MRVL Options History — April 2018

In April 2018, MRVL traded between $20.08 and $22.39. ATM implied volatility averaged 37.0%, placing in the 32.6% IV rank vs the trailing year. The 30-day expected move averaged 10.3%. IV traded below realized volatility by 4.2% (HV 20d: 41.2%). Max pain ranged from $21.00 to $23.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 17 of 21 days. Put/call ratio averaged 0.58.

Notable Days

  • 2018-04-11: Highest Volume — 16,449 contracts
  • 2018-04-24: Largest IV spike — 13.4% change
  • 2018-04-24: Highest IV Rank — 46.5%
  • 2018-04-02: Largest Expected Move — 11.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$21.05$20.08$22.39$20.22$20.08
Max Pain$21.29$21.00$23.00$23.00$21.00
ATM IV37.0%32.4%42.7%38.8%39.5%
Expected Move10.3%9.3%11.1%11.1%9.4%
HV 20d41.2%35.2%45.3%40.4%35.2%
HV 60d33.4%30.9%35.4%31.2%34.9%
IV Rank32.6%21.3%46.5%36.9%38.5%
IV Percentile76.7%53.2%95.6%87.3%87.3%
Term Structure1.4%-0.4%5.3%-0.4%0.3%
VWIV36.0%32.2%38.5%38.2%32.5%
Skew 25d3.0%0.5%7.8%3.3%2.5%
Skew 10d8.9%-6.0%49.0%6.7%1.9%
Call IV 25d36.4%31.7%43.3%37.6%38.8%
Put IV 25d39.4%34.3%46.8%40.9%41.4%
Bid-Ask Spread %14.412.7752.9618.4323.03
Gamma HHI0.190.140.250.160.19
Net GEX1.7M1.0M2.7M1.2M1.3M
Net DEX-22.3M-52.3M-5.1M-7.4M-11.1M
Net VEX-230.3K-261.0K-207.0K-216.4K-207.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.580.131.211.080.31
Total Volume8,668.0955,24416,4496,97810,128
Total OI98,085.8189,858115,23789,85893,761

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2018-04-02$20.22$23.0038.8%11.1%40.4%36.9%38.2%3.3%-0.4%1.2M-7.4M-216.4K1.0818.433,3603,61870,38519,473
2018-04-03$20.39$23.0036.6%10.6%40.7%31.7%36.9%3.5%-0.2%1.2M-6.1M-207.4K0.5312.205,9253,16071,18619,562
2018-04-04$20.82$23.0035.6%10.3%41.7%29.3%36.5%3.2%0.4%1.5M-14.5M-222.0K0.588.874,7582,74773,43719,528
2018-04-05$21.22$21.0035.3%10.5%42.5%28.4%37.1%4.0%0.4%1.7M-21.6M-233.4K0.755.065,8984,43173,48419,701
2018-04-06$20.56$21.0036.5%10.6%42.0%31.5%36.1%2.5%-0.1%1.7M-10.3M-221.5K0.636.604,8463,06575,20921,359
2018-04-09$20.72$21.0036.2%10.4%42.2%30.6%36.4%3.0%0.3%1.3M-12.6M-218.8K1.094.632,7973,05372,56420,819
2018-04-10$21.54$21.0036.9%10.8%45.3%32.4%38.4%2.5%0.6%1.7M-28.8M-242.9K0.593.875,1873,07873,07021,041
2018-04-11$22.12$21.0037.3%11.0%41.6%33.3%38.3%3.4%1.1%2.0M-42.1M-254.2K0.1313.5614,5831,86673,18321,269
2018-04-12$22.39$21.0035.6%10.7%41.2%29.2%36.8%3.2%2.0%2.7M-52.3M-261.0K0.386.375,1711,97677,64221,708
2018-04-13$22.07$21.0035.3%10.3%41.4%28.5%35.7%3.0%1.3%2.5M-44.7M-253.0K1.2116.944,5675,52279,36922,009
2018-04-16$21.70$21.0034.0%9.8%41.7%25.3%33.6%2.9%5.3%1.9M-30.4M-242.2K0.653.313,9922,61078,26525,107
2018-04-17$22.18$21.0032.4%9.3%42.3%21.3%32.2%2.6%4.6%2.5M-45.3M-249.2K0.462.773,7881,73479,65326,210
2018-04-18$22.06$21.0032.5%9.3%42.0%21.5%32.8%2.7%4.8%2.5M-41.7M-242.9K0.454.233,6261,61880,99026,339
2018-04-19$21.12$21.0035.9%10.1%44.5%29.9%35.1%2.5%3.9%1.7M-15.7M-228.8K0.285.098,0932,23282,89126,760
2018-04-20$20.59$21.0037.3%10.6%43.3%33.2%37.3%2.1%1.1%1.3M-5.1M-227.5K0.2452.9612,6783,00487,38627,851
2018-04-23$20.39$21.0037.7%10.0%42.6%34.2%35.7%4.2%1.6%1.2M-13.2M-214.6K0.668.313,6832,44270,80321,176
2018-04-24$20.56$21.0042.7%11.0%41.0%46.5%38.5%7.8%-0.1%1.4M-18.0M-227.9K0.5711.743,7602,15672,02321,738
2018-04-25$20.27$21.0041.5%10.6%39.6%43.4%37.8%1.6%0.6%1.0M-10.9M-212.6K0.739.704,3203,14472,95121,965
2018-04-26$20.76$21.0041.3%10.0%37.6%43.2%36.1%1.8%0.3%1.4M-21.7M-229.3K0.4344.146,2882,70774,97722,792
2018-04-27$20.39$21.0037.9%9.7%37.2%34.9%33.9%0.5%2.0%1.1M-14.5M-223.0K0.4240.817,3293,09077,40422,762
2018-04-30$20.08$21.0039.5%9.4%35.2%38.5%32.5%2.5%0.3%1.3M-11.1M-207.0K0.3123.037,7072,42172,48421,277