MRVL Options History — July 2018

In July 2018, MRVL traded between $21.02 and $22.89. ATM implied volatility averaged 34.5%, placing in the 26.4% IV rank vs the trailing year. The 30-day expected move averaged 9.7%. IV traded below realized volatility by 7.0% (HV 20d: 41.5%). Max pain ranged from $20.00 to $21.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 1.23.

Notable Days

  • 2018-07-10: Highest Volume — 26,242 contracts
  • 2018-07-06: Largest IV drop — 8.1% change
  • 2018-07-30: Highest IV Rank — 39.1%
  • 2018-07-30: Largest Expected Move — 10.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$21.67$21.02$22.89$21.36$21.41
Max Pain$20.71$20.00$21.00$21.00$21.00
ATM IV34.5%31.5%39.7%33.6%38.1%
Expected Move9.7%8.7%10.7%9.4%10.1%
HV 20d41.5%32.6%46.7%39.7%33.2%
HV 60d32.4%31.2%33.6%32.3%32.2%
IV Rank26.4%19.3%39.1%24.3%35.4%
IV Percentile53.2%37.7%80.6%48.0%74.6%
Term Structure1.3%-0.3%3.8%0.0%-0.1%
VWIV34.8%31.0%40.0%33.8%37.7%
Skew 25d1.9%0.4%7.7%2.1%1.8%
Skew 10d3.2%-12.3%9.6%4.3%8.8%
Call IV 25d34.7%31.7%39.0%33.9%38.3%
Put IV 25d36.6%32.7%44.1%36.0%40.1%
Bid-Ask Spread %14.802.4621.682.8813.98
Gamma HHI0.220.140.360.210.14
Net GEX4.0M1.2M9.4M4.2M1.2M
Net DEX-34.6M-109.4M-3.9M-52.8M-9.6M
Net VEX-337.2K-396.8K-290.8K-380.2K-308.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.230.253.040.251.93
Total Volume17,308.90511,66826,24213,99316,034
Total OI180,123.762135,120213,140182,003150,610

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2018-07-02$21.36$21.0033.6%9.4%39.7%24.3%33.8%2.1%0.0%4.2M-52.8M-380.2K0.252.8811,1582,835138,06543,938
2018-07-03$21.02$21.0034.6%10.1%40.0%26.7%37.1%2.3%3.0%3.5M-42.0M-373.2K0.3610.268,6093,059139,79444,107
2018-07-05$21.24$20.0034.7%10.0%40.2%27.0%34.8%2.5%0.5%3.8M-44.7M-361.3K0.822.467,1305,844138,52444,246
2018-07-06$21.62$20.0031.9%9.3%40.6%20.2%32.2%1.8%-0.0%5.2M-61.5M-363.3K0.443.4815,1996,751138,70147,379
2018-07-09$22.00$20.0031.5%9.2%40.5%19.3%32.1%1.0%0.6%6.7M-57.9M-350.8K0.5219.0812,7576,629133,85555,785
2018-07-10$22.89$20.0031.6%10.0%41.8%19.5%35.4%1.8%3.5%9.4M-109.4M-379.2K1.1121.3412,44913,793136,54956,027
2018-07-11$21.79$21.0033.4%10.2%45.6%23.9%36.9%1.4%2.1%5.8M-43.8M-396.8K0.9121.129,2228,417137,77763,753
2018-07-12$22.06$21.0032.7%9.6%45.1%22.1%34.2%1.2%1.0%7.3M-57.6M-390.6K0.8118.806,8585,575140,83265,030
2018-07-13$21.82$21.0032.3%9.7%44.7%21.3%34.0%0.8%2.1%6.1M-40.8M-369.3K0.9917.707,4377,330140,96665,658
2018-07-16$21.15$21.0033.0%9.6%45.9%23.0%33.8%0.4%3.8%2.0M-3.9M-291.7K3.0414.865,79617,639138,04663,638
2018-07-17$21.67$20.0033.8%9.8%46.7%24.8%32.7%0.9%0.6%4.2M-24.9M-324.1K2.9615.525,45116,143139,03369,587
2018-07-18$21.59$20.0035.0%10.0%46.1%27.7%38.3%1.4%1.5%2.8M-20.4M-321.2K1.3616.179,08712,318139,74166,769
2018-07-19$21.68$21.0033.6%9.5%45.3%24.3%36.0%0.8%1.7%3.0M-24.0M-320.4K2.1117.445,13110,849143,11569,010
2018-07-20$21.89$21.0033.3%9.3%44.5%23.7%33.9%0.8%1.1%5.3M-29.9M-313.6K1.0518.918,6589,118143,62569,515
2018-07-23$21.79$21.0034.9%8.7%44.5%27.6%31.0%0.7%0.3%2.2M-21.9M-305.3K1.0412.656,1196,38888,18046,940
2018-07-24$21.55$21.0034.6%9.1%40.5%26.8%33.7%0.8%3.5%1.9M-15.9M-304.8K0.8411.057,9456,66390,18647,624
2018-07-25$21.51$21.0035.7%9.6%40.0%29.3%34.2%3.5%1.4%1.5M-11.2M-290.8K0.5216.0111,8216,12794,06848,327
2018-07-26$22.02$21.0037.9%9.3%40.1%34.7%34.2%3.5%0.3%4.0M-34.3M-318.2K0.9521.687,3967,04398,12449,403
2018-07-27$21.75$21.0037.8%9.6%32.6%34.5%33.9%7.7%-0.3%1.6M-15.3M-305.0K1.6821.116,33610,61698,31651,602
2018-07-30$21.28$21.0039.7%10.7%33.2%39.1%40.0%3.8%1.4%1.4M-5.7M-311.4K2.2014.336,17013,58793,53152,623
2018-07-31$21.41$21.0038.1%10.1%33.2%35.4%37.7%1.8%-0.1%1.2M-9.6M-308.9K1.9313.985,47510,55995,85054,760