MRVL Options History — October 2017

In October 2017, MRVL traded between $18.19 and $18.56. ATM implied volatility averaged 29.9%, placing in the 33.5% IV rank vs the trailing year. The 30-day expected move averaged 8.8%. IV traded above realized volatility by 13.6% (HV 20d: 16.3%). Max pain ranged from $17.00 to $18.00. Net GEX was positive for 18 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 1.05.

Notable Days

  • 2017-10-31: Highest Volume — 6,785 contracts
  • 2017-10-16: Largest IV spike — 7.7% change
  • 2017-10-25: Highest IV Rank — 51.6%
  • 2017-10-30: Largest Expected Move — 9.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$18.40$18.19$18.56$18.38$18.45
Max Pain$17.14$17.00$18.00$18.00$17.00
ATM IV29.9%26.8%33.8%26.8%32.4%
Expected Move8.8%7.4%9.8%7.5%7.5%
HV 20d16.3%10.6%20.0%20.0%11.4%
HV 60d24.0%23.1%24.9%24.9%23.3%
IV Rank33.5%19.1%51.6%19.1%45.3%
IV Percentile46.0%17.5%69.8%17.5%65.9%
Term Structure1.1%-2.2%7.7%-0.2%-0.3%
VWIV31.1%26.2%34.8%27.3%29.1%
Skew 25d1.9%-5.7%4.1%2.4%2.8%
Skew 10d5.1%-4.8%14.4%5.6%6.6%
Call IV 25d29.6%25.8%40.9%26.5%32.8%
Put IV 25d31.5%28.1%35.6%28.9%35.6%
Bid-Ask Spread %31.796.0376.437.836.03
Gamma HHI0.220.160.350.190.18
Net GEX586.2K-461.5K1.6M460.2K1.6M
Net DEX-48.8M-54.4M-39.8M-48.0M-54.0M
Net VEX-193.9K-223.7K-167.6K-223.7K-167.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.050.361.930.551.09
Total Volume4,748.8643,0736,7855,5916,785
Total OI98,032.45588,570103,117102,37790,553

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2017-10-02$18.38$18.0026.8%7.5%20.0%19.1%27.3%2.4%-0.2%460.2K-48.0M-223.7K0.557.833,6031,98855,05347,324
2017-10-03$18.44$18.0027.1%7.5%20.0%20.2%26.9%2.3%0.2%444.2K-48.9M-221.2K0.846.531,7651,48454,96147,661
2017-10-04$18.51$18.0027.0%7.4%19.2%20.2%26.2%2.1%0.2%498.7K-51.2M-216.8K0.916.551,6121,46155,04047,743
2017-10-05$18.37$17.0026.9%8.7%19.3%19.2%29.7%1.8%0.3%390.1K-47.7M-216.0K1.0413.141,9382,02455,04547,734
2017-10-06$18.19$17.0027.4%9.5%19.0%21.9%31.6%4.1%-0.9%234.4K-39.8M-221.6K1.7370.561,6872,92452,77248,140
2017-10-09$18.43$17.0027.1%9.2%19.3%20.2%31.6%2.3%4.5%242.6K-47.0M-208.8K1.9351.661,6503,19152,66048,310
2017-10-10$18.49$17.0027.1%9.1%19.0%20.4%31.4%1.6%3.8%226.7K-48.7M-201.5K1.4070.381,6742,34252,95448,552
2017-10-11$18.52$17.0027.1%8.8%18.6%20.6%31.1%1.5%3.7%275.2K-49.7M-200.4K1.9323.891,5482,98652,97648,607
2017-10-12$18.29$17.0027.9%9.0%16.9%24.3%31.6%1.9%4.0%-48.4K-43.1M-202.9K1.299.701,7562,25953,07148,670
2017-10-13$18.29$17.0028.5%8.9%16.9%27.1%31.2%2.2%3.5%-180.2K-43.1M-201.3K0.9023.912,3942,15453,26748,668
2017-10-16$18.25$17.0030.7%9.1%16.8%37.3%32.4%2.1%0.9%-461.5K-43.3M-192.6K0.7132.922,7751,96152,60048,261
2017-10-17$18.36$17.0030.4%8.8%15.9%36.0%31.0%3.3%1.6%-107.2K-46.4M-191.9K0.8945.692,2812,03053,65448,291
2017-10-18$18.45$17.0031.2%8.9%15.7%39.4%30.8%1.9%0.8%11.3K-50.5M-184.7K0.9454.902,2882,14453,86848,311
2017-10-19$18.42$17.0032.4%9.4%15.8%45.2%31.9%0.7%-2.2%583.5K-52.0M-184.2K1.7976.432,2243,99153,79648,339
2017-10-20$18.39$17.0031.4%8.9%15.3%40.6%31.0%1.4%1.8%1.1M-51.3M-183.0K0.7537.692,8712,16154,26848,849
2017-10-23$18.45$17.0031.8%9.1%14.2%42.4%31.9%2.3%0.0%1.1M-51.7M-175.3K0.3616.882,9451,05650,76138,369
2017-10-24$18.56$17.0032.8%9.2%14.2%46.8%34.7%3.1%-1.2%1.2M-54.4M-175.6K1.087.132,3512,53251,50038,337
2017-10-25$18.39$17.0033.8%9.2%13.9%51.6%34.8%2.1%-1.1%1.3M-51.2M-175.6K0.9848.832,6312,57651,77836,792
2017-10-26$18.42$17.0032.3%9.0%13.9%44.8%32.0%3.0%-1.0%1.2M-52.1M-173.7K0.368.562,8191,00252,24536,851
2017-10-27$18.43$17.0032.2%9.3%13.7%44.2%32.3%2.2%-1.8%1.4M-52.2M-173.5K0.9665.283,3523,20253,11636,931
2017-10-30$18.23$17.0033.6%9.8%10.6%50.9%34.2%-5.7%7.7%1.4M-48.3M-174.4K0.6514.953,6772,38153,26536,771
2017-10-31$18.45$17.0032.4%7.5%11.4%45.3%29.1%2.8%-0.3%1.6M-54.0M-167.6K1.096.033,2463,53953,33137,222