MRVL Options History — October 2023

In October 2023, MRVL traded between $46.67 and $55.11. ATM implied volatility averaged 42.7%, placing in the 25.6% IV rank vs the trailing year. The 30-day expected move averaged 12.0%. IV traded above realized volatility by 13.6% (HV 20d: 29.1%). Max pain ranged from $50.00 to $55.00. Net GEX was positive for 6 of 22 trading days. Term structure was in contango for 16 of 22 days. Put/call ratio averaged 1.13.

Notable Days

  • 2023-10-17: Highest Volume — 39,158 contracts
  • 2023-10-03: Largest IV spike — 9.0% change
  • 2023-10-31: Highest IV Rank — 53.9%
  • 2023-10-26: Largest Expected Move — 13.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$51.45$46.67$55.11$54.30$47.05
Max Pain$53.82$50.00$55.00$54.00$50.00
ATM IV42.7%38.0%52.9%39.1%52.9%
Expected Move12.0%11.1%13.5%11.2%12.8%
HV 20d29.1%22.7%34.6%22.7%30.6%
HV 60d37.2%36.1%38.5%37.9%36.1%
IV Rank25.6%12.6%53.9%15.6%53.9%
IV Percentile25.4%8.3%59.9%11.5%59.9%
Term Structure1.9%-1.5%8.3%0.0%-1.5%
VWIV41.9%37.8%46.1%44.8%43.9%
Skew 25d4.7%3.5%6.3%3.8%6.1%
Skew 10d9.3%7.0%11.8%8.6%11.8%
Call IV 25d40.3%36.1%50.8%37.2%50.6%
Put IV 25d45.0%39.9%57.1%41.0%56.6%
Bid-Ask Spread %2.951.4312.452.0512.45
Gamma HHI0.070.050.110.080.06
Net GEX-3.1M-12.9M6.5M3.4M-6.8M
Net DEX93.8M-108.2M283.6M-61.1M238.4M
Net VEX-3.1M-3.4M-2.7M-3.4M-2.7M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.130.452.062.060.51
Total Volume21,747.27312,65339,15828,14214,613
Total OI498,825.182437,291557,206495,018461,961

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-10-02$54.30$54.0039.1%11.2%22.7%15.6%44.8%3.8%0.0%3.4M-61.1M-3.4M2.062.059,19618,946241,867253,151
2023-10-03$52.36$54.0042.6%12.4%25.4%25.3%42.9%4.3%-0.3%-3.3M66.6M-3.3M1.492.188,70913,005245,378253,565
2023-10-04$53.22$54.0040.2%11.6%25.6%18.8%40.6%3.8%0.1%-950.3K15.6M-3.3M1.882.124,4018,252246,042258,719
2023-10-05$53.27$55.0040.5%11.8%25.6%19.5%43.8%3.8%0.3%-365.9K13.6M-3.3M1.162.286,7977,866246,937264,144
2023-10-06$54.69$55.0038.2%11.2%26.7%13.2%39.5%3.5%0.2%5.1M-88.5M-3.4M0.591.6016,0819,446248,800270,110
2023-10-09$54.30$55.0039.9%11.4%26.3%17.9%40.0%3.7%-0.0%2.6M-51.1M-3.3M0.941.646,6686,235243,012260,827
2023-10-10$55.11$55.0038.3%11.1%26.7%13.5%37.8%3.6%0.4%6.5M-108.2M-3.3M0.811.437,6426,214244,780262,328
2023-10-11$55.02$55.0038.0%11.1%26.7%12.6%38.2%3.8%0.7%6.4M-95.7M-3.3M1.361.686,6258,999248,607265,862
2023-10-12$54.73$55.0038.1%11.1%26.6%13.0%37.9%3.5%0.5%4.2M-69.1M-3.2M0.451.5218,9078,504249,656268,603
2023-10-13$52.66$55.0041.3%11.9%28.6%21.8%42.2%4.4%0.4%-7.0M87.4M-3.2M1.571.7610,11015,905253,709271,441
2023-10-16$53.67$55.0040.0%11.5%29.5%18.1%39.1%4.5%-0.5%-2.4M13.0M-3.1M0.561.6516,1909,085245,588268,850
2023-10-17$53.14$55.0040.6%11.7%29.6%19.8%39.8%4.6%0.5%-4.3M45.8M-3.1M1.761.8414,19224,966253,694272,287
2023-10-18$51.27$55.0042.0%12.0%31.4%23.6%42.3%5.1%1.1%-11.6M172.4M-3.0M1.231.7313,80617,008257,972282,759
2023-10-19$50.52$55.0043.3%12.4%31.1%27.4%41.0%5.3%-0.4%-12.9M207.9M-3.0M0.771.818,2296,296266,452287,863
2023-10-20$49.45$55.0043.4%12.4%31.7%27.7%43.3%5.8%0.7%-8.0M283.6M-2.9M1.651.6511,04818,278268,801288,405
2023-10-23$49.13$55.0043.9%12.6%31.7%29.0%43.3%5.7%8.0%-5.2M192.3M-2.8M0.811.9212,90310,495203,662233,629
2023-10-24$49.64$52.5042.1%12.1%31.9%24.0%41.6%5.3%8.3%-4.1M161.7M-2.9M1.154.317,1398,215208,516235,105
2023-10-25$47.50$52.5045.7%12.9%34.6%34.0%44.4%5.8%7.5%-7.2M265.2M-2.7M1.2012.2716,19619,444212,392239,844
2023-10-26$46.67$51.0048.0%13.5%32.2%40.4%46.1%5.8%7.7%-7.7M277.2M-2.7M1.282.358,13210,422222,066242,208
2023-10-27$47.09$51.0049.2%13.2%32.6%43.6%44.8%5.5%8.3%-7.2M254.4M-2.7M0.872.459,9818,688224,805242,887
2023-10-30$47.08$50.0052.0%13.0%32.5%51.5%44.5%6.3%-0.6%-6.7M242.4M-2.7M0.652.108,8445,762219,038237,832
2023-10-31$47.05$50.0052.9%12.8%30.6%53.9%43.9%6.1%-1.5%-6.8M238.4M-2.7M0.5112.459,6814,932222,739239,222