MRVL Options History — October 2024

In October 2024, MRVL traded between $70.30 and $85.00. ATM implied volatility averaged 45.7%, placing in the 35.6% IV rank vs the trailing year. The 30-day expected move averaged 13.2%. IV traded above realized volatility by 8.4% (HV 20d: 37.3%). Max pain ranged from $70.00 to $72.50. Net GEX was positive for 19 of 23 trading days. Term structure was in contango for 17 of 23 days. Put/call ratio averaged 0.87.

Notable Days

2024-10-15: Highest Volume — 96,667 contracts
2024-10-31: Largest IV spike — 11.7% change
2024-10-31: Highest IV Rank — 45.7%
2024-10-31: Largest Expected Move — 14.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$77.95	$70.30	$85.00	$70.30	$79.94
Max Pain	$70.98	$70.00	$72.50	$72.50	$72.50
ATM IV	45.7%	44.1%	49.8%	45.1%	49.8%
Expected Move	13.2%	12.7%	14.1%	13.0%	14.1%
HV 20d	37.3%	29.7%	45.3%	44.2%	33.7%
HV 60d	56.4%	50.3%	59.7%	59.3%	50.4%
IV Rank	35.6%	31.4%	45.7%	34.0%	45.7%
IV Percentile	51.0%	42.9%	66.7%	51.2%	66.7%
Term Structure	1.3%	-2.6%	8.7%	0.1%	5.7%
VWIV	46.4%	44.2%	49.6%	46.0%	49.6%
Skew 25d	3.2%	2.3%	4.2%	3.8%	3.4%
Skew 10d	7.1%	4.6%	17.3%	7.1%	6.8%
Call IV 25d	44.2%	41.8%	46.7%	42.8%	46.7%
Put IV 25d	47.4%	45.1%	50.1%	46.7%	50.1%
Bid-Ask Spread %	37.01	22.78	51.15	33.86	30.41
Gamma HHI	0.07	0.04	0.33	0.05	0.05
Net GEX	11.7M	-5.0M	40.6M	-5.0M	4.3M
Net DEX	-491.4M	-878.4M	-34.8M	-34.8M	-453.1M
Net VEX	-5.1M	-5.2M	-4.9M	-5.2M	-5.1M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.87	0.33	2.62	0.97	0.60
Total Volume	33,723.174	12,044	96,667	12,480	26,075
Total OI	550,642.826	523,527	604,038	533,589	549,854

Daily Data (23 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
2024-10-01	$70.30	$72.50	45.1%	13.0%	44.2%	34.0%	46.0%	3.8%	0.1%	-5.0M	-34.8M	-5.2M	0.97	33.86	6,349	6,131	230,792	302,797
2024-10-02	$72.57	$72.50	44.7%	12.8%	45.3%	33.0%	44.9%	2.6%	1.5%	2.7M	-205.1M	-5.2M	0.74	27.54	12,021	8,873	231,760	304,757
2024-10-03	$71.50	$70.00	46.1%	13.4%	45.3%	36.5%	46.5%	4.2%	0.3%	-830.8K	-119.1M	-5.2M	0.67	44.22	7,207	4,837	235,037	307,177
2024-10-04	$73.18	$70.00	44.1%	13.1%	42.3%	31.4%	46.4%	3.4%	2.0%	5.7M	-255.5M	-5.2M	0.83	45.21	15,479	12,803	236,893	307,805
2024-10-07	$73.09	$70.00	46.5%	13.6%	41.0%	37.4%	48.3%	3.8%	0.4%	3.5M	-226.2M	-5.1M	0.65	45.82	10,335	6,724	226,624	301,112
2024-10-08	$73.06	$70.00	46.0%	13.3%	38.6%	36.2%	46.8%	3.6%	0.3%	3.4M	-220.3M	-5.0M	2.11	45.64	9,483	19,982	228,618	304,017
2024-10-09	$72.44	$70.00	45.5%	13.0%	35.2%	35.0%	48.2%	4.0%	-0.5%	-1.3M	-147.5M	-5.1M	2.62	51.15	7,407	19,441	231,115	318,963
2024-10-10	$72.34	$70.00	45.3%	13.0%	35.2%	34.4%	45.4%	3.5%	0.2%	-2.9M	-135.5M	-5.1M	1.15	41.87	8,502	9,809	232,311	331,895
2024-10-11	$74.10	$70.00	44.5%	12.7%	36.3%	32.4%	44.2%	3.1%	-0.1%	18.1M	-289.8M	-5.0M	0.82	45.50	16,677	13,704	235,564	327,392
2024-10-14	$77.70	$70.00	45.9%	13.2%	39.6%	36.0%	47.0%	3.1%	-0.6%	13.4M	-534.2M	-4.9M	0.79	42.14	31,055	24,635	226,999	315,656
2024-10-15	$79.20	$70.00	48.0%	13.7%	39.4%	41.1%	48.0%	4.0%	-2.6%	18.0M	-660.3M	-5.0M	0.41	47.20	68,494	28,173	236,845	323,099
2024-10-16	$81.85	$70.00	46.8%	13.4%	40.5%	38.3%	47.6%	2.9%	-0.1%	27.7M	-878.4M	-5.1M	0.40	22.78	41,301	16,498	251,459	334,042
2024-10-17	$80.30	$70.00	45.1%	12.9%	38.7%	33.9%	45.3%	3.1%	0.3%	23.7M	-736.1M	-5.2M	0.41	44.67	25,793	10,701	260,133	333,056
2024-10-18	$79.85	$70.00	44.6%	12.8%	36.9%	32.8%	44.2%	3.2%	0.5%	40.6M	-679.1M	-5.1M	1.08	45.39	15,960	17,303	265,298	338,740
2024-10-21	$81.40	$70.00	45.9%	13.1%	36.0%	36.0%	46.6%	2.9%	0.1%	12.8M	-647.5M	-5.1M	0.66	26.61	17,465	11,600	218,308	309,859
2024-10-22	$83.15	$70.00	45.7%	13.1%	36.3%	35.5%	46.3%	2.7%	0.3%	15.7M	-770.5M	-5.1M	0.73	28.43	23,891	17,546	223,802	317,016
2024-10-23	$81.43	$72.50	46.2%	13.1%	37.1%	36.7%	45.8%	2.7%	0.5%	15.9M	-652.2M	-5.2M	1.73	31.12	24,307	41,937	233,219	315,392
2024-10-24	$81.90	$72.50	45.9%	12.9%	35.0%	36.0%	44.8%	3.0%	-0.6%	18.4M	-684.2M	-5.2M	0.74	29.01	19,578	14,431	242,074	314,219
2024-10-25	$82.06	$72.50	45.0%	12.8%	30.4%	33.8%	44.8%	3.2%	0.1%	10.2M	-678.8M	-5.2M	0.91	31.02	11,333	10,369	243,248	314,366
2024-10-28	$83.50	$72.50	45.2%	13.2%	30.6%	34.3%	46.5%	2.8%	6.7%	12.6M	-734.4M	-5.1M	0.33	31.89	19,790	6,437	224,411	299,116
2024-10-29	$85.00	$72.50	45.5%	13.3%	29.7%	35.0%	46.8%	2.7%	6.8%	17.6M	-855.6M	-5.0M	0.34	24.71	26,603	8,978	232,755	302,549
2024-10-30	$82.94	$72.50	44.6%	13.3%	30.8%	32.7%	47.3%	2.3%	8.7%	14.6M	-703.8M	-5.0M	0.34	35.12	14,586	5,030	238,255	306,386
2024-10-31	$79.94	$72.50	49.8%	14.1%	33.7%	45.7%	49.6%	3.4%	5.7%	4.3M	-453.1M	-5.1M	0.60	30.41	16,276	9,799	240,695	309,159