MARA Options History — August 2015

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

In August 2015, MARA traded between $30.40 and $48.00. ATM implied volatility averaged 122.9%. The 30-day expected move averaged 32.3%. IV traded above realized volatility by 44.6% (HV 20d: 78.4%). Max pain ranged from $40.00 to $40.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.54.

Notable Days

2015-08-17: Highest Volume — 23 contracts
2015-08-24: Largest IV spike — 47.5% change
2015-08-24: Largest Expected Move — 42.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$39.91	$30.40	$48.00	$47.20	$36.48
Max Pain	$40.00	$40.00	$40.00	$40.00	$40.00
ATM IV	122.9%	96.3%	190.7%	103.0%	120.6%
Expected Move	32.3%	23.1%	42.2%	29.5%	34.6%
HV 20d	78.4%	51.6%	100.9%	52.0%	100.9%
HV 60d	116.6%	111.1%	121.6%	111.1%	120.8%
Term Structure	-8.7%	-71.7%	53.6%	-21.7%	9.1%
VWIV	108.4%	70.9%	161.2%	96.8%	112.3%
Bid-Ask Spread %	118.08	89.39	137.58	126.27	108.71
Gamma HHI	0.53	0.46	0.96	0.51	0.53
Net GEX	662	219	1.1K	716	728
Net DEX	-36.6K	-75.3K	-8.1K	-28.2K	-30.4K
Net VEX	-219	-323	-44	-181	-194
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.54	0.00	1.23	0.00	0.37
Total Volume	12.333	0	23	1	12
Total OI	49.333	40	58	40	48

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 Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2015-08-03	$47.20	$0.00	103.0%	29.5%	52.0%	0.0%	0.0%	0.0%	-21.7%	716	-28.2K	-181	0.00	126.27	N/A	N/A	1	0	36	4
2015-08-04	$48.00	$0.00	132.3%	37.9%	52.2%	0.0%	0.0%	0.0%	-71.7%	725	-29.8K	-180	0.65	97.13	N/A	N/A	6	4	36	4
2015-08-05	$47.36	$0.00	108.9%	31.2%	51.6%	0.0%	0.0%	0.0%	-26.0%	268	-35.6K	-44	0.69	124.19	N/A	N/A	6	4	38	4
2015-08-06	$41.60	$40.00	126.8%	27.8%	69.2%	0.0%	96.8%	0.0%	-17.1%	621	-25.7K	-202	0.79	130.21	N/A	N/A	7	5	38	4
2015-08-07	$41.28	$40.00	138.2%	31.5%	69.2%	0.0%	105.2%	0.0%	-22.8%	543	-28.0K	-211	0.71	122.81	N/A	N/A	8	5	40	5
2015-08-10	$45.12	$40.00	153.8%	30.1%	76.7%	0.0%	0.0%	0.0%	-17.2%	779	-56.3K	-237	0.66	127.13	N/A	N/A	8	5	42	5
2015-08-11	$44.16	$40.00	190.7%	23.1%	77.0%	0.0%	0.0%	0.0%	53.6%	1.1K	-58.5K	-323	0.00	125.30	N/A	N/A	3	0	43	5
2015-08-12	$44.32	$40.00	111.5%	32.0%	65.6%	0.0%	109.9%	0.0%	-21.7%	974	-52.5K	-230	0.56	114.81	N/A	N/A	10	5	45	5
2015-08-13	$46.40	$40.00	105.6%	30.3%	68.5%	0.0%	70.9%	0.0%	27.0%	809	-57.5K	-193	0.56	102.68	N/A	N/A	10	5	46	5
2015-08-14	$46.56	$40.00	118.0%	33.8%	67.9%	0.0%	0.0%	0.0%	-37.3%	602	-75.3K	-205	1.23	131.40	N/A	N/A	10	12	46	5
2015-08-17	$41.60	$40.00	98.0%	28.1%	75.6%	0.0%	91.7%	0.0%	3.8%	219	-43.5K	-274	1.08	123.84	N/A	N/A	11	12	46	12
2015-08-18	$37.28	$40.00	108.9%	31.2%	83.8%	0.0%	110.4%	0.0%	-18.7%	743	-12.2K	-230	0.66	121.57	N/A	N/A	11	7	48	10
2015-08-19	$35.52	$40.00	116.1%	33.3%	84.6%	0.0%	0.0%	0.0%	-44.7%	681	-17.1K	-247	0.00	135.28	N/A	N/A	0	0	48	10
2015-08-20	$34.56	$40.00	96.3%	27.6%	84.5%	0.0%	108.2%	0.0%	-8.4%	682	-8.1K	-222	0.45	115.16	N/A	N/A	11	5	48	10
2015-08-21	$34.40	$40.00	99.9%	28.6%	84.3%	0.0%	87.2%	0.0%	25.2%	663	-11.8K	-226	0.45	129.57	N/A	N/A	11	5	48	9
2015-08-24	$30.40	$40.00	147.3%	42.2%	92.6%	0.0%	161.2%	0.0%	-15.3%	521	-45.1K	-261	0.37	137.58	N/A	N/A	9	3	46	3
2015-08-25	$32.32	$40.00	142.4%	40.8%	96.3%	0.0%	138.0%	0.0%	-14.4%	601	-44.9K	-268	0.37	92.85	N/A	N/A	9	3	46	3
2015-08-26	$32.96	$40.00	145.2%	41.6%	95.1%	0.0%	136.1%	0.0%	-16.3%	626	-42.1K	-256	0.37	89.39	N/A	N/A	9	3	46	3
2015-08-27	$34.24	$40.00	106.6%	30.5%	97.2%	0.0%	85.3%	0.0%	43.2%	608	-30.7K	-203	0.37	115.08	N/A	N/A	9	3	45	3
2015-08-28	$36.32	$40.00	111.9%	32.1%	100.7%	0.0%	103.7%	0.0%	9.7%	747	-34.6K	-216	0.37	108.71	N/A	N/A	9	3	45	3
2015-08-31	$36.48	$40.00	120.6%	34.6%	100.9%	0.0%	112.3%	0.0%	9.1%	728	-30.4K	-194	0.37	108.71	N/A	N/A	9	3	45	3