MRVL Options History — February 2019

In February 2019, MRVL traded between $18.34 and $20.01. ATM implied volatility averaged 35.2%, placing in the 18.5% IV rank vs the trailing year. The 30-day expected move averaged 10.6%. IV traded above realized volatility by 2.1% (HV 20d: 33.1%). Max pain ranged from $18.00 to $19.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 5 of 19 days. Put/call ratio averaged 0.74.

Notable Days

2019-02-07: Highest Volume — 11,649 contracts
2019-02-07: Largest IV spike — 11.5% change
2019-02-27: Highest IV Rank — 23.1%
2019-02-28: Largest Expected Move — 12.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$19.20	$18.34	$20.01	$18.37	$20.01
Max Pain	$18.42	$18.00	$19.00	$18.00	$19.00
ATM IV	35.2%	32.7%	36.9%	32.9%	36.2%
Expected Move	10.6%	9.9%	12.1%	10.6%	12.1%
HV 20d	33.1%	27.2%	36.5%	32.7%	27.6%
HV 60d	36.0%	35.4%	37.0%	36.4%	35.8%
IV Rank	18.5%	11.6%	23.1%	12.2%	21.2%
IV Percentile	29.9%	9.5%	43.7%	11.5%	38.5%
Term Structure	-0.5%	-2.0%	3.7%	3.7%	-0.9%
VWIV	37.1%	33.8%	42.0%	38.6%	42.0%
Skew 25d	3.7%	2.8%	5.0%	3.3%	3.8%
Skew 10d	7.6%	4.4%	15.3%	4.4%	7.5%
Call IV 25d	33.5%	30.6%	35.0%	30.6%	34.8%
Put IV 25d	37.2%	33.9%	39.6%	33.9%	38.7%
Bid-Ask Spread %	3.09	2.23	4.26	3.95	3.21
Gamma HHI	0.19	0.14	0.30	0.16	0.21
Net GEX	2.5M	1.5M	4.1M	2.4M	2.2M
Net DEX	-62.3M	-92.1M	-42.5M	-61.3M	-52.8M
Net VEX	-298.9K	-332.3K	-285.6K	-332.3K	-289.9K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.74	0.14	3.97	1.12	0.51
Total Volume	5,129.526	1,646	11,649	4,343	5,427
Total OI	131,657.474	107,764	150,686	149,437	111,737

Daily Data (19 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Vol	Put Vol	Call OI	Put OI
2019-02-01	$18.37	$18.00	32.9%	10.6%	32.7%	12.2%	38.6%	3.3%	3.7%	2.4M	-61.3M	-332.3K	1.12	3.95	2,051	2,292	84,071	65,366
2019-02-04	$18.54	$18.00	33.5%	10.1%	32.3%	13.8%	35.1%	2.9%	0.6%	2.7M	-65.0M	-316.0K	0.41	4.26	1,167	479	81,767	60,392
2019-02-05	$18.64	$18.00	33.1%	10.0%	31.3%	12.6%	35.1%	3.0%	1.1%	2.9M	-68.5M	-313.3K	0.16	3.69	6,425	1,036	82,465	60,783
2019-02-06	$19.04	$18.00	32.7%	9.9%	31.7%	11.6%	34.5%	2.8%	1.7%	3.0M	-79.2M	-304.4K	0.31	2.43	3,221	999	82,123	60,827
2019-02-07	$18.34	$18.00	36.5%	10.4%	34.6%	22.0%	38.2%	5.0%	-0.1%	2.5M	-56.4M	-311.0K	3.00	3.54	2,915	8,734	83,347	61,174
2019-02-08	$18.36	$18.00	36.3%	10.4%	34.6%	21.4%	37.3%	3.7%	0.2%	2.4M	-57.1M	-309.8K	3.97	2.58	1,685	6,687	84,119	66,567
2019-02-11	$19.01	$18.00	36.4%	10.4%	36.3%	21.8%	36.7%	4.2%	-1.1%	3.2M	-76.0M	-300.9K	0.14	2.53	3,512	491	81,718	64,029
2019-02-12	$19.45	$18.00	34.9%	10.0%	36.1%	17.6%	35.4%	3.7%	-1.7%	3.3M	-92.1M	-297.6K	0.24	2.71	4,448	1,060	83,240	64,281
2019-02-13	$19.26	$18.00	34.9%	10.0%	36.1%	17.5%	33.8%	3.4%	-1.7%	3.7M	-85.9M	-297.2K	0.25	3.07	2,685	684	83,245	64,928
2019-02-14	$19.21	$18.00	34.8%	10.0%	35.7%	17.5%	34.5%	3.2%	-1.1%	4.1M	-85.0M	-291.7K	0.54	3.03	2,461	1,321	83,711	65,293
2019-02-15	$18.88	$18.00	34.7%	10.0%	36.1%	17.2%	34.6%	3.4%	-0.7%	1.5M	-64.5M	-290.9K	0.49	2.93	6,013	2,960	83,608	65,812
2019-02-19	$19.38	$19.00	35.3%	10.5%	36.3%	18.6%	36.8%	3.2%	-0.8%	1.8M	-42.5M	-290.6K	0.22	2.92	5,620	1,259	54,857	52,907
2019-02-20	$19.81	$19.00	34.9%	10.4%	35.7%	17.7%	36.4%	3.5%	-1.5%	2.2M	-54.1M	-289.0K	0.37	2.84	4,070	1,494	57,842	53,949
2019-02-21	$19.56	$19.00	36.4%	10.6%	36.5%	21.9%	36.6%	3.5%	-1.0%	2.1M	-47.9M	-289.9K	0.63	3.13	2,339	1,464	58,258	54,515
2019-02-22	$19.64	$19.00	35.9%	10.7%	33.6%	20.3%	37.0%	4.2%	-1.1%	1.9M	-50.5M	-291.0K	0.61	3.21	2,087	1,281	59,567	54,961
2019-02-25	$19.78	$19.00	36.1%	11.3%	27.4%	20.9%	39.6%	3.9%	-1.0%	2.0M	-48.3M	-287.6K	0.47	3.24	2,183	1,032	55,964	52,696
2019-02-26	$19.93	$19.00	36.5%	11.6%	27.4%	22.1%	41.0%	4.5%	-2.0%	2.1M	-50.8M	-290.0K	0.44	2.23	1,858	813	56,799	53,580
2019-02-27	$19.66	$19.00	36.9%	12.0%	27.2%	23.1%	41.9%	4.8%	-1.2%	2.0M	-45.6M	-285.6K	0.26	3.19	2,539	669	57,211	53,783
2019-02-28	$20.01	$19.00	36.2%	12.1%	27.6%	21.2%	42.0%	3.8%	-0.9%	2.2M	-52.8M	-289.9K	0.51	3.21	3,596	1,831	57,649	54,088