MRVL Options History — December 2022

In December 2022, MRVL traded between $35.28 and $45.28. ATM implied volatility averaged 54.1%, placing in the 42.7% IV rank vs the trailing year. The 30-day expected move averaged 15.7%. IV traded below realized volatility by 3.2% (HV 20d: 57.3%). Max pain ranged from $40.00 to $45.00. Net GEX was positive for 8 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 0.66.

Notable Days

  • 2022-12-02: Highest Volume — 107,344 contracts
  • 2022-12-02: Largest IV drop — 18.4% change
  • 2022-12-12: Highest IV Rank — 49.8%
  • 2022-12-01: Largest Expected Move — 19.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$39.94$35.28$45.28$45.28$36.70
Max Pain$43.86$40.00$45.00$40.00$42.00
ATM IV54.1%46.9%57.6%57.5%54.3%
Expected Move15.7%14.7%19.9%19.9%15.5%
HV 20d57.3%45.0%76.0%75.1%45.1%
HV 60d63.5%62.3%64.6%62.9%63.2%
IV Rank42.7%27.6%49.8%49.7%43.0%
IV Percentile34.3%14.7%50.8%50.8%32.1%
Term Structure0.3%-2.1%2.6%-1.1%1.2%
VWIV54.2%48.1%70.0%70.0%53.2%
Skew 25d5.9%4.4%7.0%5.5%5.9%
Skew 10d9.9%7.7%12.1%10.2%10.3%
Call IV 25d51.1%44.4%54.6%54.3%50.9%
Put IV 25d57.0%48.9%61.0%59.8%56.8%
Bid-Ask Spread %1.821.453.192.281.89
Gamma HHI0.070.050.120.060.08
Net GEX172.0K-4.6M8.5M5.8M-573.0K
Net DEX82.3M-184.1M224.6M-184.1M147.5M
Net VEX-2.2M-2.6M-1.8M-2.6M-2.0M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.660.251.440.960.43
Total Volume37,836.1916,820107,34481,63133,913
Total OI448,780.333411,287486,281424,485442,894

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-12-01$45.28$40.0057.5%19.9%75.1%49.7%70.0%5.5%-1.1%5.8M-184.1M-2.6M0.962.2841,65639,975234,629189,856
2022-12-02$44.61$41.0046.9%15.0%73.0%27.6%53.2%4.4%0.9%8.5M-132.4M-2.5M0.873.1957,52349,821253,884217,353
2022-12-05$42.84$45.0052.4%15.7%74.3%39.0%54.2%5.9%2.1%2.9M-15.1M-2.4M1.231.4520,11924,693230,843193,411
2022-12-06$41.14$45.0054.2%15.7%75.7%42.9%56.2%5.3%0.7%-226.8K91.7M-2.4M1.441.5911,35516,372237,531209,724
2022-12-07$40.39$45.0055.4%16.1%76.0%45.3%53.7%5.5%1.5%-1.6M136.8M-2.3M0.671.8427,94618,617240,550217,685
2022-12-08$41.72$45.0054.0%15.8%70.7%42.5%53.0%5.7%1.5%845.5K32.5M-2.5M0.251.8221,3935,384253,133226,360
2022-12-09$41.58$45.0054.0%15.7%52.0%42.4%54.5%5.8%2.6%1.2M44.8M-2.5M0.461.9217,0907,810256,950229,331
2022-12-12$42.20$45.0057.6%16.2%51.6%49.8%54.5%6.4%-1.7%2.0M-2.7M-2.5M0.521.4711,2955,832242,714219,816
2022-12-13$43.75$45.0053.8%15.0%53.3%42.0%54.2%7.0%-2.0%4.7M-103.7M-2.5M0.621.6222,96214,305248,764221,875
2022-12-14$42.60$45.0053.3%15.0%52.6%41.0%52.0%6.2%-0.9%3.0M-25.3M-2.4M0.791.8810,4468,253252,640226,049
2022-12-15$40.09$45.0055.2%15.5%54.0%44.9%52.0%6.4%-1.4%-817.3K148.3M-2.2M0.341.5419,1976,493255,287228,945
2022-12-16$38.75$45.0054.5%15.2%53.4%43.5%54.0%5.8%-2.1%-4.6M224.6M-2.1M0.532.0237,89019,903257,303228,315
2022-12-19$38.14$45.0054.8%15.6%53.3%44.0%51.4%6.0%0.7%-2.5M167.2M-2.1M0.271.4829,6378,106217,685193,602
2022-12-20$37.91$45.0054.0%15.4%49.8%42.3%54.2%5.3%0.6%-2.4M167.4M-2.1M0.511.5619,1969,857222,182194,781
2022-12-21$38.66$45.0051.2%14.7%49.2%36.5%48.1%5.5%0.0%-863.2K120.5M-2.2M1.121.499,72910,935231,188196,240
2022-12-22$37.02$45.0054.9%15.7%50.0%44.2%54.8%5.8%0.4%-2.7M186.1M-2.0M0.432.1726,87211,521231,773194,873
2022-12-23$36.98$42.0053.2%15.2%50.0%40.8%53.3%5.3%0.8%-3.9M181.5M-2.0M0.701.5521,73215,221238,662197,621
2022-12-27$36.28$42.0055.6%15.9%49.8%45.7%54.1%6.8%0.9%-1.7M186.5M-1.9M0.781.589,4347,386237,927189,239
2022-12-28$35.28$42.0056.6%16.1%49.9%47.8%55.7%6.4%1.0%-3.0M217.3M-1.8M0.372.2334,42412,817235,971190,371
2022-12-29$36.83$42.0053.7%15.3%45.0%41.7%52.6%6.2%1.4%-646.6K138.9M-2.0M0.631.7010,6996,751244,706191,724
2022-12-30$36.70$42.0054.3%15.5%45.1%43.0%53.2%5.9%1.2%-573.0K147.5M-2.0M0.431.8923,68910,224249,072193,822