MRVL Options History — January 2022

In January 2022, MRVL traded between $65.35 and $89.33. ATM implied volatility averaged 47.6%, placing in the 47.0% IV rank vs the trailing year. The 30-day expected move averaged 13.7%. IV traded above realized volatility by 4.9% (HV 20d: 42.7%). Max pain ranged from $55.00 to $77.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 0.61.

Notable Days

2022-01-21: Highest Volume — 89,342 contracts
2022-01-21: Largest IV spike — 16.1% change
2022-01-31: Highest IV Rank — 77.9%
2022-01-27: Largest Expected Move — 17.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$77.91	$65.35	$89.33	$89.33	$70.50
Max Pain	$74.63	$55.00	$77.50	$55.00	$77.50
ATM IV	47.6%	33.7%	60.9%	33.7%	60.9%
Expected Move	13.7%	9.6%	17.9%	9.6%	15.7%
HV 20d	42.7%	33.4%	56.8%	39.9%	56.8%
HV 60d	47.2%	42.1%	53.6%	42.1%	53.6%
IV Rank	47.0%	14.7%	77.9%	14.7%	77.9%
IV Percentile	75.0%	29.4%	98.8%	29.4%	98.8%
Term Structure	1.6%	-2.7%	10.9%	-0.4%	-2.7%
VWIV	48.3%	33.8%	64.7%	33.8%	55.4%
Skew 25d	5.0%	1.8%	14.8%	1.8%	8.0%
Skew 10d	11.5%	-0.4%	26.6%	-0.4%	20.8%
Call IV 25d	46.4%	33.1%	60.9%	33.1%	60.9%
Put IV 25d	51.4%	34.9%	71.0%	34.9%	68.9%
Bid-Ask Spread %	12.13	3.48	40.66	3.48	8.01
Gamma HHI	0.08	0.06	0.13	0.13	0.07
Net GEX	12.2M	2.2M	31.5M	31.5M	7.1M
Net DEX	-390.4M	-1.15B	105.6M	-1.15B	-168.2M
Net VEX	-2.7M	-3.1M	-2.4M	-2.4M	-3.1M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.61	0.31	0.92	0.57	0.41
Total Volume	48,620.1	24,459	89,342	33,045	32,077
Total OI	375,390.1	296,472	447,201	364,560	337,638

Daily Data (20 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
2022-01-03	$89.33	$55.00	33.7%	9.6%	39.9%	14.7%	33.8%	1.8%	-0.4%	31.5M	-1.15B	-2.4M	0.57	3.48	21,106	11,939	237,125	127,435
2022-01-04	$88.34	$62.50	36.8%	10.3%	39.1%	21.9%	36.2%	2.6%	-0.8%	28.3M	-1.06B	-2.5M	0.42	3.60	34,765	14,447	236,133	131,356
2022-01-05	$84.73	$65.00	40.3%	11.6%	33.4%	29.9%	42.0%	3.2%	-0.4%	19.1M	-793.3M	-2.5M	0.66	16.22	36,092	23,928	239,947	135,449
2022-01-06	$85.46	$72.50	40.2%	11.3%	33.5%	29.7%	39.0%	3.3%	-0.2%	19.3M	-694.0M	-2.7M	0.42	40.66	30,085	12,782	231,108	143,942
2022-01-07	$83.13	$75.00	40.6%	11.5%	34.5%	30.6%	40.5%	2.8%	0.2%	12.6M	-536.2M	-2.6M	0.92	26.16	15,775	14,468	234,696	147,891
2022-01-10	$81.86	$77.50	43.7%	12.1%	34.4%	38.0%	43.2%	4.7%	-2.2%	13.7M	-488.2M	-2.6M	0.71	8.62	35,811	25,282	222,242	140,120
2022-01-11	$86.02	$77.50	39.4%	11.3%	38.8%	27.9%	39.4%	4.5%	0.0%	23.6M	-810.1M	-2.8M	0.65	4.98	25,024	16,305	235,493	147,543
2022-01-12	$84.93	$77.50	39.5%	11.2%	38.3%	28.2%	39.0%	3.1%	-1.0%	22.7M	-725.8M	-2.8M	0.76	9.51	13,883	10,576	240,241	151,158
2022-01-13	$79.90	$77.50	44.1%	12.7%	42.5%	38.9%	44.7%	4.1%	-0.0%	11.4M	-385.1M	-2.7M	0.58	11.07	33,128	19,200	243,667	153,722
2022-01-14	$82.63	$77.50	42.7%	12.4%	41.5%	35.5%	43.5%	4.5%	0.5%	15.9M	-585.0M	-3.0M	0.87	9.74	22,147	19,248	250,592	159,779
2022-01-18	$77.66	$77.50	47.5%	13.6%	46.8%	46.7%	49.2%	1.8%	-0.7%	6.4M	-271.7M	-2.7M	0.52	10.89	37,507	19,340	241,542	157,779
2022-01-19	$77.73	$77.50	47.0%	13.5%	46.8%	45.6%	47.4%	3.3%	-0.3%	6.2M	-281.9M	-2.8M	0.64	6.95	39,762	25,542	259,524	164,254
2022-01-20	$74.49	$77.50	47.5%	13.6%	47.7%	46.8%	48.2%	2.5%	-0.2%	4.3M	-67.7M	-2.6M	0.91	12.44	24,052	21,914	263,396	171,810
2022-01-21	$73.22	$77.50	55.1%	15.5%	46.5%	64.5%	55.1%	3.5%	3.1%	2.2M	14.6M	-2.7M	0.81	10.40	49,223	40,119	269,695	177,506
2022-01-24	$71.51	$77.50	58.1%	17.3%	46.5%	71.4%	61.6%	9.3%	7.9%	4.2M	-53.8M	-2.8M	0.47	12.23	37,558	17,727	187,999	108,473
2022-01-25	$67.97	$77.50	58.2%	17.7%	46.5%	71.7%	62.1%	7.2%	5.8%	4.1M	32.1M	-2.7M	0.31	9.62	29,893	9,159	204,318	114,636
2022-01-26	$67.87	$77.50	56.6%	17.4%	46.6%	67.8%	61.0%	6.3%	8.1%	4.4M	26.6M	-2.8M	0.47	17.22	29,494	13,828	213,494	119,149
2022-01-27	$65.51	$77.50	59.9%	17.9%	46.7%	75.6%	60.4%	8.8%	10.9%	2.9M	105.6M	-2.6M	0.64	9.43	35,507	22,592	222,883	121,640
2022-01-28	$65.35	$77.50	60.6%	17.6%	46.9%	77.3%	64.7%	14.8%	4.7%	3.7M	85.4M	-2.8M	0.42	11.41	35,997	15,120	233,515	128,912
2022-01-31	$70.50	$77.50	60.9%	15.7%	56.8%	77.9%	55.4%	8.0%	-2.7%	7.1M	-168.2M	-3.1M	0.41	8.01	22,669	9,408	221,012	116,626