MRVL Options History — March 2024

In March 2024, MRVL traded between $65.09 and $84.57. ATM implied volatility averaged 51.2%, placing in the 52.0% IV rank vs the trailing year. The 30-day expected move averaged 14.5%. IV traded below realized volatility by 15.6% (HV 20d: 66.8%). Max pain ranged from $62.00 to $70.00. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 1 of 20 days. Put/call ratio averaged 0.50.

Notable Days

  • 2024-03-07: Highest Volume — 345,352 contracts
  • 2024-03-08: Largest IV drop — 33.4% change
  • 2024-03-01: Highest IV Rank — 100.0%
  • 2024-03-01: Largest Expected Move — 23.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$71.58$65.09$84.57$77.41$70.78
Max Pain$67.70$62.00$70.00$62.00$69.00
ATM IV51.2%43.0%71.5%63.2%46.4%
Expected Move14.5%12.3%23.1%23.1%13.7%
HV 20d66.8%54.8%72.8%54.8%69.1%
HV 60d51.9%46.3%55.0%46.5%54.2%
IV Rank52.0%28.6%100.0%100.0%37.1%
IV Percentile64.4%45.6%100.0%100.0%54.8%
Term Structure-1.6%-5.8%1.2%-5.8%-0.1%
VWIV51.5%43.8%81.9%81.9%49.1%
Skew 25d-2.4%-10.6%-0.4%-3.1%-1.0%
Skew 10d-3.7%-7.4%-1.0%-3.9%-1.8%
Call IV 25d53.0%44.8%75.3%67.8%47.4%
Put IV 25d50.6%43.1%65.1%64.7%46.4%
Bid-Ask Spread %14.218.8723.5716.4510.38
Gamma HHI0.080.040.250.090.07
Net GEX22.0M-20.2M52.5M36.4M36.4M
Net DEX-852.5M-2.29B15.9M-1.70B-1.09B
Net VEX-5.7M-7.1M-4.9M-4.9M-7.0M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.500.171.260.210.33
Total Volume128,584.5546,001345,352185,304105,989
Total OI720,896.2586,090854,851586,090854,851

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-03-01$77.41$62.0063.2%23.1%54.8%100.0%81.9%-3.1%-5.8%36.4M-1.70B-4.9M0.2116.45152,93032,374391,550194,540
2024-03-04$79.50$65.0066.0%16.8%55.2%100.0%59.5%-4.4%-4.9%35.7M-1.76B-4.9M0.4317.0583,79136,277388,651197,578
2024-03-05$78.30$65.0063.5%16.4%55.5%92.7%57.8%-3.2%-3.7%36.0M-1.63B-5.1M0.6613.6139,44925,972404,665209,758
2024-03-06$81.17$65.0067.9%17.3%56.2%100.0%61.1%-5.1%-4.1%36.7M-1.92B-5.0M0.4111.07101,85542,075416,150218,011
2024-03-07$84.57$65.0071.5%18.2%56.5%100.0%63.4%-10.6%-5.8%38.9M-2.29B-5.1M0.4719.59235,527109,825446,594239,854
2024-03-08$75.88$67.5047.6%13.4%70.0%40.3%48.2%-3.3%1.2%32.9M-1.18B-5.4M0.6223.57205,019128,051518,521298,540
2024-03-11$72.69$70.0046.8%13.4%70.8%38.1%47.8%-1.4%-0.4%23.9M-820.1M-5.5M0.9716.9860,17358,663435,224264,976
2024-03-12$71.68$70.0045.7%13.1%70.5%35.5%46.3%-2.1%-0.2%21.1M-717.2M-5.5M0.5115.9246,27423,377449,347285,605
2024-03-13$67.50$70.0046.6%13.3%72.5%37.7%46.9%-1.6%-0.2%6.1M-222.0M-5.3M1.2616.9460,54676,078458,457297,150
2024-03-14$66.18$70.0047.2%13.3%72.5%39.3%47.3%-0.4%-1.1%59.1K-93.2M-5.4M0.5716.0552,39730,035477,486315,141
2024-03-15$67.09$70.0047.3%13.4%72.3%39.3%47.4%-1.3%-1.1%-20.2M-235.1M-5.6M0.5222.2150,71526,386500,442320,190
2024-03-18$67.55$70.0046.2%13.2%72.0%36.8%46.7%-0.5%-0.5%8.8M-209.5M-5.6M0.3913.2433,15412,847363,364267,441
2024-03-19$65.09$70.0044.9%12.8%72.8%33.4%45.3%-0.4%-1.6%3.3M15.9M-5.4M0.259.77101,60525,006383,652273,119
2024-03-20$65.60$67.5043.0%12.3%72.8%28.6%43.8%-1.7%-0.9%10.9M-152.7M-5.8M0.618.8743,73426,875429,251276,914
2024-03-21$66.97$67.5044.0%12.7%68.3%31.3%44.8%-1.7%-0.7%19.5M-387.6M-6.2M0.5210.3565,19834,114452,616283,785
2024-03-22$66.40$67.5044.3%12.8%67.6%31.9%46.8%-1.6%-0.5%8.5M-272.6M-6.3M0.3211.7148,31315,263466,304302,561
2024-03-25$66.41$67.5046.1%13.4%67.4%36.5%47.6%-1.1%-0.7%19.2M-340.3M-6.3M0.409.6246,47418,463450,978290,153
2024-03-26$68.22$67.5046.8%13.7%68.1%38.2%48.7%-2.1%-0.3%33.5M-629.9M-6.6M0.1710.13119,49820,195474,554300,696
2024-03-27$72.56$68.0048.5%14.3%70.9%42.4%50.6%-1.2%-0.4%52.5M-1.40B-7.1M0.3510.67131,05646,118514,311304,944
2024-03-28$70.78$69.0046.4%13.7%69.1%37.1%49.1%-1.0%-0.1%36.4M-1.09B-7.0M0.3310.3879,82826,161536,067318,784