MRVL Options History — September 2024

In September 2024, MRVL traded between $66.50 and $75.39. ATM implied volatility averaged 43.3%, placing in the 29.4% IV rank vs the trailing year. The 30-day expected move averaged 12.6%. IV traded below realized volatility by 18.9% (HV 20d: 62.2%). Max pain ranged from $70.00 to $72.50. Net GEX was positive for 14 of 20 trading days. Term structure was in contango for 16 of 20 days. Put/call ratio averaged 0.84.

Notable Days

  • 2024-09-03: Highest Volume — 86,988 contracts
  • 2024-09-06: Largest IV spike — 8.9% change
  • 2024-09-06: Highest IV Rank — 41.3%
  • 2024-09-06: Largest Expected Move — 13.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$71.81$66.50$75.39$69.77$71.28
Max Pain$72.25$70.00$72.50$70.00$72.50
ATM IV43.3%40.3%48.0%45.5%42.8%
Expected Move12.6%11.6%13.8%13.6%12.5%
HV 20d62.2%53.0%69.7%69.7%53.0%
HV 60d58.1%56.5%59.6%56.6%59.6%
IV Rank29.4%21.8%41.3%35.1%28.3%
IV Percentile43.6%32.1%61.9%53.6%40.1%
Term Structure0.7%-1.8%4.4%0.0%1.3%
VWIV44.4%39.9%51.2%48.2%43.4%
Skew 25d3.5%0.4%13.4%3.2%3.6%
Skew 10d6.5%0.5%13.0%6.3%6.2%
Call IV 25d42.2%38.0%47.8%44.4%41.3%
Put IV 25d45.7%42.0%55.4%47.6%45.0%
Bid-Ask Spread %32.3510.5249.1410.5226.99
Gamma HHI0.050.040.110.050.04
Net GEX5.5M-9.5M27.6M3.1M-1.9M
Net DEX-261.9M-634.7M187.8M-167.2M-114.1M
Net VEX-5.1M-5.3M-5.0M-5.0M-5.2M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.840.262.412.410.87
Total Volume34,106.3511,61786,98886,98813,864
Total OI608,591.35499,165677,574586,969527,764

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-09-03$69.77$70.0045.5%13.6%69.7%35.1%48.2%3.2%0.0%3.1M-167.2M-5.0M2.4110.5225,51361,475274,441312,528
2024-09-04$70.73$70.0043.8%13.7%69.2%30.6%48.2%4.6%2.9%2.4M-211.3M-5.3M0.7221.7819,38413,923278,725348,701
2024-09-05$69.60$72.5044.1%13.2%67.8%31.5%47.0%13.4%3.6%-291.9K-99.2M-5.3M0.8636.3315,19913,059283,342357,131
2024-09-06$66.50$72.5048.0%13.8%66.6%41.3%51.2%1.7%-0.7%-9.5M187.8M-5.2M1.3228.7621,60428,519289,660363,099
2024-09-09$68.77$72.5047.0%13.4%67.4%38.8%47.7%0.4%-0.2%-3.6M-35.6M-5.2M0.4030.3915,3676,123263,727361,556
2024-09-10$71.53$72.5046.2%13.4%68.2%36.7%46.9%3.7%0.4%5.7M-289.3M-5.3M0.3934.4922,7588,985270,688363,534
2024-09-11$74.76$72.5044.6%12.9%67.1%32.8%46.2%3.1%0.3%14.3M-587.5M-5.3M0.5129.7616,2628,244276,154366,305
2024-09-12$74.25$72.5043.7%12.6%67.0%30.5%44.4%2.9%-0.2%14.7M-545.4M-5.3M0.3439.6734,45611,649279,938367,732
2024-09-13$74.31$72.5042.6%12.3%58.3%27.8%43.2%2.8%0.7%12.8M-564.3M-5.2M0.9142.4915,41414,007288,327374,027
2024-09-16$73.35$72.5043.4%12.5%58.5%29.7%43.7%3.3%0.0%12.2M-425.9M-5.1M0.4729.9712,5715,950286,192352,804
2024-09-17$72.16$72.5043.1%12.3%58.7%29.0%44.0%3.6%4.4%8.4M-313.9M-5.1M0.8344.686,3585,259289,916353,342
2024-09-18$72.05$72.5042.9%12.3%58.7%28.4%43.4%3.7%0.7%8.6M-296.6M-5.0M1.0745.2416,66317,833290,615354,763
2024-09-19$75.39$72.5040.6%11.7%60.5%22.8%41.1%2.5%-1.8%27.6M-634.7M-5.1M0.5836.7821,33212,379297,149369,549
2024-09-20$73.18$72.5040.5%11.6%60.0%22.5%40.2%2.8%0.4%13.2M-387.5M-5.1M0.5149.1427,77914,207302,985374,589
2024-09-23$71.63$72.5041.6%12.1%59.0%25.2%43.8%2.7%0.2%54.8K-142.7M-5.0M1.4230.5626,80037,983215,941283,224
2024-09-24$71.66$72.5040.3%11.6%57.3%21.8%39.9%4.0%0.1%65.6K-144.2M-5.1M0.2624.8023,1516,050223,477301,060
2024-09-25$70.84$72.5041.0%11.8%57.3%23.7%41.3%2.4%0.2%-2.2M-85.8M-5.1M0.7830.507,4645,822234,734303,702
2024-09-26$73.69$72.5041.3%11.9%58.7%24.3%41.7%1.7%0.2%9.3M-317.6M-5.1M0.5129.6416,4898,327237,167306,590
2024-09-27$70.69$72.5042.5%12.2%60.7%27.4%43.3%3.2%0.7%-4.0M-62.8M-5.1M1.6124.4216,85327,052238,725307,924
2024-09-30$71.28$72.5042.8%12.5%53.0%28.3%43.4%3.6%1.3%-1.9M-114.1M-5.2M0.8726.997,4256,439227,792299,972