MRVL Options History — April 2007 In April 2007, MRVL traded between $16.14 and $17.35. ATM implied volatility averaged 41.9%. The 30-day expected move averaged 12.0%. IV traded above realized volatility by 17.0% (HV 20d: 24.9%). Max pain ranged from $17.50 to $17.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 0.65.
Notable Days 2007-04-27 : Highest Volume — 97,470 contracts2007-04-27 : Largest IV spike — 15.7% change2007-04-27 : Largest Expected Move — 15.2%Monthly Statistics Metric Avg Min Max Open Close Price $16.85 $16.14 $17.35 $16.68 $16.14 Max Pain $17.50 $17.50 $17.50 $17.50 $17.50 ATM IV 41.9% 36.5% 52.8% 41.7% 51.2% Expected Move 12.0% 10.8% 15.2% 11.9% 14.7% HV 20d 24.9% 20.5% 31.0% 29.1% 22.7% HV 60d 30.6% 27.8% 33.9% 33.9% 28.7% Term Structure -1.8% -8.9% 1.0% 0.4% -3.6% VWIV 42.6% 38.1% 53.1% 42.3% 53.1% Skew 25d 2.0% -4.5% 13.3% 9.3% -3.6% Skew 10d 0.5% -18.9% 22.2% 16.4% -18.8% Call IV 25d 42.7% 32.5% 54.4% 37.1% 54.4% Put IV 25d 44.6% 40.0% 50.8% 46.4% 50.8% Bid-Ask Spread % 10.49 5.06 20.67 12.34 6.74 Gamma HHI 0.26 0.17 0.51 0.18 0.24 Net GEX 2.4M 1.0M 6.1M 1.0M 2.8M Net DEX 12.8M -27.6M 35.5M 34.5M 23.0M Net VEX -1.1M -1.3M -1.0M -1.1M -1.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.65 0.08 2.89 0.79 0.17 Total Volume 25,335.75 2,926 97,470 13,876 69,334 Total OI 425,146 379,232 532,316 388,703 532,316
Daily Data (20 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Vol Put Vol Call OI Put OI 2007-04-02 $16.68 $17.50 41.7% 11.9% 29.1% 0.0% 42.3% 9.3% 0.4% 1.0M 34.5M -1.1M 0.79 12.34 7,764 6,112 243,523 145,180 2007-04-03 $16.58 $17.50 42.6% 12.2% 28.6% 0.0% 43.4% 5.5% 0.3% 1.1M 35.5M -1.1M 0.56 11.23 23,097 12,985 248,017 147,117 2007-04-04 $16.85 $17.50 39.5% 11.3% 29.7% 0.0% 40.5% 12.6% 1.0% 1.6M 21.7M -1.2M 0.55 9.67 6,967 3,837 262,272 156,682 2007-04-05 $17.18 $17.50 39.6% 11.4% 30.9% 0.0% 39.8% 13.3% -0.7% 2.1M -1.5M -1.2M 0.26 5.06 5,350 1,399 264,837 155,060 2007-04-09 $17.00 $17.50 42.3% 11.3% 31.0% 0.0% 39.9% 1.1% -0.9% 1.9M 9.9M -1.1M 0.18 9.12 2,861 501 263,465 155,424 2007-04-10 $16.95 $17.50 41.3% 11.1% 30.4% 0.0% 38.9% 3.4% -0.4% 2.0M 11.0M -1.1M 1.63 10.32 2,574 4,193 264,005 150,446 2007-04-11 $16.89 $17.50 36.5% 11.0% 23.9% 0.0% 38.7% 2.5% 0.1% 1.9M 17.4M -1.1M 2.89 9.48 1,962 5,663 264,243 150,814 2007-04-12 $16.91 $17.50 37.7% 10.8% 23.7% 0.0% 38.1% 2.8% 0.3% 1.9M 17.9M -1.1M 0.24 10.81 2,356 570 264,690 154,311 2007-04-13 $16.83 $17.50 38.5% 11.0% 23.2% 0.0% 38.6% 4.8% 0.0% 1.8M 27.2M -1.1M 1.05 6.99 1,680 1,763 265,325 153,835 2007-04-16 $16.79 $17.50 38.7% 11.1% 22.5% 0.0% 39.4% 4.3% -1.0% 1.9M 33.6M -1.0M 0.48 6.68 3,326 1,583 265,970 153,459 2007-04-17 $17.06 $17.50 41.6% 11.9% 22.7% 0.0% 41.6% 1.5% -2.8% 2.5M 11.7M -1.1M 0.08 10.10 20,116 1,517 266,171 154,100 2007-04-18 $17.18 $17.50 42.4% 12.2% 20.5% 0.0% 43.5% 0.4% -3.5% 3.7M -11.9M -1.1M 0.08 9.20 27,358 2,230 281,927 153,606 2007-04-19 $17.35 $17.50 40.1% 11.5% 20.6% 0.0% 40.7% -0.6% -2.4% 5.1M -27.6M -1.2M 1.29 11.28 9,139 11,761 293,312 154,467 2007-04-20 $17.34 $17.50 37.6% 10.8% 20.6% 0.0% 39.9% -1.8% -0.1% 6.1M 5.0M -1.1M 0.50 20.67 13,463 6,708 292,353 164,561 2007-04-23 $16.67 $17.50 40.5% 11.6% 24.2% 0.0% 43.3% -1.4% -1.3% 1.4M 21.2M -1.0M 0.27 10.28 17,519 4,723 239,824 139,408 2007-04-24 $16.94 $17.50 41.5% 11.9% 25.1% 0.0% 44.0% -3.3% -1.2% 1.9M -73.1K -1.1M 0.10 11.39 32,889 3,448 249,734 141,039 2007-04-25 $16.75 $17.50 46.6% 13.4% 24.6% 0.0% 47.0% -3.1% -3.6% 2.1M 2.1M -1.1M 0.15 10.81 33,586 5,153 270,295 143,042 2007-04-26 $16.70 $17.50 45.7% 13.1% 21.8% 0.0% 46.3% -3.5% -7.7% 2.9M -5.0M -1.2M 1.33 10.87 23,092 30,666 288,110 145,157 2007-04-27 $16.28 $17.50 52.8% 15.2% 22.6% 0.0% 52.2% -4.5% -8.9% 2.1M 31.4M -1.2M 0.33 16.72 73,291 24,179 303,577 161,246 2007-04-30 $16.14 $17.50 51.2% 14.7% 22.7% 0.0% 53.1% -3.6% -3.6% 2.8M 23.0M -1.3M 0.17 6.74 59,448 9,886 357,320 174,996
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