MRVL Options History — October 2021

In October 2021, MRVL traded between $57.66 and $68.49. ATM implied volatility averaged 31.2%, placing in the 8.8% IV rank vs the trailing year. The 30-day expected move averaged 8.9%. IV traded below realized volatility by 5.0% (HV 20d: 36.2%). Max pain ranged from $55.00 to $62.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.43.

Notable Days

  • 2021-10-07: Highest Volume — 79,421 contracts
  • 2021-10-04: Largest IV spike — 11.5% change
  • 2021-10-08: Highest IV Rank — 20.8%
  • 2021-10-04: Largest Expected Move — 10.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$65.11$57.66$68.49$59.89$68.49
Max Pain$58.55$55.00$62.00$62.00$60.00
ATM IV31.2%27.9%36.3%32.0%32.6%
Expected Move8.9%8.0%10.2%9.8%8.8%
HV 20d36.2%25.4%40.1%25.4%33.8%
HV 60d28.0%24.8%30.0%24.8%27.4%
IV Rank8.8%1.2%20.8%10.7%12.1%
IV Percentile13.8%0.4%31.3%17.5%23.8%
Term Structure1.1%-7.6%7.3%1.1%5.7%
VWIV31.5%28.4%35.3%34.8%30.9%
Skew 25d3.5%-2.5%7.3%4.2%3.5%
Skew 10d11.5%1.2%26.4%7.5%15.2%
Call IV 25d30.5%27.1%36.5%31.5%30.1%
Put IV 25d34.1%30.3%40.0%35.7%33.5%
Bid-Ask Spread %15.072.9454.8854.883.23
Gamma HHI0.140.080.380.130.15
Net GEX16.7M-1.8M38.5M-1.8M21.0M
Net DEX-527.1M-702.1M-147.2M-227.5M-656.1M
Net VEX-1.7M-1.8M-1.6M-1.7M-1.8M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.430.100.900.410.90
Total Volume28,720.04812,19779,42128,98716,887
Total OI285,915.619252,172308,539274,656296,550

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-10-01$59.89$62.0032.0%9.8%25.4%10.7%34.8%4.2%1.1%-1.8M-227.5M-1.7M0.4154.8820,5598,428148,930125,726
2021-10-04$57.66$55.0035.7%10.2%28.3%19.3%35.3%3.5%0.8%425.4K-147.2M-1.7M0.1030.0343,2044,266140,951119,170
2021-10-05$59.50$55.0033.4%9.4%30.9%14.0%33.4%4.9%0.1%4.3M-232.8M-1.6M0.1040.7839,0453,885145,700121,546
2021-10-06$63.49$55.0033.7%9.6%38.4%14.6%33.9%4.4%0.6%25.0M-574.7M-1.7M0.3748.1343,76016,180175,682122,868
2021-10-07$65.19$55.0033.2%9.4%39.1%13.5%34.1%2.8%0.1%27.0M-702.1M-1.6M0.348.3259,45419,967172,385123,962
2021-10-08$64.83$55.0036.3%9.1%39.1%20.8%33.0%7.2%-7.6%38.5M-674.8M-1.6M0.4318.7326,11111,148174,121129,245
2021-10-11$63.83$57.5032.2%9.0%39.5%11.2%33.0%3.0%-0.6%18.3M-495.3M-1.8M0.2331.7319,1544,393164,565124,989
2021-10-12$63.57$57.5031.9%9.4%39.5%10.5%32.9%3.0%0.3%17.6M-469.9M-1.8M0.5924.6814,7838,750168,415131,139
2021-10-13$63.41$57.5032.3%9.0%39.5%11.3%31.3%2.6%-0.7%15.7M-441.2M-1.7M0.3913.698,7733,424167,526132,290
2021-10-14$64.91$60.0030.5%8.4%40.1%7.2%29.9%5.7%-1.0%22.0M-556.6M-1.7M0.374.0115,5625,725171,059136,143
2021-10-15$65.73$60.0027.9%8.0%39.8%1.2%28.4%3.6%-0.2%17.1M-635.3M-1.6M0.473.2511,6495,458171,614136,925
2021-10-18$67.01$60.0027.9%8.0%37.6%1.2%28.5%3.0%0.2%13.8M-539.1M-1.6M0.365.359,7013,482134,372117,800
2021-10-19$67.67$60.0028.6%8.2%37.5%2.9%28.9%2.5%-0.9%14.1M-574.4M-1.6M0.253.9822,2195,552136,447119,486
2021-10-20$67.22$60.0028.3%8.1%36.9%2.1%29.4%2.5%-0.1%15.7M-579.4M-1.7M0.582.9417,0049,819150,398124,027
2021-10-21$66.81$60.0029.0%8.3%36.9%3.9%29.1%2.0%1.0%19.1M-569.2M-1.8M0.694.9310,3887,198156,612126,948
2021-10-22$66.25$60.0029.6%8.6%37.0%5.1%30.0%2.2%-0.9%14.0M-534.8M-1.8M0.343.1818,0106,167158,476128,358
2021-10-25$67.73$60.0029.4%8.7%37.4%4.6%30.5%7.3%7.3%16.1M-595.7M-1.8M0.434.6917,3417,507152,404123,887
2021-10-26$68.01$60.0028.9%8.9%34.6%3.6%31.2%-2.5%7.0%17.6M-612.8M-1.8M0.472.9616,6967,909159,668126,979
2021-10-27$67.92$60.0029.6%9.0%34.4%5.3%32.0%5.1%5.8%17.2M-619.5M-1.8M0.613.4511,0636,751163,921128,211
2021-10-28$68.12$60.0031.8%8.8%34.3%10.2%31.4%4.0%5.1%18.6M-631.8M-1.8M0.633.479,6446,105165,923128,810
2021-10-29$68.49$60.0032.6%8.8%33.8%12.1%30.9%3.5%5.7%21.0M-656.1M-1.8M0.903.238,8788,009167,192129,358