MARA Options History — July 2015

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

In July 2015, MARA traded between $45.76 and $53.28. ATM implied volatility averaged 132.1%. The 30-day expected move averaged 34.7%. IV traded above realized volatility by 48.5% (HV 20d: 83.6%). 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 11 of 22 days. Put/call ratio averaged 0.75.

Notable Days

2015-07-01: Highest Volume — 14 contracts
2015-07-30: Largest IV spike — 30.5% change
2015-07-01: Largest Expected Move — 44.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$48.02	$45.76	$53.28	$46.56	$48.16
Max Pain	$80.00	$80.00	$80.00	$80.00	$80.00
ATM IV	132.1%	93.1%	186.1%	156.3%	118.9%
Expected Move	34.7%	26.7%	44.8%	44.8%	34.1%
HV 20d	83.6%	31.3%	179.6%	179.0%	53.0%
HV 60d	113.1%	110.9%	119.6%	119.6%	111.1%
Term Structure	-0.5%	-45.8%	49.2%	-7.3%	-36.9%
VWIV	109.5%	109.5%	109.5%	109.5%	109.5%
Bid-Ask Spread %	133.85	112.04	166.90	122.35	112.04
Gamma HHI	0.75	0.55	0.89	0.82	0.56
Net GEX	689	453	859	632	859
Net DEX	-49.0K	-68.4K	-26.2K	-45.7K	-38.9K
Net VEX	-314	-374	-168	-317	-264
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.75	0.41	0.94	0.41	0.89
Total Volume	9.909	8	14	14	9
Total OI	38.591	38	39	39	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
2015-07-01	$46.56	$80.00	156.3%	44.8%	179.0%	0.0%	109.5%	0.0%	-7.3%	632	-45.7K	-317	0.41	122.35	N/A	N/A	10	4	35	4
2015-07-02	$47.84	$80.00	147.9%	42.4%	179.6%	0.0%	0.0%	0.0%	-35.0%	630	-50.3K	-332	0.41	124.88	N/A	N/A	10	4	35	4
2015-07-06	$46.24	$0.00	171.6%	35.9%	177.3%	0.0%	0.0%	0.0%	-5.6%	782	-47.8K	-351	0.69	117.63	N/A	N/A	6	4	35	4
2015-07-07	$45.92	$0.00	143.3%	35.2%	177.1%	0.0%	0.0%	0.0%	-0.8%	573	-53.0K	-340	0.73	123.73	N/A	N/A	6	4	34	4
2015-07-08	$47.20	$0.00	177.7%	36.8%	173.7%	0.0%	0.0%	0.0%	32.4%	747	-55.8K	-373	0.73	121.69	N/A	N/A	6	4	35	4
2015-07-09	$47.20	$0.00	171.6%	31.7%	170.7%	0.0%	0.0%	0.0%	49.2%	834	-44.3K	-344	0.73	128.94	N/A	N/A	6	4	35	4
2015-07-10	$47.04	$0.00	186.1%	35.1%	43.1%	0.0%	0.0%	0.0%	2.5%	621	-47.5K	-300	0.73	120.22	N/A	N/A	6	4	35	4
2015-07-13	$47.84	$0.00	130.1%	37.3%	35.6%	0.0%	0.0%	0.0%	6.2%	669	-48.4K	-308	0.73	124.80	N/A	N/A	6	4	35	4
2015-07-14	$48.00	$0.00	115.9%	33.2%	31.3%	0.0%	0.0%	0.0%	16.4%	680	-50.9K	-310	0.73	143.22	N/A	N/A	6	4	35	4
2015-07-15	$53.28	$0.00	123.9%	35.5%	47.5%	0.0%	0.0%	0.0%	2.9%	726	-66.4K	-374	0.73	139.28	N/A	N/A	6	4	35	4
2015-07-16	$52.80	$0.00	122.9%	35.2%	47.6%	0.0%	0.0%	0.0%	7.5%	726	-60.2K	-344	0.73	140.29	N/A	N/A	6	4	35	4
2015-07-17	$51.20	$0.00	120.9%	34.7%	48.9%	0.0%	0.0%	0.0%	15.1%	663	-68.4K	-373	0.75	166.90	N/A	N/A	6	4	35	4
2015-07-20	$48.16	$0.00	117.4%	33.7%	53.7%	0.0%	0.0%	0.0%	2.4%	828	-49.4K	-337	0.84	154.37	N/A	N/A	5	4	34	4
2015-07-21	$48.16	$0.00	119.3%	34.2%	53.6%	0.0%	0.0%	0.0%	11.8%	623	-55.8K	-333	0.84	154.02	N/A	N/A	5	4	34	4
2015-07-22	$48.00	$0.00	121.6%	34.9%	52.4%	0.0%	0.0%	0.0%	-1.7%	795	-53.0K	-347	0.84	152.52	N/A	N/A	5	4	34	4
2015-07-23	$48.00	$0.00	123.7%	35.5%	50.9%	0.0%	0.0%	0.0%	1.4%	680	-57.1K	-332	0.84	152.15	N/A	N/A	5	4	34	4
2015-07-24	$46.24	$0.00	130.4%	37.4%	52.0%	0.0%	0.0%	0.0%	-0.6%	756	-47.2K	-331	0.84	156.48	N/A	N/A	5	4	34	4
2015-07-27	$45.76	$0.00	95.8%	27.5%	51.8%	0.0%	0.0%	0.0%	-12.9%	453	-26.2K	-168	0.84	127.00	N/A	N/A	5	4	34	4
2015-07-28	$46.56	$0.00	95.9%	27.5%	52.1%	0.0%	0.0%	0.0%	-3.4%	571	-36.8K	-243	0.84	126.79	N/A	N/A	5	4	34	4
2015-07-29	$48.32	$0.00	93.1%	26.7%	53.8%	0.0%	0.0%	0.0%	-9.8%	581	-31.0K	-191	0.73	122.81	N/A	N/A	6	4	34	4
2015-07-30	$48.00	$0.00	121.5%	34.8%	53.8%	0.0%	0.0%	0.0%	-45.8%	729	-44.4K	-297	0.94	112.69	N/A	N/A	4	4	35	4
2015-07-31	$48.16	$0.00	118.9%	34.1%	53.0%	0.0%	0.0%	0.0%	-36.9%	859	-38.9K	-264	0.89	112.04	N/A	N/A	5	4	35	4