MRVL Options History — August 2022

In August 2022, MRVL traded between $47.33 and $57.97. ATM implied volatility averaged 56.0%, placing in the 52.9% IV rank vs the trailing year. The 30-day expected move averaged 15.7%. IV traded below realized volatility by 1.8% (HV 20d: 57.9%). Max pain ranged from $48.00 to $50.00. Net GEX was positive for 20 of 23 trading days. Term structure was in contango for 2 of 23 days. Put/call ratio averaged 0.65.

Notable Days

2022-08-26: Highest Volume — 126,920 contracts
2022-08-09: Largest IV spike — 11.3% change
2022-08-22: Highest IV Rank — 62.0%
2022-08-22: Largest Expected Move — 17.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$53.42	$47.33	$57.97	$55.23	$47.33
Max Pain	$49.83	$48.00	$50.00	$49.50	$50.00
ATM IV	56.0%	50.9%	61.0%	57.0%	55.2%
Expected Move	15.7%	13.7%	17.8%	14.0%	15.8%
HV 20d	57.9%	50.4%	63.3%	52.0%	60.4%
HV 60d	60.9%	57.6%	65.5%	65.5%	59.9%
IV Rank	52.9%	43.4%	62.0%	54.6%	51.3%
IV Percentile	65.7%	48.8%	79.4%	69.0%	61.5%
Term Structure	-1.3%	-2.6%	1.0%	-1.7%	-0.5%
VWIV	54.6%	48.2%	61.1%	52.9%	54.3%
Skew 25d	7.8%	6.1%	9.4%	8.5%	7.4%
Skew 10d	15.5%	11.8%	19.3%	15.8%	15.0%
Call IV 25d	52.0%	47.7%	57.4%	51.5%	51.1%
Put IV 25d	59.8%	54.0%	64.2%	60.0%	58.5%
Bid-Ask Spread %	15.44	1.81	43.76	13.23	5.63
Gamma HHI	0.07	0.05	0.13	0.07	0.07
Net GEX	5.3M	-3.7M	9.9M	6.7M	-1.7M
Net DEX	-117.5M	-356.7M	183.7M	-219.8M	183.7M
Net VEX	-2.6M	-2.9M	-2.2M	-2.8M	-2.2M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.65	0.23	2.04	0.79	1.16
Total Volume	37,923.783	11,158	126,920	22,415	39,642
Total OI	392,996.739	349,186	446,824	349,186	409,424

Daily Data (23 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
2022-08-01	$55.23	$49.50	57.0%	14.0%	52.0%	54.6%	52.9%	8.5%	-1.7%	6.7M	-219.8M	-2.8M	0.79	13.23	12,554	9,861	207,935	141,251
2022-08-02	$55.94	$48.00	57.2%	14.2%	51.9%	55.0%	50.8%	8.4%	-1.9%	7.3M	-258.1M	-2.8M	1.01	8.63	10,926	11,058	211,196	145,055
2022-08-03	$57.97	$48.50	55.5%	13.7%	52.1%	51.8%	48.2%	8.4%	-2.3%	9.0M	-356.7M	-2.9M	0.23	6.99	43,524	9,792	213,687	147,534
2022-08-04	$57.08	$50.00	55.8%	15.2%	50.9%	52.4%	55.0%	8.1%	-2.3%	9.3M	-310.8M	-2.9M	0.64	5.22	13,455	8,623	219,386	151,898
2022-08-05	$56.85	$50.00	53.2%	14.8%	51.2%	47.7%	55.8%	8.6%	-1.9%	8.7M	-277.8M	-2.8M	0.97	33.84	10,858	10,539	219,414	153,665
2022-08-08	$55.20	$50.00	54.7%	15.3%	50.4%	50.4%	53.9%	8.6%	-1.1%	5.7M	-172.3M	-2.7M	0.63	27.78	23,679	14,933	212,335	150,549
2022-08-09	$51.30	$50.00	60.8%	16.5%	58.4%	61.7%	56.9%	9.4%	-2.6%	2.3M	-4.0M	-2.5M	0.30	43.76	50,624	15,231	224,471	159,841
2022-08-10	$54.91	$50.00	54.7%	15.3%	62.3%	50.4%	52.0%	8.4%	-1.3%	8.2M	-219.8M	-2.8M	0.34	34.82	21,108	7,167	240,245	171,051
2022-08-11	$53.75	$50.00	55.7%	16.0%	63.1%	52.2%	54.5%	8.1%	-0.1%	8.4M	-159.5M	-2.8M	0.33	34.12	13,418	4,407	245,419	172,214
2022-08-12	$55.31	$50.00	54.1%	15.3%	63.3%	49.4%	52.6%	8.4%	-0.9%	8.6M	-241.9M	-2.8M	0.31	38.17	13,935	4,352	246,222	173,749
2022-08-15	$55.68	$50.00	54.6%	15.6%	63.3%	50.3%	56.4%	8.7%	-2.1%	8.6M	-243.4M	-2.8M	0.44	1.81	7,745	3,413	239,437	169,579
2022-08-16	$54.50	$50.00	53.6%	15.3%	59.3%	48.4%	55.8%	8.1%	-0.7%	7.9M	-175.3M	-2.7M	0.89	19.68	9,840	8,791	240,842	170,764
2022-08-17	$53.07	$50.00	56.1%	16.1%	59.0%	53.1%	55.1%	7.1%	-2.4%	4.7M	-77.7M	-2.6M	0.64	41.78	13,340	8,532	243,332	175,548
2022-08-18	$54.74	$50.00	56.7%	16.3%	60.0%	54.0%	55.3%	6.1%	-1.6%	8.6M	-212.8M	-2.7M	0.28	6.69	34,755	9,900	247,252	179,897
2022-08-19	$53.14	$50.00	57.8%	16.7%	58.2%	56.0%	56.6%	7.1%	-1.8%	1.4M	-102.4M	-2.7M	0.58	4.31	14,885	8,563	251,506	182,226
2022-08-22	$50.59	$50.00	61.0%	17.8%	60.1%	62.0%	61.1%	6.8%	-1.8%	3.2M	17.7M	-2.5M	0.48	3.06	12,922	6,213	199,187	153,034
2022-08-23	$51.55	$50.00	59.8%	17.6%	60.0%	59.8%	56.9%	6.7%	-0.8%	4.5M	-25.2M	-2.6M	0.28	3.28	25,204	7,167	206,274	158,394
2022-08-24	$52.27	$50.00	59.3%	17.5%	52.7%	58.8%	57.7%	7.2%	-1.2%	5.9M	-60.5M	-2.6M	0.38	3.16	17,692	6,634	223,382	163,218
2022-08-25	$54.78	$50.00	57.3%	17.1%	55.4%	55.1%	58.9%	8.1%	-1.3%	9.9M	-207.6M	-2.8M	0.78	3.67	65,378	51,203	229,569	167,388
2022-08-26	$50.23	$50.00	50.9%	14.3%	62.1%	43.4%	48.9%	6.2%	0.8%	-3.7M	142.1M	-2.3M	0.87	3.98	68,016	58,904	251,808	195,016
2022-08-29	$49.40	$50.00	53.8%	15.2%	62.2%	48.7%	54.2%	7.5%	-0.6%	236.9K	108.7M	-2.3M	2.04	5.56	11,993	24,413	213,793	166,217
2022-08-30	$47.85	$50.00	54.4%	15.6%	62.5%	49.9%	52.1%	7.6%	1.0%	-1.7M	170.1M	-2.3M	0.50	5.97	31,397	15,661	217,403	177,318
2022-08-31	$47.33	$50.00	55.2%	15.8%	60.4%	51.3%	54.3%	7.4%	-0.5%	-1.7M	183.7M	-2.2M	1.16	5.63	18,334	21,308	229,036	180,388