MRVL Options History — October 2022

In October 2022, MRVL traded between $37.19 and $48.69. ATM implied volatility averaged 62.4%, placing in the 63.7% IV rank vs the trailing year. The 30-day expected move averaged 17.9%. IV traded above realized volatility by 1.2% (HV 20d: 61.2%). Max pain ranged from $44.00 to $55.00. Net GEX was positive for 11 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.78.

Notable Days

  • 2022-10-25: Highest Volume — 66,274 contracts
  • 2022-10-07: Largest IV spike — 9.4% change
  • 2022-10-11: Highest IV Rank — 75.5%
  • 2022-10-11: Largest Expected Move — 19.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$40.64$37.19$48.69$44.61$39.88
Max Pain$47.93$44.00$55.00$47.50$44.00
ATM IV62.4%54.8%68.4%56.9%64.3%
Expected Move17.9%16.0%19.3%16.6%17.8%
HV 20d61.2%41.4%70.6%41.4%69.9%
HV 60d57.2%52.8%60.7%52.8%58.1%
IV Rank63.7%50.2%75.5%54.1%64.7%
IV Percentile76.7%54.0%88.1%63.1%81.0%
Term Structure0.6%-2.3%6.5%-0.2%-1.0%
VWIV60.7%54.1%66.0%57.9%61.8%
Skew 25d9.4%7.1%10.6%9.7%7.8%
Skew 10d17.7%13.5%20.3%17.9%15.1%
Call IV 25d57.7%50.4%63.0%52.5%62.1%
Put IV 25d67.1%59.9%73.2%62.1%69.9%
Bid-Ask Spread %1.991.402.641.662.32
Gamma HHI0.080.050.400.060.05
Net GEX577.0K-7.5M6.4M-189.9K818.3K
Net DEX99.9M-88.2M212.5M76.1M64.2M
Net VEX-1.9M-2.3M-1.6M-2.0M-1.9M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.780.281.261.181.20
Total Volume42,209.04821,98266,27429,65521,982
Total OI363,920.095317,671406,262317,671370,367

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-10-03$44.61$47.5056.9%16.6%41.4%54.1%57.9%9.7%-0.2%-189.9K76.1M-2.0M1.181.6613,59616,059180,811136,860
2022-10-04$46.67$47.5054.8%16.0%44.3%50.2%54.1%9.5%0.2%3.1M192.1K-2.1M1.151.9614,36016,504186,170140,228
2022-10-05$48.69$47.5055.7%16.3%45.0%51.8%58.0%9.5%-0.2%6.1M-88.2M-2.3M0.652.6420,29813,143192,515143,892
2022-10-06$47.94$55.0056.1%16.1%45.0%52.6%55.4%9.4%0.5%6.4M-52.6M-2.2M1.121.8717,23919,241197,096147,568
2022-10-07$42.31$52.5061.4%17.2%60.6%62.4%62.6%9.2%-0.2%-2.2M166.2M-1.9M1.262.2523,00428,912202,596151,044
2022-10-10$40.55$52.5063.4%18.3%61.5%66.1%60.4%10.6%0.3%-2.0M181.5M-1.8M0.731.9426,99019,732197,000144,864
2022-10-11$38.42$50.0068.4%19.3%62.1%75.5%66.0%10.2%-1.2%-2.6M212.5M-1.7M0.541.9325,43213,804205,881148,254
2022-10-12$38.12$50.0067.8%19.1%61.4%74.4%61.9%10.4%-1.1%-2.5M209.5M-1.7M0.551.7638,79621,431214,692150,845
2022-10-13$39.13$50.0065.6%18.3%61.7%70.3%61.6%10.0%-2.3%-1.7M155.1M-1.8M0.582.2333,45419,456225,324153,505
2022-10-14$37.19$47.5066.3%18.8%63.5%71.5%63.5%9.4%-1.1%-7.5M211.9M-1.6M1.122.0219,68422,121233,949157,236
2022-10-17$37.84$47.5064.6%18.5%64.1%68.3%59.6%10.5%-1.9%-714.3K176.2M-1.6M0.661.4018,21112,082217,876147,003
2022-10-18$37.74$47.5064.5%18.5%64.2%68.2%61.9%10.3%-2.1%-427.7K171.4M-1.6M0.991.8013,36213,169223,496146,999
2022-10-19$37.76$47.5064.8%18.6%64.3%68.5%58.3%9.5%-2.2%-380.7K168.8M-1.7M0.371.6232,83012,002226,030149,454
2022-10-20$38.02$47.5063.7%18.4%64.1%66.5%62.6%9.8%-2.0%402.0K152.6M-1.7M0.392.1446,91718,288231,199149,006
2022-10-21$39.51$47.5061.0%17.6%65.9%60.9%60.4%9.4%-1.6%736.5K80.7M-1.9M0.562.1021,29012,026250,791155,471
2022-10-24$38.39$45.0064.1%18.6%66.5%66.8%61.5%9.9%4.9%552.3K101.5M-1.7M0.401.8927,22511,001206,791138,824
2022-10-25$40.46$45.0061.7%18.1%69.6%62.2%61.3%8.2%5.8%3.0M12.5M-1.9M0.282.2151,66914,605214,809141,106
2022-10-26$38.78$45.0062.0%18.5%69.6%62.8%63.3%9.4%6.1%2.0M86.1M-1.8M1.122.0418,52420,787228,836146,468
2022-10-27$40.33$45.0061.6%17.8%70.3%61.5%61.5%7.9%6.5%3.7M19.9M-2.0M0.961.9729,54628,379232,897155,472
2022-10-28$41.00$45.0061.0%17.4%70.6%58.7%60.7%7.1%6.4%5.4M-8.5M-2.0M0.582.1724,77514,464235,415163,682
2022-10-31$39.88$44.0064.3%17.8%69.9%64.7%61.8%7.8%-1.0%818.3K64.2M-1.9M1.202.329,97512,007216,921153,446