MARA Options History — April 2015 In April 2015, MARA traded between $91.04 and $96.80. ATM implied volatility averaged 90.8%. The 30-day expected move averaged 29.8%. Net GEX was positive for 4 of 7 trading days. Term structure was in contango for 2 of 7 days. Put/call ratio averaged 0.00.
Notable Days 2015-04-24 : Highest Volume — 3 contracts2015-04-23 : Largest IV spike — 1027.4% change2015-04-27 : Largest Expected Move — 36.8%Monthly Statistics Metric Avg Min Max Open Close Price $92.73 $91.04 $96.80 $91.04 $92.16 ATM IV 90.8% 11.0% 128.5% 11.0% 88.4% Expected Move 29.8% 16.2% 36.8% 35.7% 25.3% Term Structure -18.4% -38.6% 6.0% -18.2% -38.6% Bid-Ask Spread % 144.40 78.18 169.79 169.79 149.50 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 83 0 163 0 163 Net DEX -9.0K -16.3K 0 0 -16.0K Net VEX -34 -61 0 0 -60 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 1.857 0 3 0 1 Total OI 1.714 0 3 0 3
Daily Data (7 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 Wall Put Wall Call Vol Put Vol Call OI Put OI 2015-04-22 $91.04 $0.00 11.0% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 169.79 N/A N/A 0 0 0 0 2015-04-23 $92.16 $0.00 124.4% 35.7% 0.0% 0.0% 0.0% 0.0% -18.2% 0 0 0 0.00 159.58 N/A N/A 0 0 0 0 2015-04-24 $96.80 $0.00 112.7% 32.3% 0.0% 0.0% 0.0% 0.0% 6.0% 0 0 0 0.00 147.82 N/A N/A 3 0 0 0 2015-04-27 $92.48 $0.00 128.5% 36.8% 0.0% 0.0% 0.0% 0.0% -27.6% 128 -14.7K -59 0.00 149.51 N/A N/A 3 0 3 0 2015-04-28 $93.28 $0.00 56.4% 16.2% 0.0% 0.0% 0.0% 0.0% 2.9% 163 -16.3K -61 0.00 78.18 N/A N/A 3 0 3 0 2015-04-29 $91.20 $0.00 114.3% 32.8% 0.0% 0.0% 0.0% 0.0% -34.8% 124 -15.7K -61 0.00 156.44 N/A N/A 3 0 3 0 2015-04-30 $92.16 $0.00 88.4% 25.3% 0.0% 0.0% 0.0% 0.0% -38.6% 163 -16.0K -60 0.00 149.50 N/A N/A 1 0 3 0
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