MRVL Options History — October 2020

In October 2020, MRVL traded between $37.22 and $44.75. ATM implied volatility averaged 43.7%, placing in the 18.8% IV rank vs the trailing year. The 30-day expected move averaged 12.4%. IV traded above realized volatility by 10.9% (HV 20d: 32.7%). Max pain ranged from $33.00 to $38.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 0.34.

Notable Days

  • 2020-10-29: Highest Volume — 139,202 contracts
  • 2020-10-28: Largest IV spike — 20.2% change
  • 2020-10-30: Highest IV Rank — 24.9%
  • 2020-10-30: Largest Expected Move — 14.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$41.59$37.22$44.75$40.05$37.22
Max Pain$35.36$33.00$38.00$38.00$36.00
ATM IV43.7%38.5%49.3%42.1%49.3%
Expected Move12.4%11.4%14.6%11.7%14.6%
HV 20d32.7%26.3%40.8%37.9%40.8%
HV 60d35.7%33.8%38.5%34.0%38.2%
IV Rank18.8%13.3%24.9%17.1%24.9%
IV Percentile51.1%21.0%78.6%46.8%78.6%
Term Structure2.9%-3.3%16.9%3.9%5.6%
VWIV43.7%39.9%51.4%40.9%51.4%
Skew 25d2.7%-1.4%9.8%4.5%-1.4%
Skew 10d9.4%-10.5%30.2%18.4%28.6%
Call IV 25d42.7%37.7%52.7%41.1%52.7%
Put IV 25d45.4%40.6%51.8%45.6%51.4%
Bid-Ask Spread %5.572.6813.695.028.22
Gamma HHI0.130.070.470.120.10
Net GEX14.1M3.9M30.6M14.6M6.4M
Net DEX-390.4M-748.6M-172.6M-397.1M-172.6M
Net VEX-1.3M-1.5M-1.2M-1.4M-1.5M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.340.070.920.250.92
Total Volume35,150.0458,158139,20215,99231,031
Total OI298,536.273248,421367,445303,006337,506

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2020-10-01$40.05$38.0042.1%11.7%37.9%17.1%40.9%4.5%3.9%14.6M-397.1M-1.4M0.255.0212,7943,198213,48189,525
2020-10-02$39.88$38.0044.0%11.9%27.7%19.1%41.7%3.1%2.5%12.1M-390.3M-1.4M0.565.2317,5699,818215,15691,900
2020-10-05$41.53$33.0044.9%13.0%29.8%20.2%46.4%5.3%-1.3%13.9M-462.4M-1.3M0.463.2532,88715,211208,85091,318
2020-10-06$42.09$34.0045.9%13.0%29.9%21.2%45.9%4.3%-0.2%15.4M-498.8M-1.4M0.295.1232,0769,205217,274102,024
2020-10-07$42.53$34.0048.0%13.2%27.2%23.5%47.3%-0.5%-0.5%16.0M-534.5M-1.3M0.163.3473,74211,672223,734105,092
2020-10-08$42.64$35.0045.6%12.9%26.3%20.9%45.7%2.9%-3.3%27.1M-547.4M-1.4M0.0713.69106,5067,293245,709112,031
2020-10-09$44.75$35.0043.7%12.2%30.4%18.9%43.0%-1.0%3.5%21.8M-748.6M-1.3M0.133.1870,9509,483253,402114,043
2020-10-12$43.62$35.0044.3%12.2%32.0%19.4%43.3%2.4%-1.9%22.9M-492.6M-1.3M0.403.8024,7189,961215,362100,339
2020-10-13$43.90$35.0043.4%12.1%31.3%18.5%42.7%3.0%-1.2%23.8M-507.1M-1.3M0.213.889,4262,024218,469107,164
2020-10-14$43.43$35.0043.5%12.1%31.0%18.6%42.7%2.2%-1.9%23.4M-469.3M-1.3M0.262.6811,7083,102219,778107,901
2020-10-15$43.11$35.0042.0%12.3%31.3%17.0%42.9%4.0%2.3%21.6M-434.8M-1.3M0.214.0511,8832,459220,022108,888
2020-10-16$43.19$35.0039.6%11.5%31.3%14.5%41.1%1.3%-0.2%30.6M-446.0M-1.3M0.313.8014,4104,495221,343109,664
2020-10-19$42.02$35.0041.6%11.7%33.0%16.6%40.5%2.5%1.2%7.6M-323.5M-1.2M0.257.1413,1993,259158,80489,617
2020-10-20$41.69$35.0041.4%11.9%33.3%16.3%41.5%2.6%0.6%7.4M-310.7M-1.2M0.224.807,6211,677162,50791,767
2020-10-21$40.40$35.0041.7%11.9%34.7%16.7%41.9%2.1%0.9%6.2M-255.3M-1.2M0.283.8811,9113,345165,35192,526
2020-10-22$41.05$35.0044.6%11.9%35.0%19.8%41.2%1.9%16.9%7.7M-286.0M-1.2M0.5511.528,0834,432168,86594,227
2020-10-23$41.41$36.0039.6%11.4%35.0%14.4%39.9%1.4%0.5%6.8M-308.9M-1.2M0.327.038,9492,893170,98196,780
2020-10-26$40.69$36.0042.8%11.9%32.1%17.9%41.1%9.8%6.7%6.9M-274.0M-1.2M0.304.647,8292,318161,74889,962
2020-10-27$41.73$36.0038.5%12.1%33.0%13.3%42.5%3.8%13.1%8.2M-321.7M-1.2M0.363.055,9942,164163,87391,485
2020-10-28$39.75$36.0046.2%13.9%37.7%21.5%48.2%2.7%12.1%5.4M-230.8M-1.2M0.606.767,9904,814164,86492,730
2020-10-29$38.34$36.0048.3%13.9%39.6%23.7%48.5%2.6%4.4%3.9M-175.4M-1.2M0.328.33105,12834,074167,54194,195
2020-10-30$37.22$36.0049.3%14.6%40.8%24.9%51.4%-1.4%5.6%6.4M-172.6M-1.5M0.928.2216,18014,851223,598113,908