MRVL Options History — September 2018

In September 2018, MRVL traded between $18.34 and $20.86. ATM implied volatility averaged 36.7%, placing in the 31.9% IV rank vs the trailing year. The 30-day expected move averaged 10.8%. IV traded above realized volatility by 7.7% (HV 20d: 29.0%). Max pain ranged from $19.00 to $21.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 5 of 19 days. Put/call ratio averaged 0.83.

Notable Days

  • 2018-09-06: Highest Volume — 128,361 contracts
  • 2018-09-07: Largest IV drop — 30.2% change
  • 2018-09-06: Highest IV Rank — 57.5%
  • 2018-09-05: Largest Expected Move — 14.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$19.00$18.34$20.86$20.86$19.23
Max Pain$19.37$19.00$21.00$21.00$19.00
ATM IV36.7%33.0%47.3%41.1%34.5%
Expected Move10.8%9.3%14.0%13.6%10.7%
HV 20d29.0%25.1%31.2%25.1%31.2%
HV 60d32.6%29.5%34.4%32.9%29.9%
IV Rank31.9%22.8%57.5%42.5%26.6%
IV Percentile60.2%40.1%97.6%86.9%46.8%
Term Structure-0.7%-2.9%1.1%-1.8%-0.7%
VWIV37.9%32.5%48.9%47.8%37.6%
Skew 25d1.1%-0.1%3.5%1.3%1.9%
Skew 10d2.1%-1.4%5.8%4.4%3.5%
Call IV 25d36.7%33.1%46.9%40.9%33.8%
Put IV 25d37.9%33.3%49.1%42.2%35.7%
Bid-Ask Spread %7.083.7617.4817.257.91
Gamma HHI0.150.090.270.100.16
Net GEX4.9M515.9K11.2M2.3M6.6M
Net DEX-36.4M-99.6M-46.2K-28.2M-99.6M
Net VEX-651.7K-818.0K-273.1K-279.2K-818.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.830.131.730.381.08
Total Volume41,402.36814,606128,36120,31820,749
Total OI253,770.789108,476341,771108,476281,294

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2018-09-04$20.86$21.0041.1%13.6%25.1%42.5%47.8%1.3%-1.8%2.3M-28.2M-279.2K0.3817.2514,7485,57074,16234,314
2018-09-05$20.47$21.0040.5%14.0%25.1%41.2%48.9%2.4%-1.5%2.6M-27.0M-298.7K1.7117.485,3819,22584,08436,068
2018-09-06$19.58$20.0047.3%12.2%28.8%57.5%42.3%2.2%-2.9%1.8M-6.4M-273.1K1.685.7747,94980,41285,18336,727
2018-09-07$19.52$20.0033.0%9.3%28.4%22.8%32.5%0.2%-2.2%515.9K-3.5M-601.2K0.383.7643,20416,493136,23490,446
2018-09-10$18.93$20.0036.1%10.2%27.0%30.3%35.8%3.5%-0.0%1.6M-46.2K-587.7K0.136.3161,0208,113128,53266,771
2018-09-11$18.76$19.0036.2%10.4%27.0%30.6%36.4%0.6%0.0%3.1M-4.7M-606.3K0.174.8544,3677,342156,51269,241
2018-09-12$18.34$19.0037.7%10.8%27.6%34.4%37.5%0.1%0.1%3.9M-1.3M-613.0K0.225.9241,4439,312184,78571,459
2018-09-13$18.50$19.0037.2%11.2%27.1%33.2%38.2%1.7%1.1%6.4M-17.7M-633.2K0.336.6929,7999,703198,86472,806
2018-09-14$19.00$19.0036.9%10.8%28.8%32.4%38.5%0.3%0.7%11.2M-60.0M-706.1K0.196.0383,66515,826212,77876,661
2018-09-17$18.38$19.0036.7%10.6%30.2%31.9%37.1%0.7%-1.0%6.7M-35.2M-780.7K1.244.468,23910,194241,61281,838
2018-09-18$18.67$19.0038.4%11.0%30.9%35.9%38.4%0.9%-2.0%9.6M-60.4M-805.0K1.664.416,46710,713251,29282,304
2018-09-19$18.45$19.0036.7%10.5%29.9%31.8%36.4%1.0%-0.1%6.9M-30.8M-767.1K1.405.117,44210,425251,55883,053
2018-09-20$18.84$19.0034.7%9.9%31.1%27.1%35.3%0.4%0.2%10.8M-65.4M-810.6K0.758.9816,38012,245252,39983,392
2018-09-21$18.73$19.0034.1%9.9%31.1%25.6%34.7%0.9%-1.1%4.0M-44.3M-771.0K1.734.587,22812,506256,86884,903
2018-09-24$18.80$19.0033.7%9.9%30.9%24.6%34.6%-0.1%-0.1%4.1M-55.3M-759.0K1.126.3510,30811,591184,16171,265
2018-09-25$18.61$19.0033.9%10.0%30.8%25.1%34.9%1.3%-0.2%3.6M-44.4M-747.0K0.675.399,1176,080188,71074,039
2018-09-26$18.57$19.0033.9%10.0%30.7%24.9%35.9%1.5%-0.6%3.5M-43.6M-764.0K0.148.2960,7838,781191,51774,254
2018-09-27$18.77$19.0035.3%10.8%29.5%28.3%37.6%0.7%-1.4%4.6M-62.8M-762.2K0.834.8913,00410,821197,11174,448
2018-09-28$19.23$19.0034.5%10.7%31.2%26.6%37.6%1.9%-0.7%6.6M-99.6M-818.0K1.087.919,99610,753204,25277,042