MRVL Options History — December 2024

In December 2024, MRVL traded between $95.78 and $125.86. ATM implied volatility averaged 43.0%, placing in the 26.1% IV rank vs the trailing year. The 30-day expected move averaged 12.7%. IV traded below realized volatility by 50.2% (HV 20d: 93.1%). Max pain ranged from $75.00 to $85.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 0.43.

Notable Days

2024-12-04: Highest Volume — 407,850 contracts
2024-12-04: Largest IV drop — 24.7% change
2024-12-02: Highest IV Rank — 55.5%
2024-12-02: Largest Expected Move — 18.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$111.13	$95.78	$125.86	$96.85	$110.87
Max Pain	$79.17	$75.00	$85.00	$80.00	$85.00
ATM IV	43.0%	35.2%	53.7%	53.7%	43.8%
Expected Move	12.7%	10.6%	18.4%	18.4%	12.7%
HV 20d	93.1%	37.2%	109.7%	37.2%	108.4%
HV 60d	61.7%	38.3%	69.3%	38.5%	68.5%
IV Rank	26.1%	7.5%	55.5%	55.5%	27.3%
IV Percentile	35.4%	6.7%	70.2%	70.2%	36.5%
Term Structure	0.5%	-2.3%	5.1%	-1.3%	0.2%
VWIV	44.6%	37.5%	64.0%	64.0%	44.4%
Skew 25d	0.9%	-8.1%	5.1%	-8.1%	2.4%
Skew 10d	-0.4%	-27.9%	16.3%	-27.9%	4.1%
Call IV 25d	42.7%	35.9%	53.9%	53.9%	43.3%
Put IV 25d	43.6%	36.6%	51.6%	45.9%	45.7%
Bid-Ask Spread %	28.10	15.04	53.71	22.95	31.83
Gamma HHI	0.12	0.07	0.36	0.08	0.07
Net GEX	32.2M	13.8M	70.8M	20.3M	16.7M
Net DEX	-1.91B	-3.42B	-1.18B	-1.30B	-1.30B
Net VEX	-5.3M	-6.3M	-3.5M	-4.6M	-5.8M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.43	0.28	0.71	0.53	0.34
Total Volume	102,294.952	23,658	407,850	93,016	24,636
Total OI	677,973.905	541,547	775,798	541,547	607,997

Daily Data (21 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
2024-12-02	$96.85	$80.00	53.7%	18.4%	37.2%	55.5%	64.0%	-8.1%	-1.3%	20.3M	-1.30B	-4.6M	0.53	22.95	60,693	32,323	247,248	294,299
2024-12-03	$95.78	$80.00	52.3%	18.2%	37.8%	52.1%	63.7%	-1.6%	-2.0%	21.3M	-1.24B	-4.8M	0.53	18.28	132,816	70,378	274,068	315,777
2024-12-04	$118.43	$80.00	39.4%	12.0%	82.4%	18.3%	42.4%	-1.7%	5.1%	49.6M	-3.42B	-3.5M	0.48	53.71	275,963	131,887	341,718	355,740
2024-12-05	$113.55	$75.00	35.8%	10.8%	84.0%	9.1%	38.1%	2.9%	1.7%	27.6M	-2.49B	-4.6M	0.67	23.49	80,242	53,660	350,742	401,199
2024-12-06	$113.83	$75.00	35.2%	10.6%	83.8%	7.5%	37.5%	4.1%	3.5%	36.9M	-2.54B	-4.7M	0.38	24.13	56,021	21,442	364,320	406,043
2024-12-09	$106.64	$75.00	38.4%	11.2%	87.9%	15.8%	39.1%	0.1%	0.4%	23.7M	-1.66B	-4.9M	0.46	42.00	81,740	37,388	309,086	338,849
2024-12-10	$105.53	$75.00	39.0%	11.2%	87.6%	17.2%	39.4%	2.7%	0.8%	29.3M	-1.57B	-5.2M	0.38	30.55	39,070	14,795	340,882	353,584
2024-12-11	$110.80	$75.00	38.5%	11.3%	88.9%	13.9%	39.4%	-0.5%	0.9%	51.5M	-2.16B	-5.2M	0.33	23.89	80,125	26,439	348,562	355,878
2024-12-12	$108.11	$75.00	38.1%	11.1%	89.1%	12.9%	38.9%	1.6%	0.5%	32.6M	-1.81B	-5.2M	0.71	46.45	26,298	18,765	351,173	363,181
2024-12-13	$120.34	$75.00	40.0%	11.7%	95.6%	17.6%	41.2%	-4.1%	1.3%	70.8M	-3.21B	-5.2M	0.35	30.03	171,173	59,415	360,295	371,033
2024-12-16	$125.86	$75.00	43.7%	12.6%	94.3%	27.3%	44.0%	-0.4%	-1.1%	39.7M	-3.12B	-5.1M	0.45	18.85	85,402	38,013	329,036	358,769
2024-12-17	$112.58	$75.00	46.4%	13.3%	105.0%	34.4%	47.1%	1.1%	-1.1%	26.6M	-1.87B	-5.8M	0.46	32.04	112,129	52,080	341,035	367,302
2024-12-18	$104.73	$80.00	49.7%	14.2%	109.2%	43.0%	50.0%	0.5%	-2.3%	13.8M	-1.18B	-6.0M	0.35	37.12	56,760	19,979	363,814	389,803
2024-12-19	$109.11	$80.00	50.0%	14.4%	109.7%	43.9%	50.2%	1.8%	-0.3%	21.5M	-1.58B	-6.3M	0.47	31.02	42,893	20,180	371,303	395,423
2024-12-20	$111.22	$82.50	44.9%	12.8%	109.2%	30.2%	44.0%	3.0%	0.6%	25.6M	-1.82B	-6.1M	0.40	37.06	44,130	17,580	376,765	399,033
2024-12-23	$114.30	$82.50	44.0%	12.3%	109.1%	27.8%	43.1%	5.1%	-1.7%	29.3M	-1.57B	-5.9M	0.41	15.04	28,116	11,418	287,457	324,688
2024-12-24	$114.37	$82.50	40.3%	11.5%	109.1%	18.2%	40.3%	1.4%	2.8%	34.8M	-1.61B	-5.8M	0.43	20.38	16,567	7,091	294,966	324,220
2024-12-26	$116.30	$85.00	41.7%	11.7%	109.1%	21.6%	41.2%	2.1%	1.5%	45.1M	-1.81B	-5.8M	0.30	15.25	25,823	7,832	299,408	326,774
2024-12-27	$112.91	$85.00	42.9%	12.2%	109.1%	24.9%	43.6%	2.8%	1.1%	43.9M	-1.45B	-5.9M	0.35	16.47	28,384	9,819	304,298	331,314
2024-12-30	$111.57	$85.00	44.5%	12.9%	109.2%	28.9%	44.6%	3.5%	0.3%	16.2M	-1.34B	-5.8M	0.28	19.45	22,456	6,273	279,411	320,959
2024-12-31	$110.87	$85.00	43.8%	12.7%	108.4%	27.3%	44.4%	2.4%	0.2%	16.7M	-1.30B	-5.8M	0.34	31.83	18,356	6,280	284,733	323,264