MRVL Options History — January 2018

In January 2018, MRVL traded between $22.19 and $23.86. ATM implied volatility averaged 28.5%, placing in the 30.0% IV rank vs the trailing year. The 30-day expected move averaged 7.9%. IV traded above realized volatility by 4.3% (HV 20d: 24.3%). Max pain ranged from $20.50 to $22.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 21 of 21 days. Put/call ratio averaged 0.52.

Notable Days

  • 2018-01-12: Highest Volume — 44,009 contracts
  • 2018-01-29: Largest IV spike — 16.5% change
  • 2018-01-30: Highest IV Rank — 66.9%
  • 2018-01-30: Largest Expected Move — 8.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.30$22.19$23.86$22.19$23.32
Max Pain$21.29$20.50$22.00$20.50$22.00
ATM IV28.5%25.7%35.7%25.8%35.3%
Expected Move7.9%7.1%8.5%7.1%8.1%
HV 20d24.3%21.1%25.6%21.1%21.5%
HV 60d33.2%32.2%33.6%32.2%33.6%
IV Rank30.0%15.6%66.9%16.1%65.0%
IV Percentile37.2%11.9%75.8%12.3%73.8%
Term Structure2.0%0.1%7.0%0.3%1.4%
VWIV27.8%25.1%30.2%25.1%29.6%
Skew 25d2.0%0.7%4.3%2.0%1.0%
Skew 10d4.7%-0.4%17.2%4.5%3.2%
Call IV 25d28.5%25.4%38.9%25.4%35.7%
Put IV 25d30.5%26.9%43.2%27.4%36.7%
Bid-Ask Spread %10.634.0825.585.9710.30
Gamma HHI0.250.130.420.130.26
Net GEX2.6M1.4M4.3M1.4M2.8M
Net DEX-64.5M-93.3M-38.2M-38.2M-63.1M
Net VEX-223.4K-284.4K-151.9K-153.8K-282.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.520.111.190.490.54
Total Volume9,261.0954,33944,0096,8554,339
Total OI83,094.8168,711112,32574,56278,111

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2018-01-02$22.19$20.5025.8%7.1%21.1%16.1%25.1%2.0%0.3%1.4M-38.2M-153.8K0.495.974,5962,25941,30633,256
2018-01-03$22.93$20.5025.7%7.3%24.1%15.6%26.9%1.8%0.4%1.9M-51.6M-161.2K0.779.053,8793,00143,29433,528
2018-01-04$23.42$21.0025.9%7.7%24.3%16.2%26.7%1.4%0.3%2.0M-61.5M-162.7K0.3010.419,0512,73444,38334,531
2018-01-05$23.05$21.0025.7%7.6%24.9%15.6%26.5%1.1%0.1%1.7M-55.8M-159.9K0.437.655,5702,38946,13434,957
2018-01-08$23.17$21.0027.2%7.9%24.8%23.2%27.7%1.5%0.2%2.1M-56.2M-157.6K0.999.222,4142,38245,05334,292
2018-01-09$23.16$21.0026.4%7.7%24.8%18.8%27.5%1.4%0.5%1.9M-56.3M-151.9K1.199.752,3782,82145,36535,022
2018-01-10$23.16$21.0026.3%7.6%24.8%18.6%27.1%2.1%0.4%1.9M-54.5M-154.7K0.497.392,9691,46045,99136,301
2018-01-11$23.14$21.0025.8%7.5%24.7%15.9%26.5%1.5%0.6%2.0M-55.3M-153.2K0.498.533,0561,48446,67336,447
2018-01-12$23.86$21.0028.5%8.2%25.5%29.7%28.7%0.7%0.3%1.9M-70.9M-152.1K0.1115.9939,6574,35246,97336,700
2018-01-16$23.60$21.0027.8%7.9%25.6%26.2%29.0%1.9%1.8%4.0M-85.6M-253.0K0.2625.5812,9403,38767,24936,473
2018-01-17$23.59$21.0028.0%8.0%25.6%27.1%27.4%2.5%1.1%3.9M-85.1M-253.8K0.329.078,1132,62768,19438,169
2018-01-18$23.70$21.0027.9%8.0%24.3%26.7%25.5%4.2%1.7%4.3M-92.3M-274.1K0.498.316,0642,95671,74938,271
2018-01-19$23.69$21.0027.1%7.7%24.2%22.7%27.8%2.3%0.4%2.8M-93.3M-276.9K0.5610.366,3483,52673,80638,519
2018-01-22$23.62$21.0027.4%7.8%24.3%24.4%27.2%1.7%6.5%2.9M-66.3M-270.1K0.464.084,7582,19656,85711,854
2018-01-23$23.51$22.0027.1%7.8%23.8%22.7%27.6%1.6%4.5%3.0M-66.3M-277.7K0.4812.004,3962,10958,87912,418
2018-01-24$23.31$22.0028.9%8.1%24.1%32.1%28.7%2.3%3.3%2.9M-61.9M-277.2K0.499.233,9311,94459,59313,002
2018-01-25$23.03$22.0030.3%8.2%24.4%39.2%29.6%3.2%6.4%2.8M-55.4M-276.4K0.5716.343,9602,26660,33713,548
2018-01-26$23.33$22.0030.6%8.1%24.5%40.6%29.2%1.7%7.0%2.5M-61.7M-277.0K0.2910.317,8002,23260,94114,488
2018-01-29$23.47$22.0035.6%8.5%24.2%66.7%30.2%4.3%3.0%2.7M-64.7M-284.4K0.6813.744,0382,73260,70514,179
2018-01-30$23.13$22.0035.7%8.5%23.8%66.9%29.9%2.2%1.4%2.7M-59.1M-281.5K0.5110.043,5451,82461,98715,456
2018-01-31$23.32$22.0035.3%8.1%21.5%65.0%29.6%1.0%1.4%2.8M-63.1M-282.7K0.5410.302,8171,52262,10816,003