MRVL Options History — August 2020

In August 2020, MRVL traded between $32.93 and $38.83. ATM implied volatility averaged 46.2%, placing in the 21.5% IV rank vs the trailing year. The 30-day expected move averaged 13.0%. IV traded above realized volatility by 18.2% (HV 20d: 28.1%). Max pain ranged from $30.00 to $36.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.86.

Notable Days

2020-08-27: Highest Volume — 93,976 contracts
2020-08-28: Largest IV drop — 18.7% change
2020-08-27: Highest IV Rank — 25.8%
2020-08-27: Largest Expected Move — 14.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$35.42	$32.93	$38.83	$37.23	$38.83
Max Pain	$34.83	$30.00	$36.00	$30.00	$36.00
ATM IV	46.2%	40.4%	50.2%	44.9%	40.4%
Expected Move	13.0%	10.4%	14.9%	10.7%	11.0%
HV 20d	28.1%	24.1%	35.7%	28.8%	35.2%
HV 60d	34.8%	29.9%	37.0%	36.3%	31.8%
IV Rank	21.5%	15.3%	25.8%	20.1%	15.3%
IV Percentile	70.5%	44.8%	82.5%	67.1%	44.8%
Term Structure	0.3%	-2.8%	4.1%	0.3%	4.1%
VWIV	45.5%	37.2%	52.6%	38.8%	38.9%
Skew 25d	2.9%	-0.3%	6.6%	3.8%	5.8%
Skew 10d	5.8%	-3.6%	14.3%	7.4%	-0.3%
Call IV 25d	46.0%	38.7%	49.6%	45.3%	38.7%
Put IV 25d	49.0%	43.3%	54.4%	49.0%	44.5%
Bid-Ask Spread %	6.42	4.07	11.34	4.38	5.10
Gamma HHI	0.12	0.08	0.19	0.10	0.12
Net GEX	6.3M	745.9K	13.6M	9.5M	10.7M
Net DEX	-229.5M	-426.2M	-87.9M	-340.4M	-383.9M
Net VEX	-1.3M	-1.4M	-1.2M	-1.3M	-1.4M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.86	0.19	2.72	0.28	0.42
Total Volume	32,278.905	11,951	93,976	25,132	45,646
Total OI	294,859.429	257,932	338,511	261,002	267,807

Daily Data (21 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
2020-08-03	$37.23	$30.00	44.9%	10.7%	28.8%	20.1%	38.8%	3.8%	0.3%	9.5M	-340.4M	-1.3M	0.28	4.38	19,666	5,466	190,588	70,414
2020-08-04	$37.30	$30.00	45.8%	10.6%	28.6%	21.0%	37.8%	1.4%	-0.5%	9.8M	-344.9M	-1.3M	0.72	4.40	8,098	5,861	194,334	72,313
2020-08-05	$37.73	$30.00	46.4%	10.4%	24.1%	21.7%	37.2%	-0.3%	-2.8%	9.7M	-369.2M	-1.3M	0.29	4.12	9,264	2,687	196,986	75,856
2020-08-06	$36.34	$36.00	45.8%	13.1%	26.3%	21.1%	44.8%	2.5%	0.5%	7.3M	-292.7M	-1.3M	1.54	9.52	13,436	20,679	199,541	76,531
2020-08-07	$35.83	$36.00	46.5%	13.4%	26.4%	21.9%	46.8%	2.3%	0.2%	6.7M	-238.8M	-1.3M	1.24	9.68	14,252	17,707	203,645	88,104
2020-08-10	$35.33	$36.00	49.4%	14.1%	24.1%	24.9%	48.4%	3.2%	0.5%	5.2M	-229.8M	-1.3M	0.51	7.52	10,001	5,116	202,045	83,401
2020-08-11	$34.89	$36.00	46.5%	13.7%	24.3%	21.9%	47.5%	6.2%	3.0%	5.3M	-202.7M	-1.3M	0.40	8.00	8,922	3,582	205,575	85,574
2020-08-12	$35.43	$36.00	46.7%	13.5%	25.2%	22.0%	46.5%	4.2%	-0.2%	5.1M	-230.0M	-1.3M	1.43	7.43	7,358	10,507	207,812	87,026
2020-08-13	$34.69	$36.00	45.7%	13.2%	25.7%	21.0%	46.2%	-0.2%	1.8%	4.3M	-175.8M	-1.3M	1.52	4.21	8,525	12,939	210,588	92,590
2020-08-14	$33.62	$36.00	46.8%	13.6%	27.6%	22.2%	47.1%	6.6%	1.5%	6.0M	-117.2M	-1.2M	2.72	8.19	13,918	37,898	213,179	98,364
2020-08-17	$33.75	$36.00	46.0%	13.2%	27.3%	21.3%	46.1%	2.1%	-0.4%	2.9M	-151.8M	-1.3M	0.82	4.35	11,020	9,048	210,164	102,272
2020-08-18	$33.42	$36.00	46.8%	13.4%	26.9%	22.1%	46.1%	2.8%	-1.7%	1.6M	-125.3M	-1.2M	0.55	4.46	10,862	6,016	213,201	108,445
2020-08-19	$33.15	$36.00	47.6%	13.6%	26.9%	23.0%	48.5%	0.9%	-1.9%	745.9K	-101.9M	-1.2M	1.42	4.88	7,256	10,287	215,931	112,547
2020-08-20	$32.93	$35.00	46.0%	13.2%	26.5%	21.3%	46.3%	2.1%	-0.9%	4.2M	-87.9M	-1.2M	0.91	4.07	9,220	8,410	218,671	112,784
2020-08-21	$33.27	$35.00	47.7%	13.9%	26.9%	23.1%	49.2%	2.1%	-2.0%	7.9M	-117.5M	-1.2M	1.50	7.86	16,506	24,821	222,498	116,013
2020-08-24	$34.56	$35.00	46.4%	14.2%	30.2%	21.7%	48.5%	2.2%	1.4%	3.6M	-169.7M	-1.3M	0.20	10.71	29,564	5,926	169,844	88,088
2020-08-25	$35.23	$35.00	46.8%	13.9%	30.8%	22.2%	48.1%	4.3%	-0.6%	5.3M	-207.0M	-1.3M	0.27	4.60	16,582	4,539	182,781	91,294
2020-08-26	$35.68	$35.00	47.4%	14.4%	31.2%	22.7%	51.1%	1.4%	-0.6%	6.4M	-237.0M	-1.3M	0.41	4.19	31,476	13,055	188,299	92,580
2020-08-27	$36.27	$35.00	50.2%	14.9%	30.5%	25.8%	52.6%	5.4%	1.3%	7.0M	-269.5M	-1.4M	0.62	5.89	57,835	36,141	194,214	100,655
2020-08-28	$38.27	$35.50	40.8%	11.3%	35.7%	15.7%	39.4%	2.8%	3.6%	13.6M	-426.2M	-1.4M	0.19	11.34	73,491	14,274	216,010	113,484
2020-08-31	$38.83	$36.00	40.4%	11.0%	35.2%	15.3%	38.9%	5.8%	4.1%	10.7M	-383.9M	-1.4M	0.42	5.10	32,146	13,500	185,327	82,480