MRVL Options History — November 2018

In November 2018, MRVL traded between $15.23 and $17.57. ATM implied volatility averaged 47.2%, placing in the 57.3% IV rank vs the trailing year. The 30-day expected move averaged 13.7%. IV traded below realized volatility by 1.0% (HV 20d: 48.2%). Max pain ranged from $16.00 to $18.00. Net GEX was positive for 8 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 1.24.

Notable Days

  • 2018-11-01: Highest Volume — 18,558 contracts
  • 2018-11-19: Largest IV spike — 12.7% change
  • 2018-11-20: Highest IV Rank — 73.9%
  • 2018-11-20: Largest Expected Move — 15.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$16.22$15.23$17.57$17.57$16.16
Max Pain$16.76$16.00$18.00$18.00$16.00
ATM IV47.2%42.3%54.0%47.0%46.5%
Expected Move13.7%12.0%15.5%12.5%15.1%
HV 20d48.2%29.3%56.8%56.8%29.3%
HV 60d39.5%38.6%40.6%39.4%39.5%
IV Rank57.3%45.5%73.9%56.8%55.6%
IV Percentile93.5%86.5%98.8%95.6%90.9%
Term Structure-1.0%-3.9%1.2%0.1%-2.1%
VWIV48.6%41.4%54.6%43.4%54.6%
Skew 25d4.5%2.5%6.2%5.0%4.0%
Skew 10d9.9%-12.7%26.3%-12.7%12.3%
Call IV 25d45.3%42.0%50.4%44.5%45.1%
Put IV 25d49.8%44.8%56.7%49.5%49.1%
Bid-Ask Spread %18.044.7631.984.769.79
Gamma HHI0.170.120.240.180.13
Net GEX-341.7K-2.9M1.4M732.2K556.7K
Net DEX25.4M-23.7M72.0M-21.8M9.1M
Net VEX-498.4K-647.6K-414.5K-643.7K-456.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.240.303.210.300.83
Total Volume11,202.197,04918,55818,55810,348
Total OI245,810.762217,973272,982253,034228,459

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2018-11-01$17.57$18.0047.0%12.5%56.8%56.8%43.4%5.0%0.1%732.2K-21.8M-643.7K0.304.7614,2414,317166,30986,725
2018-11-02$17.54$18.0049.0%13.2%55.6%61.8%45.9%6.2%-2.0%1.4M-23.7M-647.6K0.754.777,4405,569185,84087,142
2018-11-05$17.18$17.0048.8%13.3%55.9%61.4%46.4%2.5%-1.3%492.5K-4.6M-601.8K1.4822.333,4445,094167,14585,521
2018-11-06$16.78$17.0045.6%12.9%56.2%53.6%45.4%3.7%-0.6%-533.2K18.1M-560.0K3.2122.723,14110,086167,55087,038
2018-11-07$16.77$17.0042.8%12.2%51.6%46.6%42.6%2.8%-0.9%-1.5M25.0M-550.5K3.0328.814,21612,789168,03693,848
2018-11-08$16.69$17.0042.3%12.0%51.3%45.5%41.4%3.7%-0.4%-2.1M31.6M-568.1K0.7122.104,6343,283168,683101,604
2018-11-09$16.44$17.0043.3%12.7%50.8%47.9%43.3%3.6%-1.5%-2.9M48.3M-533.6K1.0624.035,7766,122169,713101,631
2018-11-12$15.83$17.0046.3%13.4%51.6%55.3%46.0%5.7%0.3%-1.3M70.1M-470.3K0.8023.846,4355,121161,064100,932
2018-11-13$15.69$17.0047.5%13.5%48.3%58.1%46.9%4.5%0.0%-910.0K72.0M-462.1K0.9225.415,1534,718163,246100,097
2018-11-14$15.78$17.0047.2%13.6%48.5%57.3%48.6%3.7%0.3%-549.4K70.0M-459.4K1.0923.154,8375,256163,912100,643
2018-11-15$16.12$17.0046.9%13.5%48.1%56.7%48.9%4.8%-0.1%-307.8K48.5M-474.9K1.5531.984,4066,841165,28391,752
2018-11-16$15.96$17.0045.9%13.2%47.9%54.2%46.1%3.6%-0.0%-118.0K52.0M-461.0K1.4621.693,5515,180166,21092,178
2018-11-19$15.23$17.0051.7%14.9%49.8%68.3%50.3%5.1%-3.9%-589.1K33.2M-414.5K2.5312.194,96912,582148,46369,510
2018-11-20$15.25$17.0054.0%15.5%49.7%73.9%54.5%6.2%-0.6%-434.0K33.3M-419.9K0.5515.636,0833,352150,82172,300
2018-11-21$15.69$16.0048.6%13.9%49.5%60.8%50.3%5.8%-2.1%-384.9K8.0M-508.3K0.4618.457,0893,233152,42172,840
2018-11-23$15.65$16.0051.0%14.8%49.5%66.5%54.2%5.3%-3.2%-812.1K21.8M-431.8K0.5218.165,6862,972154,62873,216
2018-11-26$15.94$16.0047.7%14.5%43.3%58.6%53.0%5.9%-2.2%108.0K16.1M-434.8K0.8011.793,9143,135152,14069,742
2018-11-27$16.04$16.0046.7%14.7%42.2%56.1%52.8%3.3%1.2%224.5K11.2M-451.9K2.1312.704,69510,013152,85370,390
2018-11-28$16.03$16.0046.2%14.5%38.9%54.9%53.2%5.3%-2.3%690.8K11.1M-452.3K0.8310.313,9573,297154,43170,966
2018-11-29$16.18$16.0045.9%14.7%37.7%54.3%52.3%4.5%-0.8%1.1M4.2M-464.3K1.1014.233,9354,336154,90071,844
2018-11-30$16.16$16.0046.5%15.1%29.3%55.6%54.6%4.0%-2.1%556.7K9.1M-456.8K0.839.795,6464,702154,94873,511