MRVL Options History — July 2022

In July 2022, MRVL traded between $42.61 and $55.59. ATM implied volatility averaged 54.8%, placing in the 50.5% IV rank vs the trailing year. The 30-day expected move averaged 15.1%. IV traded above realized volatility by 0.6% (HV 20d: 54.2%). Max pain ranged from $45.00 to $57.50. Net GEX was positive for 17 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 0.52.

Notable Days

  • 2022-07-18: Highest Volume — 61,767 contracts
  • 2022-07-25: Largest IV spike — 10.4% change
  • 2022-07-05: Highest IV Rank — 60.9%
  • 2022-07-05: Largest Expected Move — 17.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$48.88$42.61$55.59$42.61$55.59
Max Pain$47.95$45.00$57.50$52.50$49.50
ATM IV54.8%49.2%60.4%58.8%53.3%
Expected Move15.1%12.8%17.1%16.7%12.8%
HV 20d54.2%41.3%62.9%57.6%53.3%
HV 60d65.6%64.4%66.3%65.1%66.3%
IV Rank50.5%40.3%60.9%58.0%47.8%
IV Percentile66.4%56.0%77.8%74.6%62.7%
Term Structure1.6%-1.5%8.3%0.6%-1.1%
VWIV52.6%45.4%58.3%57.0%48.4%
Skew 25d8.6%5.3%12.2%10.9%7.5%
Skew 10d16.9%12.8%23.0%20.8%13.3%
Call IV 25d50.7%44.1%56.1%54.4%50.7%
Put IV 25d59.3%51.6%65.9%65.3%58.2%
Bid-Ask Spread %14.052.6333.853.3523.69
Gamma HHI0.070.040.140.060.09
Net GEX3.4M-1.1M8.6M-1.1M8.0M
Net DEX-12.1M-306.4M285.7M285.7M-306.4M
Net VEX-2.4M-2.8M-1.8M-1.8M-2.7M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.520.150.910.150.52
Total Volume30,627.314,62161,76757,40342,442
Total OI362,081.55313,308396,261370,554362,614

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-07-01$42.61$52.5058.8%16.7%57.6%58.0%57.0%10.9%0.6%-1.1M285.7M-1.8M0.153.3550,0827,321225,036145,518
2022-07-05$42.69$57.5060.4%17.1%57.6%60.9%58.3%9.8%-0.6%-846.0K255.4M-1.8M0.492.6311,5745,722223,090141,469
2022-07-06$44.03$57.5058.3%16.2%59.1%57.0%56.4%8.9%-0.7%-301.7K220.9M-1.9M0.5133.8525,18212,920226,263142,858
2022-07-07$46.43$50.0055.9%15.5%62.7%52.5%54.5%8.8%-0.7%2.1M125.1M-2.2M0.3520.1621,5327,520237,657149,805
2022-07-08$46.89$45.0053.9%15.2%62.9%49.0%53.3%8.5%0.0%906.3K93.0M-2.2M0.4431.7022,85110,076242,025148,204
2022-07-11$45.23$45.0057.1%16.1%62.5%54.9%56.2%9.0%-0.5%456.1K138.8M-2.1M0.6929.838,6595,962239,921141,843
2022-07-12$45.31$45.0058.1%16.4%59.5%56.7%55.3%9.8%-0.7%537.6K128.5M-2.1M0.7222.6611,1578,007241,260141,316
2022-07-13$46.22$45.0057.0%16.3%53.6%54.7%54.9%8.6%0.0%1.1M92.4M-2.2M0.8123.3212,44810,108244,138144,291
2022-07-14$47.04$45.0055.5%15.7%54.0%51.9%56.1%8.1%-0.9%1.9M51.7M-2.3M0.416.6116,3826,682246,447145,431
2022-07-15$48.08$45.0052.4%15.1%54.3%46.1%51.4%7.7%0.1%4.1M-9.6M-2.3M0.5818.1314,4198,372249,918146,343
2022-07-18$48.56$45.0053.9%15.4%41.3%48.9%53.1%8.1%4.8%2.4M-33.1M-2.3M0.186.7852,2249,543187,834125,474
2022-07-19$52.13$45.0051.0%14.6%47.6%43.5%52.9%7.5%6.2%5.0M-171.2M-2.6M0.4511.6424,57610,963198,342128,855
2022-07-20$53.84$47.0049.9%14.3%47.7%41.4%45.4%8.0%5.6%6.4M-248.9M-2.7M0.255.2740,87910,056202,924134,207
2022-07-21$54.32$47.0049.2%13.8%47.1%40.3%48.2%7.5%6.3%7.6M-270.8M-2.8M0.692.7112,5428,682214,269136,482
2022-07-22$51.69$47.0051.1%13.8%51.2%43.9%50.6%7.8%8.3%8.6M-143.0M-2.6M0.884.9914,20812,540217,433138,218
2022-07-25$50.29$47.5056.5%14.7%51.6%53.7%51.2%10.4%-1.5%3.6M-37.2M-2.5M0.7610.758,5956,519203,175130,082
2022-07-26$49.38$47.5057.8%14.9%52.1%56.2%52.1%12.2%2.1%2.9M-418.8K-2.4M0.417.8118,0067,427204,359132,216
2022-07-27$53.52$47.5052.5%13.7%55.2%46.3%49.8%7.8%2.4%7.0M-201.4M-2.7M0.285.9326,4097,351211,679134,572
2022-07-28$53.81$48.5052.6%13.5%53.2%46.5%47.6%5.3%1.9%8.2M-211.6M-2.7M0.919.2111,81810,790215,292140,771
2022-07-29$55.59$49.5053.3%12.8%53.3%47.8%48.4%7.5%-1.1%8.0M-306.4M-2.7M0.5223.6927,85814,584217,848144,766