MRVL Options History — April 2024

In April 2024, MRVL traded between $62.36 and $73.61. ATM implied volatility averaged 46.8%, placing in the 38.2% IV rank vs the trailing year. The 30-day expected move averaged 12.9%. IV traded above realized volatility by 1.5% (HV 20d: 45.3%). Max pain ranged from $67.50 to $70.00. Net GEX was positive for 20 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.61.

Notable Days

2024-04-11: Highest Volume — 148,016 contracts
2024-04-29: Largest IV spike — 12.9% change
2024-04-30: Highest IV Rank — 62.3%
2024-04-02: Largest Expected Move — 15.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$68.91	$62.36	$73.61	$73.13	$66.70
Max Pain	$67.93	$67.50	$70.00	$69.00	$67.50
ATM IV	46.8%	42.0%	56.5%	48.7%	56.5%
Expected Move	12.9%	11.7%	15.2%	15.0%	12.8%
HV 20d	45.3%	37.0%	63.0%	63.0%	39.0%
HV 60d	52.6%	51.5%	54.4%	54.4%	53.0%
IV Rank	38.2%	26.3%	62.3%	43.0%	62.3%
IV Percentile	58.1%	42.9%	89.7%	64.7%	89.7%
Term Structure	1.5%	-4.8%	10.4%	-1.1%	-2.4%
VWIV	45.3%	41.3%	53.7%	53.2%	44.8%
Skew 25d	0.5%	-1.5%	2.5%	-1.5%	1.0%
Skew 10d	1.0%	-2.4%	4.2%	-2.4%	1.5%
Call IV 25d	46.8%	41.2%	57.3%	49.8%	57.3%
Put IV 25d	47.4%	42.5%	58.3%	48.3%	58.3%
Bid-Ask Spread %	14.86	3.96	28.83	3.96	4.58
Gamma HHI	0.06	0.05	0.13	0.06	0.06
Net GEX	23.9M	-16.6M	53.0M	49.0M	10.5M
Net DEX	-556.1M	-1.40B	398.7M	-1.32B	-251.0M
Net VEX	-6.0M	-7.1M	-5.1M	-7.0M	-5.5M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.61	0.35	1.41	0.38	0.63
Total Volume	60,149.318	14,885	148,016	74,375	14,885
Total OI	781,611.409	613,637	916,461	823,461	640,338

Daily Data (22 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
2024-04-01	$73.13	$69.00	48.7%	15.0%	63.0%	43.0%	53.2%	-1.5%	-1.1%	49.0M	-1.32B	-7.0M	0.38	3.96	53,903	20,472	516,017	307,444
2024-04-02	$73.61	$69.00	49.0%	15.2%	62.2%	43.8%	53.7%	-0.7%	-1.1%	53.0M	-1.40B	-7.1M	0.54	5.41	31,845	17,240	529,879	316,143
2024-04-03	$72.62	$69.00	48.6%	14.9%	62.1%	42.7%	52.8%	-1.2%	-1.4%	51.8M	-1.25B	-7.0M	0.35	11.13	81,724	28,463	536,758	324,535
2024-04-04	$70.96	$67.50	49.6%	13.5%	60.6%	45.1%	47.4%	-0.4%	-1.9%	40.0M	-886.1M	-6.9M	0.44	14.30	63,643	27,748	545,189	332,342
2024-04-05	$72.20	$67.50	48.5%	13.1%	58.7%	42.5%	46.1%	-1.3%	-2.3%	49.9M	-1.07B	-6.8M	0.36	21.90	46,389	16,566	551,768	343,757
2024-04-08	$71.64	$67.50	47.3%	13.1%	45.2%	39.6%	46.1%	-0.4%	-1.2%	43.2M	-951.5M	-6.5M	0.49	20.97	36,184	17,899	537,128	315,824
2024-04-09	$73.07	$67.50	48.2%	13.3%	43.2%	41.8%	46.6%	-0.4%	-1.4%	47.8M	-1.18B	-6.6M	0.83	4.07	29,476	24,497	538,180	321,292
2024-04-10	$71.47	$67.50	47.9%	13.3%	43.7%	40.9%	47.0%	-0.1%	-1.4%	38.3M	-863.0M	-6.4M	0.63	14.74	45,064	28,611	535,653	332,490
2024-04-11	$71.47	$67.50	43.5%	12.4%	37.5%	30.1%	43.4%	-0.2%	-0.8%	42.8M	-830.5M	-6.2M	0.40	20.09	105,938	42,078	544,532	343,893
2024-04-12	$70.59	$67.50	43.6%	12.5%	37.0%	30.3%	44.0%	0.1%	-0.2%	32.8M	-681.6M	-6.2M	0.57	21.23	38,948	22,267	564,077	352,384
2024-04-15	$67.85	$67.50	44.3%	12.7%	39.7%	32.0%	44.1%	1.2%	2.1%	9.9M	-198.8M	-5.7M	0.58	15.63	48,721	28,407	480,462	316,375
2024-04-16	$68.79	$70.00	43.3%	12.4%	40.0%	29.5%	43.5%	0.5%	2.0%	9.6M	-333.8M	-5.9M	0.50	21.44	26,157	13,113	489,566	326,931
2024-04-17	$66.83	$70.00	43.5%	12.5%	39.0%	30.0%	44.1%	1.3%	1.8%	1.6M	-57.0M	-5.6M	1.35	15.41	24,813	33,531	492,240	328,445
2024-04-18	$65.55	$67.50	42.0%	11.9%	39.6%	26.3%	41.7%	1.3%	2.4%	3.6M	70.9M	-5.5M	0.76	4.11	37,209	28,234	499,271	322,156
2024-04-19	$62.36	$67.50	44.5%	12.9%	42.5%	32.6%	45.4%	2.5%	-4.8%	-16.6M	398.7M	-5.1M	0.69	28.83	48,036	33,333	502,464	321,625
2024-04-22	$63.02	$67.50	44.5%	12.2%	42.8%	32.6%	42.6%	2.3%	8.6%	-1.4M	75.0M	-5.2M	0.80	5.76	16,958	13,489	346,844	266,793
2024-04-23	$63.70	$67.50	43.3%	11.8%	43.0%	29.4%	41.3%	1.9%	9.2%	464.4K	10.2M	-5.2M	0.49	24.25	14,258	6,968	353,600	269,018
2024-04-24	$64.52	$67.50	44.1%	11.8%	42.1%	31.5%	41.3%	1.4%	9.4%	2.9M	-67.6M	-5.4M	0.37	5.38	18,924	7,074	360,309	271,011
2024-04-25	$67.47	$67.50	46.9%	12.2%	38.9%	38.5%	42.9%	1.6%	9.6%	17.0M	-376.2M	-5.7M	0.56	22.34	32,125	17,953	368,670	272,764
2024-04-26	$69.47	$67.50	47.7%	11.7%	39.7%	40.5%	41.3%	0.9%	10.4%	21.5M	-602.2M	-5.8M	0.38	19.30	36,508	13,716	375,283	277,236
2024-04-29	$68.95	$67.50	53.9%	12.4%	37.7%	55.9%	43.6%	1.7%	-2.3%	18.2M	-467.4M	-5.7M	1.41	22.18	12,418	17,500	361,048	263,717
2024-04-30	$66.70	$67.50	56.5%	12.8%	39.0%	62.3%	44.8%	1.0%	-2.4%	10.5M	-251.0M	-5.5M	0.63	4.58	9,127	5,758	365,960	274,378