MRVL Options History — April 2017

In April 2017, MRVL traded between $14.73 and $15.50. ATM implied volatility averaged 27.1%, placing in the 13.7% IV rank vs the trailing year. The 30-day expected move averaged 7.8%. IV traded above realized volatility by 7.2% (HV 20d: 20.0%). Max pain ranged from $15.00 to $16.00. Net GEX was positive for 18 of 19 trading days. Term structure was in contango for 15 of 19 days. Put/call ratio averaged 0.59.

Notable Days

2017-04-28: Highest Volume — 29,609 contracts
2017-04-26: Largest IV spike — 13.9% change
2017-04-26: Highest IV Rank — 29.7%
2017-04-17: Largest Expected Move — 8.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$14.96	$14.73	$15.50	$15.01	$15.06
Max Pain	$15.16	$15.00	$16.00	$16.00	$15.00
ATM IV	27.1%	24.2%	32.3%	24.9%	29.4%
Expected Move	7.8%	6.7%	8.8%	6.7%	8.0%
HV 20d	20.0%	13.4%	26.8%	23.0%	26.5%
HV 60d	22.8%	19.8%	23.6%	23.5%	22.8%
IV Rank	13.7%	4.5%	29.7%	6.9%	20.9%
IV Percentile	12.7%	0.4%	32.9%	2.0%	27.0%
Term Structure	0.6%	-2.6%	2.6%	0.1%	1.0%
VWIV	27.2%	23.4%	29.4%	23.4%	28.7%
Skew 25d	2.2%	0.7%	3.9%	2.0%	3.0%
Skew 10d	5.4%	-5.0%	18.2%	5.7%	-1.1%
Call IV 25d	26.6%	24.1%	29.4%	24.4%	28.4%
Put IV 25d	28.7%	26.1%	32.6%	26.4%	31.5%
Bid-Ask Spread %	7.50	3.49	12.49	8.02	6.49
Gamma HHI	0.24	0.19	0.40	0.25	0.40
Net GEX	495.7K	-671.5K	1.3M	203.8K	-671.5K
Net DEX	-2.2M	-25.0M	6.5M	4.3M	-19.6M
Net VEX	-176.8K	-194.2K	-166.1K	-175.1K	-192.1K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.59	0.12	1.19	0.77	0.66
Total Volume	8,114.895	3,665	29,609	4,740	29,609
Total OI	81,483.263	56,261	88,825	81,366	81,544

Daily Data (19 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
2017-04-03	$15.01	$16.00	24.9%	6.7%	23.0%	6.9%	23.4%	2.0%	0.1%	203.8K	4.3M	-175.1K	0.77	8.02	2,682	2,058	49,458	31,908
2017-04-04	$14.94	$16.00	24.9%	6.8%	23.0%	6.7%	25.2%	2.0%	0.5%	180.3K	6.5M	-169.8K	1.19	8.22	1,670	1,995	50,052	31,808
2017-04-05	$14.99	$16.00	24.2%	6.7%	23.1%	4.5%	24.1%	2.2%	0.9%	179.8K	5.9M	-171.9K	1.00	8.39	2,029	2,033	50,161	31,832
2017-04-06	$15.06	$15.00	24.9%	7.6%	23.3%	6.6%	26.3%	1.5%	0.7%	176.5K	5.0M	-172.3K	0.22	4.64	7,162	1,592	50,427	31,840
2017-04-07	$15.13	$15.00	25.1%	7.5%	19.1%	7.5%	27.2%	2.1%	0.6%	383.1K	-1.7M	-194.2K	0.66	3.49	2,813	1,863	56,258	31,938
2017-04-10	$15.09	$15.00	25.5%	7.5%	18.9%	8.7%	25.8%	1.6%	0.3%	377.4K	-435.1K	-186.7K	0.64	4.06	2,674	1,698	55,633	31,742
2017-04-11	$14.81	$15.00	26.0%	7.5%	19.4%	10.1%	26.9%	2.7%	0.2%	409.7K	5.6M	-178.3K	0.61	5.01	2,838	1,720	56,334	31,901
2017-04-12	$14.78	$15.00	27.6%	8.2%	19.4%	15.1%	28.2%	2.5%	1.7%	390.8K	6.1M	-178.4K	1.04	7.78	2,526	2,618	56,748	32,077
2017-04-13	$14.73	$15.00	27.3%	7.8%	19.1%	14.3%	27.0%	3.3%	-0.2%	472.3K	6.3M	-174.7K	0.64	9.06	2,702	1,738	56,835	31,140
2017-04-17	$14.73	$15.00	30.3%	8.8%	19.1%	23.7%	29.4%	2.2%	0.5%	551.9K	5.3M	-171.1K	0.65	12.49	2,551	1,646	56,560	30,367
2017-04-18	$14.89	$15.00	27.3%	7.8%	19.2%	14.3%	28.7%	2.0%	2.6%	492.3K	3.4M	-171.4K	0.53	6.24	3,231	1,699	56,665	30,501
2017-04-19	$14.89	$15.00	27.2%	7.8%	14.9%	14.0%	27.5%	2.5%	2.0%	577.2K	3.4M	-171.1K	0.60	8.03	2,991	1,788	57,398	30,574
2017-04-20	$14.95	$15.00	27.1%	7.6%	13.6%	13.6%	28.0%	1.3%	1.6%	631.0K	2.8M	-169.0K	0.49	7.73	3,769	1,831	57,706	30,517
2017-04-21	$14.89	$15.00	28.1%	7.9%	13.4%	16.6%	27.3%	2.0%	1.6%	776.2K	3.9M	-170.1K	0.50	7.99	4,051	2,012	57,851	29,802
2017-04-24	$15.04	$15.00	26.8%	7.6%	14.3%	12.6%	26.0%	3.9%	0.6%	858.7K	-17.9M	-166.1K	0.31	7.83	4,980	1,558	40,097	16,164
2017-04-25	$15.50	$15.00	28.3%	8.3%	18.2%	17.5%	28.6%	0.7%	-0.4%	1.0M	-25.0M	-178.2K	0.12	11.96	20,818	2,530	42,345	16,220
2017-04-26	$14.74	$15.00	32.3%	8.7%	25.3%	29.7%	28.8%	3.2%	-2.6%	1.0M	-16.6M	-174.4K	0.29	7.03	9,290	2,720	50,595	16,845
2017-04-27	$15.07	$15.00	28.3%	8.4%	26.8%	17.4%	29.2%	1.0%	-0.1%	1.3M	-19.8M	-194.1K	0.35	8.01	9,404	3,294	51,278	27,061
2017-04-28	$15.06	$15.00	29.4%	8.0%	26.5%	20.9%	28.7%	3.0%	1.0%	-671.5K	-19.6M	-192.1K	0.66	6.49	17,872	11,737	52,109	29,435