MRVL Options History — October 2019

In October 2019, MRVL traded between $23.07 and $25.11. ATM implied volatility averaged 34.2%, placing in the 26.0% IV rank vs the trailing year. The 30-day expected move averaged 9.7%. IV traded below realized volatility by 2.9% (HV 20d: 37.1%). Max pain ranged from $24.00 to $25.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 16 of 23 days. Put/call ratio averaged 0.80.

Notable Days

  • 2019-10-24: Highest Volume — 18,588 contracts
  • 2019-10-08: Largest IV spike — 12.4% change
  • 2019-10-08: Highest IV Rank — 46.1%
  • 2019-10-08: Largest Expected Move — 11.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$24.06$23.07$25.11$24.07$24.37
Max Pain$24.30$24.00$25.00$25.00$24.00
ATM IV34.2%30.8%39.6%35.9%32.3%
Expected Move9.7%8.4%11.5%10.4%8.4%
HV 20d37.1%32.2%40.3%36.0%37.5%
HV 60d36.1%34.1%37.8%34.6%35.9%
IV Rank26.0%13.0%46.1%32.4%18.7%
IV Percentile35.4%13.5%63.5%46.4%23.4%
Term Structure1.1%-0.7%4.3%-0.2%4.3%
VWIV33.7%30.0%40.7%35.1%30.0%
Skew 25d4.9%3.5%8.4%5.3%6.1%
Skew 10d10.0%6.9%20.9%11.2%7.8%
Call IV 25d32.3%28.9%37.4%33.8%28.9%
Put IV 25d37.2%32.9%43.1%39.1%35.0%
Bid-Ask Spread %3.421.9815.353.562.37
Gamma HHI0.100.080.130.080.13
Net GEX2.0M481.5K4.3M1.4M3.9M
Net DEX-33.7M-84.4M2.0M-21.5M-51.2M
Net VEX-837.1K-885.3K-785.9K-857.0K-803.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.800.142.571.580.83
Total Volume8,230.7833,12418,58812,6195,677
Total OI232,712.696215,396244,375222,850235,509

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-10-01$24.07$25.0035.9%10.4%36.0%32.4%35.1%5.3%-0.2%1.4M-21.5M-857.0K1.583.564,9007,719127,50395,347
2019-10-02$24.03$25.0037.8%11.0%34.9%39.4%37.7%5.5%-0.5%886.9K-18.7M-876.7K0.393.594,6551,812129,90498,788
2019-10-03$23.77$25.0036.8%10.5%32.2%35.4%40.7%5.3%0.0%481.5K-9.4M-848.7K1.543.241,6052,465131,77898,791
2019-10-04$24.40$25.0035.4%10.2%33.7%30.3%34.5%4.9%-0.3%1.8M-32.1M-871.1K0.143.2412,7271,778132,23599,809
2019-10-07$24.56$25.0035.2%9.9%33.8%29.8%34.8%5.2%-0.7%2.3M-44.2M-877.0K0.152.967,4381,121133,33895,187
2019-10-08$23.07$25.0039.6%11.5%40.3%46.1%39.9%5.7%0.5%762.3K2.0M-816.3K1.402.776,2868,770137,36195,582
2019-10-09$23.38$25.0037.3%11.0%35.8%37.5%37.2%4.6%1.1%557.2K-4.2M-867.1K0.5215.353,9542,050138,554101,058
2019-10-10$23.28$24.0037.5%11.1%35.7%38.1%36.5%5.1%1.5%668.9K-3.3M-843.7K0.293.454,8711,415140,447100,221
2019-10-11$24.16$24.0036.2%10.3%38.8%33.5%34.5%5.1%-0.2%1.8M-39.1M-885.3K0.458.065,5362,482143,394100,981
2019-10-14$23.99$24.0033.7%9.7%38.5%24.2%32.7%5.3%0.5%1.7M-31.2M-846.9K0.232.602,532592137,66896,288
2019-10-15$24.37$24.0032.6%9.4%38.5%19.8%31.5%5.3%-0.2%2.4M-44.4M-855.4K1.162.362,4092,801138,89396,799
2019-10-16$23.80$24.0032.2%9.2%39.1%18.6%31.9%4.8%-0.1%1.5M-22.4M-808.9K0.411.982,5731,053139,31398,410
2019-10-17$23.60$24.0030.8%8.8%39.2%13.0%30.1%3.9%1.2%999.4K-14.2M-785.9K2.572.532,4296,253139,91498,352
2019-10-18$23.68$24.0031.4%8.9%37.9%15.3%31.5%4.4%0.6%1.2M-16.5M-800.0K1.292.502,1232,743140,485102,655
2019-10-21$23.98$24.0031.5%9.0%38.0%15.8%30.7%4.6%1.5%1.8M-32.6M-799.9K0.232.1314,4283,371119,84795,549
2019-10-22$24.04$24.0032.6%9.3%36.2%20.1%33.5%4.0%2.9%2.5M-38.9M-828.6K0.842.052,6512,226125,63197,929
2019-10-23$23.39$24.0033.6%9.7%35.7%23.5%34.4%4.2%1.9%950.2K-15.1M-791.2K1.992.723,3116,588126,51799,682
2019-10-24$24.39$24.0032.9%9.3%39.1%21.0%32.8%4.9%1.8%2.5M-53.2M-844.6K0.442.0612,9065,682127,555104,591
2019-10-25$24.73$24.0032.1%8.9%39.1%17.9%30.7%3.5%2.6%3.9M-74.9M-841.2K0.482.475,6322,723132,833106,453
2019-10-28$25.11$24.0033.3%9.1%39.3%22.3%31.8%4.3%1.9%4.3M-84.4M-862.2K0.502.344,2972,136126,622100,811
2019-10-29$24.71$24.0033.6%9.0%37.5%23.7%31.6%8.4%2.5%3.9M-67.4M-830.1K0.222.115,4521,201128,347101,807
2019-10-30$24.47$24.0033.2%8.9%37.7%22.3%30.6%3.5%3.7%3.9M-56.9M-810.6K0.682.192,3421,593131,168102,486
2019-10-31$24.37$24.0032.3%8.4%37.5%18.7%30.0%6.1%4.3%3.9M-51.2M-803.6K0.832.373,1032,574132,354103,155