20%2026-09-24: 67.19%2026-09-25: 64.65%2026-09-28: 69.37%2026-09-29: 69.43%2026-09-30: 70.12%2026-10-01: 68.32%2026-10-02: 64.22%2026-10-05: 69.85%2026-10-06: 63.62%2026-10-07: 62.35%2026-10-08: 65.46%2026-10-09: 56.93%2026-10-12: 62.06%2026-10-13: 67.00%2026-10-14: 71.61%2026-10-15: 69.51%2026-10-16: 65.91%2026-10-19: 68.63%2026-10-20: 71.26%2026-10-21: 70.55%2026-10-22: 75.98%2026-10-23: 68.88%2026-10-26: 72.21%2026-10-27: 71.76%2026-10-28: 71.84%2026-10-29: 72.52%2026-10-30: 73.99%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
88.63%
86.02%
83.59%
85.01%
79.24%
88.35%
88.59%
91.39%
93.48%
88.56%
97.48%
100.85%
112.44%
130.77%
58.04%
60.40%
61.36%
59.10%
59.40%
58.42%
67.07%
67.76%
67.11%
61.05%
66.59%
66.33%
68.64%
64.32%
64.01%
70.07%
70.30%
69.20%
67.19%
64.65%
69.37%
69.43%
70.12%
68.32%
64.22%
69.85%
63.62%
62.35%
65.46%
56.93%
62.06%
67.00%
71.61%
69.51%
65.91%
68.63%
71.26%
70.55%
75.98%
68.88%
72.21%
71.76%
71.84%
72.52%
73.99%