MRVL Options History — July 2024

In July 2024, MRVL traded between $62.73 and $75.13. ATM implied volatility averaged 43.3%, placing in the 29.4% IV rank vs the trailing year. The 30-day expected move averaged 12.1%. IV traded above realized volatility by 5.6% (HV 20d: 37.7%). Max pain ranged from $70.00 to $72.50. Net GEX was positive for 12 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 0.57.

Notable Days

2024-07-08: Highest Volume — 84,226 contracts
2024-07-29: Largest IV spike — 10.4% change
2024-07-30: Highest IV Rank — 61.8%
2024-07-30: Largest Expected Move — 13.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$69.82	$62.73	$75.13	$70.13	$67.19
Max Pain	$70.45	$70.00	$72.50	$70.00	$70.00
ATM IV	43.3%	37.8%	56.2%	38.8%	55.0%
Expected Move	12.1%	10.6%	13.9%	10.8%	13.3%
HV 20d	37.7%	29.6%	51.5%	35.1%	51.5%
HV 60d	41.5%	39.8%	44.0%	40.8%	44.0%
IV Rank	29.4%	15.7%	61.8%	18.1%	58.6%
IV Percentile	47.4%	25.4%	88.5%	32.5%	82.1%
Term Structure	1.5%	-3.3%	8.7%	-0.3%	-3.3%
VWIV	42.3%	37.6%	48.1%	38.2%	46.2%
Skew 25d	0.7%	-1.1%	3.3%	-0.6%	2.4%
Skew 10d	1.7%	-1.5%	4.6%	-0.3%	4.6%
Call IV 25d	43.2%	38.2%	57.1%	39.2%	54.2%
Put IV 25d	43.9%	38.0%	58.7%	38.6%	56.6%
Bid-Ask Spread %	23.87	15.30	30.46	25.86	25.83
Gamma HHI	0.06	0.05	0.07	0.05	0.05
Net GEX	3.3M	-16.9M	21.7M	3.3M	1.1M
Net DEX	-174.9M	-595.8M	302.3M	-222.5M	-75.5M
Net VEX	-5.2M	-5.4M	-5.0M	-5.3M	-5.4M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.57	0.22	1.31	0.41	0.42
Total Volume	44,563.545	17,567	84,226	35,177	29,303
Total OI	614,359.091	567,077	676,955	600,962	623,852

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
2024-07-01	$70.13	$70.00	38.8%	10.8%	35.1%	18.1%	38.2%	-0.6%	-0.3%	3.3M	-222.5M	-5.3M	0.41	25.86	25,012	10,165	285,472	315,490
2024-07-02	$71.34	$70.00	37.8%	10.6%	33.9%	15.7%	37.8%	-0.5%	0.3%	12.3M	-344.9M	-5.3M	0.52	24.40	15,130	7,862	293,620	315,984
2024-07-03	$72.10	$70.00	37.9%	10.7%	33.1%	16.0%	37.6%	-0.1%	0.5%	16.6M	-405.7M	-5.4M	0.55	25.12	14,822	8,169	295,300	320,064
2024-07-05	$72.33	$70.00	38.3%	11.1%	29.6%	16.9%	38.8%	-0.6%	0.1%	12.6M	-422.8M	-5.3M	0.32	26.62	27,826	8,974	295,353	323,710
2024-07-08	$74.57	$70.00	40.2%	11.5%	30.3%	21.6%	40.4%	-0.9%	-0.1%	20.7M	-595.8M	-5.2M	0.26	24.76	66,966	17,260	288,677	301,941
2024-07-09	$73.79	$70.00	39.3%	11.2%	30.6%	19.4%	39.1%	-0.4%	-0.1%	19.9M	-520.9M	-5.3M	0.34	26.10	40,658	13,663	299,043	308,781
2024-07-10	$74.72	$70.00	39.7%	11.4%	29.8%	20.4%	40.2%	-1.1%	0.4%	21.7M	-592.1M	-5.3M	0.22	30.46	49,610	10,995	297,167	313,301
2024-07-11	$73.01	$70.00	40.2%	11.6%	31.1%	21.7%	40.5%	-0.4%	0.3%	15.9M	-417.4M	-5.3M	0.76	28.05	19,914	15,129	304,520	317,428
2024-07-12	$73.84	$70.00	39.6%	11.4%	29.7%	20.3%	40.2%	-0.2%	0.2%	17.8M	-489.0M	-5.2M	1.15	23.34	23,570	26,998	305,860	324,567
2024-07-15	$73.44	$70.00	40.9%	11.7%	29.8%	23.5%	41.2%	-0.3%	0.1%	12.4M	-434.6M	-5.2M	0.68	23.21	10,469	7,098	288,783	323,000
2024-07-16	$75.13	$72.50	41.3%	11.8%	30.8%	24.6%	41.6%	-0.1%	-0.3%	17.8M	-586.4M	-5.2M	0.31	25.95	34,682	10,827	292,166	327,134
2024-07-17	$68.94	$72.50	43.5%	12.5%	43.4%	30.0%	43.5%	1.1%	-0.7%	-5.7M	-4.8M	-5.1M	0.88	26.89	44,205	38,739	299,138	328,261
2024-07-18	$67.74	$72.50	43.8%	12.6%	43.3%	30.7%	43.9%	1.4%	-1.2%	-14.1M	145.2M	-5.1M	0.93	26.85	42,551	39,492	311,128	348,347
2024-07-19	$66.90	$72.50	44.8%	12.9%	43.0%	33.1%	45.3%	1.6%	-0.9%	-16.9M	195.7M	-5.2M	0.89	26.46	23,772	21,178	325,691	351,264
2024-07-22	$68.81	$70.00	42.4%	12.3%	43.7%	27.1%	42.9%	1.4%	7.5%	-2.3M	-48.4M	-5.2M	0.42	17.52	19,055	7,975	271,982	295,095
2024-07-23	$68.80	$70.00	41.5%	12.1%	39.6%	25.0%	42.4%	1.2%	8.3%	-959.3K	-55.9M	-5.2M	0.31	21.55	36,713	11,254	279,000	298,564
2024-07-24	$65.16	$70.00	44.9%	13.1%	44.1%	33.4%	45.3%	2.3%	7.5%	-14.3M	240.9M	-5.0M	0.57	15.30	24,716	14,009	286,077	301,671
2024-07-25	$64.92	$70.00	46.5%	13.0%	44.1%	37.4%	45.6%	2.0%	8.6%	-13.1M	231.0M	-5.1M	0.29	22.11	54,986	16,208	298,323	304,110
2024-07-26	$65.59	$70.00	47.4%	13.0%	44.2%	39.8%	44.7%	2.4%	8.7%	-8.8M	105.9M	-5.3M	0.54	21.36	24,882	13,362	334,902	305,234
2024-07-29	$64.78	$70.00	52.3%	13.5%	43.7%	52.1%	47.3%	3.3%	-0.6%	-8.7M	148.7M	-5.2M	0.55	18.12	13,161	7,301	314,705	288,118
2024-07-30	$62.73	$70.00	56.2%	13.9%	44.8%	61.8%	48.1%	1.6%	-3.1%	-13.8M	302.3M	-5.0M	1.31	19.32	13,761	17,976	322,160	290,917
2024-07-31	$67.19	$70.00	55.0%	13.3%	51.5%	58.6%	46.2%	2.4%	-3.3%	1.1M	-75.5M	-5.4M	0.42	25.83	20,598	8,705	325,445	298,407