MRVL Options History — December 2019

In December 2019, MRVL traded between $23.45 and $26.87. ATM implied volatility averaged 30.2%, placing in the 16.7% IV rank vs the trailing year. The 30-day expected move averaged 8.9%. IV traded below realized volatility by 6.2% (HV 20d: 36.4%). Max pain ranged from $24.00 to $26.00. Net GEX was positive for 17 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 0.63.

Notable Days

  • 2019-12-04: Highest Volume — 79,326 contracts
  • 2019-12-04: Largest IV drop — 24.0% change
  • 2019-12-03: Highest IV Rank — 68.6%
  • 2019-12-03: Largest Expected Move — 13.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$25.47$23.45$26.87$25.90$26.55
Max Pain$24.50$24.00$26.00$26.00$25.00
ATM IV30.2%26.0%40.9%39.5%30.6%
Expected Move8.9%7.4%13.8%12.9%8.4%
HV 20d36.4%29.2%40.1%36.2%37.2%
HV 60d37.1%35.3%38.6%35.3%36.4%
IV Rank16.7%0.0%68.6%61.3%21.8%
IV Percentile14.6%0.0%80.6%72.6%18.3%
Term Structure0.5%-1.2%1.1%-1.1%0.9%
VWIV31.0%25.7%47.3%43.5%29.0%
Skew 25d2.0%1.1%3.8%2.5%3.0%
Skew 10d3.7%2.1%7.1%5.1%5.3%
Call IV 25d29.4%25.5%38.6%37.8%29.3%
Put IV 25d31.4%26.7%42.4%40.3%32.3%
Bid-Ask Spread %2.571.755.744.152.80
Gamma HHI0.110.070.150.080.11
Net GEX4.7M-1.4M8.1M3.9M6.6M
Net DEX-93.6M-165.6M32.8M-88.6M-132.7M
Net VEX-945.5K-1.0M-841.1K-960.9K-951.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.630.132.440.302.44
Total Volume21,960.6674,43079,32627,59311,487
Total OI304,718.286259,476341,579259,476279,366

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-12-02$25.90$26.0039.5%12.9%36.2%61.3%43.5%2.5%-1.1%3.9M-88.6M-960.9K0.304.1521,2876,306147,548111,928
2019-12-03$25.18$26.0040.9%13.8%29.2%68.6%47.3%3.8%-1.2%3.2M-58.0M-948.3K0.845.7433,90728,546162,221115,733
2019-12-04$24.01$25.5031.1%9.5%32.4%19.2%33.1%2.3%0.4%-1.4M18.0M-841.1K0.833.9843,25336,073179,896134,185
2019-12-05$23.45$24.0030.4%9.0%32.8%15.7%30.9%2.3%0.2%-1.3M32.8M-843.6K0.541.7512,3506,666197,389140,127
2019-12-06$24.19$24.0028.4%8.5%35.3%5.6%29.6%2.3%1.0%1.7M-15.3M-882.1K1.022.1612,38512,654202,988138,591
2019-12-09$23.55$24.0030.3%8.7%35.6%15.2%31.1%2.2%0.1%-288.1K6.2M-871.7K0.921.886,1915,669173,768131,561
2019-12-10$23.64$24.0030.7%8.9%35.8%17.4%31.4%2.2%0.2%-214.2K727.4K-882.6K0.502.2113,9426,959175,798133,654
2019-12-11$24.76$24.0030.8%9.1%37.1%17.6%31.7%2.0%1.0%3.8M-71.0M-972.7K0.282.3817,9705,007183,661135,731
2019-12-12$25.69$24.0032.3%9.4%40.1%25.4%33.1%2.4%0.4%6.5M-132.3M-1.0M0.133.2127,8083,729188,801134,120
2019-12-13$25.85$24.0029.0%8.5%37.7%8.7%30.0%1.7%1.1%6.7M-141.5M-1.0M0.172.8421,8413,706193,627135,798
2019-12-16$25.91$24.0029.1%8.4%37.8%9.3%29.7%1.7%-0.2%6.9M-136.7M-1.0M0.251.7912,4493,064186,695128,746
2019-12-17$25.70$24.0028.3%8.1%36.9%5.4%28.8%1.6%0.5%6.2M-120.0M-989.8K0.291.916,5051,893188,744130,689
2019-12-18$25.63$24.0028.4%8.1%36.7%5.5%28.5%1.7%0.5%6.0M-115.2M-989.2K0.412.035,7232,374190,291131,381
2019-12-19$26.04$24.0027.9%8.0%37.3%2.9%29.2%1.4%0.3%7.6M-142.5M-974.1K0.451.756,6812,991191,631132,326
2019-12-20$25.81$24.0026.0%7.4%37.3%0.0%25.7%1.1%0.9%6.6M-126.0M-953.7K0.162.1514,3482,302192,462133,796
2019-12-23$26.52$24.0026.3%7.4%38.5%1.3%25.7%1.7%1.1%7.5M-153.6M-949.7K0.202.5616,4323,251163,211119,506
2019-12-24$26.54$25.0027.6%7.8%37.4%7.6%27.0%1.5%0.2%7.1M-143.3M-961.0K0.312.183,3901,040158,280119,655
2019-12-26$26.87$25.0027.7%7.8%37.6%7.8%27.8%2.1%1.1%8.1M-165.6M-957.4K1.222.085,9877,324160,060119,950
2019-12-27$26.72$25.0029.5%8.4%37.6%16.6%29.1%1.1%1.1%7.2M-154.6M-960.3K0.462.0510,3014,723160,046121,722
2019-12-30$26.32$25.0029.6%8.2%37.8%17.2%29.0%1.6%1.0%6.8M-127.3M-919.3K1.512.385,0347,626155,705117,697
2019-12-31$26.55$25.0030.6%8.4%37.2%21.8%29.0%3.0%0.9%6.6M-132.7M-951.4K2.442.803,3378,150154,981124,385