MRVL Options History — June 2014

In June 2014, MRVL traded between $14.18 and $16.06. ATM implied volatility averaged 24.6%, placing in the 4.0% IV rank vs the trailing year. The 30-day expected move averaged 8.7%. IV traded below realized volatility by 2.8% (HV 20d: 27.3%). Max pain ranged from $12.00 to $13.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 0.40.

Notable Days

  • 2014-06-05: Highest Volume — 15,505 contracts
  • 2014-06-03: Largest IV drop — 4.4% change
  • 2014-06-24: Highest IV Rank — 6.6%
  • 2014-06-17: Largest Expected Move — 8.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$14.92$14.18$16.06$15.92$14.33
Max Pain$12.25$12.00$13.00$12.00$13.00
ATM IV24.6%23.2%25.4%24.6%24.6%
Expected Move8.7%8.3%8.9%8.9%8.7%
HV 20d27.3%21.1%29.4%24.3%26.4%
HV 60d24.9%22.7%25.9%23.0%24.2%
IV Rank4.0%0.0%6.6%1.7%4.4%
IV Percentile3.9%0.0%8.7%0.4%4.8%
Term Structure0.2%-0.8%1.3%-0.4%-0.3%
VWIV30.6%26.4%38.1%29.4%28.7%
Skew 25d1.9%0.7%3.0%2.2%1.5%
Skew 10d5.7%-1.9%10.0%7.4%5.0%
Call IV 25d24.7%23.1%26.2%24.6%25.0%
Put IV 25d26.6%25.3%28.1%26.8%26.5%
Bid-Ask Spread %32.3716.5249.6816.5728.14
Gamma HHI0.210.160.360.300.20
Net GEX751.8K37.4K2.6M1.9M655.0K
Net DEX-5.1M-30.9M6.7M-26.2M4.0M
Net VEX-235.1K-260.4K-200.2K-254.8K-200.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.400.120.950.190.21
Total Volume4,963.1431,15115,5057,6938,271
Total OI114,856.14397,532125,18697,532112,269

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2014-06-02$15.92$12.0024.6%8.9%24.3%1.7%29.4%2.2%-0.4%1.9M-26.2M-254.8K0.1916.576,4441,24967,41930,113
2014-06-03$16.06$12.0023.5%8.4%24.4%0.0%33.5%1.7%0.1%2.4M-30.5M-259.7K0.1616.526,2141,00569,11331,124
2014-06-04$16.02$12.0023.2%8.3%21.1%0.0%29.9%2.2%0.0%2.6M-30.9M-260.4K0.2822.456,2281,75671,27131,485
2014-06-05$15.22$12.0024.2%8.7%28.3%3.0%31.1%2.1%0.0%798.1K-6.2M-231.8K0.6726.499,2936,21275,53432,943
2014-06-06$15.21$12.0024.1%8.6%28.2%2.7%28.5%1.4%0.0%646.5K-6.0M-243.4K0.3730.002,64496978,46036,281
2014-06-09$14.84$12.0024.4%8.4%29.4%3.6%28.3%3.0%-0.8%185.2K473.8K-235.3K0.6038.357,5344,48775,66434,744
2014-06-10$14.83$12.0024.4%8.6%29.0%3.5%38.1%2.3%-0.5%37.4K176.8K-239.3K0.2734.262,06856181,01038,394
2014-06-11$15.15$12.0024.5%8.5%28.4%3.8%26.4%2.7%0.1%708.0K-10.5M-260.4K0.6537.761,8141,18382,22038,635
2014-06-12$14.94$12.0024.4%8.8%28.7%3.8%30.7%1.5%0.3%157.8K-3.3M-248.1K0.2837.462,45870083,01439,585
2014-06-13$14.89$12.0024.5%8.7%28.6%3.9%28.5%2.5%0.3%428.4K-1.6M-249.3K0.9537.862,0201,92184,13139,985
2014-06-16$14.59$12.0025.3%8.9%29.1%6.4%28.2%1.7%1.0%240.2K2.2M-232.1K0.4935.273,2761,59182,23137,023
2014-06-17$14.83$12.0024.7%8.9%28.9%4.6%0.0%1.4%0.7%500.5K-3.5M-243.0K0.4049.681,48759083,83437,920
2014-06-18$14.78$12.0025.0%8.3%27.9%5.4%28.6%1.8%0.9%432.3K-2.1M-240.6K0.1247.333,28541084,69738,331
2014-06-19$14.70$12.0024.5%8.5%27.5%3.8%32.0%1.7%1.3%529.0K-472.9K-235.6K0.2948.2089026186,57738,049
2014-06-20$14.83$12.0024.9%8.8%27.5%5.0%31.7%1.6%0.2%575.9K-2.4M-236.7K0.6540.061,6851,09187,02438,162
2014-06-23$14.71$0.0025.0%8.8%26.3%5.6%33.6%1.8%-0.5%663.0K-4.3M-226.9K0.3528.851,75661675,20933,690
2014-06-24$14.37$13.0025.4%8.8%27.2%6.6%30.8%1.3%0.2%485.8K2.6M-211.7K0.3723.322,70399176,40434,197
2014-06-25$14.49$13.0025.1%8.4%27.6%5.9%30.9%2.5%0.1%567.2K1.4M-216.6K0.2730.484,2511,13778,31434,716
2014-06-26$14.35$13.0024.7%8.8%27.6%4.6%30.6%0.7%1.0%662.2K3.7M-209.1K0.2324.571,19428080,59335,109
2014-06-27$14.18$13.0025.3%8.7%27.6%6.3%31.6%1.3%-0.4%588.9K6.7M-202.4K0.6326.241,04665581,13835,367
2014-06-30$14.33$13.0024.6%8.7%26.4%4.4%28.7%1.5%-0.3%655.0K4.0M-200.2K0.2128.146,8341,43778,36733,902