MRVL Options History — July 2017

In July 2017, MRVL traded between $15.59 and $16.59. ATM implied volatility averaged 33.7%, placing in the 40.6% IV rank vs the trailing year. The 30-day expected move averaged 9.4%. IV traded above realized volatility by 7.8% (HV 20d: 25.8%). Max pain ranged from $16.00 to $17.00. Net GEX was positive for 9 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 1.28.

Notable Days

  • 2017-07-12: Highest Volume — 19,274 contracts
  • 2017-07-17: Largest IV spike — 12.4% change
  • 2017-07-28: Highest IV Rank — 54.8%
  • 2017-07-12: Largest Expected Move — 10.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$16.16$15.59$16.59$16.09$15.59
Max Pain$16.10$16.00$17.00$17.00$16.00
ATM IV33.7%30.6%37.5%31.0%37.5%
Expected Move9.4%8.6%10.2%9.0%9.2%
HV 20d25.8%21.4%27.8%27.5%21.4%
HV 60d29.9%28.5%31.1%30.3%28.6%
IV Rank40.6%29.4%54.8%30.7%54.6%
IV Percentile56.8%42.5%81.3%42.9%79.8%
Term Structure0.6%-1.3%4.5%0.1%-0.7%
VWIV33.2%28.6%37.0%28.6%32.9%
Skew 25d2.0%1.1%2.8%2.4%1.2%
Skew 10d5.1%1.6%9.5%3.5%7.4%
Call IV 25d33.7%29.3%40.9%29.9%37.2%
Put IV 25d35.7%31.7%42.2%32.3%38.4%
Bid-Ask Spread %7.014.4911.827.208.09
Gamma HHI0.280.180.410.360.18
Net GEX-12.2K-1.2M1.0M-171.1K444.8K
Net DEX-11.0M-26.1M1.8M-5.8M-935.1K
Net VEX-317.0K-346.9K-268.1K-314.5K-268.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.280.342.541.100.34
Total Volume10,1104,59119,2744,59110,349
Total OI136,335.35123,216152,264123,216130,189

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2017-07-03$16.09$17.0031.0%9.0%27.5%30.7%28.6%2.4%0.1%-171.1K-5.8M-314.5K1.107.202,1852,40667,72855,488
2017-07-05$16.30$17.0030.8%8.6%27.4%29.8%29.8%2.0%0.7%-118.4K-10.9M-318.1K1.195.413,6664,35267,90455,946
2017-07-06$16.04$16.0032.0%9.8%27.8%34.5%32.7%1.9%-0.6%-365.6K-2.6M-319.1K1.5311.822,6174,00569,13857,102
2017-07-07$16.11$16.0031.7%9.4%27.7%33.2%33.0%2.8%-0.8%-450.3K-3.7M-315.0K1.708.624,6417,90369,45957,570
2017-07-10$16.13$16.0032.2%9.5%26.0%35.0%32.8%2.1%0.8%-682.2K-2.2M-321.3K1.0410.084,6034,76569,53259,903
2017-07-11$16.09$16.0031.1%9.6%25.8%30.9%33.3%2.2%2.1%-562.4K-1.7M-318.2K1.198.954,4555,31071,58460,166
2017-07-12$16.47$16.0031.0%10.2%25.8%30.6%35.1%2.3%4.5%-234.0K-15.4M-324.4K0.586.0912,2187,05671,95660,203
2017-07-13$16.52$16.0030.8%9.4%25.5%30.1%33.8%1.9%2.3%115.4K-21.4M-345.4K0.775.744,6823,58580,55562,312
2017-07-14$16.59$16.0030.6%9.4%25.6%29.4%35.8%2.4%3.0%417.9K-26.1M-346.9K2.115.644,5349,57882,82862,937
2017-07-17$16.26$16.0034.4%10.1%26.3%43.4%37.0%2.3%-0.5%-985.4K-11.7M-342.3K2.047.324,0468,26281,21968,033
2017-07-18$16.16$16.0034.5%10.0%26.1%43.5%36.4%2.5%1.7%-1.2M-7.6M-338.4K2.545.643,0307,68582,36568,164
2017-07-19$16.47$16.0033.7%9.6%27.3%40.5%36.7%2.3%0.9%-566.6K-23.5M-335.0K2.337.723,4388,00682,45968,320
2017-07-20$16.49$16.0034.4%9.8%27.2%43.1%34.0%2.0%1.3%-333.7K-24.0M-329.1K0.674.493,5302,35082,51968,653
2017-07-21$16.23$16.0034.5%9.7%27.5%43.8%33.8%1.4%2.3%1.0M-13.6M-321.2K1.044.644,6464,84483,47568,789
2017-07-24$16.25$16.0036.3%9.7%27.3%50.4%33.5%2.0%-1.0%1.0M-20.3M-321.0K1.414.842,4793,49177,46255,163
2017-07-25$16.02$16.0036.5%9.0%27.5%51.2%31.2%1.1%-1.1%615.3K-12.0M-312.0K1.654.793,7066,12678,04456,894
2017-07-26$16.02$16.0036.7%9.0%22.9%51.8%31.3%1.9%-0.9%732.6K-12.2M-296.5K1.086.605,6656,14378,11754,703
2017-07-27$15.85$16.0036.2%8.6%21.9%50.0%29.7%1.7%-1.2%641.0K-5.4M-281.3K0.4810.236,2262,96376,55254,313
2017-07-28$15.60$16.0037.5%9.2%22.0%54.8%32.2%1.3%-1.3%443.9K1.8M-272.6K0.806.357,0265,62874,89154,072
2017-07-31$15.59$16.0037.5%9.2%21.4%54.6%32.9%1.2%-0.7%444.8K-935.1K-268.1K0.348.097,7482,60176,96553,224