MRVL Options History — June 2018

In June 2018, MRVL traded between $19.90 and $22.23. ATM implied volatility averaged 33.4%, placing in the 23.8% IV rank vs the trailing year. The 30-day expected move averaged 9.6%. IV traded above realized volatility by 7.3% (HV 20d: 26.1%). Max pain ranged from $21.00 to $22.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 0.51.

Notable Days

  • 2018-06-28: Highest Volume — 34,395 contracts
  • 2018-06-25: Largest IV spike — 18.3% change
  • 2018-06-27: Highest IV Rank — 40.8%
  • 2018-06-27: Largest Expected Move — 11.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$21.49$19.90$22.23$22.09$21.47
Max Pain$21.76$21.00$22.00$21.00$21.00
ATM IV33.4%28.5%40.4%31.4%34.0%
Expected Move9.6%8.4%11.9%8.7%9.6%
HV 20d26.1%21.1%40.0%24.2%39.7%
HV 60d32.0%29.3%34.4%34.4%32.9%
IV Rank23.8%11.9%40.8%19.0%25.3%
IV Percentile51.2%30.2%83.7%44.0%51.6%
Term Structure0.3%-1.2%2.6%-1.2%0.1%
VWIV34.2%29.3%43.5%30.5%35.8%
Skew 25d1.8%1.1%2.8%2.0%2.8%
Skew 10d2.9%-1.0%6.3%4.0%4.2%
Call IV 25d33.3%28.3%41.0%30.9%33.8%
Put IV 25d35.1%29.7%42.1%33.0%36.6%
Bid-Ask Spread %4.172.686.233.714.33
Gamma HHI0.170.120.340.340.20
Net GEX2.8M938.2K5.0M4.8M4.7M
Net DEX-40.5M-79.6M-3.5M-54.6M-63.5M
Net VEX-351.5K-432.2K-295.6K-312.9K-411.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.510.150.830.730.46
Total Volume16,269.2867,70234,39523,78517,318
Total OI134,587.38197,206186,230112,603186,230

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2018-06-01$22.09$21.0031.4%8.7%24.2%19.0%30.5%2.0%-1.2%4.8M-54.6M-312.9K0.733.7113,74210,04379,70132,902
2018-06-04$22.00$22.0030.2%8.6%23.2%16.1%29.9%2.2%0.2%3.1M-48.9M-303.0K0.466.238,9084,05673,21024,695
2018-06-05$21.93$22.0029.4%8.5%21.8%14.1%29.9%1.9%0.7%3.0M-45.7M-295.6K0.806.005,3504,27271,48425,722
2018-06-06$22.05$22.0028.5%8.4%21.7%11.9%29.3%1.4%0.3%3.3M-48.8M-297.5K0.365.917,5572,74072,98827,225
2018-06-07$22.23$22.0031.3%9.2%21.6%18.7%33.5%1.8%0.6%3.6M-52.9M-314.8K0.774.959,5057,34874,66729,840
2018-06-08$21.78$22.0031.4%9.3%23.0%19.0%34.5%2.1%0.9%1.8M-35.3M-315.9K0.553.3820,08311,11175,70734,454
2018-06-11$21.30$22.0033.4%9.7%24.0%23.9%34.3%1.5%0.2%1.3M-25.3M-331.9K0.374.4810,0083,69284,11537,794
2018-06-12$21.57$22.0032.8%9.4%21.1%22.5%33.5%2.0%0.1%1.8M-35.6M-360.1K0.464.026,4272,97489,12039,185
2018-06-13$22.07$22.0032.1%9.3%22.5%20.7%33.2%2.4%0.4%2.7M-52.0M-370.1K0.514.096,0283,08189,99739,852
2018-06-14$21.62$22.0031.8%9.0%23.7%20.0%32.4%2.0%-0.3%1.9M-36.0M-353.9K0.604.184,8022,90091,12840,410
2018-06-15$21.83$22.0033.1%9.5%23.8%23.1%33.5%1.6%0.1%4.1M-55.0M-395.3K0.403.178,8853,549106,84240,885
2018-06-18$21.71$22.0032.9%9.4%23.7%22.6%33.4%1.4%0.7%3.1M-46.1M-380.5K0.582.945,9343,42399,11935,393
2018-06-19$21.26$22.0032.7%9.4%24.9%22.1%33.6%1.1%1.1%2.3M-31.5M-366.8K0.612.968,8675,391101,06036,945
2018-06-20$21.78$22.0031.5%9.0%25.0%19.2%32.0%1.3%1.2%3.4M-48.9M-389.6K0.562.686,6323,730103,13138,470
2018-06-21$21.24$22.0033.2%9.5%26.4%23.5%33.3%2.1%-0.3%2.1M-29.4M-361.9K0.523.306,7873,558102,69138,630
2018-06-22$21.22$22.0033.6%9.6%26.4%24.3%34.6%2.6%0.5%2.1M-28.4M-355.8K0.522.718,3724,318105,02938,956
2018-06-25$20.18$22.0039.7%11.4%30.1%39.2%40.0%2.2%-0.2%938.2K-4.1M-323.3K0.165.0626,2534,140106,00939,200
2018-06-26$19.90$21.0039.9%11.4%29.5%39.7%41.4%1.2%0.0%1.2M-3.5M-332.3K0.153.3321,9113,387122,11140,223
2018-06-27$20.33$21.0040.4%11.9%31.0%40.8%43.5%1.2%-0.5%2.3M-24.6M-377.3K0.835.4011,0199,159133,62741,154
2018-06-28$21.76$21.0037.4%10.3%40.0%33.6%37.1%1.7%2.6%5.0M-79.6M-432.2K0.384.7124,9949,401134,74241,692
2018-06-29$21.47$21.0034.0%9.6%39.7%25.3%35.8%2.8%0.1%4.7M-63.5M-411.8K0.464.3311,8655,453139,93446,296