MRVL Options History — November 2024

In November 2024, MRVL traded between $84.57 and $94.00. ATM implied volatility averaged 54.2%, placing in the 56.7% IV rank vs the trailing year. The 30-day expected move averaged 15.5%. IV traded above realized volatility by 14.9% (HV 20d: 39.3%). Max pain ranged from $72.50 to $80.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 1 of 20 days. Put/call ratio averaged 0.70.

Notable Days

  • 2024-11-01: Highest Volume — 71,252 contracts
  • 2024-11-06: Largest IV drop — 13.9% change
  • 2024-11-20: Highest IV Rank — 66.7%
  • 2024-11-29: Largest Expected Move — 18.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$90.46$84.57$94.00$84.57$92.43
Max Pain$76.58$72.50$80.00$72.50$80.00
ATM IV54.2%48.2%58.2%49.2%56.2%
Expected Move15.5%13.3%18.3%13.9%18.3%
HV 20d39.3%37.5%41.1%37.8%38.7%
HV 60d45.4%38.4%49.7%49.7%39.0%
IV Rank56.7%41.7%66.7%44.1%61.7%
IV Percentile77.7%62.7%88.5%65.9%82.5%
Term Structure-2.5%-6.8%8.5%8.5%-6.3%
VWIV54.6%47.2%64.1%49.1%64.1%
Skew 25d0.1%-1.6%3.4%3.4%-0.2%
Skew 10d4.2%-2.3%24.4%8.7%0.6%
Call IV 25d54.9%46.9%58.5%46.9%58.2%
Put IV 25d55.0%50.3%59.0%50.3%58.0%
Bid-Ask Spread %31.1919.6043.8230.5729.19
Gamma HHI0.070.050.130.130.13
Net GEX20.1M5.9M31.0M20.7M28.0M
Net DEX-1.05B-1.42B-756.8M-846.7M-1.04B
Net VEX-5.1M-5.3M-4.6M-5.1M-5.0M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.700.322.050.630.56
Total Volume35,093.317,91271,25271,25226,682
Total OI574,273.8526,976625,439553,862584,263

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-11-01$84.57$72.5049.2%13.9%37.8%44.1%49.1%3.4%8.5%20.7M-846.7M-5.1M0.6330.5743,80727,445242,168311,694
2024-11-04$84.95$75.0052.1%15.0%37.6%51.4%53.3%-1.6%-6.8%13.2M-788.1M-4.9M0.6731.1415,36510,274227,067299,909
2024-11-05$86.97$75.0056.0%14.8%37.9%61.1%52.6%1.5%-1.6%15.9M-925.1M-5.0M2.0531.6515,02530,794234,798306,297
2024-11-06$91.11$75.0048.2%14.0%39.6%41.7%49.0%-0.4%-2.6%22.1M-1.23B-4.7M0.6038.9427,13216,380240,913311,578
2024-11-07$93.61$75.0051.8%13.6%39.7%50.6%48.7%0.7%-2.4%23.6M-1.39B-4.6M0.6641.6227,31518,127246,419312,886
2024-11-08$94.00$75.0049.8%13.3%39.6%45.8%47.2%0.1%-2.2%23.5M-1.42B-4.8M0.5119.6022,73111,688252,208323,303
2024-11-11$92.14$75.0052.7%14.3%38.8%53.0%50.2%-0.7%-1.8%18.8M-1.21B-4.9M0.8433.0320,80917,458249,865316,506
2024-11-12$92.49$75.0054.1%14.8%38.6%56.4%51.6%0.9%-2.1%20.6M-1.25B-4.9M1.5035.5914,44721,716257,809329,500
2024-11-13$90.71$75.0053.6%14.7%38.5%55.2%51.2%-1.4%-2.0%19.8M-1.11B-5.1M0.7143.8218,31912,920263,050332,236
2024-11-14$90.84$77.5054.9%15.1%37.5%58.5%52.9%0.1%-2.5%22.8M-1.15B-5.2M0.4436.6519,2328,374271,637341,921
2024-11-15$87.66$77.5055.5%15.4%40.2%60.0%55.5%0.2%-2.2%5.9M-885.0M-5.3M0.7537.7423,11617,421280,432345,007
2024-11-18$88.28$77.5056.7%16.0%39.8%63.0%56.5%0.8%-3.2%9.8M-756.8M-5.3M0.6022.5420,14612,125245,029306,123
2024-11-19$89.12$77.5056.8%16.2%39.3%63.1%56.5%0.8%-3.8%12.9M-829.9M-5.3M0.4420.0312,4075,505253,731313,640
2024-11-20$89.28$77.5058.2%16.7%38.3%66.7%58.0%1.2%-4.2%13.4M-844.2M-5.3M0.4927.1019,2189,493258,787318,743
2024-11-21$93.09$77.5057.0%16.5%40.5%63.6%57.8%0.9%-4.2%31.0M-1.20B-5.2M0.5529.1628,23615,475268,852323,405
2024-11-22$92.06$77.5056.6%16.6%41.0%62.7%58.7%-0.4%-4.2%26.7M-1.12B-5.2M0.3626.2119,6457,042270,769326,884
2024-11-25$93.01$77.5054.9%17.0%40.8%58.3%59.4%-1.5%-1.2%26.8M-1.12B-5.1M0.8426.4613,56611,437258,665302,989
2024-11-26$92.80$79.0055.3%17.1%40.6%59.5%59.6%-1.1%-1.7%28.1M-1.10B-5.1M0.3231.1421,2356,869264,782311,751
2024-11-27$90.10$80.0054.9%17.1%41.1%58.3%60.7%-0.9%-3.4%18.4M-865.7M-5.1M0.5531.6921,26911,621265,230314,630
2024-11-29$92.43$80.0056.2%18.3%38.7%61.7%64.1%-0.2%-6.3%28.0M-1.04B-5.0M0.5629.1917,0859,597267,113317,150