MRVL Options History — June 2020

In June 2020, MRVL traded between $32.95 and $35.98. ATM implied volatility averaged 44.0%, placing in the 19.1% IV rank vs the trailing year. The 30-day expected move averaged 12.5%. IV traded above realized volatility by 0.6% (HV 20d: 43.3%). Max pain ranged from $29.00 to $32.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 0.35.

Notable Days

2020-06-03: Highest Volume — 77,915 contracts
2020-06-11: Largest IV spike — 12.1% change
2020-06-11: Highest IV Rank — 24.1%
2020-06-11: Largest Expected Move — 14.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$34.48	$32.95	$35.98	$32.95	$35.00
Max Pain	$31.09	$29.00	$32.00	$29.00	$32.00
ATM IV	44.0%	40.7%	48.6%	40.7%	42.7%
Expected Move	12.5%	11.4%	14.3%	11.5%	12.4%
HV 20d	43.3%	34.7%	47.9%	39.9%	35.1%
HV 60d	53.8%	40.1%	70.5%	70.3%	40.8%
IV Rank	19.1%	15.7%	24.1%	15.7%	17.8%
IV Percentile	68.7%	62.7%	79.0%	63.5%	62.7%
Term Structure	0.0%	-1.0%	1.5%	-0.5%	0.6%
VWIV	44.3%	40.9%	49.7%	40.9%	48.2%
Skew 25d	3.5%	-0.1%	6.3%	6.3%	3.1%
Skew 10d	6.3%	-0.0%	10.2%	10.2%	5.5%
Call IV 25d	43.0%	37.9%	48.3%	37.9%	42.7%
Put IV 25d	46.6%	43.8%	51.6%	44.2%	45.8%
Bid-Ask Spread %	6.28	2.74	14.59	2.92	5.16
Gamma HHI	0.13	0.10	0.17	0.14	0.14
Net GEX	6.8M	2.4M	9.7M	9.7M	7.1M
Net DEX	-313.1M	-434.7M	-204.5M	-314.9M	-275.6M
Net VEX	-1.3M	-1.4M	-1.2M	-1.2M	-1.3M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.35	0.05	1.02	0.17	0.11
Total Volume	25,154.136	6,741	77,915	32,108	28,369
Total OI	285,489.273	256,148	308,106	256,148	268,955

Daily Data (22 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Vol	Put Vol	Call OI	Put OI
2020-06-01	$32.95	$29.00	40.7%	11.5%	39.9%	15.7%	40.9%	6.3%	-0.5%	9.7M	-314.9M	-1.2M	0.17	2.92	27,476	4,632	166,951	89,197
2020-06-02	$34.43	$29.00	42.0%	11.9%	41.3%	17.0%	42.7%	3.6%	-1.0%	9.2M	-378.7M	-1.2M	0.39	2.74	41,734	16,399	167,697	91,939
2020-06-03	$35.98	$29.00	44.5%	12.4%	42.6%	19.7%	47.2%	3.3%	-0.2%	7.9M	-434.7M	-1.3M	0.18	3.32	66,067	11,848	171,203	104,727
2020-06-04	$35.55	$30.00	43.6%	12.3%	43.6%	18.8%	44.1%	3.2%	-0.5%	7.9M	-422.4M	-1.3M	0.38	6.67	35,745	13,689	185,536	109,412
2020-06-05	$35.89	$30.00	40.9%	11.4%	42.8%	15.8%	40.9%	3.7%	-0.0%	7.6M	-416.8M	-1.3M	0.51	3.60	17,960	9,220	187,413	113,054
2020-06-08	$34.94	$31.00	42.0%	12.0%	45.3%	17.1%	42.6%	2.6%	0.4%	6.6M	-344.3M	-1.3M	0.51	3.63	20,456	10,525	176,539	105,874
2020-06-09	$35.24	$31.00	44.4%	12.8%	44.5%	19.6%	44.2%	2.6%	0.1%	6.7M	-356.6M	-1.4M	0.18	5.38	29,226	5,303	184,283	108,569
2020-06-10	$35.34	$31.00	43.4%	12.5%	43.6%	18.5%	43.5%	-0.1%	-0.5%	7.4M	-374.0M	-1.4M	0.27	13.93	14,149	3,782	195,330	110,260
2020-06-11	$33.56	$31.00	48.6%	14.3%	47.8%	24.1%	49.7%	3.3%	1.5%	6.2M	-281.7M	-1.4M	0.35	14.59	20,968	7,259	195,819	111,953
2020-06-12	$33.57	$31.00	46.8%	13.3%	47.9%	22.2%	46.9%	4.0%	-0.5%	6.0M	-280.7M	-1.4M	0.38	5.15	11,582	4,358	196,414	111,692
2020-06-15	$34.12	$31.00	47.2%	13.6%	47.9%	22.5%	47.4%	4.9%	0.7%	6.9M	-305.1M	-1.4M	0.29	5.67	11,316	3,244	187,192	105,258
2020-06-16	$34.55	$31.00	45.3%	12.9%	45.9%	20.5%	45.7%	4.6%	0.4%	7.3M	-327.1M	-1.4M	0.39	6.18	9,252	3,611	190,364	106,725
2020-06-17	$35.01	$32.00	45.4%	13.0%	45.8%	20.6%	45.7%	4.1%	0.1%	7.5M	-350.5M	-1.4M	0.31	5.31	8,988	2,790	191,568	107,924
2020-06-18	$34.42	$32.00	45.3%	13.0%	45.0%	20.5%	45.4%	3.5%	-0.3%	7.2M	-317.7M	-1.4M	0.30	5.20	5,868	1,767	192,398	108,800
2020-06-19	$34.20	$32.00	44.2%	12.6%	45.3%	19.4%	44.2%	4.0%	0.9%	6.6M	-312.0M	-1.4M	0.53	5.02	6,698	3,547	193,112	108,525
2020-06-22	$34.69	$32.00	43.6%	12.2%	44.5%	18.8%	41.8%	3.2%	0.4%	5.6M	-262.3M	-1.3M	0.05	4.68	29,622	1,627	162,946	96,248
2020-06-23	$34.50	$32.00	43.1%	12.2%	44.7%	18.2%	42.2%	3.5%	0.2%	7.1M	-264.0M	-1.3M	0.38	13.95	15,054	5,665	176,288	97,050
2020-06-24	$33.99	$32.00	43.2%	12.3%	45.3%	18.3%	43.0%	3.6%	0.2%	5.9M	-236.6M	-1.3M	0.36	7.49	10,924	3,895	176,333	98,871
2020-06-25	$33.73	$32.00	42.7%	12.0%	44.4%	17.8%	42.6%	4.2%	-0.8%	5.8M	-220.3M	-1.3M	1.02	5.74	5,573	5,663	178,238	100,996
2020-06-26	$33.42	$32.00	43.4%	12.4%	35.1%	18.6%	42.8%	2.7%	-0.4%	2.4M	-204.5M	-1.3M	0.38	4.65	7,817	2,982	178,936	102,709
2020-06-29	$33.43	$32.00	44.1%	12.4%	34.7%	19.3%	42.7%	3.8%	0.1%	5.2M	-207.2M	-1.3M	0.34	7.09	5,014	1,727	170,994	96,472
2020-06-30	$35.00	$32.00	42.7%	12.4%	35.1%	17.8%	48.2%	3.1%	0.6%	7.1M	-275.6M	-1.3M	0.11	5.16	25,615	2,754	172,279	96,676