MARA Options History — May 2015

Name: MARA Options Analytics - May 2015
Creator: Options Analysis Suite

In May 2015, MARA traded between $76.96 and $94.40. ATM implied volatility averaged 76.1%. The 30-day expected move averaged 16.8%. IV traded above realized volatility by 30.9% (HV 20d: 45.2%). Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 1.66.

Notable Days

2015-05-26: Highest Volume — 7 contracts
2015-05-28: Largest IV spike — 395.4% change
2015-05-05: Largest Expected Move — 30.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$86.77	$76.96	$94.40	$91.52	$79.84
ATM IV	76.1%	9.3%	188.6%	105.4%	82.0%
Expected Move	16.8%	2.7%	30.5%	30.2%	23.5%
HV 20d	45.2%	41.4%	47.3%	45.0%	47.2%
Term Structure	13.3%	-35.5%	85.5%	-34.1%	71.7%
Bid-Ask Spread %	164.66	134.13	193.94	157.51	179.18
Gamma HHI	0.82	0.55	1.00	1.00	0.68
Net GEX	454	109	3.5K	120	401
Net DEX	-36.4K	-74.2K	-14.7K	-15.7K	-57.2K
Net VEX	-178	-404	-1	-61	-344
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.66	0.00	12.50	0.00	0.74
Total Volume	2.2	0	7	0	4
Total OI	9.5	3	19	3	18

Daily Data (20 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
2015-05-01	$91.52	$0.00	105.4%	30.2%	0.0%	0.0%	0.0%	0.0%	-34.1%	120	-15.7K	-61	0.00	157.51	N/A	N/A	0	0	3	0
2015-05-04	$94.40	$0.00	146.3%	25.6%	0.0%	0.0%	0.0%	0.0%	-3.9%	151	-17.4K	-64	0.00	158.03	N/A	N/A	0	0	3	0
2015-05-05	$91.20	$0.00	125.0%	30.5%	0.0%	0.0%	0.0%	0.0%	-10.4%	127	-16.6K	-63	0.00	148.12	N/A	N/A	0	0	3	0
2015-05-06	$91.84	$0.00	85.7%	23.0%	0.0%	0.0%	0.0%	0.0%	-22.2%	182	-16.6K	-63	0.00	134.13	N/A	N/A	0	0	3	0
2015-05-07	$92.00	$0.00	185.3%	30.0%	0.0%	0.0%	0.0%	0.0%	-35.5%	159	-16.7K	-64	0.00	150.07	N/A	N/A	0	0	3	0
2015-05-08	$92.64	$0.00	188.6%	28.3%	0.0%	0.0%	0.0%	0.0%	-22.0%	109	-17.0K	-64	0.00	157.91	N/A	N/A	0	0	3	0
2015-05-11	$91.04	$0.00	168.8%	17.2%	0.0%	0.0%	0.0%	0.0%	-7.1%	212	-16.1K	-63	0.00	142.13	N/A	N/A	0	0	3	0
2015-05-12	$86.40	$0.00	104.5%	29.9%	0.0%	0.0%	0.0%	0.0%	-34.7%	133	-14.7K	-62	0.37	140.11	N/A	N/A	4	1	3	0
2015-05-13	$83.68	$0.00	15.6%	4.5%	45.0%	0.0%	0.0%	0.0%	-5.1%	290	-19.3K	-137	0.33	160.17	N/A	N/A	4	1	6	1
2015-05-14	$87.04	$0.00	9.3%	2.7%	47.0%	0.0%	0.0%	0.0%	14.4%	406	-41.1K	-206	1.25	170.14	N/A	N/A	1	1	10	1
2015-05-15	$89.76	$0.00	21.3%	0.0%	47.3%	0.0%	0.0%	0.0%	0.0%	3.5K	-74.2K	-1	1.25	170.25	N/A	N/A	1	1	10	1
2015-05-18	$88.32	$0.00	81.3%	0.0%	46.2%	0.0%	0.0%	0.0%	0.0%	498	-58.4K	-286	0.00	191.67	N/A	N/A	0	0	11	1
2015-05-19	$88.48	$0.00	64.6%	0.0%	44.9%	0.0%	0.0%	0.0%	0.0%	494	-58.8K	-285	12.50	193.94	N/A	N/A	0	2	11	1
2015-05-20	$86.08	$0.00	11.0%	3.2%	44.7%	0.0%	0.0%	0.0%	69.3%	202	-45.1K	-276	2.78	168.15	N/A	N/A	1	2	11	3
2015-05-21	$82.88	$0.00	26.3%	7.5%	46.0%	0.0%	0.0%	0.0%	80.6%	176	-44.7K	-267	2.78	172.85	N/A	N/A	1	2	11	3
2015-05-22	$81.28	$0.00	10.8%	3.1%	41.4%	0.0%	0.0%	0.0%	85.5%	434	-46.4K	-312	2.78	174.49	N/A	N/A	1	2	12	3
2015-05-26	$76.96	$0.00	11.7%	3.3%	42.6%	0.0%	0.0%	0.0%	80.0%	169	-39.5K	-223	0.35	174.24	N/A	N/A	5	2	12	3
2015-05-27	$78.08	$0.00	13.3%	3.8%	43.0%	0.0%	0.0%	0.0%	0.0%	528	-47.8K	-312	0.74	175.53	N/A	N/A	2	2	16	3
2015-05-28	$81.92	$0.00	65.7%	18.8%	47.1%	0.0%	0.0%	0.0%	-13.2%	768	-64.7K	-404	0.74	174.66	N/A	N/A	2	2	15	3
2015-05-29	$79.84	$0.00	82.0%	23.5%	47.2%	0.0%	0.0%	0.0%	71.7%	401	-57.2K	-344	0.74	179.18	N/A	N/A	2	2	15	3