MRVL Options History — February 2022

In February 2022, MRVL traded between $65.02 and $77.77. ATM implied volatility averaged 68.8%, placing in the 90.8% IV rank vs the trailing year. The 30-day expected move averaged 19.7%. IV traded above realized volatility by 0.3% (HV 20d: 68.5%). Max pain ranged from $70.00 to $76.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 2 of 19 days. Put/call ratio averaged 0.54.

Notable Days

  • 2022-02-17: Highest Volume — 76,030 contracts
  • 2022-02-17: Largest IV spike — 11.5% change
  • 2022-02-14: Highest IV Rank — 100.0%
  • 2022-02-28: Largest Expected Move — 25.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$70.39$65.02$77.77$71.89$67.70
Max Pain$70.58$70.00$76.00$76.00$70.00
ATM IV68.8%60.1%75.7%61.8%73.7%
Expected Move19.7%14.8%25.3%15.0%25.3%
HV 20d68.5%57.1%75.4%57.1%74.4%
HV 60d59.7%53.6%64.3%53.6%63.8%
IV Rank90.8%76.0%100.0%79.9%95.9%
IV Percentile98.7%95.2%100.0%98.8%98.0%
Term Structure-2.8%-10.2%6.7%-2.6%-0.6%
VWIV68.8%52.1%88.6%54.6%88.6%
Skew 25d7.9%2.1%11.4%9.5%11.4%
Skew 10d17.4%4.0%29.0%29.0%19.1%
Call IV 25d65.7%57.6%73.1%59.8%67.6%
Put IV 25d73.6%59.7%81.4%69.3%79.0%
Bid-Ask Spread %13.196.4725.119.4515.79
Gamma HHI0.070.070.080.070.08
Net GEX11.1M6.5M18.9M9.3M14.2M
Net DEX-259.0M-632.6M-70.8M-244.6M-274.6M
Net VEX-3.2M-3.5M-3.0M-3.2M-3.2M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.540.161.021.020.64
Total Volume41,448.52619,32476,03029,22333,332
Total OI379,604.684346,478438,285346,478382,782

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-02-01$71.89$76.0061.8%15.0%57.1%79.9%54.6%9.5%-2.6%9.3M-244.6M-3.2M1.029.4514,49114,732227,760118,718
2022-02-02$73.46$75.0064.5%14.8%58.2%86.2%52.1%11.4%6.7%10.7M-328.1M-3.3M0.606.4723,64814,302231,062123,587
2022-02-03$69.06$70.0067.9%17.9%60.1%94.2%62.6%8.7%-10.2%7.9M-126.7M-3.1M0.8019.0015,34712,246240,973126,484
2022-02-04$71.33$70.0063.2%17.4%61.7%83.3%60.6%6.0%-9.5%7.9M-233.3M-3.2M0.6314.6518,16311,471244,288129,981
2022-02-07$71.57$70.0063.2%17.7%61.4%83.4%63.0%3.8%-3.6%8.3M-236.9M-3.2M0.4911.1812,9336,391230,412122,554
2022-02-08$76.23$70.0062.9%17.5%66.2%82.5%62.9%9.2%-0.8%13.4M-494.5M-3.3M0.1619.9148,2077,650234,632123,850
2022-02-09$77.77$70.0060.1%16.8%63.8%76.0%61.8%2.1%-1.4%18.9M-632.6M-3.4M0.5710.5927,32415,502250,329126,345
2022-02-10$73.60$70.0065.3%18.2%66.2%88.2%64.4%5.9%-2.3%14.6M-397.4M-3.4M0.6010.2123,39513,942260,299128,786
2022-02-11$67.87$70.0069.7%20.6%68.7%98.4%71.3%7.0%5.8%6.5M-70.8M-3.2M0.9122.9233,05130,173265,939132,561
2022-02-14$67.25$70.0073.7%20.8%66.9%100.0%71.7%9.0%-1.9%6.5M-78.4M-3.1M0.7911.7724,76919,664259,649130,882
2022-02-15$73.85$70.0068.0%19.4%73.5%87.8%67.9%8.3%-2.5%14.7M-429.3M-3.5M0.428.4325,29510,524265,589133,911
2022-02-16$71.88$70.0067.8%19.4%74.0%87.4%68.4%6.9%-4.6%12.8M-313.1M-3.4M0.3615.2125,6739,248269,614135,370
2022-02-17$67.70$70.0075.6%21.9%75.4%100.0%75.3%8.1%-5.2%7.3M-88.8M-3.2M0.268.4460,54215,488276,739136,636
2022-02-18$67.69$70.0074.9%21.8%75.3%98.4%74.3%9.2%-3.3%11.1M-146.9M-3.3M0.487.6033,12215,758297,446140,839
2022-02-22$67.35$70.0074.6%22.1%74.9%97.7%76.2%6.8%-5.7%10.7M-206.2M-3.1M0.387.2824,3279,338243,329110,348
2022-02-23$65.02$70.0075.7%23.3%73.8%100.0%78.6%9.6%-8.6%8.4M-95.4M-3.0M0.2511.0436,8739,383244,535112,295
2022-02-24$67.75$70.0074.5%23.0%75.4%97.5%80.3%10.6%-1.8%12.2M-243.3M-3.2M0.4625.1124,22211,178256,827115,812
2022-02-25$68.46$70.0070.5%21.7%74.3%89.3%73.4%6.7%-0.3%15.5M-280.7M-3.2M0.3515.5641,23814,580263,113118,213
2022-02-28$67.70$70.0073.7%25.3%74.4%95.9%88.6%11.4%-0.6%14.2M-274.6M-3.2M0.6415.7920,27413,058269,715113,067