MRVL Options History — June 2021

In June 2021, MRVL traded between $47.32 and $58.88. ATM implied volatility averaged 33.8%, placing in the 8.0% IV rank vs the trailing year. The 30-day expected move averaged 9.4%. IV traded above realized volatility by 2.4% (HV 20d: 31.4%). Max pain ranged from $46.00 to $52.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 16 of 22 days. Put/call ratio averaged 0.59.

Notable Days

2021-06-08: Highest Volume — 109,215 contracts
2021-06-08: Largest IV drop — 22.0% change
2021-06-04: Highest IV Rank — 34.7%
2021-06-02: Largest Expected Move — 12.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$53.07	$47.32	$58.88	$47.82	$58.51
Max Pain	$49.50	$46.00	$52.50	$46.00	$52.50
ATM IV	33.8%	29.0%	46.1%	40.5%	31.6%
Expected Move	9.4%	7.8%	12.6%	12.2%	8.4%
HV 20d	31.4%	23.6%	40.8%	40.3%	26.9%
HV 60d	36.7%	34.0%	43.0%	43.0%	34.7%
IV Rank	8.0%	0.0%	34.7%	19.5%	6.2%
IV Percentile	9.6%	0.0%	63.9%	18.7%	5.2%
Term Structure	0.5%	-4.6%	8.0%	-1.9%	0.1%
VWIV	33.9%	28.5%	44.0%	43.4%	30.3%
Skew 25d	0.9%	-2.1%	4.3%	1.3%	-2.1%
Skew 10d	5.2%	-2.4%	23.7%	2.0%	-0.9%
Call IV 25d	34.4%	30.0%	41.5%	41.5%	33.7%
Put IV 25d	35.3%	30.4%	43.8%	42.8%	31.5%
Bid-Ask Spread %	57.10	47.04	76.92	57.46	47.04
Gamma HHI	0.14	0.09	0.39	0.11	0.15
Net GEX	12.8M	5.9M	38.0M	9.6M	11.4M
Net DEX	-428.1M	-648.9M	-201.0M	-233.1M	-476.7M
Net VEX	-2.0M	-2.2M	-1.9M	-2.2M	-2.0M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.59	0.28	0.96	0.48	0.95
Total Volume	26,622.091	6,764	109,215	7,819	14,684
Total OI	314,490.318	266,765	368,208	312,386	283,619

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
2021-06-01	$47.82	$46.00	40.5%	12.2%	40.3%	19.5%	43.4%	1.3%	-1.9%	9.6M	-233.1M	-2.2M	0.48	57.46	5,298	2,521	192,833	119,553
2021-06-02	$47.39	$46.00	42.6%	12.6%	40.4%	25.3%	44.0%	2.4%	-4.6%	8.6M	-201.0M	-2.1M	0.57	59.71	4,300	2,464	193,845	120,889
2021-06-03	$47.32	$48.00	41.9%	11.2%	39.8%	23.4%	40.4%	4.3%	-1.4%	8.4M	-201.0M	-2.1M	0.70	59.69	9,688	6,814	195,757	121,713
2021-06-04	$48.66	$48.00	46.1%	10.8%	40.8%	34.7%	38.6%	3.3%	0.9%	13.5M	-304.1M	-2.1M	0.48	60.34	14,290	6,819	200,099	125,851
2021-06-07	$48.41	$48.00	42.3%	11.2%	40.7%	24.5%	39.4%	1.3%	-0.7%	9.0M	-268.4M	-2.1M	0.74	61.09	39,218	28,904	194,739	124,174
2021-06-08	$50.40	$48.00	33.0%	9.8%	40.6%	0.0%	35.1%	1.1%	1.8%	16.5M	-429.5M	-2.1M	0.66	63.13	65,652	43,563	214,395	143,787
2021-06-09	$50.38	$49.00	33.7%	9.6%	40.5%	1.9%	34.9%	1.0%	0.3%	20.2M	-424.3M	-2.1M	0.58	62.53	21,524	12,427	220,766	137,306
2021-06-10	$51.66	$49.00	31.4%	9.1%	31.6%	0.0%	32.7%	-1.2%	0.7%	23.7M	-515.2M	-2.1M	0.58	58.26	22,471	13,093	221,066	143,911
2021-06-11	$51.94	$49.00	29.8%	8.5%	31.5%	0.0%	31.4%	1.4%	-0.1%	38.0M	-532.2M	-2.1M	0.36	57.87	13,777	4,986	220,258	147,950
2021-06-14	$53.45	$49.00	31.3%	8.9%	30.2%	3.8%	32.6%	1.8%	0.9%	12.9M	-570.4M	-2.0M	0.79	58.86	21,910	17,226	198,191	125,940
2021-06-15	$53.62	$50.00	31.2%	8.9%	28.6%	3.5%	32.7%	1.7%	1.3%	12.6M	-556.1M	-2.0M	0.96	59.00	7,949	7,654	199,270	133,531
2021-06-16	$54.23	$50.00	30.6%	8.8%	28.4%	2.1%	32.2%	1.9%	1.6%	11.4M	-594.8M	-2.0M	0.56	76.92	16,042	8,987	200,134	135,464
2021-06-17	$55.34	$50.00	30.7%	8.7%	27.7%	2.2%	32.8%	1.2%	1.8%	10.8M	-648.9M	-1.9M	0.56	58.29	18,061	10,067	202,604	139,662
2021-06-18	$54.85	$50.00	33.1%	9.4%	25.2%	8.1%	34.5%	1.1%	0.1%	12.0M	-610.7M	-2.0M	0.56	58.56	13,748	7,766	201,693	144,568
2021-06-21	$54.83	$50.00	31.2%	8.7%	25.0%	3.5%	31.2%	0.8%	1.0%	5.9M	-346.1M	-1.9M	0.28	50.64	12,343	3,497	149,456	117,309
2021-06-22	$54.37	$50.00	31.4%	8.7%	23.6%	4.0%	31.8%	-1.5%	0.1%	6.5M	-329.6M	-2.0M	0.42	52.02	8,125	3,397	154,524	118,281
2021-06-23	$54.52	$50.00	30.5%	8.3%	23.6%	1.6%	30.2%	0.2%	0.8%	6.2M	-345.6M	-2.0M	0.72	50.04	6,511	4,665	153,361	118,101
2021-06-24	$56.22	$51.00	30.0%	8.1%	25.1%	0.6%	28.9%	-0.0%	8.0%	9.4M	-414.7M	-1.9M	0.51	54.53	15,428	7,830	154,587	120,783
2021-06-25	$56.11	$51.00	29.0%	7.8%	24.9%	0.0%	28.5%	0.4%	0.4%	12.0M	-421.1M	-1.9M	0.41	51.48	10,126	4,117	159,949	123,178
2021-06-28	$58.72	$52.50	31.3%	8.5%	28.2%	5.4%	31.1%	-1.0%	0.7%	11.1M	-487.8M	-1.9M	0.43	51.01	22,057	9,392	153,580	115,878
2021-06-29	$58.88	$52.00	31.3%	8.3%	27.1%	5.5%	29.9%	0.3%	-0.8%	11.9M	-507.1M	-1.9M	0.75	47.65	9,292	7,003	157,394	118,838
2021-06-30	$58.51	$52.50	31.6%	8.4%	26.9%	6.2%	30.3%	-2.1%	0.1%	11.4M	-476.7M	-2.0M	0.95	47.04	7,519	7,165	159,647	123,972