MRVL Options History — August 2021

In August 2021, MRVL traded between $58.27 and $63.14. ATM implied volatility averaged 37.2%, placing in the 19.9% IV rank vs the trailing year. The 30-day expected move averaged 10.4%. IV traded above realized volatility by 13.2% (HV 20d: 24.0%). Max pain ranged from $52.50 to $60.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.62.

Notable Days

2021-08-26: Highest Volume — 83,550 contracts
2021-08-27: Largest IV drop — 21.2% change
2021-08-18: Highest IV Rank — 26.2%
2021-08-26: Largest Expected Move — 11.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$60.72	$58.27	$63.14	$60.67	$61.53
Max Pain	$58.57	$52.50	$60.00	$52.50	$60.00
ATM IV	37.2%	28.6%	39.9%	37.3%	28.9%
Expected Move	10.4%	7.9%	11.9%	9.3%	7.9%
HV 20d	24.0%	19.3%	28.1%	27.9%	22.4%
HV 60d	27.6%	25.4%	32.5%	32.5%	26.3%
IV Rank	19.9%	0.0%	26.2%	20.0%	0.8%
IV Percentile	22.0%	0.0%	32.9%	21.0%	0.4%
Term Structure	-1.1%	-3.2%	1.1%	0.1%	0.4%
VWIV	36.4%	27.4%	42.3%	32.1%	27.4%
Skew 25d	2.9%	-0.4%	6.3%	6.3%	3.3%
Skew 10d	8.0%	4.0%	17.8%	12.5%	6.1%
Call IV 25d	36.4%	27.9%	39.4%	35.9%	28.1%
Put IV 25d	39.3%	30.7%	44.0%	42.2%	31.4%
Bid-Ask Spread %	12.91	2.55	48.14	11.83	3.26
Gamma HHI	0.15	0.08	0.22	0.18	0.08
Net GEX	9.3M	3.3M	13.8M	12.1M	8.8M
Net DEX	-415.9M	-568.2M	-303.3M	-503.3M	-355.2M
Net VEX	-1.8M	-1.9M	-1.7M	-1.9M	-1.8M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.62	0.32	1.18	0.40	0.58
Total Volume	22,867.182	7,950	83,550	14,776	10,112
Total OI	293,209.364	220,847	334,872	300,348	262,315

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
2021-08-02	$60.67	$52.50	37.3%	9.3%	27.9%	20.0%	32.1%	6.3%	0.1%	12.1M	-503.3M	-1.9M	0.40	11.83	10,532	4,244	160,080	140,268
2021-08-03	$61.03	$53.00	38.0%	9.0%	27.9%	21.7%	31.4%	1.1%	-1.5%	13.0M	-524.4M	-1.9M	0.32	18.37	13,436	4,259	162,383	142,257
2021-08-04	$61.88	$53.00	39.1%	9.2%	27.4%	24.3%	32.2%	2.9%	-1.2%	13.7M	-568.2M	-1.8M	0.45	4.07	12,592	5,658	164,266	143,876
2021-08-05	$60.95	$57.50	39.6%	10.9%	27.8%	25.6%	37.7%	0.7%	-1.9%	13.6M	-517.7M	-1.9M	0.53	8.00	9,073	4,805	166,527	144,444
2021-08-06	$60.66	$57.50	38.1%	10.7%	27.8%	22.1%	37.1%	-0.4%	-3.0%	13.4M	-499.8M	-1.9M	0.37	6.28	8,393	3,100	168,018	145,889
2021-08-09	$60.52	$57.50	37.3%	10.7%	27.8%	20.1%	37.2%	2.5%	1.1%	11.3M	-455.6M	-1.8M	0.47	21.20	8,786	4,167	160,368	143,528
2021-08-10	$59.84	$57.50	39.5%	10.9%	28.1%	25.4%	38.0%	2.2%	-1.9%	10.5M	-423.1M	-1.9M	1.18	20.33	4,954	5,851	162,583	144,262
2021-08-11	$59.84	$60.00	37.8%	10.7%	27.6%	21.2%	37.6%	3.0%	-0.4%	10.7M	-422.7M	-1.8M	0.51	3.22	5,248	2,702	167,598	147,359
2021-08-12	$60.14	$60.00	37.9%	11.0%	27.2%	21.5%	38.2%	1.5%	0.3%	10.8M	-432.6M	-1.9M	0.53	48.14	15,008	8,007	169,681	150,808
2021-08-13	$60.25	$60.00	37.6%	10.6%	23.7%	20.9%	37.0%	1.2%	-1.1%	13.8M	-445.1M	-1.9M	1.17	9.92	6,116	7,143	172,289	152,396
2021-08-16	$59.09	$60.00	38.1%	10.8%	25.2%	22.0%	38.2%	3.8%	-0.8%	9.4M	-363.3M	-1.8M	0.62	6.16	9,140	5,624	168,081	150,556
2021-08-17	$58.47	$60.00	39.8%	11.4%	20.7%	26.0%	39.7%	3.7%	-1.5%	6.8M	-317.9M	-1.8M	1.02	5.01	5,375	5,476	169,543	153,669
2021-08-18	$58.27	$60.00	39.9%	11.4%	19.3%	26.2%	39.7%	3.4%	-1.6%	5.8M	-303.3M	-1.8M	0.33	30.38	12,926	4,219	171,443	157,107
2021-08-19	$58.99	$60.00	39.8%	11.5%	19.7%	26.1%	40.7%	4.7%	-0.7%	9.3M	-340.8M	-1.8M	0.48	11.97	17,838	8,606	172,846	157,776
2021-08-20	$59.73	$60.00	38.2%	11.0%	19.3%	22.2%	39.5%	4.9%	-1.0%	3.3M	-378.4M	-1.8M	0.48	2.55	12,665	6,139	174,607	160,265
2021-08-23	$61.91	$60.00	38.0%	11.0%	23.0%	21.6%	38.9%	3.4%	-1.5%	5.8M	-359.3M	-1.8M	0.66	5.87	19,833	13,115	117,331	103,516
2021-08-24	$62.45	$60.00	38.1%	11.1%	21.2%	22.0%	39.7%	2.9%	-2.9%	6.4M	-394.8M	-1.7M	0.80	5.05	12,679	10,159	120,123	105,923
2021-08-25	$63.06	$60.00	37.4%	11.6%	20.1%	20.3%	40.8%	3.1%	-1.4%	6.2M	-419.0M	-1.8M	0.45	26.50	13,672	6,144	127,022	115,746
2021-08-26	$63.14	$60.00	38.7%	11.9%	19.3%	23.5%	42.3%	3.9%	-3.2%	5.7M	-408.6M	-1.8M	0.89	21.35	44,196	39,354	129,966	122,544
2021-08-27	$61.39	$60.00	30.5%	7.9%	22.1%	3.7%	28.4%	2.6%	-1.2%	4.7M	-345.9M	-1.7M	0.88	7.23	43,828	38,617	135,521	126,018
2021-08-30	$61.92	$60.00	28.6%	7.9%	22.3%	0.0%	27.6%	2.8%	0.9%	9.1M	-370.5M	-1.7M	0.57	7.40	12,250	7,037	130,294	109,514
2021-08-31	$61.53	$60.00	28.9%	7.9%	22.4%	0.8%	27.4%	3.3%	0.4%	8.8M	-355.2M	-1.8M	0.58	3.26	6,393	3,719	144,789	117,526