MRVL Options History — June 2023

In June 2023, MRVL traded between $57.59 and $62.75. ATM implied volatility averaged 40.9%, placing in the 2.9% IV rank vs the trailing year. The 30-day expected move averaged 11.7%. IV traded below realized volatility by 56.5% (HV 20d: 97.4%). Max pain ranged from $45.00 to $60.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 0.66.

Notable Days

2023-06-05: Highest Volume — 187,884 contracts
2023-06-02: Largest IV drop — 7.4% change
2023-06-12: Highest IV Rank — 8.5%
2023-06-01: Largest Expected Move — 14.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$60.09	$57.59	$62.75	$61.38	$59.95
Max Pain	$58.10	$45.00	$60.00	$45.00	$60.00
ATM IV	40.9%	37.6%	46.1%	46.1%	37.6%
Expected Move	11.7%	10.3%	14.0%	14.0%	10.3%
HV 20d	97.4%	34.4%	112.3%	110.3%	34.4%
HV 60d	72.7%	70.9%	75.3%	75.3%	70.9%
IV Rank	2.9%	0.0%	8.5%	7.3%	0.0%
IV Percentile	1.1%	0.0%	3.6%	2.0%	0.0%
Term Structure	0.2%	-0.8%	1.0%	-0.8%	0.3%
VWIV	41.6%	36.2%	50.0%	50.0%	36.2%
Skew 25d	0.1%	-1.2%	1.3%	-0.2%	0.7%
Skew 10d	-0.4%	-3.8%	2.5%	-1.0%	1.3%
Call IV 25d	41.6%	37.8%	47.7%	47.7%	37.8%
Put IV 25d	41.8%	38.5%	47.5%	47.5%	38.5%
Bid-Ask Spread %	2.28	1.76	3.41	2.61	3.41
Gamma HHI	0.17	0.05	0.75	0.16	0.06
Net GEX	28.9M	-2.7M	188.4M	40.4M	5.9M
Net DEX	-729.8M	-1.24B	-176.7M	-1.24B	-412.9M
Net VEX	-3.8M	-4.0M	-3.7M	-3.7M	-3.9M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.66	0.18	1.67	0.31	0.79
Total Volume	68,021.762	24,550	187,884	124,480	35,939
Total OI	611,820.476	471,251	764,421	689,558	545,606

Daily Data (21 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
2023-06-01	$61.38	$45.00	46.1%	14.0%	110.3%	7.3%	50.0%	-0.2%	-0.8%	40.4M	-1.24B	-3.7M	0.31	2.61	94,872	29,608	379,223	310,335
2023-06-02	$59.98	$45.00	42.6%	12.5%	110.9%	0.0%	45.4%	-0.4%	-0.7%	57.8M	-966.7M	-3.7M	0.50	2.34	77,181	38,459	386,157	323,781
2023-06-05	$57.91	$55.00	41.6%	12.1%	112.3%	0.0%	42.8%	0.4%	0.6%	15.7M	-651.6M	-3.7M	0.21	1.98	154,796	33,088	315,384	292,215
2023-06-06	$59.09	$55.00	40.2%	11.6%	112.1%	0.0%	41.0%	0.1%	0.7%	36.6M	-901.3M	-3.9M	0.52	2.09	43,562	22,604	376,976	306,229
2023-06-07	$59.23	$60.00	41.2%	11.9%	110.9%	3.6%	42.4%	0.7%	0.1%	36.5M	-934.6M	-3.9M	0.18	2.31	122,991	22,060	382,931	315,077
2023-06-08	$59.83	$60.00	41.0%	11.9%	111.0%	3.0%	42.2%	-0.2%	0.9%	51.1M	-1.01B	-4.0M	0.48	1.76	25,192	12,193	425,505	327,706
2023-06-09	$59.92	$60.00	41.2%	11.9%	110.1%	3.5%	42.1%	-0.4%	0.5%	188.4M	-974.5M	-4.0M	0.36	2.37	85,752	31,250	430,249	334,172
2023-06-12	$61.95	$60.00	42.7%	12.1%	110.1%	8.5%	43.0%	-1.1%	-0.1%	23.4M	-1.09B	-3.9M	0.37	1.97	49,001	18,012	338,922	311,983
2023-06-13	$62.75	$60.00	42.0%	11.9%	109.9%	6.4%	42.7%	-0.7%	-0.7%	25.2M	-1.19B	-3.8M	0.40	2.42	32,595	13,135	345,153	318,751
2023-06-14	$62.36	$60.00	41.8%	12.0%	110.0%	5.6%	42.7%	-1.0%	0.1%	29.5M	-1.16B	-3.8M	0.53	2.41	24,355	12,911	353,409	323,635
2023-06-15	$62.36	$60.00	42.3%	12.1%	109.7%	7.3%	43.1%	-1.2%	-0.3%	35.1M	-1.16B	-3.8M	0.49	2.11	26,829	13,101	357,622	326,980
2023-06-16	$61.05	$60.00	39.8%	11.5%	110.5%	0.0%	41.0%	-0.6%	0.2%	39.5M	-977.4M	-3.8M	0.61	2.03	42,528	26,052	366,370	329,583
2023-06-20	$61.09	$60.00	40.2%	11.5%	110.6%	1.5%	40.8%	0.0%	0.7%	6.0M	-462.5M	-3.8M	0.76	2.25	21,132	16,094	222,343	248,908
2023-06-21	$59.25	$60.00	39.5%	11.3%	111.7%	0.0%	40.3%	0.8%	0.8%	1.5M	-318.3M	-3.8M	0.78	2.44	28,479	22,274	230,518	258,052
2023-06-22	$59.08	$60.00	39.1%	11.2%	111.8%	0.0%	39.3%	0.7%	1.0%	753.2K	-306.3M	-3.8M	1.58	2.16	13,128	20,802	234,857	264,965
2023-06-23	$57.59	$60.00	39.8%	11.3%	112.1%	2.2%	40.5%	1.1%	0.9%	-2.7M	-176.7M	-3.8M	1.67	1.98	23,849	39,711	238,155	276,516
2023-06-26	$58.19	$60.00	40.0%	11.3%	109.6%	2.9%	40.0%	0.8%	-0.1%	1.0M	-272.7M	-3.8M	0.66	2.18	14,772	9,778	226,542	261,402
2023-06-27	$60.58	$60.00	39.6%	11.1%	45.8%	1.5%	38.8%	1.2%	0.3%	6.4M	-444.5M	-3.8M	0.24	2.67	56,317	13,787	231,064	267,333
2023-06-28	$60.05	$60.00	39.9%	11.1%	45.2%	2.8%	39.0%	0.9%	0.2%	8.5M	-423.4M	-3.9M	1.26	2.28	13,672	17,177	255,667	270,554
2023-06-29	$58.39	$60.00	40.3%	11.3%	36.6%	3.9%	39.5%	1.3%	0.4%	1.1M	-264.2M	-3.9M	1.15	2.16	13,655	15,764	261,051	276,349
2023-06-30	$59.95	$60.00	37.6%	10.3%	34.4%	0.0%	36.2%	0.7%	0.3%	5.9M	-412.9M	-3.9M	0.79	3.41	20,044	15,895	263,600	282,006