MRVL Options History — January 2020

In January 2020, MRVL traded between $24.02 and $28.45. ATM implied volatility averaged 33.1%, placing in the 33.7% IV rank vs the trailing year. The 30-day expected move averaged 9.5%. IV traded below realized volatility by 3.4% (HV 20d: 36.6%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 0.51.

Notable Days

  • 2020-01-16: Highest Volume — 62,139 contracts
  • 2020-01-27: Largest IV spike — 8.1% change
  • 2020-01-31: Highest IV Rank — 67.7%
  • 2020-01-31: Largest Expected Move — 12.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$26.64$24.02$28.45$27.13$24.02
Max Pain$25.00$25.00$25.00$25.00$25.00
ATM IV33.1%30.1%40.3%30.2%40.3%
Expected Move9.5%8.2%12.0%8.2%12.0%
HV 20d36.6%28.3%46.5%36.2%46.1%
HV 60d36.7%34.3%40.0%36.6%37.8%
IV Rank33.7%19.6%67.7%19.9%67.7%
IV Percentile39.4%16.3%84.5%16.3%84.5%
Term Structure1.0%-0.9%4.7%0.8%4.7%
VWIV33.1%28.5%41.2%28.5%41.2%
Skew 25d2.1%0.9%3.8%1.7%3.1%
Skew 10d4.2%1.6%11.7%3.7%11.7%
Call IV 25d32.1%29.2%36.6%29.2%35.4%
Put IV 25d34.2%30.9%39.5%30.9%38.5%
Bid-Ask Spread %2.711.833.542.393.54
Gamma HHI0.130.080.380.110.12
Net GEX5.5M-407.7K13.0M7.0M-407.7K
Net DEX-119.2M-249.7M12.2M-163.8M12.2M
Net VEX-934.8K-983.7K-872.2K-947.2K-969.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.510.161.620.190.72
Total Volume27,040.76214,03762,13920,90247,852
Total OI271,992.619217,593328,328281,439267,852

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2020-01-02$27.13$25.0030.2%8.2%36.2%19.9%28.5%1.7%0.8%7.0M-163.8M-947.2K0.192.3917,6353,267156,582124,857
2020-01-03$26.71$25.0031.1%8.5%31.7%24.1%29.8%2.5%0.8%6.3M-134.5M-912.3K0.362.1811,6544,217157,995126,345
2020-01-06$25.68$25.0032.2%9.2%34.0%29.1%31.9%1.7%0.1%4.5M-77.3M-872.2K0.572.259,9055,623155,269124,491
2020-01-07$26.34$25.0031.1%9.1%33.5%24.0%31.8%3.1%0.4%6.1M-117.8M-909.0K0.282.5111,0073,030160,222125,915
2020-01-08$26.18$25.0030.6%8.8%31.7%21.8%30.4%1.8%0.4%6.0M-107.0M-898.5K1.421.878,90312,633163,658126,950
2020-01-09$26.04$25.0030.9%8.9%31.9%23.3%30.8%1.7%0.2%5.7M-100.0M-913.6K0.293.1210,9573,158166,939135,302
2020-01-10$26.48$25.0030.1%8.7%28.3%19.6%30.5%1.8%0.4%13.0M-133.3M-912.0K0.691.8311,3267,789170,308137,399
2020-01-13$27.48$25.0030.9%9.0%28.4%23.3%32.1%2.5%0.6%9.4M-194.8M-911.1K0.492.4022,88811,195168,156131,784
2020-01-14$27.60$25.0031.1%8.9%28.4%24.3%31.4%1.8%0.1%8.2M-197.9M-922.6K0.272.7117,6764,831168,995138,006
2020-01-15$26.69$25.0031.8%8.9%31.2%27.4%31.1%1.5%-0.9%5.6M-129.7M-918.6K0.232.2616,1023,776167,820140,380
2020-01-16$28.19$25.0032.2%9.1%36.2%29.2%32.0%0.9%-0.5%9.7M-238.3M-926.9K0.313.3047,60214,537172,119140,088
2020-01-17$28.45$25.0031.6%8.9%36.1%26.4%31.1%1.6%-0.6%12.7M-249.7M-929.9K0.212.4727,5115,724180,241148,087
2020-01-21$27.40$25.0033.5%9.5%38.9%35.2%33.6%1.3%0.0%3.6M-121.4M-955.7K0.442.7318,9828,306125,97191,622
2020-01-22$27.71$25.0032.3%9.2%38.8%29.6%32.4%1.3%0.3%4.7M-141.9M-965.7K0.233.1215,7513,689134,09296,033
2020-01-23$27.97$25.0032.9%9.4%37.9%32.5%33.1%1.0%-0.1%4.7M-151.8M-951.4K0.163.3913,9212,164134,50798,419
2020-01-24$27.24$25.0034.8%10.0%39.3%41.5%34.8%2.3%-0.4%3.7M-106.1M-963.9K0.933.1715,60914,492136,144100,026
2020-01-27$25.94$25.0037.6%10.9%42.8%54.8%37.5%3.8%4.5%2.0M-53.6M-947.9K0.782.788,1126,348128,39694,312
2020-01-28$26.39$25.0035.5%10.2%43.3%44.8%36.0%3.0%4.7%2.6M-74.3M-974.7K1.622.767,31111,825131,15297,988
2020-01-29$25.14$25.0036.7%10.7%46.3%50.8%36.6%2.3%2.4%221.7K-15.7M-945.1K0.403.0529,67011,828132,214100,368
2020-01-30$24.64$25.0038.5%10.8%46.5%59.1%37.9%2.7%3.8%314.7K-6.8M-983.7K0.203.0449,2179,833150,050104,791
2020-01-31$24.02$25.0040.3%12.0%46.1%67.7%41.2%3.1%4.7%-407.7K12.2M-969.3K0.723.5427,75020,102161,754106,098