MARA Options History — June 2015

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

In June 2015, MARA traded between $45.76 and $85.92. ATM implied volatility averaged 127.5%. The 30-day expected move averaged 34.5%. IV traded below realized volatility by 8.2% (HV 20d: 135.7%). Max pain ranged from $80.00 to $80.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.68.

Notable Days

2015-06-12: Highest Volume — 96 contracts
2015-06-11: Largest IV spike — 185.5% change
2015-06-11: Largest Expected Move — 73.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$59.13	$45.76	$85.92	$75.20	$46.56
Max Pain	$80.00	$80.00	$80.00	$80.00	$80.00
ATM IV	127.5%	89.8%	256.4%	136.4%	151.6%
Expected Move	34.5%	20.3%	73.5%	39.1%	43.5%
HV 20d	135.7%	49.7%	182.0%	50.8%	179.7%
HV 60d	122.7%	120.8%	124.5%	124.5%	120.8%
Term Structure	-17.3%	-112.5%	5.4%	-42.8%	-5.9%
VWIV	99.8%	70.1%	214.6%	110.5%	106.2%
Bid-Ask Spread %	132.69	107.85	156.82	137.81	118.49
Gamma HHI	0.75	0.59	0.96	0.69	0.62
Net GEX	1.3K	383	5.7K	604	771
Net DEX	-48.9K	-275.4K	65.3K	-60.5K	-42.9K
Net VEX	-398	-636	-282	-360	-344
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.68	0.12	2.12	0.74	0.41
Total Volume	38.909	4	96	4	14
Total OI	51.455	18	85	18	39

Daily Data (22 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
2015-06-01	$75.20	$0.00	136.4%	39.1%	50.8%	0.0%	0.0%	0.0%	-42.8%	604	-60.5K	-360	0.74	137.81	N/A	N/A	2	2	15	3
2015-06-02	$72.00	$0.00	109.4%	31.4%	49.7%	0.0%	110.5%	0.0%	-16.1%	531	-55.5K	-355	0.29	136.56	N/A	N/A	6	2	15	3
2015-06-03	$73.92	$80.00	92.7%	26.6%	51.0%	0.0%	95.9%	0.0%	-8.9%	1.1K	-81.3K	-425	0.40	107.85	N/A	N/A	19	8	21	1
2015-06-04	$74.24	$0.00	107.2%	20.3%	50.9%	0.0%	0.0%	0.0%	-1.0%	2.0K	-122.2K	-552	0.47	118.38	N/A	N/A	17	8	36	8
2015-06-05	$78.40	$0.00	122.6%	22.3%	55.8%	0.0%	0.0%	0.0%	-0.8%	2.2K	-134.2K	-585	2.12	124.04	N/A	N/A	4	8	37	8
2015-06-08	$74.08	$0.00	109.2%	21.7%	58.1%	0.0%	0.0%	0.0%	-5.3%	2.5K	-139.7K	-540	1.01	122.07	N/A	N/A	8	8	40	8
2015-06-09	$80.48	$0.00	132.2%	25.2%	66.9%	0.0%	0.0%	0.0%	5.4%	4.0K	-198.2K	-613	0.14	147.38	N/A	N/A	13	2	47	8
2015-06-10	$85.92	$0.00	89.8%	25.7%	69.1%	0.0%	0.0%	0.0%	-1.3%	5.7K	-275.4K	-636	0.42	145.92	N/A	N/A	5	2	51	8
2015-06-11	$53.60	$0.00	256.4%	73.5%	181.3%	0.0%	214.6%	0.0%	-112.5%	383	-22.9K	-327	1.32	123.48	N/A	N/A	37	48	54	8
2015-06-12	$49.76	$80.00	112.5%	32.2%	180.6%	0.0%	113.6%	0.0%	-22.1%	649	65.3K	-282	1.01	147.00	N/A	N/A	48	48	51	22
2015-06-15	$52.00	$80.00	115.8%	33.2%	181.3%	0.0%	111.5%	0.0%	-23.6%	980	53.7K	-387	1.01	138.75	N/A	N/A	48	48	63	22
2015-06-16	$50.08	$80.00	110.0%	31.5%	181.3%	0.0%	70.1%	0.0%	-12.6%	893	55.8K	-342	1.01	118.23	N/A	N/A	48	48	63	22
2015-06-17	$50.56	$80.00	119.3%	34.2%	181.4%	0.0%	70.2%	0.0%	-10.1%	771	52.6K	-336	1.01	142.45	N/A	N/A	48	48	63	22
2015-06-18	$50.08	$80.00	118.2%	33.9%	181.6%	0.0%	72.5%	0.0%	-12.9%	759	53.0K	-315	1.01	141.99	N/A	N/A	48	48	63	22
2015-06-19	$49.92	$80.00	116.2%	33.3%	181.7%	0.0%	74.2%	0.0%	-15.0%	755	55.1K	-313	0.62	118.12	N/A	N/A	48	30	63	22
2015-06-22	$50.08	$80.00	122.6%	35.2%	182.0%	0.0%	78.2%	0.0%	-18.6%	785	-51.3K	-321	0.12	153.53	N/A	N/A	13	2	34	1
2015-06-23	$48.48	$80.00	120.0%	34.4%	181.7%	0.0%	84.0%	0.0%	-30.6%	873	-44.8K	-318	0.15	156.82	N/A	N/A	11	2	34	1
2015-06-24	$46.88	$80.00	127.0%	36.4%	181.1%	0.0%	0.0%	0.0%	-36.1%	792	-47.4K	-338	0.39	155.70	N/A	N/A	11	4	34	1
2015-06-25	$45.76	$80.00	145.5%	41.7%	179.1%	0.0%	96.0%	0.0%	2.4%	744	-43.8K	-351	0.41	118.74	N/A	N/A	10	4	35	4
2015-06-26	$46.56	$80.00	142.9%	41.0%	179.8%	0.0%	0.0%	0.0%	3.4%	778	-45.5K	-352	0.41	120.07	N/A	N/A	10	4	36	4
2015-06-29	$46.40	$80.00	147.2%	42.2%	179.6%	0.0%	0.0%	0.0%	-15.7%	776	-45.8K	-359	0.41	125.75	N/A	N/A	10	4	36	4
2015-06-30	$46.56	$80.00	151.6%	43.5%	179.7%	0.0%	106.2%	0.0%	-5.9%	771	-42.9K	-344	0.41	118.49	N/A	N/A	10	4	35	4