MRVL Options History — April 2022

In April 2022, MRVL traded between $57.02 and $72.75. ATM implied volatility averaged 54.1%, placing in the 51.5% IV rank vs the trailing year. The 30-day expected move averaged 15.2%. IV traded below realized volatility by 2.0% (HV 20d: 56.1%). Max pain ranged from $62.50 to $65.00. Net GEX was positive for 14 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 0.76.

Notable Days

2022-04-06: Highest Volume — 79,140 contracts
2022-04-29: Largest IV spike — 15.6% change
2022-04-29: Highest IV Rank — 85.0%
2022-04-26: Largest Expected Move — 18.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$62.80	$57.02	$72.75	$70.28	$58.46
Max Pain	$64.38	$62.50	$65.00	$65.00	$62.50
ATM IV	54.1%	41.4%	71.5%	45.6%	71.5%
Expected Move	15.2%	12.2%	18.7%	13.3%	18.5%
HV 20d	56.1%	50.8%	61.8%	59.0%	60.1%
HV 60d	63.8%	62.1%	64.9%	63.4%	64.4%
IV Rank	51.5%	27.1%	85.0%	35.0%	85.0%
IV Percentile	83.7%	63.9%	96.0%	75.0%	96.0%
Term Structure	0.2%	-5.2%	4.9%	0.2%	-5.2%
VWIV	53.0%	41.8%	63.4%	46.2%	60.6%
Skew 25d	7.7%	4.9%	12.2%	4.9%	8.9%
Skew 10d	15.4%	5.2%	33.1%	11.0%	16.8%
Call IV 25d	51.0%	40.0%	66.5%	43.7%	66.5%
Put IV 25d	58.8%	45.1%	75.4%	48.6%	75.4%
Bid-Ask Spread %	6.11	2.47	15.24	7.89	5.52
Gamma HHI	0.06	0.05	0.11	0.06	0.05
Net GEX	3.0M	-2.2M	13.4M	10.1M	899.5K
Net DEX	8.4M	-377.8M	174.5M	-228.8M	104.2M
Net VEX	-3.1M	-3.4M	-2.8M	-3.4M	-3.1M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.76	0.34	1.33	1.33	0.75
Total Volume	39,647.6	16,579	79,140	36,955	47,168
Total OI	353,499.7	314,550	399,731	343,089	386,324

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
2022-04-01	$70.28	$65.00	45.6%	13.3%	59.0%	35.0%	46.2%	4.9%	0.2%	10.1M	-228.8M	-3.4M	1.33	7.89	15,841	21,114	213,592	129,497
2022-04-04	$72.75	$65.00	41.4%	12.2%	59.1%	27.1%	41.8%	5.1%	-0.2%	13.0M	-377.8M	-3.4M	0.86	8.68	10,173	8,699	199,528	122,601
2022-04-05	$68.36	$65.00	47.4%	13.6%	61.6%	38.6%	47.8%	10.5%	0.5%	6.0M	-141.3M	-3.2M	0.87	10.49	16,826	14,690	203,176	125,175
2022-04-06	$66.88	$65.00	49.3%	14.2%	61.4%	42.2%	49.6%	6.3%	-1.3%	3.9M	-76.8M	-3.2M	0.34	15.24	59,009	20,131	206,900	131,003
2022-04-07	$66.03	$65.00	50.0%	14.6%	60.8%	43.6%	49.8%	6.9%	-0.1%	13.4M	-87.1M	-3.2M	0.40	8.17	51,025	20,334	236,062	136,056
2022-04-08	$63.49	$65.00	50.9%	14.4%	61.8%	45.4%	49.1%	8.0%	-1.1%	2.9M	77.0M	-3.0M	0.66	4.30	25,113	16,671	237,013	142,941
2022-04-11	$60.71	$65.00	53.5%	15.3%	60.7%	50.3%	53.2%	8.8%	0.0%	-906.3K	155.6M	-2.8M	0.35	2.47	41,761	14,743	221,689	136,190
2022-04-12	$60.21	$65.00	54.0%	15.1%	51.0%	51.2%	52.1%	6.6%	-0.8%	-1.1M	144.6M	-2.8M	0.69	3.36	31,119	21,485	237,149	140,791
2022-04-13	$63.55	$65.00	47.7%	14.2%	52.8%	39.2%	48.6%	7.8%	1.7%	4.6M	-1.7M	-3.1M	1.24	3.96	18,987	23,492	236,479	147,267
2022-04-14	$61.26	$65.00	49.7%	14.1%	53.5%	42.9%	49.1%	6.4%	-0.8%	985.6K	127.4M	-2.9M	0.83	6.56	20,270	16,807	241,527	158,204
2022-04-18	$61.42	$65.00	51.0%	14.6%	52.0%	45.4%	57.8%	7.0%	4.8%	1.1M	36.4M	-3.0M	0.90	3.55	11,190	10,084	181,263	133,287
2022-04-19	$63.66	$65.00	48.1%	13.8%	54.0%	39.9%	48.0%	6.4%	4.8%	3.6M	-58.3M	-3.1M	0.59	3.34	12,973	7,624	185,251	138,676
2022-04-20	$63.34	$65.00	49.1%	14.1%	53.2%	41.8%	50.8%	6.5%	4.7%	4.1M	-47.9M	-3.1M	1.04	5.11	8,124	8,455	190,332	140,892
2022-04-21	$59.73	$65.00	54.9%	15.5%	55.8%	53.1%	55.8%	8.2%	4.9%	-894.6K	99.8M	-2.9M	0.94	4.44	15,266	14,389	192,045	143,639
2022-04-22	$58.70	$65.00	58.0%	16.4%	51.3%	59.0%	57.2%	7.9%	2.0%	-2.2M	139.9M	-2.9M	0.91	4.49	25,761	23,470	194,512	148,798
2022-04-25	$60.25	$62.50	62.3%	16.8%	52.5%	67.2%	58.4%	11.0%	-2.3%	448.0K	49.7M	-3.1M	0.63	6.99	18,069	11,412	192,813	150,111
2022-04-26	$58.46	$62.50	68.0%	18.7%	52.7%	78.2%	63.4%	12.2%	-2.6%	-399.9K	111.8M	-3.0M	0.93	5.07	19,426	18,038	199,309	154,728
2022-04-27	$57.02	$62.50	68.5%	18.2%	50.8%	79.3%	61.3%	6.1%	-3.4%	-2.2M	174.5M	-2.9M	0.43	4.43	16,508	7,078	202,387	159,992
2022-04-28	$61.35	$62.50	61.9%	17.1%	58.5%	66.4%	58.7%	9.4%	-1.5%	3.0M	-33.4M	-3.2M	0.60	8.09	30,935	18,692	210,764	162,031
2022-04-29	$58.46	$62.50	71.5%	18.5%	60.1%	85.0%	60.6%	8.9%	-5.2%	899.5K	104.2M	-3.1M	0.75	5.52	26,981	20,187	218,442	167,882