MARA Options History — September 2015

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

In September 2015, MARA traded between $29.44 and $36.16. ATM implied volatility averaged 119.3%. The 30-day expected move averaged 34.2%. IV traded above realized volatility by 31.8% (HV 20d: 87.5%). 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 11 of 21 days. Put/call ratio averaged 0.39.

Notable Days

2015-09-17: Highest Volume — 15 contracts
2015-09-23: Largest IV spike — 60.3% change
2015-09-23: Largest Expected Move — 48.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$33.54	$29.44	$36.16	$32.16	$29.44
Max Pain	$40.00	$40.00	$40.00	$40.00	$40.00
ATM IV	119.3%	89.3%	169.7%	111.4%	133.4%
Expected Move	34.2%	25.6%	48.7%	31.9%	38.2%
HV 20d	87.5%	57.2%	112.2%	107.8%	57.2%
HV 60d	81.8%	73.4%	122.7%	122.7%	76.8%
Term Structure	-2.6%	-136.3%	68.8%	61.4%	56.4%
VWIV	104.1%	62.5%	169.7%	72.5%	82.8%
Bid-Ask Spread %	99.54	34.48	151.82	85.03	34.48
Gamma HHI	0.52	0.46	1.00	0.51	0.47
Net GEX	430	321	667	356	334
Net DEX	-22.1K	-33.8K	-1.7K	-17.9K	-17.2K
Net VEX	-167	-222	-56	-168	-149
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.39	0.26	0.45	0.37	0.45
Total Volume	10.524	0	15	12	10
Total OI	46.905	43	53	48	44

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
2015-09-01	$32.16	$40.00	111.4%	31.9%	107.8%	0.0%	72.5%	0.0%	61.4%	356	-17.9K	-168	0.37	85.03	N/A	N/A	9	3	45	3
2015-09-02	$34.40	$40.00	96.4%	27.6%	112.2%	0.0%	62.5%	0.0%	68.8%	667	-26.7K	-189	0.37	90.30	N/A	N/A	9	3	45	3
2015-09-03	$32.80	$0.00	111.9%	36.8%	104.7%	0.0%	0.0%	0.0%	-40.7%	347	-18.0K	-171	0.37	116.53	N/A	N/A	9	3	45	3
2015-09-04	$33.60	$0.00	117.0%	30.9%	105.5%	0.0%	0.0%	0.0%	-20.0%	629	-27.1K	-194	0.37	126.73	N/A	N/A	9	3	45	3
2015-09-08	$33.60	$0.00	120.4%	32.5%	98.9%	0.0%	0.0%	0.0%	-39.9%	342	-19.0K	-154	0.00	130.08	N/A	N/A	0	0	45	3
2015-09-09	$33.28	$0.00	131.8%	37.8%	98.9%	0.0%	0.0%	0.0%	-41.1%	372	-19.6K	-175	0.37	118.50	N/A	N/A	9	3	45	3
2015-09-10	$33.12	$0.00	128.9%	37.0%	98.7%	0.0%	0.0%	0.0%	-42.7%	321	-14.0K	-142	0.37	119.75	N/A	N/A	9	3	45	3
2015-09-11	$35.04	$0.00	107.8%	30.9%	99.6%	0.0%	0.0%	0.0%	12.5%	446	-31.8K	-222	0.37	132.25	N/A	N/A	9	3	45	3
2015-09-14	$34.24	$0.00	142.7%	40.9%	99.4%	0.0%	148.6%	0.0%	-52.2%	362	-17.4K	-159	0.30	100.78	N/A	N/A	10	3	45	3
2015-09-15	$32.96	$40.00	89.3%	25.6%	93.1%	0.0%	0.0%	0.0%	-6.7%	353	-16.9K	-129	0.00	126.07	N/A	N/A	0	0	47	3
2015-09-16	$32.64	$40.00	101.3%	29.0%	85.6%	0.0%	75.4%	0.0%	13.6%	384	-17.2K	-151	0.30	128.41	N/A	N/A	10	3	47	3
2015-09-17	$33.60	$40.00	116.8%	33.5%	85.0%	0.0%	114.3%	0.0%	-15.8%	435	-23.1K	-174	0.26	108.54	N/A	N/A	12	3	47	3
2015-09-18	$34.72	$40.00	94.6%	27.1%	85.4%	0.0%	66.3%	0.0%	11.2%	451	-27.6K	-184	0.26	123.41	N/A	N/A	12	3	50	3
2015-09-21	$35.36	$40.00	118.3%	33.9%	85.6%	0.0%	111.5%	0.0%	4.3%	467	-30.9K	-191	0.40	79.48	N/A	N/A	8	3	40	3
2015-09-22	$35.20	$40.00	105.9%	30.4%	71.8%	0.0%	94.3%	0.0%	11.6%	510	-27.8K	-178	0.45	108.30	N/A	N/A	7	3	40	3
2015-09-23	$36.16	$40.00	169.7%	48.7%	69.4%	0.0%	169.7%	0.0%	-136.3%	422	-1.7K	-56	0.45	151.82	N/A	N/A	7	3	41	3
2015-09-24	$34.88	$40.00	131.5%	37.7%	70.7%	0.0%	123.8%	0.0%	4.2%	496	-29.1K	-187	0.45	59.55	N/A	N/A	7	3	41	3
2015-09-25	$33.92	$40.00	136.9%	39.2%	70.2%	0.0%	127.8%	0.0%	-4.5%	517	-33.8K	-203	0.45	59.80	N/A	N/A	7	3	41	3
2015-09-28	$32.64	$40.00	116.6%	33.4%	67.8%	0.0%	82.8%	0.0%	49.1%	482	-29.0K	-189	0.45	48.22	N/A	N/A	7	3	41	3
2015-09-29	$30.56	$40.00	123.7%	35.5%	71.0%	0.0%	0.0%	0.0%	51.9%	332	-18.4K	-147	0.45	42.31	N/A	N/A	7	3	41	3
2015-09-30	$29.44	$40.00	133.4%	38.2%	57.2%	0.0%	0.0%	0.0%	56.4%	334	-17.2K	-149	0.45	34.48	N/A	N/A	7	3	41	3