MRVL Options History — April 2010

In April 2010, MRVL traded between $20.38 and $22.58. ATM implied volatility averaged 32.6%, placing in the 15.6% IV rank vs the trailing year. The 30-day expected move averaged 9.9%. IV traded below realized volatility by 0.2% (HV 20d: 32.8%). Max pain ranged from $19.00 to $21.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 21 of 21 days. Put/call ratio averaged 1.21.

Notable Days

  • 2010-04-22: Highest Volume — 44,787 contracts
  • 2010-04-30: Largest IV spike — 21.6% change
  • 2010-04-30: Highest IV Rank — 39.4%
  • 2010-04-30: Largest Expected Move — 11.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$21.44$20.38$22.58$20.38$20.66
Max Pain$19.90$19.00$21.00$20.00$21.00
ATM IV32.6%24.9%40.5%31.4%40.5%
Expected Move9.9%8.8%11.6%9.0%11.6%
HV 20d32.8%26.5%39.7%26.5%39.7%
HV 60d36.9%31.8%39.4%38.3%33.8%
IV Rank15.6%0.0%39.4%2.5%39.4%
IV Percentile8.0%0.0%36.1%1.2%36.1%
Term Structure5.1%3.6%7.7%3.9%6.2%
VWIV35.1%31.2%39.7%31.2%39.7%
Skew 25d3.8%1.9%5.5%2.2%3.9%
Skew 10d6.7%1.2%9.8%1.2%7.5%
Call IV 25d33.5%30.7%39.8%30.8%39.8%
Put IV 25d37.3%33.0%43.7%33.0%43.7%
Bid-Ask Spread %11.768.9114.6710.2912.50
Gamma HHI0.240.130.340.280.13
Net GEX2.2M435.9K3.9M2.2M742.7K
Net DEX-81.2M-150.1M-28.7M-55.9M-28.7M
Net VEX-401.1K-434.0K-356.6K-420.6K-429.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.210.059.870.180.30
Total Volume11,6341,64544,7873,16724,872
Total OI144,832.571125,019158,133142,137152,616

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2010-04-01$20.38$20.0031.4%9.0%26.5%2.5%31.2%2.2%3.9%2.2M-55.9M-420.6K0.1810.292,69447390,13052,007
2010-04-05$20.96$19.0030.3%10.0%28.0%0.0%35.1%4.4%4.4%2.7M-77.3M-404.0K0.2711.432,63170290,67952,151
2010-04-06$20.85$19.0031.5%9.8%27.9%3.0%34.3%3.6%4.6%2.8M-75.7M-400.2K0.7913.851,7621,38691,37352,146
2010-04-07$20.69$19.0030.3%9.7%28.1%0.0%34.5%4.0%4.7%2.7M-70.0M-399.4K0.3410.551,26543691,92351,951
2010-04-08$20.63$19.0029.4%10.0%27.5%0.0%35.1%3.6%4.4%2.8M-67.7M-391.2K0.359.491,21842791,92351,951
2010-04-09$20.97$19.0024.9%9.5%28.0%0.0%35.4%4.6%5.8%3.2M-81.9M-386.8K0.0511.657,73536892,00252,111
2010-04-12$21.14$19.0030.0%9.9%27.7%10.9%35.1%3.8%4.8%3.8M-98.4M-379.8K0.1210.384,84257397,09252,149
2010-04-13$20.94$19.0029.7%10.1%26.7%10.3%35.9%3.1%3.6%3.6M-88.1M-375.1K0.3110.165,4531,68895,93252,219
2010-04-14$22.55$19.0028.7%9.4%36.0%8.2%33.5%3.1%4.6%3.3M-150.1M-356.6K0.3313.6517,4995,84998,25153,324
2010-04-15$22.58$20.0033.6%9.6%36.1%18.7%34.7%1.9%4.8%3.3M-148.4M-366.9K0.2313.959,1122,10699,00456,785
2010-04-16$22.10$20.0034.0%9.7%37.1%21.8%33.9%3.2%4.9%3.9M-131.5M-384.5K1.3812.255,4597,553100,45257,681
2010-04-19$21.62$20.0034.7%10.0%37.8%23.8%34.7%3.0%3.6%1.9M-74.8M-391.5K0.7312.335,0133,68378,54546,474
2010-04-20$21.84$20.0033.5%9.6%37.1%21.3%35.7%3.6%4.9%2.0M-82.4M-392.7K0.1112.3115,0411,69479,99847,143
2010-04-21$21.76$20.0030.6%8.8%35.9%14.3%31.3%4.4%7.7%2.2M-86.2M-395.2K2.0610.673,7817,77383,82347,550
2010-04-22$21.81$20.0034.4%9.9%35.2%23.9%37.1%5.5%5.3%1.5M-71.9M-401.1K9.8714.304,11940,66879,16351,798
2010-04-23$22.18$21.0033.4%9.6%34.9%21.3%35.0%4.2%6.4%593.6K-75.4M-425.1K0.5414.676,1653,35780,13067,046
2010-04-26$21.84$21.0036.0%10.3%34.4%28.0%37.5%5.5%4.3%545.3K-64.2M-430.5K0.4411.733,0231,32381,38467,691
2010-04-27$21.42$21.0036.3%10.4%34.8%28.8%36.1%2.3%5.6%435.9K-51.3M-429.1K4.6610.815,69126,54382,50868,232
2010-04-28$21.60$21.0037.3%10.7%34.6%31.2%36.8%4.4%5.0%476.8K-55.9M-434.0K0.468.913,4531,60384,26369,646
2010-04-29$21.82$21.0033.3%9.6%34.0%21.2%35.0%4.8%7.7%1.0M-69.4M-429.2K1.8111.001,8763,40585,55964,679
2010-04-30$20.66$21.0040.5%11.6%39.7%39.4%39.7%3.9%6.2%742.7K-28.7M-429.0K0.3012.5019,1975,67586,16266,454