MRVL Options History — January 2019

In January 2019, MRVL traded between $15.80 and $18.55. ATM implied volatility averaged 35.8%, placing in the 23.1% IV rank vs the trailing year. The 30-day expected move averaged 10.4%. IV traded below realized volatility by 3.6% (HV 20d: 39.4%). Max pain ranged from $16.00 to $18.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 0.87.

Notable Days

  • 2019-01-24: Highest Volume — 54,068 contracts
  • 2019-01-22: Largest IV spike — 14.7% change
  • 2019-01-03: Highest IV Rank — 46.6%
  • 2019-01-02: Largest Expected Move — 12.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$17.15$15.80$18.55$16.51$18.45
Max Pain$16.10$16.00$18.00$16.00$18.00
ATM IV35.8%29.8%43.9%43.6%32.9%
Expected Move10.4%8.5%12.7%12.7%10.8%
HV 20d39.4%36.4%41.9%41.9%37.3%
HV 60d40.9%36.6%44.2%43.1%36.6%
IV Rank23.1%7.2%46.6%45.8%12.0%
IV Percentile33.4%2.8%84.9%83.3%10.7%
Term Structure0.7%-1.3%3.8%0.3%3.8%
VWIV36.5%30.2%44.8%44.8%35.7%
Skew 25d3.3%1.9%4.9%4.7%2.9%
Skew 10d8.5%0.8%23.4%9.3%4.8%
Call IV 25d34.4%29.0%42.4%41.8%31.4%
Put IV 25d37.7%31.2%47.2%46.5%34.4%
Bid-Ask Spread %2.761.733.982.843.03
Gamma HHI0.130.100.220.120.15
Net GEX2.0M683.2K4.5M1.9M2.3M
Net DEX-50.7M-78.6M-12.2M-37.0M-64.8M
Net VEX-354.2K-408.4K-315.9K-408.4K-330.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.870.083.200.090.52
Total Volume12,9982,02154,06822,2534,756
Total OI217,080.857139,009267,305243,954148,450

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-01-02$16.51$16.0043.6%12.7%41.9%45.8%44.8%4.7%0.3%1.9M-37.0M-408.4K0.092.8420,4001,853181,59062,364
2019-01-03$15.80$16.0043.9%12.6%40.9%46.6%43.9%4.8%-0.4%1.4M-12.2M-371.4K0.383.176,1662,348188,41162,914
2019-01-04$16.14$16.0042.3%12.0%41.5%42.4%42.0%4.6%0.1%1.9M-27.2M-384.1K0.452.845,5202,491190,42264,200
2019-01-07$16.60$16.0041.7%11.7%41.3%41.0%42.4%3.1%-1.2%2.5M-44.5M-376.3K0.362.741,481540188,16163,115
2019-01-08$16.62$16.0039.6%11.3%40.1%35.4%41.5%4.9%-0.1%2.6M-45.9M-370.3K0.592.894,9992,959188,76464,496
2019-01-09$17.05$16.0038.5%11.1%40.3%32.7%40.4%3.4%-0.1%2.8M-66.0M-369.4K0.373.559,2723,431189,85566,671
2019-01-10$17.14$16.0038.0%10.7%40.3%31.5%39.3%3.5%-1.3%2.7M-72.3M-360.8K0.492.139,1394,499192,20068,074
2019-01-11$17.30$16.0035.1%10.1%40.3%24.0%35.0%3.4%0.4%2.4M-78.6M-345.8K0.392.2410,8464,228191,78468,427
2019-01-14$17.05$16.0034.1%9.8%40.9%18.5%33.9%2.9%-0.4%2.2M-64.6M-327.5K1.232.211,2401,523188,33265,033
2019-01-15$16.88$16.0032.0%9.2%40.6%13.1%32.5%2.4%1.4%2.0M-57.7M-324.2K1.191.738,0729,596188,59766,458
2019-01-16$16.71$16.0031.2%8.9%40.3%10.8%31.0%1.9%2.5%1.7M-50.0M-323.6K1.881.952,2534,238190,16071,040
2019-01-17$16.51$16.0031.6%9.0%40.3%11.9%32.2%2.4%0.5%1.6M-43.8M-318.6K3.202.792,6248,390190,85271,612
2019-01-18$16.89$16.0029.8%8.5%36.4%7.2%30.2%2.2%0.4%918.6K-57.3M-316.5K0.752.3312,0078,998192,02575,280
2019-01-22$16.63$16.0034.2%9.6%37.2%18.8%33.1%3.3%-0.1%683.2K-17.6M-322.1K1.532.832,3733,64091,73847,271
2019-01-23$16.72$16.0033.7%9.6%37.2%17.5%33.3%3.2%-0.3%822.9K-20.4M-315.9K1.682.771,6932,85192,64947,831
2019-01-24$17.51$16.0034.7%10.4%37.6%17.0%36.2%3.0%-0.1%1.8M-42.0M-347.8K0.933.9828,08625,98293,25848,510
2019-01-25$18.55$16.0033.6%9.6%37.6%14.0%33.6%2.4%0.8%4.5M-77.3M-393.7K0.492.6613,1206,391103,77972,445
2019-01-28$18.51$16.0034.1%10.1%37.8%15.6%35.9%2.4%2.3%2.2M-67.4M-396.9K1.123.091,1781,314101,46663,462
2019-01-29$18.21$16.0033.8%10.0%38.8%14.6%34.8%3.2%3.5%1.9M-57.9M-389.1K0.083.2120,8061,615102,43564,101
2019-01-30$18.36$16.0033.5%9.6%37.9%13.7%33.8%4.2%3.3%2.0M-60.9M-344.9K0.543.056,5123,52885,56764,899
2019-01-31$18.45$18.0032.9%10.8%37.3%12.0%35.7%2.9%3.8%2.3M-64.8M-330.2K0.523.033,1271,62983,53764,913