MRVL Options History — May 2024 In May 2024, MRVL traded between $64.53 and $77.75. ATM implied volatility averaged 53.8%, placing in the 55.7% IV rank vs the trailing year. The 30-day expected move averaged 14.5%. IV traded above realized volatility by 13.9% (HV 20d: 39.9%). Max pain ranged from $67.50 to $70.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 0.66.
Notable Days 2024-05-31 : Highest Volume — 204,715 contracts2024-05-31 : Largest IV drop — 30.0% change2024-05-02 : Highest IV Rank — 63.9%2024-05-30 : Largest Expected Move — 16.7%Monthly Statistics Metric Avg Min Max Open Close Price $71.20 $64.53 $77.75 $64.53 $69.71 Max Pain $67.64 $67.50 $70.00 $67.50 $70.00 ATM IV 53.8% 37.6% 57.1% 56.8% 37.6% Expected Move 14.5% 10.9% 16.7% 12.2% 10.9% HV 20d 39.9% 32.2% 46.2% 40.2% 46.2% HV 60d 51.3% 46.9% 53.8% 53.4% 49.7% IV Rank 55.7% 15.3% 63.9% 63.2% 15.3% IV Percentile 79.9% 19.0% 90.9% 90.1% 19.0% Term Structure -2.4% -3.5% -0.6% -2.3% -0.6% VWIV 50.7% 38.0% 58.1% 43.0% 38.0% Skew 25d 0.4% -1.0% 3.6% 1.2% 0.8% Skew 10d 0.4% -1.3% 2.8% 1.9% 1.8% Call IV 25d 53.6% 37.6% 56.7% 56.4% 37.6% Put IV 25d 54.0% 38.4% 58.3% 57.6% 38.4% Bid-Ask Spread % 22.16 8.86 29.57 16.80 29.39 Gamma HHI 0.06 0.05 0.08 0.05 0.07 Net GEX 18.1M 2.4M 32.2M 2.4M 2.8M Net DEX -594.9M -1.07B -44.7M -44.7M -125.4M Net VEX -5.5M -5.8M -5.0M -5.2M -5.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.66 0.27 1.32 0.83 0.99 Total Volume 50,800.909 19,539 204,715 28,804 204,715 Total OI 650,932.318 594,226 722,121 645,942 701,476
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 2024-05-01 $64.53 $67.50 56.8% 12.2% 40.2% 63.2% 43.0% 1.2% -2.3% 2.4M -44.7M -5.2M 0.83 16.80 15,724 13,080 368,913 277,029 2024-05-02 $66.68 $67.50 57.1% 12.2% 41.9% 63.9% 42.4% 1.7% -2.5% 7.7M -244.2M -5.4M 0.27 8.86 36,065 9,611 372,894 278,741 2024-05-03 $68.22 $67.50 55.8% 11.5% 42.3% 60.6% 40.4% 1.1% -2.4% 20.4M -412.2M -5.5M 0.56 24.43 17,311 9,705 382,571 283,711 2024-05-06 $69.53 $67.50 56.0% 14.8% 42.9% 61.3% 51.5% 1.1% -2.3% 16.5M -502.7M -5.5M 0.38 24.69 28,490 10,967 355,171 272,603 2024-05-07 $69.18 $67.50 55.7% 14.7% 42.2% 60.4% 51.1% 1.2% -2.1% 17.9M -476.6M -5.5M 1.32 21.51 8,415 11,124 362,159 275,885 2024-05-08 $68.05 $67.50 55.6% 14.7% 41.9% 60.1% 51.0% 0.9% -2.4% 12.2M -347.3M -5.4M 0.84 23.81 10,618 8,971 364,461 282,124 2024-05-09 $67.57 $67.50 54.9% 14.5% 41.9% 58.3% 50.7% 0.8% -2.2% 8.3M -289.5M -5.3M 0.83 25.77 12,127 10,091 367,164 286,299 2024-05-10 $68.13 $67.50 54.2% 14.5% 41.9% 56.7% 50.3% 1.2% -2.3% 7.0M -341.6M -5.3M 0.79 28.30 13,339 10,501 371,883 290,197 2024-05-13 $69.00 $67.50 54.4% 14.7% 39.7% 57.1% 51.6% -0.1% -2.5% 13.9M -431.1M -5.3M 0.36 21.76 39,055 14,002 360,733 283,860 2024-05-14 $67.97 $67.50 55.4% 15.0% 39.8% 59.6% 52.3% 0.2% -2.7% 11.5M -350.7M -5.4M 0.72 29.57 17,016 12,196 383,765 289,716 2024-05-15 $69.63 $67.50 54.6% 14.9% 39.2% 57.7% 52.0% -0.3% -2.7% 21.7M -542.8M -5.5M 0.80 29.14 23,580 18,887 392,036 294,846 2024-05-16 $73.52 $67.50 55.9% 15.3% 42.5% 60.8% 53.4% 3.6% -2.6% 32.2M -1.00B -5.7M 0.40 25.44 65,232 26,200 397,736 303,325 2024-05-17 $72.25 $67.50 53.9% 14.9% 38.2% 55.9% 52.0% -0.2% -2.9% 19.6M -798.4M -5.6M 0.46 26.63 32,109 14,901 408,794 313,327 2024-05-20 $74.28 $67.50 55.1% 15.5% 38.9% 59.0% 54.6% -1.0% -2.5% 22.8M -833.5M -5.7M 0.60 17.54 29,559 17,775 335,791 258,435 2024-05-21 $73.56 $67.50 54.2% 15.4% 39.4% 56.7% 53.7% -1.0% -2.4% 23.4M -779.8M -5.8M 0.83 19.88 14,407 11,985 350,434 265,240 2024-05-22 $73.16 $67.50 56.2% 16.1% 39.6% 61.7% 56.3% -0.7% -3.0% 21.6M -733.0M -5.8M 0.74 21.71 15,544 11,523 352,987 272,378 2024-05-23 $74.93 $67.50 52.1% 15.0% 37.5% 51.4% 52.5% -0.5% -1.5% 29.0M -887.7M -5.8M 0.56 20.54 32,807 18,356 355,436 278,988 2024-05-24 $76.39 $67.50 50.0% 14.5% 36.8% 46.3% 50.9% -0.2% -1.8% 30.0M -1.04B -5.8M 0.35 18.91 40,398 14,162 357,355 283,468 2024-05-28 $77.75 $67.50 52.4% 15.5% 36.8% 52.1% 54.1% 0.0% -2.3% 27.4M -1.07B -5.7M 0.60 20.53 34,954 20,837 343,655 268,365 2024-05-29 $76.08 $67.50 52.3% 15.9% 35.4% 51.9% 55.5% -0.2% -3.5% 25.0M -910.6M -5.7M 0.62 19.13 20,206 12,485 351,570 280,065 2024-05-30 $76.25 $68.00 53.7% 16.7% 32.2% 55.5% 58.1% -0.4% -2.9% 24.7M -926.4M -5.8M 0.72 13.22 74,548 54,042 357,983 286,942 2024-05-31 $69.71 $70.00 37.6% 10.9% 46.2% 15.3% 38.0% 0.8% -0.6% 2.8M -125.4M -5.0M 0.99 29.39 103,033 101,682 386,258 315,218
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