MRVL Options History — November 2022

In November 2022, MRVL traded between $36.95 and $45.86. ATM implied volatility averaged 65.8%, placing in the 67.1% IV rank vs the trailing year. The 30-day expected move averaged 19.4%. IV traded below realized volatility by 2.0% (HV 20d: 67.9%). Max pain ranged from $40.00 to $43.50. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.94.

Notable Days

  • 2022-11-15: Highest Volume — 71,953 contracts
  • 2022-11-30: Largest IV drop — 6.9% change
  • 2022-11-09: Highest IV Rank — 74.8%
  • 2022-11-29: Largest Expected Move — 21.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$41.82$36.95$45.86$39.88$45.86
Max Pain$40.33$40.00$43.50$43.50$40.00
ATM IV65.8%59.3%69.5%64.8%59.3%
Expected Move19.4%17.8%21.2%17.9%20.0%
HV 20d67.9%47.4%76.0%67.4%75.1%
HV 60d60.5%54.8%64.0%57.9%63.3%
IV Rank67.1%53.4%74.8%64.9%53.4%
IV Percentile81.2%57.5%88.5%83.7%57.5%
Term Structure-1.5%-3.4%0.6%-1.6%-1.3%
VWIV67.8%61.3%73.9%62.6%70.4%
Skew 25d7.6%6.7%8.6%7.6%6.7%
Skew 10d13.7%11.6%15.1%14.3%11.6%
Call IV 25d61.9%55.1%66.2%61.5%55.1%
Put IV 25d69.4%61.9%74.2%69.1%61.9%
Bid-Ask Spread %2.351.663.571.982.86
Gamma HHI0.060.050.130.050.06
Net GEX2.7M-1.4M7.3M717.6K5.5M
Net DEX-26.8M-199.4M181.9M67.6M-199.4M
Net VEX-2.2M-2.5M-1.7M-1.9M-2.5M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.940.321.451.370.38
Total Volume40,437.57114,88571,95333,25144,858
Total OI407,976.81355,786471,749376,490408,264

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-11-01$39.88$43.5064.8%17.9%67.4%64.9%62.6%7.6%-1.6%717.6K67.6M-1.9M1.371.9814,04519,206219,440157,050
2022-11-02$39.33$43.5065.7%17.8%64.7%66.9%61.3%7.9%-0.8%773.0K85.0M-1.9M1.053.1216,66817,424225,795162,277
2022-11-03$37.58$40.0066.0%18.8%65.9%67.4%64.6%8.6%-0.7%-1.4M175.2M-1.7M0.792.3216,39612,978229,639167,062
2022-11-04$38.89$40.0065.3%18.3%52.7%66.0%63.8%8.0%-1.8%98.7K114.1M-1.8M0.892.2731,19527,652233,227167,410
2022-11-07$39.71$40.0065.2%18.6%51.4%65.8%65.3%7.1%0.1%935.0K68.0M-1.9M0.872.2221,96819,179218,902164,164
2022-11-08$39.99$40.0066.8%19.2%47.4%69.2%66.3%7.8%0.6%1.6M44.2M-2.0M1.312.1619,03524,854229,630172,611
2022-11-09$36.95$40.0069.5%19.8%55.5%74.8%68.7%7.7%-0.5%-1.3M181.9M-1.8M0.902.2224,91922,392233,066182,521
2022-11-10$42.25$40.0066.0%18.9%73.0%67.6%66.1%7.4%-0.0%4.9M-97.8M-2.2M0.832.4533,14627,649243,624187,880
2022-11-11$43.22$40.0066.1%19.1%70.4%67.7%67.4%7.8%0.4%7.3M-152.2M-2.3M1.142.3721,05223,937251,323200,174
2022-11-14$43.09$40.0068.5%19.7%70.3%72.7%67.7%7.4%-3.4%3.4M-100.5M-2.3M1.452.8415,10621,855239,521191,187
2022-11-15$44.57$40.0068.0%19.5%70.9%71.7%69.8%7.4%-2.4%4.6M-180.7M-2.4M0.552.3046,27425,679243,883198,326
2022-11-16$42.39$40.0069.3%19.9%73.9%74.5%70.6%7.0%-2.9%2.6M-54.3M-2.4M1.262.3714,89318,798256,406206,564
2022-11-17$43.80$40.0069.4%20.0%74.5%74.6%72.8%8.0%-2.7%3.9M-125.8M-2.4M0.502.1145,01922,389253,741209,883
2022-11-18$44.04$40.0066.8%19.3%73.6%69.2%67.2%7.1%-1.9%7.2M-146.9M-2.4M0.932.1716,09415,008258,100213,649
2022-11-21$41.56$40.0067.4%20.2%76.0%70.3%69.5%7.6%-2.3%1.1M3.3M-2.2M1.192.2811,07913,144188,922166,864
2022-11-22$42.76$40.0064.5%19.6%74.5%64.3%68.0%7.6%-2.6%1.6M-40.4M-2.3M0.511.8221,03810,819191,684170,700
2022-11-23$43.61$40.0062.4%19.4%72.7%59.9%66.3%7.9%-2.8%2.9M-81.6M-2.4M0.853.5724,71521,045196,533174,244
2022-11-25$43.56$40.0062.8%19.6%71.7%60.8%68.4%7.3%-2.3%5.4M-77.8M-2.4M1.341.666,3748,511206,208183,536
2022-11-28$42.47$40.0064.6%21.1%72.2%64.7%73.4%7.1%-2.1%1.8M-15.3M-2.4M1.402.008,11511,330199,433178,475
2022-11-29$42.78$40.0063.7%21.2%71.4%62.6%73.9%7.7%-1.6%1.9M-28.8M-2.4M0.322.2925,2668,085203,230182,365
2022-11-30$45.86$40.0059.3%20.0%75.1%53.4%70.4%6.7%-1.3%5.5M-199.4M-2.5M0.382.8632,39012,468222,739185,525