MRVL Options History — July 2021

In July 2021, MRVL traded between $53.93 and $60.43. ATM implied volatility averaged 32.9%, placing in the 9.5% IV rank vs the trailing year. The 30-day expected move averaged 9.0%. IV traded above realized volatility by 4.9% (HV 20d: 28.1%). Max pain ranged from $49.00 to $54.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 0.61.

Notable Days

2021-07-29: Highest Volume — 25,944 contracts
2021-07-27: Largest IV spike — 9.3% change
2021-07-27: Highest IV Rank — 23.1%
2021-07-08: Largest Expected Move — 9.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$57.37	$53.93	$60.43	$57.25	$60.43
Max Pain	$50.79	$49.00	$54.00	$52.50	$52.50
ATM IV	32.9%	29.9%	38.6%	31.3%	38.3%
Expected Move	9.0%	7.6%	9.8%	8.1%	9.1%
HV 20d	28.1%	24.7%	32.0%	29.0%	27.9%
HV 60d	34.1%	32.5%	35.0%	35.0%	32.5%
IV Rank	9.5%	2.3%	23.1%	5.6%	22.4%
IV Percentile	9.3%	0.8%	22.2%	4.0%	21.8%
Term Structure	1.5%	-1.4%	7.2%	-0.4%	-0.4%
VWIV	31.9%	27.3%	34.9%	29.3%	32.0%
Skew 25d	0.9%	-8.9%	11.3%	-0.7%	2.3%
Skew 10d	4.8%	-3.9%	12.0%	2.2%	12.0%
Call IV 25d	34.1%	30.1%	40.5%	31.6%	36.8%
Put IV 25d	34.9%	30.7%	42.8%	30.9%	39.1%
Bid-Ask Spread %	14.96	2.30	52.44	50.51	13.11
Gamma HHI	0.15	0.09	0.38	0.12	0.22
Net GEX	9.4M	-3.2M	23.9M	9.5M	13.5M
Net DEX	-379.3M	-523.1M	-195.6M	-417.5M	-523.1M
Net VEX	-1.9M	-2.0M	-1.8M	-2.0M	-1.9M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.61	0.25	1.08	0.50	0.38
Total Volume	15,583.476	5,961	25,944	11,966	14,756
Total OI	287,930.952	263,384	305,088	291,006	305,088

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
2021-07-01	$57.25	$52.50	31.3%	8.1%	29.0%	5.6%	29.3%	-0.7%	-0.4%	9.5M	-417.5M	-2.0M	0.50	50.51	7,998	3,968	161,348	129,658
2021-07-02	$57.41	$54.00	30.0%	7.6%	28.2%	2.5%	27.3%	1.1%	0.3%	10.2M	-426.9M	-1.9M	0.39	52.44	10,597	4,124	162,617	131,055
2021-07-06	$57.52	$49.00	30.9%	9.0%	27.9%	4.6%	33.7%	-1.0%	-0.6%	10.3M	-410.8M	-1.9M	0.82	2.95	9,381	7,732	156,396	124,253
2021-07-07	$56.75	$49.00	32.8%	9.3%	26.3%	9.1%	32.7%	-3.7%	0.7%	10.9M	-374.6M	-2.0M	0.25	12.92	11,634	2,860	160,625	129,696
2021-07-08	$56.17	$49.00	33.8%	9.8%	26.8%	11.7%	34.9%	0.8%	-1.4%	9.3M	-318.9M	-2.0M	0.59	12.95	6,472	3,845	157,359	130,773
2021-07-09	$56.93	$49.00	31.8%	8.9%	26.0%	6.8%	31.5%	11.3%	2.3%	23.9M	-351.9M	-2.0M	0.46	18.56	9,332	4,330	157,253	131,893
2021-07-12	$57.26	$49.00	30.2%	8.8%	26.0%	2.8%	31.2%	-8.9%	0.2%	8.8M	-367.8M	-1.9M	0.36	4.75	5,102	1,825	150,630	127,977
2021-07-13	$56.86	$49.00	30.7%	9.0%	24.7%	4.2%	32.1%	2.3%	1.4%	7.6M	-343.0M	-1.9M	0.80	5.66	3,305	2,656	151,674	128,848
2021-07-14	$56.25	$49.00	29.9%	8.9%	25.2%	2.3%	31.2%	-0.7%	1.8%	6.5M	-320.6M	-1.9M	0.31	10.80	8,749	2,708	152,552	130,657
2021-07-15	$55.70	$50.00	30.5%	9.0%	25.3%	3.6%	32.4%	-0.9%	1.3%	8.3M	-299.2M	-1.9M	0.79	12.61	13,659	10,768	157,481	132,294
2021-07-16	$53.93	$50.00	31.1%	8.8%	27.0%	5.1%	31.9%	-1.9%	0.7%	-3.2M	-195.6M	-1.9M	0.95	5.08	10,100	9,598	159,406	137,777
2021-07-19	$54.50	$50.00	33.6%	9.7%	27.1%	11.1%	34.6%	1.7%	6.4%	2.8M	-225.5M	-2.0M	1.02	5.82	9,026	9,167	140,477	122,907
2021-07-20	$56.97	$50.00	31.6%	9.1%	31.4%	6.4%	33.0%	0.9%	5.9%	6.9M	-346.3M	-2.0M	0.40	10.64	15,683	6,336	146,020	127,830
2021-07-21	$58.20	$50.00	31.4%	9.0%	31.9%	5.8%	31.8%	2.0%	4.4%	9.8M	-421.9M	-1.9M	1.08	20.50	10,567	11,377	153,115	130,715
2021-07-22	$57.90	$52.00	32.4%	8.9%	32.0%	8.2%	31.2%	2.3%	7.2%	5.9M	-403.3M	-1.9M	0.43	8.85	5,492	2,349	156,699	143,854
2021-07-23	$58.86	$52.50	33.6%	9.2%	30.8%	11.0%	32.2%	1.6%	3.9%	13.2M	-459.7M	-1.9M	0.28	4.24	16,134	4,459	158,895	145,228
2021-07-26	$58.97	$52.50	35.3%	9.0%	30.7%	15.2%	31.5%	2.2%	-1.3%	10.3M	-441.8M	-1.8M	1.05	2.30	5,703	5,982	151,530	127,115
2021-07-27	$57.72	$52.50	38.6%	9.5%	27.3%	23.1%	33.6%	1.7%	-0.9%	9.6M	-378.2M	-1.9M	0.98	13.08	11,277	11,001	155,322	129,203
2021-07-28	$59.08	$52.50	36.4%	9.2%	28.6%	17.8%	31.9%	4.3%	0.3%	10.7M	-433.8M	-1.9M	0.57	36.46	7,160	4,097	156,577	133,238
2021-07-29	$60.16	$52.50	37.6%	8.8%	29.2%	20.8%	30.3%	1.7%	-0.1%	12.6M	-505.0M	-1.8M	0.51	9.84	17,181	8,763	159,864	140,651
2021-07-30	$60.43	$52.50	38.3%	9.1%	27.9%	22.4%	32.0%	2.3%	-0.4%	13.5M	-523.1M	-1.9M	0.38	13.11	10,669	4,087	162,283	142,805