MRVL Options History — November 2019

In November 2019, MRVL traded between $25.05 and $28.10. ATM implied volatility averaged 38.3%, placing in the 44.6% IV rank vs the trailing year. The 30-day expected move averaged 10.9%. IV traded above realized volatility by 0.9% (HV 20d: 37.4%). Max pain ranged from $24.00 to $26.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 1 of 20 days. Put/call ratio averaged 0.49.

Notable Days

  • 2019-11-04: Highest Volume — 30,744 contracts
  • 2019-11-04: Largest IV spike — 11.4% change
  • 2019-11-29: Highest IV Rank — 62.2%
  • 2019-11-29: Largest Expected Move — 12.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$26.67$25.05$28.10$25.05$26.39
Max Pain$25.00$24.00$26.00$24.00$26.00
ATM IV38.3%32.8%41.4%32.8%39.6%
Expected Move10.9%8.2%12.3%8.2%12.3%
HV 20d37.4%34.9%43.7%37.6%36.5%
HV 60d36.5%35.1%38.2%36.1%35.1%
IV Rank44.6%20.8%62.2%20.8%62.2%
IV Percentile65.3%29.0%79.0%29.0%74.6%
Term Structure-0.8%-2.1%3.8%3.8%-2.0%
VWIV38.1%28.2%43.0%28.2%43.0%
Skew 25d3.2%2.2%4.9%3.7%2.6%
Skew 10d6.5%4.0%10.4%7.2%4.3%
Call IV 25d36.8%29.7%40.0%29.7%39.0%
Put IV 25d40.1%33.3%43.3%33.3%41.6%
Bid-Ask Spread %4.712.6110.412.616.67
Gamma HHI0.140.080.440.440.10
Net GEX5.7M2.7M10.6M10.6M3.1M
Net DEX-131.5M-206.9M-83.7M-90.3M-110.1M
Net VEX-942.0K-999.0K-821.5K-821.5K-985.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.490.152.200.502.20
Total Volume16,883.458,35430,74419,44313,976
Total OI257,021.45230,070290,271236,874271,148

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-11-01$25.05$24.0032.8%8.2%37.6%20.8%28.2%3.7%3.8%10.6M-90.3M-821.5K0.502.6112,9236,520132,764104,110
2019-11-04$26.71$24.0036.6%10.3%43.7%34.7%37.9%4.2%-0.5%5.2M-143.2M-868.2K0.153.8826,8113,933125,889104,181
2019-11-05$27.12$24.0036.5%10.4%36.0%34.6%35.7%4.2%-0.4%6.0M-166.4M-902.7K0.214.2014,4533,014132,085106,645
2019-11-06$26.66$24.0038.1%10.4%37.0%40.4%36.1%4.9%-0.1%5.8M-140.9M-888.4K0.914.437,2996,640133,414109,657
2019-11-07$26.74$24.0038.6%10.9%36.8%42.2%40.1%3.4%-0.9%5.4M-145.4M-911.4K0.294.968,6012,514135,307113,349
2019-11-08$26.99$24.0038.4%10.8%35.1%41.7%37.8%4.2%-0.9%5.7M-158.6M-921.5K0.2410.4112,5822,993137,693114,587
2019-11-11$26.95$25.0038.2%10.9%34.9%40.8%37.0%4.2%-0.0%5.7M-154.1M-919.9K0.194.256,9971,357139,588113,810
2019-11-12$28.02$25.0038.5%10.8%36.7%41.9%37.8%4.0%-0.7%6.3M-201.2M-913.3K0.253.3420,8745,125141,479114,787
2019-11-13$28.10$25.0039.6%11.1%34.9%46.1%38.1%4.3%-0.8%6.4M-206.9M-948.0K0.625.0810,5496,507147,853118,261
2019-11-14$26.96$25.0039.3%10.9%38.8%44.8%37.9%2.8%-1.4%4.8M-145.7M-958.7K0.414.0319,5447,921150,298124,483
2019-11-15$26.85$25.0037.4%10.5%38.9%37.8%36.5%2.2%-1.2%7.3M-135.5M-974.4K0.793.8912,2339,658160,435129,836
2019-11-18$26.20$25.0039.0%11.1%40.3%43.9%38.0%2.6%-1.6%2.7M-87.6M-955.1K0.503.3315,2317,594138,287107,626
2019-11-19$26.40$25.0040.3%11.5%40.3%48.6%39.9%2.5%-2.1%3.5M-101.6M-972.9K0.905.1511,0729,950145,321108,434
2019-11-20$26.36$25.0041.4%11.9%38.6%52.7%41.1%3.3%-1.5%4.2M-103.5M-992.8K0.204.1012,0742,355150,954111,894
2019-11-21$26.12$26.0040.3%11.6%36.5%54.7%40.2%2.5%-0.5%4.3M-89.6M-989.0K0.355.558,2642,910153,537113,306
2019-11-22$25.97$26.0038.8%11.2%36.4%48.7%39.0%2.2%-1.2%9.9M-83.7M-974.7K0.193.269,7221,891157,457114,146
2019-11-25$26.64$26.0036.9%11.0%37.1%47.3%37.9%2.6%-1.2%5.2M-120.9M-971.9K0.204.637,7551,548145,940108,073
2019-11-26$26.56$26.0037.8%11.4%36.5%53.1%38.9%2.3%-1.3%5.1M-117.5M-972.4K0.455.689,9344,428148,498108,898
2019-11-27$26.70$26.0038.1%11.6%36.1%54.4%40.2%2.3%-1.5%6.4M-127.0M-999.0K0.354.657,3582,559154,458111,941
2019-11-29$26.39$26.0039.6%12.3%36.5%62.2%43.0%2.6%-2.0%3.1M-110.1M-985.1K2.206.674,3739,603157,722113,426