MRVL Options History — July 2019

In July 2019, MRVL traded between $24.11 and $27.40. ATM implied volatility averaged 29.7%, placing in the 7.8% IV rank vs the trailing year. The 30-day expected move averaged 8.4%. IV traded above realized volatility by 8.1% (HV 20d: 21.6%). Max pain ranged from $21.00 to $24.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 17 of 22 days. Put/call ratio averaged 0.63.

Notable Days

  • 2019-07-15: Highest Volume — 33,060 contracts
  • 2019-07-15: Largest IV spike — 10.1% change
  • 2019-07-31: Highest IV Rank — 17.9%
  • 2019-07-31: Largest Expected Move — 9.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$25.75$24.11$27.40$24.20$26.48
Max Pain$22.61$21.00$24.00$24.00$24.00
ATM IV29.7%27.3%32.0%31.5%32.0%
Expected Move8.4%7.7%9.1%8.5%9.1%
HV 20d21.6%19.6%24.6%23.5%24.6%
HV 60d29.8%29.0%31.0%30.8%30.1%
IV Rank7.8%0.0%17.9%11.8%17.9%
IV Percentile5.2%0.0%15.1%4.4%15.1%
Term Structure1.0%-1.0%4.9%-1.0%4.9%
VWIV29.7%26.6%31.6%29.0%31.4%
Skew 25d3.0%1.8%6.0%3.5%4.6%
Skew 10d6.2%3.5%9.3%7.9%9.3%
Call IV 25d28.8%26.6%31.8%30.3%31.8%
Put IV 25d31.8%29.4%36.4%33.7%36.4%
Bid-Ask Spread %2.671.934.234.232.48
Gamma HHI0.140.100.230.110.12
Net GEX4.8M2.8M7.9M3.1M4.8M
Net DEX-109.2M-177.4M-56.5M-60.8M-116.5M
Net VEX-827.3K-964.6K-691.9K-717.7K-941.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.630.131.420.380.76
Total Volume14,115.0913,32833,0608,68111,101
Total OI195,858.409170,520232,444171,571230,846

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-07-01$24.20$24.0031.5%8.5%23.5%11.8%29.0%3.5%-1.0%3.1M-60.8M-717.7K0.384.236,2692,41298,81072,761
2019-07-02$24.11$24.0029.1%7.8%19.6%2.7%27.9%3.2%-0.2%3.0M-56.5M-705.5K0.363.085,1411,82999,79374,116
2019-07-03$24.59$24.0028.8%7.7%20.6%1.6%26.6%2.7%0.2%3.5M-74.6M-732.5K0.563.064,5332,532100,63474,494
2019-07-05$24.29$21.0028.7%8.5%20.6%1.2%29.9%3.1%0.1%2.8M-63.0M-705.5K0.922.444,3694,023101,10676,459
2019-07-08$24.16$21.0029.2%8.5%20.1%3.0%30.2%3.1%0.4%3.0M-57.9M-691.9K1.422.071,3761,95298,53871,982
2019-07-09$24.59$21.0029.2%8.4%20.3%2.8%29.9%2.6%0.4%3.6M-70.4M-716.9K0.751.932,6191,96398,94673,301
2019-07-10$25.12$21.0028.3%8.2%21.4%0.0%29.4%3.2%0.3%4.3M-88.0M-725.9K0.462.196,2512,89399,88173,744
2019-07-11$24.88$22.0027.8%8.1%20.3%0.0%28.9%2.7%0.5%4.3M-71.1M-693.9K0.622.707,4964,61796,33674,712
2019-07-12$25.28$22.0027.3%8.0%20.9%0.0%27.8%2.8%0.6%4.0M-88.9M-735.0K0.972.698,2107,927101,01377,214
2019-07-15$26.05$22.0030.0%8.6%22.0%10.3%30.3%3.0%-0.1%4.1M-105.3M-771.5K0.212.5927,3535,70798,88076,380
2019-07-16$25.81$22.0029.8%8.6%22.3%9.6%30.2%2.8%-0.0%5.5M-110.2M-833.9K0.252.8821,7595,349111,71980,412
2019-07-17$26.12$22.0029.8%8.5%21.0%9.4%30.1%2.5%0.3%5.7M-125.5M-875.1K0.462.5910,3284,724115,99983,711
2019-07-18$26.44$23.0030.1%8.6%21.1%10.5%29.9%2.6%-0.1%5.9M-139.3M-887.0K0.322.1913,0874,174118,64084,926
2019-07-19$26.07$23.0029.6%8.4%21.6%8.6%29.6%2.7%0.3%7.9M-125.5M-901.4K0.742.3210,0087,381120,89985,913
2019-07-22$25.87$22.0029.5%8.4%21.5%8.4%29.6%1.8%2.1%4.0M-100.9M-898.8K0.372.295,6672,105115,78685,857
2019-07-23$26.46$22.0029.0%8.3%22.3%6.5%27.9%2.9%3.3%4.7M-127.8M-909.6K0.132.6221,2182,786118,11486,138
2019-07-24$27.18$23.0030.2%8.8%22.2%11.1%31.1%2.9%2.0%6.6M-169.4M-955.5K1.232.7211,19513,751130,05487,811
2019-07-25$27.28$23.0030.7%8.7%22.1%12.7%30.7%3.1%2.5%6.5M-172.1M-964.6K0.513.6910,1485,138133,69393,063
2019-07-26$27.40$23.5029.8%8.2%22.1%9.4%29.5%2.3%2.7%6.2M-177.4M-956.5K0.723.0214,36510,356135,99996,445
2019-07-29$27.34$24.0031.8%8.6%22.2%17.0%30.8%6.0%1.6%6.6M-162.5M-950.3K0.962.604,6574,460131,10393,551
2019-07-30$26.88$24.0031.7%8.7%23.7%16.7%31.6%2.9%2.2%5.4M-139.2M-930.3K0.812.314,0463,257132,00697,100
2019-07-31$26.48$24.0032.0%9.1%24.6%17.9%31.4%4.6%4.9%4.8M-116.5M-941.0K0.762.486,3144,787132,86997,977