MRVL Options History — June 2022

In June 2022, MRVL traded between $43.65 and $61.17. ATM implied volatility averaged 56.3%, placing in the 53.3% IV rank vs the trailing year. The 30-day expected move averaged 16.2%. IV traded below realized volatility by 12.9% (HV 20d: 69.2%). Max pain ranged from $52.50 to $58.00. Net GEX was positive for 9 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.78.

Notable Days

  • 2022-06-13: Highest Volume — 76,866 contracts
  • 2022-06-16: Largest IV spike — 15.3% change
  • 2022-06-16: Highest IV Rank — 69.7%
  • 2022-06-16: Largest Expected Move — 18.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$51.16$43.65$61.17$58.53$43.65
Max Pain$54.38$52.50$58.00$58.00$52.50
ATM IV56.3%48.5%65.1%52.7%60.2%
Expected Move16.2%13.8%18.8%15.9%17.3%
HV 20d69.2%61.4%77.8%77.8%61.6%
HV 60d65.5%62.5%67.0%65.7%66.0%
IV Rank53.3%38.9%69.7%46.8%60.5%
IV Percentile74.6%65.9%85.7%73.0%77.8%
Term Structure-0.3%-2.2%1.1%-1.2%-0.4%
VWIV56.1%48.4%65.1%55.6%60.8%
Skew 25d9.1%5.8%11.8%8.1%10.1%
Skew 10d18.1%10.5%23.2%21.8%19.0%
Call IV 25d52.5%44.3%60.4%49.5%55.8%
Put IV 25d61.5%53.3%71.9%57.7%65.8%
Bid-Ask Spread %5.122.9111.414.434.86
Gamma HHI0.080.050.200.110.05
Net GEX1.1M-4.6M12.6M6.4M-1.4M
Net DEX139.2M-215.3M404.6M-45.5M258.1M
Net VEX-2.5M-3.3M-1.9M-3.0M-1.9M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.780.251.780.680.58
Total Volume34,384.33320,32976,86644,01423,594
Total OI380,080306,240441,013388,377366,288

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-06-01$58.53$58.0052.7%15.9%77.8%46.8%55.6%8.1%-1.2%6.4M-45.5M-3.0M0.684.4326,13317,881223,492164,885
2022-06-02$61.17$55.0050.6%14.5%77.5%42.8%50.6%7.7%-0.8%12.6M-215.3M-3.3M0.8211.4118,42515,191238,930173,544
2022-06-03$58.94$55.0051.4%14.4%73.1%44.3%52.0%7.5%-0.4%5.4M-63.3M-3.1M1.208.8612,01114,374234,138173,603
2022-06-06$59.71$55.0051.2%14.5%73.1%44.0%48.9%7.5%0.1%6.5M-100.3M-3.1M0.917.2313,31712,103221,598159,942
2022-06-07$61.00$55.0048.5%14.1%69.4%38.9%49.9%8.9%0.6%9.4M-174.0M-3.2M1.415.578,44311,886226,629162,474
2022-06-08$59.17$55.0048.7%13.8%70.3%39.3%48.4%5.8%-0.4%6.6M-68.4M-3.0M1.525.9910,67516,241228,519163,903
2022-06-09$56.68$55.0051.9%14.7%70.1%45.2%49.3%7.6%-0.5%985.4K76.0M-2.9M0.604.3224,45214,700230,040168,465
2022-06-10$53.19$55.0055.3%16.0%73.5%51.4%53.3%8.3%0.8%-2.1M247.9M-2.6M0.953.9817,86717,022234,827171,517
2022-06-13$49.07$55.0063.3%18.0%66.8%66.2%59.9%11.8%0.0%-3.2M333.7M-2.3M0.256.1361,63715,229220,334163,219
2022-06-14$48.61$55.0062.4%17.9%65.8%64.5%60.5%11.1%-2.2%-3.3M313.9M-2.3M0.734.8313,4579,777235,478165,988
2022-06-15$49.45$55.0056.5%16.2%63.6%53.7%55.2%9.1%1.1%-3.5M297.1M-2.3M0.795.7523,60818,593238,135168,312
2022-06-16$44.93$55.0065.1%18.8%69.3%69.7%63.0%11.5%-1.5%-4.6M404.6M-2.0M0.614.9029,56217,974247,104173,402
2022-06-17$45.64$55.0061.2%17.6%69.9%62.4%65.1%10.0%-1.2%-4.3M374.0M-2.1M1.784.9513,73024,435260,268180,745
2022-06-21$47.03$55.0058.1%16.5%70.9%56.7%61.4%10.1%-0.7%-613.1K173.8M-2.2M0.464.1822,63510,346172,793133,447
2022-06-22$46.40$54.0059.6%17.4%70.2%59.4%60.4%10.4%0.0%-371.5K182.4M-2.2M0.583.5134,66320,107186,287134,942
2022-06-23$46.19$52.5058.0%17.0%69.7%56.4%58.0%10.2%0.4%-59.0K187.9M-2.2M0.463.4116,1557,442208,417139,352
2022-06-24$47.66$52.5054.9%15.7%70.3%50.8%52.5%7.3%-0.0%392.1K136.8M-2.3M0.472.9120,7039,630213,719141,247
2022-06-27$47.89$52.5054.8%15.8%66.5%50.5%56.9%8.5%-0.3%1.0M137.1M-2.3M0.733.0713,3359,778207,836138,045
2022-06-28$45.46$52.5058.5%16.9%61.4%57.4%56.5%9.7%-0.1%-639.5K213.7M-2.1M0.403.2819,3207,712211,562140,354
2022-06-29$44.08$52.5058.9%17.0%61.6%58.2%59.7%9.5%0.0%-1.5M252.2M-1.9M0.504.0518,5809,348215,822142,078
2022-06-30$43.65$52.5060.2%17.3%61.6%60.5%60.8%10.1%-0.4%-1.4M258.1M-1.9M0.584.8614,9638,631221,763144,525