MRVL Options History — July 2020

In July 2020, MRVL traded between $34.64 and $38.34. ATM implied volatility averaged 43.2%, placing in the 18.3% IV rank vs the trailing year. The 30-day expected move averaged 11.8%. IV traded above realized volatility by 11.6% (HV 20d: 31.6%). Max pain ranged from $27.00 to $32.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 0.38.

Notable Days

2020-07-08: Highest Volume — 60,810 contracts
2020-07-27: Largest IV spike — 10.5% change
2020-07-30: Highest IV Rank — 22.8%
2020-07-14: Largest Expected Move — 13.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$36.21	$34.64	$38.34	$34.64	$36.40
Max Pain	$29.34	$27.00	$32.50	$32.00	$30.00
ATM IV	43.2%	39.2%	47.4%	42.1%	46.5%
Expected Move	11.8%	10.4%	13.2%	11.7%	10.7%
HV 20d	31.6%	28.0%	35.4%	31.3%	29.0%
HV 60d	38.9%	36.2%	40.2%	39.8%	36.2%
IV Rank	18.3%	14.0%	22.8%	17.1%	21.9%
IV Percentile	61.9%	42.1%	76.6%	60.3%	73.4%
Term Structure	0.6%	-7.0%	8.7%	0.1%	-4.7%
VWIV	42.1%	37.0%	47.9%	42.9%	38.3%
Skew 25d	2.9%	-0.5%	16.2%	-0.1%	10.4%
Skew 10d	6.5%	-12.1%	50.5%	-0.9%	21.3%
Call IV 25d	43.1%	38.0%	55.0%	42.3%	47.7%
Put IV 25d	46.0%	39.9%	71.2%	42.3%	58.1%
Bid-Ask Spread %	6.05	3.07	16.67	9.70	4.50
Gamma HHI	0.12	0.09	0.21	0.15	0.11
Net GEX	8.6M	4.4M	14.6M	7.8M	9.9M
Net DEX	-292.6M	-432.2M	-217.2M	-260.8M	-300.0M
Net VEX	-1.3M	-1.4M	-1.2M	-1.3M	-1.3M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.38	0.08	2.71	0.15	0.26
Total Volume	20,687.591	8,449	60,810	17,664	21,958
Total OI	270,961.818	236,087	299,220	282,739	265,221

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
2020-07-01	$34.64	$32.00	42.1%	11.7%	31.3%	17.1%	42.9%	-0.1%	0.1%	7.8M	-260.8M	-1.3M	0.15	9.70	15,321	2,343	184,995	97,744
2020-07-02	$35.09	$32.50	40.3%	10.6%	31.5%	15.2%	38.1%	1.8%	0.1%	10.5M	-282.4M	-1.4M	0.19	16.67	11,298	2,176	190,476	98,857
2020-07-06	$35.97	$27.00	42.0%	11.9%	32.6%	17.0%	42.0%	2.3%	-0.1%	9.3M	-316.2M	-1.3M	0.18	10.86	24,248	4,473	184,660	95,781
2020-07-07	$35.67	$27.00	41.2%	11.8%	31.2%	16.2%	41.8%	0.3%	-0.4%	9.1M	-299.8M	-1.3M	0.15	3.54	8,296	1,274	185,847	96,358
2020-07-08	$37.30	$27.00	45.1%	12.7%	34.7%	20.3%	44.3%	0.8%	-0.4%	10.5M	-377.5M	-1.3M	0.08	4.30	56,371	4,439	185,745	96,897
2020-07-09	$38.10	$27.00	45.8%	13.0%	35.4%	21.1%	46.9%	5.3%	-1.2%	13.1M	-432.2M	-1.3M	0.11	7.14	38,492	4,224	199,230	98,670
2020-07-10	$38.34	$29.00	44.7%	13.1%	28.6%	19.9%	46.3%	1.7%	-0.1%	14.6M	-400.1M	-1.4M	0.25	9.73	16,329	4,112	194,471	100,990
2020-07-13	$37.03	$29.00	44.9%	13.2%	32.2%	20.1%	47.9%	2.4%	2.1%	10.9M	-323.5M	-1.3M	0.23	8.11	25,149	5,691	187,619	98,738
2020-07-14	$37.09	$29.00	45.1%	13.2%	31.9%	20.4%	47.4%	-0.5%	1.4%	10.9M	-321.1M	-1.3M	0.41	3.56	11,141	4,521	189,633	101,090
2020-07-15	$37.01	$29.00	44.6%	12.9%	31.8%	19.8%	46.4%	0.9%	0.4%	10.9M	-318.5M	-1.3M	0.49	5.33	14,255	7,040	191,712	102,755
2020-07-16	$36.50	$29.00	44.4%	12.8%	32.2%	19.6%	46.1%	0.9%	-0.7%	8.5M	-292.4M	-1.3M	0.36	3.07	7,334	2,650	192,637	103,872
2020-07-17	$36.53	$29.00	41.7%	11.7%	31.4%	16.7%	42.3%	0.7%	-1.9%	8.2M	-294.9M	-1.3M	0.21	3.25	9,705	2,054	194,162	105,058
2020-07-20	$36.90	$29.00	40.0%	11.5%	31.3%	14.9%	41.8%	1.1%	4.1%	6.2M	-283.9M	-1.3M	0.22	3.51	7,403	1,627	158,007	88,415
2020-07-21	$36.22	$30.00	40.4%	11.6%	32.0%	15.4%	41.1%	2.0%	6.7%	6.1M	-260.7M	-1.3M	0.28	3.75	11,466	3,218	160,248	89,316
2020-07-22	$35.98	$30.00	39.2%	11.2%	32.0%	14.0%	40.0%	1.1%	8.7%	6.3M	-253.8M	-1.3M	2.71	3.65	9,016	24,477	164,651	90,977
2020-07-23	$35.40	$30.00	39.7%	11.0%	32.1%	14.6%	38.7%	1.9%	6.2%	5.9M	-231.8M	-1.2M	0.34	4.28	9,277	3,171	166,974	69,113
2020-07-24	$35.06	$30.00	41.3%	11.0%	32.2%	16.3%	38.9%	2.5%	6.0%	4.4M	-217.2M	-1.2M	0.16	3.87	22,774	3,664	169,058	70,363
2020-07-27	$35.44	$30.00	45.6%	10.9%	32.1%	20.9%	38.7%	3.1%	-3.7%	6.1M	-243.6M	-1.2M	0.23	5.14	9,770	2,229	174,314	68,457
2020-07-28	$35.07	$30.00	45.6%	10.8%	32.4%	20.9%	38.6%	6.8%	-3.1%	6.0M	-229.6M	-1.2M	0.48	4.02	5,722	2,727	176,162	69,396
2020-07-29	$35.06	$30.00	43.2%	10.4%	28.0%	18.3%	37.0%	3.1%	0.8%	6.3M	-228.6M	-1.2M	0.79	7.34	5,288	4,166	178,734	70,114
2020-07-30	$35.92	$30.00	47.4%	10.8%	29.0%	22.8%	39.8%	16.2%	-7.0%	7.0M	-268.3M	-1.2M	0.17	7.81	20,745	3,493	180,818	72,825
2020-07-31	$36.40	$30.00	46.5%	10.7%	29.0%	21.9%	38.3%	10.4%	-4.7%	9.9M	-300.0M	-1.3M	0.26	4.50	17,423	4,535	191,493	73,728