MRVL Options History — August 2024 In August 2024, MRVL traded between $56.76 and $75.78. ATM implied volatility averaged 57.9%, placing in the 66.0% IV rank vs the trailing year. The 30-day expected move averaged 16.3%. IV traded below realized volatility by 8.8% (HV 20d: 66.7%). Max pain ranged from $67.50 to $70.00. Net GEX was positive for 12 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.81.
Notable Days 2024-08-29 : Highest Volume — 191,678 contracts2024-08-30 : Largest IV drop — 33.5% change2024-08-05 : Highest IV Rank — 88.2%2024-08-05 : Largest Expected Move — 19.0%Monthly Statistics Metric Avg Min Max Open Close Price $65.74 $56.76 $75.78 $63.22 $75.78 Max Pain $67.95 $67.50 $70.00 $70.00 $67.50 ATM IV 57.9% 37.7% 66.8% 59.3% 37.7% Expected Move 16.3% 10.7% 19.0% 14.8% 10.7% HV 20d 66.7% 55.1% 73.1% 55.1% 63.1% HV 60d 51.9% 45.6% 55.6% 45.6% 54.0% IV Rank 66.0% 15.4% 88.2% 69.5% 15.4% IV Percentile 86.1% 22.6% 99.2% 94.4% 22.6% Term Structure -1.1% -7.3% 14.3% -2.6% 2.9% VWIV 56.7% 37.5% 64.8% 52.2% 37.5% Skew 25d 3.9% 0.3% 11.5% 1.5% 1.6% Skew 10d 8.7% 1.3% 15.1% 5.9% 1.3% Call IV 25d 56.2% 37.4% 65.6% 59.2% 37.4% Put IV 25d 60.2% 39.0% 77.2% 60.7% 39.0% Bid-Ask Spread % 19.45 8.03 31.80 30.28 11.44 Gamma HHI 0.07 0.05 0.23 0.06 0.14 Net GEX 5.3M -18.8M 36.4M -15.1M 36.4M Net DEX -82.7M -982.3M 649.8M 274.9M -982.3M Net VEX -5.1M -5.4M -4.5M -5.2M -4.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.81 0.38 2.14 2.14 0.57 Total Volume 53,176.636 20,720 191,678 43,922 168,868 Total OI 637,453.364 558,836 724,901 632,661 724,901
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 2024-08-01 $63.22 $70.00 59.3% 14.8% 55.1% 69.5% 52.2% 1.5% -2.6% -15.1M 274.9M -5.2M 2.14 30.28 13,966 29,956 330,445 302,216 2024-08-02 $58.97 $70.00 63.2% 16.2% 59.3% 79.1% 56.4% 1.6% -2.4% -18.8M 649.8M -4.7M 1.35 20.58 36,505 49,308 334,812 316,694 2024-08-05 $56.89 $70.00 66.8% 19.0% 57.9% 88.2% 64.8% 11.5% 11.0% -9.8M 564.2M -4.6M 0.59 20.25 21,420 12,552 337,114 299,215 2024-08-06 $58.83 $70.00 62.6% 16.7% 60.3% 77.7% 58.1% 6.0% -7.3% -11.4M 477.6M -4.7M 0.99 8.75 16,371 16,153 338,908 301,410 2024-08-07 $56.76 $67.50 65.9% 17.5% 60.2% 86.0% 59.0% 8.2% -3.4% -12.8M 585.9M -4.5M 1.20 12.77 14,817 17,706 346,553 303,697 2024-08-08 $60.91 $67.50 62.6% 16.7% 67.0% 77.7% 56.9% 6.3% -2.8% -9.7M 258.5M -5.0M 0.99 12.63 15,409 15,248 351,279 304,923 2024-08-09 $60.78 $67.50 60.8% 16.5% 66.7% 73.2% 56.6% 5.5% -2.6% -7.4M 267.1M -4.9M 0.83 14.32 13,628 11,350 357,288 310,411 2024-08-12 $60.47 $67.50 61.6% 16.7% 66.7% 75.1% 56.7% 6.5% -2.7% -9.1M 310.7M -4.8M 0.39 8.03 22,599 8,879 345,080 298,231 2024-08-13 $64.03 $67.50 60.2% 16.4% 69.9% 71.6% 57.8% 5.3% -3.0% -1.2M 1.8M -5.2M 0.38 20.89 25,446 9,608 351,661 301,846 2024-08-14 $63.31 $67.50 58.4% 16.1% 63.6% 67.1% 54.6% 5.1% -2.1% -2.4M 68.9M -5.1M 0.38 18.30 16,977 6,424 358,295 304,193 2024-08-15 $69.70 $67.50 55.7% 15.4% 72.6% 60.5% 54.0% 3.4% -2.4% 21.2M -560.4M -5.3M 0.63 11.50 33,503 20,965 365,992 306,687 2024-08-16 $69.09 $67.50 54.7% 15.2% 72.6% 58.0% 56.6% 2.4% -1.9% 34.7M -501.7M -5.2M 0.82 31.80 40,203 32,841 368,241 307,004 2024-08-19 $69.92 $67.50 53.5% 15.2% 72.0% 55.0% 54.5% 3.2% -1.8% 13.7M -376.0M -5.2M 1.42 23.01 16,122 22,821 277,118 281,718 2024-08-20 $69.67 $67.50 54.5% 15.5% 72.0% 57.4% 54.4% 3.2% -2.0% 12.7M -352.3M -5.2M 0.61 22.62 12,883 7,837 283,119 300,989 2024-08-21 $71.03 $67.50 55.1% 15.8% 69.3% 58.9% 55.0% 3.1% -2.9% 17.6M -471.7M -5.3M 0.60 22.37 14,454 8,667 288,537 304,255 2024-08-22 $68.51 $67.50 57.2% 16.6% 70.7% 64.2% 57.1% 2.9% -2.1% 8.6M -259.3M -5.3M 1.27 24.07 18,934 23,983 294,831 307,716 2024-08-23 $71.25 $67.50 56.4% 16.4% 71.8% 62.3% 56.7% 2.9% -2.4% 28.8M -509.2M -5.4M 0.67 22.24 32,633 21,854 302,526 320,487 2024-08-26 $68.68 $67.50 59.1% 17.9% 73.1% 68.8% 61.8% 0.3% -1.6% 7.4M -255.0M -5.2M 0.50 22.33 32,742 16,236 288,458 307,798 2024-08-27 $69.69 $67.50 58.3% 17.8% 72.0% 67.0% 61.6% 1.7% -2.4% 11.2M -356.8M -5.2M 0.53 26.24 15,671 8,330 306,850 315,957 2024-08-28 $68.91 $67.50 53.7% 18.6% 68.1% 55.5% 64.3% 2.6% 14.3% 9.9M -298.1M -5.2M 0.53 20.96 35,590 18,749 315,264 318,679 2024-08-29 $69.92 $67.50 56.7% 17.8% 64.2% 62.9% 60.9% 1.4% -4.1% 11.5M -355.9M -5.2M 0.47 22.56 130,181 61,497 315,018 327,558 2024-08-30 $75.78 $67.50 37.7% 10.7% 63.1% 15.4% 37.5% 1.6% 2.9% 36.4M -982.3M -4.8M 0.57 11.44 107,519 61,349 368,594 356,307
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