MRVL Options History — June 2019

In June 2019, MRVL traded between $22.37 and $24.60. ATM implied volatility averaged 34.1%, placing in the 22.2% IV rank vs the trailing year. The 30-day expected move averaged 9.7%. IV traded above realized volatility by 1.9% (HV 20d: 32.2%). Max pain ranged from $22.00 to $24.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 0.73.

Notable Days

  • 2019-06-10: Highest Volume — 42,021 contracts
  • 2019-06-25: Largest IV spike — 5.0% change
  • 2019-06-03: Highest IV Rank — 32.7%
  • 2019-06-03: Largest Expected Move — 10.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.87$22.37$24.60$22.37$23.95
Max Pain$22.52$22.00$24.00$23.00$24.00
ATM IV34.1%31.6%36.8%36.8%32.4%
Expected Move9.7%9.1%10.5%10.5%9.3%
HV 20d32.2%23.4%42.0%39.1%23.4%
HV 60d32.8%30.9%34.9%34.6%30.9%
IV Rank22.2%12.4%32.7%32.7%15.5%
IV Percentile24.0%6.0%46.4%46.4%9.9%
Term Structure-0.1%-1.1%0.7%-0.0%0.7%
VWIV33.9%31.5%36.6%36.6%32.2%
Skew 25d3.0%1.9%3.5%3.1%2.3%
Skew 10d6.4%4.4%7.5%6.1%6.6%
Call IV 25d33.1%30.8%36.2%36.2%32.0%
Put IV 25d36.1%33.7%39.3%39.3%34.3%
Bid-Ask Spread %3.152.393.933.342.85
Gamma HHI0.160.080.580.080.58
Net GEX5.4M2.1M13.7M2.4M13.7M
Net DEX-72.6M-116.8M-35.4M-35.4M-59.5M
Net VEX-754.7K-798.7K-707.5K-747.6K-736.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.730.083.230.430.95
Total Volume13,171.056,81942,0217,8096,898
Total OI227,156.2164,639259,559236,882179,486

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-06-03$22.37$23.0036.8%10.5%39.1%32.7%36.6%3.1%-0.0%2.4M-35.4M-747.6K0.433.345,4702,339151,64785,235
2019-06-04$23.26$23.0035.5%9.8%42.0%27.5%34.9%3.1%-0.5%3.5M-66.0M-778.3K0.243.308,1811,932153,36685,906
2019-06-05$23.26$23.0036.4%10.3%40.6%31.3%36.6%3.0%-0.6%3.8M-67.9M-780.1K0.402.945,7062,293156,09186,915
2019-06-06$23.64$22.0035.5%9.9%40.9%27.6%35.6%1.9%-1.1%4.5M-80.9M-775.1K0.372.725,5612,056156,37487,879
2019-06-07$23.99$22.0035.7%10.1%40.5%28.4%35.4%2.9%-0.7%7.6M-97.7M-794.7K0.832.938,0636,697157,01388,243
2019-06-10$24.38$22.0036.1%10.4%40.8%29.9%35.8%3.0%0.6%4.9M-92.6M-787.1K0.083.9338,9273,094146,34687,803
2019-06-11$24.60$22.0035.4%10.0%33.5%27.2%34.7%2.6%-0.4%8.2M-116.8M-798.7K0.152.4413,4831,990161,44889,889
2019-06-12$24.11$22.0035.3%10.2%32.7%26.9%35.0%3.4%0.3%6.7M-88.0M-792.2K0.612.9713,1428,079161,91590,546
2019-06-13$24.28$22.0034.5%10.0%32.6%23.5%34.6%3.2%0.6%9.0M-100.5M-796.8K1.283.737,0349,020167,16288,110
2019-06-14$23.90$22.0034.7%9.9%33.2%24.4%34.4%3.4%-0.1%7.2M-67.5M-773.1K1.173.849,99911,747168,98490,575
2019-06-17$23.78$22.0034.1%9.7%32.0%22.1%33.6%3.3%-0.3%4.1M-64.2M-738.4K3.232.442,2887,385155,93085,727
2019-06-18$24.40$22.0033.5%9.6%29.1%19.8%33.1%3.4%-0.8%6.0M-91.8M-747.9K0.912.397,4276,777156,38785,633
2019-06-19$24.35$22.0032.3%9.3%28.2%15.1%31.8%3.2%-0.4%6.5M-88.4M-736.4K1.412.782,8924,066158,82982,109
2019-06-20$24.12$22.0031.6%9.1%28.5%12.4%31.5%2.9%0.1%4.6M-74.2M-722.7K0.593.569,4545,601159,23985,309
2019-06-21$23.91$23.0031.9%9.1%27.4%13.4%31.9%3.3%-0.1%3.5M-59.7M-718.5K0.423.318,1273,375163,26386,329
2019-06-24$23.85$23.0032.0%9.1%27.3%13.8%31.6%2.6%0.2%2.1M-50.3M-710.9K0.363.545,0201,79993,22671,413
2019-06-25$23.48$23.0033.6%9.7%25.5%20.0%33.0%2.9%0.0%2.3M-41.7M-707.5K0.403.296,1882,47596,57972,503
2019-06-26$23.77$23.0032.6%9.5%23.5%16.3%33.1%3.1%0.5%3.0M-51.0M-725.4K0.333.417,6252,53299,92273,458
2019-06-27$23.95$23.5032.4%9.3%23.4%15.4%32.5%3.5%0.4%4.6M-58.3M-726.7K0.473.225,8842,795102,67173,664
2019-06-28$23.95$24.0032.4%9.3%23.4%15.5%32.2%2.3%0.7%13.7M-59.5M-736.6K0.952.853,5383,360105,06674,420