MRVL Options History — September 2022

In September 2022, MRVL traded between $42.94 and $50.12. ATM implied volatility averaged 55.9%, placing in the 52.5% IV rank vs the trailing year. The 30-day expected move averaged 16.0%. IV traded above realized volatility by 4.4% (HV 20d: 51.5%). Max pain ranged from $47.50 to $50.00. Net GEX was positive for 6 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.74.

Notable Days

  • 2022-09-01: Highest Volume — 61,852 contracts
  • 2022-09-13: Largest IV spike — 8.0% change
  • 2022-09-27: Highest IV Rank — 62.1%
  • 2022-09-27: Largest Expected Move — 17.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$45.81$42.94$50.12$45.55$43.26
Max Pain$49.60$47.50$50.00$50.00$47.50
ATM IV55.9%49.1%61.2%57.4%59.6%
Expected Move16.0%14.0%17.7%16.8%17.0%
HV 20d51.5%38.3%61.3%61.2%39.6%
HV 60d55.2%52.4%60.0%60.0%52.4%
IV Rank52.5%40.0%62.1%55.5%59.1%
IV Percentile62.4%41.3%80.2%67.9%73.8%
Term Structure-0.1%-1.9%1.3%-0.6%0.2%
VWIV54.7%47.1%61.0%59.5%57.5%
Skew 25d8.3%7.0%10.5%7.4%9.8%
Skew 10d16.1%12.9%20.0%15.1%17.9%
Call IV 25d51.6%45.3%56.0%54.1%54.2%
Put IV 25d59.9%52.3%66.2%61.5%63.9%
Bid-Ask Spread %5.911.8240.217.271.86
Gamma HHI0.080.060.240.080.09
Net GEX-473.2K-4.5M11.6M-4.5M-3.6M
Net DEX120.1M-37.1M232.5M232.5M148.0M
Net VEX-2.0M-2.3M-1.8M-2.1M-1.9M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.740.201.771.030.39
Total Volume25,356.2389,75061,85261,85237,914
Total OI355,498.714279,748432,074405,510334,386

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-09-01$45.55$50.0057.4%16.8%61.2%55.5%59.5%7.4%-0.6%-4.5M232.5M-2.1M1.037.2730,41631,436227,023178,487
2022-09-02$45.69$50.0053.9%15.5%61.3%48.9%53.7%7.6%1.3%-3.4M226.7M-2.1M0.205.9848,3679,908243,839188,235
2022-09-06$45.23$50.0056.3%16.0%61.0%53.3%53.0%8.0%-0.4%-1.9M203.7M-2.1M1.7740.2110,21018,044228,251170,901
2022-09-07$46.89$50.0052.7%14.9%58.2%46.7%51.8%7.4%-0.7%-327.1K136.6M-2.2M0.6922.8617,77012,312230,539170,906
2022-09-08$47.75$50.0051.4%14.8%52.3%44.4%51.2%7.6%-0.3%2.0M82.6M-2.2M0.475.6717,2968,194233,068170,009
2022-09-09$49.85$50.0049.1%14.0%54.9%40.0%50.1%7.0%0.2%11.6M-37.1M-2.3M0.692.2715,65010,779236,829172,736
2022-09-12$50.12$50.0049.8%14.1%53.7%41.4%47.1%7.3%-0.7%5.3M-32.8M-2.3M0.762.796,2534,750225,557162,992
2022-09-13$47.79$50.0053.8%15.4%55.6%48.8%52.0%7.9%-0.0%1.4M75.8M-2.2M1.052.6410,37010,905228,445164,020
2022-09-14$48.45$50.0054.0%15.4%55.8%49.2%51.9%8.1%0.1%2.4M48.8M-2.2M0.524.5412,6426,580230,556166,952
2022-09-15$46.44$50.0055.6%15.5%56.9%52.1%53.1%7.5%-1.9%-1.6M130.8M-2.1M0.734.329,6107,014233,216168,695
2022-09-16$46.08$50.0055.8%16.1%55.1%52.4%54.3%7.2%0.1%-1.1M153.9M-2.1M1.212.348,46610,268236,651170,185
2022-09-19$46.23$50.0054.3%15.5%54.7%49.7%52.0%8.3%0.7%-1.3M89.4M-2.0M0.552.866,2743,476146,579133,169
2022-09-20$45.65$50.0055.8%16.0%52.4%52.4%53.1%8.8%-0.5%-1.7M105.2M-2.0M0.482.218,0233,836149,907135,073
2022-09-21$45.46$50.0056.4%16.2%51.7%53.5%54.5%8.7%-0.3%-1.9M104.5M-2.0M0.772.918,6216,650153,523137,182
2022-09-22$44.22$50.0056.7%16.3%51.6%54.1%55.2%8.1%-0.3%-3.3M148.7M-1.9M0.752.8911,8558,948157,276140,093
2022-09-23$43.33$50.0059.6%17.1%47.4%59.4%58.7%8.6%0.1%765.5K160.1M-1.9M0.612.2812,8487,824163,408141,957
2022-09-26$43.09$50.0060.9%17.7%38.3%61.9%61.0%9.7%0.0%-2.6M152.3M-1.8M0.762.058,9606,816154,228136,478
2022-09-27$43.34$48.5061.2%17.7%38.4%62.1%60.0%9.8%-0.3%-2.5M141.9M-1.8M0.661.8226,24717,413157,969136,971
2022-09-28$44.70$48.0058.1%17.0%39.3%56.2%57.1%10.1%0.0%-1.4M96.1M-2.0M0.672.2012,4228,350176,726143,704
2022-09-29$42.94$47.5061.0%17.7%41.4%61.7%60.9%10.5%0.1%-2.3M154.9M-1.9M0.692.1011,0927,672183,166145,586
2022-09-30$43.26$47.5059.6%17.0%39.6%59.1%57.5%9.8%0.2%-3.6M148.0M-1.9M0.391.8627,25010,664185,555148,831