MRVL Options History — April 2019

In April 2019, MRVL traded between $20.16 and $25.49. ATM implied volatility averaged 34.4%, placing in the 23.1% IV rank vs the trailing year. The 30-day expected move averaged 9.8%. IV traded above realized volatility by 2.8% (HV 20d: 31.6%). Max pain ranged from $17.00 to $21.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 0.20.

Notable Days

  • 2019-04-25: Highest Volume — 147,990 contracts
  • 2019-04-25: Largest IV spike — 17.2% change
  • 2019-04-29: Highest IV Rank — 54.3%
  • 2019-04-25: Largest Expected Move — 11.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.24$20.16$25.49$20.24$25.02
Max Pain$18.29$17.00$21.00$18.00$21.00
ATM IV34.4%29.5%42.3%31.7%39.0%
Expected Move9.8%8.9%11.4%9.3%9.3%
HV 20d31.6%23.7%37.7%37.7%24.4%
HV 60d32.1%30.4%33.5%32.7%30.6%
IV Rank23.1%4.1%54.3%12.5%41.0%
IV Percentile28.9%2.0%82.1%6.3%63.5%
Term Structure1.5%-1.6%7.7%-0.7%1.3%
VWIV34.9%30.9%42.5%33.1%34.7%
Skew 25d0.2%-1.4%1.4%0.8%0.4%
Skew 10d-1.3%-11.8%2.2%2.2%-1.6%
Call IV 25d34.7%29.0%43.9%31.6%40.9%
Put IV 25d34.9%29.9%44.7%32.4%41.3%
Bid-Ask Spread %9.382.4136.373.3719.01
Gamma HHI0.180.100.240.230.14
Net GEX10.4M7.5M13.7M11.3M13.3M
Net DEX-257.6M-371.8M-106.4M-112.8M-281.1M
Net VEX-469.2K-626.3K-391.9K-471.8K-605.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.200.050.540.270.06
Total Volume40,842.3339,876147,99015,24444,033
Total OI265,077.333231,097323,968241,658323,968

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-04-01$20.24$18.0031.7%9.3%37.7%12.5%33.1%0.8%-0.7%11.3M-112.8M-471.8K0.273.3712,0233,221175,67265,986
2019-04-02$20.16$18.0031.1%9.3%37.7%10.3%33.6%1.2%-0.2%12.1M-106.4M-461.7K0.342.7319,9626,747175,22167,498
2019-04-03$20.59$18.0030.6%9.3%37.5%8.6%33.4%1.1%-0.0%13.7M-160.9M-495.0K0.243.7825,4446,189189,77971,706
2019-04-04$20.94$17.0030.8%9.4%36.4%9.1%33.4%0.6%0.7%11.7M-194.5M-485.2K0.163.0821,1733,448192,67073,932
2019-04-05$21.31$17.0029.6%9.5%34.9%4.5%33.5%0.2%1.1%10.5M-226.3M-480.5K0.193.1718,2023,475194,57174,658
2019-04-08$21.43$17.0029.5%8.9%33.2%4.1%30.9%1.4%0.9%10.1M-195.4M-444.3K0.172.418,4601,416175,27572,409
2019-04-09$21.62$17.0033.5%9.7%32.6%19.9%34.3%0.9%0.4%9.4M-205.9M-440.7K0.082.8739,7073,195173,69872,961
2019-04-10$22.28$17.0032.5%9.7%33.7%15.7%34.1%0.5%0.9%10.0M-263.9M-463.0K0.243.7932,7877,964192,76375,030
2019-04-11$22.51$17.0032.6%9.5%32.9%16.4%33.6%0.1%0.7%10.1M-269.7M-454.9K0.183.9413,4892,376190,78277,124
2019-04-12$23.70$17.0033.2%9.8%35.5%18.5%34.7%-0.5%1.6%7.5M-337.1M-420.1K0.094.0462,7555,844190,35677,816
2019-04-15$23.65$18.0033.0%9.5%35.3%17.9%33.3%0.1%0.3%8.8M-292.5M-409.4K0.124.4329,6643,659178,17177,062
2019-04-16$23.98$18.0036.0%10.3%35.3%29.5%36.0%-1.4%-1.2%8.4M-313.5M-416.3K0.054.4658,7633,052182,41579,342
2019-04-17$24.81$18.0037.7%10.8%35.9%36.3%38.0%-0.5%-1.6%9.8M-371.8M-443.8K0.144.3874,78610,233199,56781,121
2019-04-18$24.80$18.0035.0%10.0%34.6%25.8%35.3%-1.0%0.8%8.7M-353.2M-446.3K0.5424.6220,80911,284206,35986,449
2019-04-22$24.86$19.0035.1%10.1%24.9%25.9%35.3%1.3%3.8%9.9M-265.0M-426.2K0.144.1125,8923,582166,52464,573
2019-04-23$25.04$19.0034.1%9.5%24.7%22.2%33.2%0.8%4.8%10.3M-273.2M-415.6K0.3718.5811,0724,055168,70766,988
2019-04-24$25.49$19.0033.8%9.7%23.7%21.0%33.7%0.2%5.9%9.7M-298.7M-391.9K0.1221.4425,8993,138168,01969,717
2019-04-25$25.32$19.0039.6%11.4%24.7%43.7%42.5%-0.3%7.7%9.7M-292.3M-443.5K0.0836.37136,86511,125175,38170,996
2019-04-26$25.06$21.0040.9%10.7%23.8%48.8%39.3%-1.3%4.5%10.6M-301.6M-611.7K0.2411.8549,64811,962231,45977,020
2019-04-29$25.15$21.0042.3%10.4%23.9%54.3%37.1%0.8%0.2%13.2M-294.8M-626.3K0.3914.5414,6435,648234,32278,557
2019-04-30$25.02$21.0039.0%9.3%24.4%41.0%34.7%0.4%1.3%13.3M-281.1M-605.2K0.0619.0141,6772,356240,83883,130