MRVL Options History — June 2024

In June 2024, MRVL traded between $66.55 and $73.88. ATM implied volatility averaged 38.0%, placing in the 16.3% IV rank vs the trailing year. The 30-day expected move averaged 11.0%. IV traded below realized volatility by 9.7% (HV 20d: 47.7%). Max pain ranged from $67.50 to $70.00. Net GEX was positive for 14 of 19 trading days. Term structure was in contango for 15 of 19 days. Put/call ratio averaged 0.76.

Notable Days

2024-06-28: Highest Volume — 89,227 contracts
2024-06-17: Largest IV spike — 5.3% change
2024-06-20: Highest IV Rank — 23.2%
2024-06-20: Largest Expected Move — 11.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$70.15	$66.55	$73.88	$67.78	$69.88
Max Pain	$69.66	$67.50	$70.00	$68.00	$70.00
ATM IV	38.0%	36.1%	40.8%	37.8%	38.4%
Expected Move	11.0%	10.6%	11.7%	10.9%	10.9%
HV 20d	47.7%	45.1%	50.4%	46.7%	47.4%
HV 60d	42.8%	40.9%	49.1%	49.1%	41.0%
IV Rank	16.3%	11.5%	23.2%	15.6%	17.2%
IV Percentile	25.0%	14.7%	42.9%	21.0%	30.6%
Term Structure	0.4%	-0.6%	1.2%	-0.6%	0.1%
VWIV	38.9%	37.4%	41.1%	39.3%	38.2%
Skew 25d	-0.0%	-0.9%	1.0%	0.6%	-0.3%
Skew 10d	0.9%	-1.1%	3.5%	3.5%	-0.3%
Call IV 25d	38.4%	36.6%	41.4%	37.6%	38.6%
Put IV 25d	38.4%	36.8%	41.2%	38.2%	38.3%
Bid-Ask Spread %	26.03	15.62	37.41	29.60	22.97
Gamma HHI	0.06	0.05	0.11	0.06	0.05
Net GEX	14.4M	-6.0M	39.9M	2.6M	3.3M
Net DEX	-347.2M	-852.8M	67.7M	-69.1M	-202.9M
Net VEX	-5.4M	-5.6M	-5.1M	-5.1M	-5.4M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.76	0.40	1.83	1.28	0.46
Total Volume	46,247.316	28,952	89,227	70,312	89,227
Total OI	691,234.474	552,942	767,149	662,380	614,375

Daily Data (19 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
2024-06-03	$67.78	$68.00	37.8%	10.9%	46.7%	15.6%	39.3%	0.6%	-0.6%	2.6M	-69.1M	-5.1M	1.28	29.60	30,858	39,454	361,221	301,159
2024-06-04	$66.55	$68.00	37.4%	11.0%	46.5%	14.6%	38.8%	1.0%	0.8%	-3.9M	67.7M	-5.1M	0.42	18.33	26,492	11,144	369,123	320,913
2024-06-05	$69.52	$67.50	37.6%	11.1%	49.3%	15.3%	39.2%	-0.0%	-0.3%	9.7M	-276.4M	-5.4M	0.61	24.54	53,762	32,914	374,630	325,100
2024-06-06	$68.32	$70.00	37.4%	11.0%	49.3%	14.6%	39.0%	0.0%	0.2%	7.5M	-167.1M	-5.5M	0.85	26.81	18,739	15,957	404,659	335,975
2024-06-07	$68.03	$70.00	36.6%	10.9%	49.3%	12.7%	38.4%	-0.2%	0.2%	5.9M	-125.7M	-5.5M	0.83	28.59	15,789	13,163	410,573	341,226
2024-06-10	$69.72	$70.00	36.9%	10.8%	50.0%	13.5%	38.2%	0.4%	0.8%	15.0M	-325.9M	-5.5M	0.98	15.62	18,903	18,464	388,350	322,762
2024-06-11	$70.59	$70.00	37.0%	10.8%	50.0%	13.6%	38.0%	0.4%	0.6%	21.8M	-433.6M	-5.6M	1.00	28.12	16,977	17,019	395,139	332,568
2024-06-12	$72.58	$70.00	36.1%	10.6%	50.4%	11.5%	37.4%	0.3%	0.8%	33.9M	-696.6M	-5.6M	0.42	37.41	37,982	15,780	396,678	337,828
2024-06-13	$72.62	$70.00	36.4%	10.7%	49.8%	12.4%	37.6%	0.1%	0.8%	35.4M	-697.8M	-5.5M	0.45	25.62	27,291	12,392	402,131	340,753
2024-06-14	$73.09	$70.00	37.7%	11.0%	45.9%	15.4%	38.8%	-0.3%	1.2%	39.9M	-758.9M	-5.5M	0.40	33.94	33,206	13,353	402,969	343,824
2024-06-17	$71.90	$70.00	39.7%	11.4%	45.9%	20.4%	40.5%	-0.2%	-0.1%	23.5M	-540.0M	-5.5M	0.63	35.74	27,536	17,404	388,785	335,376
2024-06-18	$73.00	$70.00	40.0%	11.5%	45.1%	21.3%	40.6%	-0.9%	0.0%	31.5M	-726.8M	-5.6M	0.56	31.20	19,791	11,016	401,904	345,328
2024-06-20	$73.88	$70.00	40.8%	11.7%	45.1%	23.2%	41.1%	-0.3%	-0.3%	38.5M	-852.8M	-5.6M	0.48	34.77	34,555	16,487	408,082	349,159
2024-06-21	$71.91	$70.00	39.5%	11.3%	46.1%	20.0%	39.9%	-0.2%	0.3%	24.4M	-522.1M	-5.5M	0.61	22.13	20,817	12,678	412,464	354,685
2024-06-24	$68.31	$70.00	39.4%	11.3%	48.5%	19.6%	40.2%	-0.4%	0.9%	-2.1M	-82.6M	-5.2M	1.18	19.70	24,494	28,909	278,673	274,269
2024-06-25	$68.16	$70.00	38.1%	10.9%	47.6%	16.6%	38.7%	-0.3%	0.4%	-4.8M	-51.6M	-5.3M	0.53	20.53	24,669	12,975	285,444	291,505
2024-06-26	$68.18	$70.00	38.2%	10.9%	46.9%	16.7%	37.8%	0.5%	0.7%	-6.0M	-38.7M	-5.3M	0.93	17.69	16,888	15,782	286,057	302,640
2024-06-27	$68.74	$70.00	37.7%	10.7%	46.8%	15.4%	37.6%	-0.6%	0.6%	-2.2M	-95.9M	-5.3M	1.83	21.31	12,646	23,186	287,672	309,456
2024-06-28	$69.88	$70.00	38.4%	10.9%	47.4%	17.2%	38.2%	-0.3%	0.1%	3.3M	-202.9M	-5.4M	0.46	22.97	61,086	28,141	292,230	322,145