MARA Options History — July 2016

In July 2016, MARA traded between $43.20 and $49.60. ATM implied volatility averaged 63.8%, placing in the 20.1% IV rank vs the trailing year. The 30-day expected move averaged 14.7%. IV traded above realized volatility by 15.4% (HV 20d: 48.3%). Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 0.02.

Notable Days

  • 2016-07-01: Highest Volume — 3 contracts
  • 2016-07-12: Largest IV spike — 680.2% change
  • 2016-07-05: Highest IV Rank — 72.9%
  • 2016-07-12: Largest Expected Move — 50.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$46.62$43.20$49.60$44.16$48.00
ATM IV63.8%17.5%185.5%35.1%157.7%
Expected Move14.7%5.0%50.8%10.1%12.0%
HV 20d48.3%34.4%56.5%56.5%35.2%
HV 60d63.7%60.0%66.8%66.8%60.0%
IV Rank20.1%0.0%72.9%7.5%60.9%
IV Percentile21.3%0.0%91.3%4.0%72.6%
Term Structure28.3%-132.1%169.1%169.1%28.5%
Bid-Ask Spread %183.55163.17198.99183.41198.99
Gamma HHI1.001.001.001.001.00
Net GEX1581582526717
Net DEX-29.8K-34.5K-18.1K-19.7K-33.3K
Net VEX-18-53-7-53-7
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.020.020.030.030.02
Total Volume33333
Total OI7.257878

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2016-07-01$44.16$0.0035.1%10.1%56.5%7.5%0.0%0.0%0.0%267-19.7K-530.03183.41N/AN/A3070
2016-07-05$44.80$0.00185.5%12.7%55.2%72.9%0.0%0.0%0.0%223-20.6K-520.03179.67N/AN/A3070
2016-07-06$43.20$0.0017.5%5.0%55.3%0.0%0.0%0.0%0.0%238-18.1K-490.03187.24N/AN/A3070
2016-07-07$43.20$0.0032.8%9.4%55.3%6.7%0.0%0.0%169.1%825-29.8K-70.03181.53N/AN/A3070
2016-07-08$43.20$0.0091.6%26.3%55.2%32.2%0.0%0.0%-132.1%683-22.2K-460.03178.10N/AN/A3070
2016-07-11$43.20$0.0022.7%6.5%55.1%2.3%0.0%0.0%144.5%154-29.8K-70.03165.16N/AN/A3070
2016-07-12$43.84$0.00177.3%50.8%52.3%69.4%0.0%0.0%-39.6%340-19.6K-490.03163.17N/AN/A3070
2016-07-13$44.64$0.0027.8%8.0%50.5%4.5%0.0%0.0%0.0%242-30.9K-70.03178.89N/AN/A3070
2016-07-14$47.52$0.0036.7%10.5%54.3%8.3%0.0%0.0%0.0%16-33.0K-70.03167.45N/AN/A3070
2016-07-15$49.12$0.0044.4%12.7%50.1%11.7%0.0%0.0%0.0%18-34.2K-70.03179.47N/AN/A3070
2016-07-18$49.60$0.0025.3%7.3%48.9%3.4%0.0%0.0%0.0%15-34.5K-70.03167.71N/AN/A3070
2016-07-19$48.16$0.0033.8%9.7%50.9%7.1%0.0%0.0%-0.3%17-33.5K-70.03181.25N/AN/A3070
2016-07-20$48.16$0.0034.4%9.8%49.2%7.3%0.0%0.0%0.0%16-33.4K-70.03194.77N/AN/A3070
2016-07-21$48.48$0.00156.1%44.7%46.7%60.2%0.0%0.0%0.0%15-33.7K-70.03192.92N/AN/A3070
2016-07-22$49.12$0.0037.8%10.8%45.7%8.8%0.0%0.0%0.0%16-34.1K-70.02196.44N/AN/A3070
2016-07-25$48.80$0.0039.2%11.3%40.3%9.5%0.0%0.0%0.0%15-33.9K-70.02196.52N/AN/A3080
2016-07-26$47.68$0.0037.1%10.7%40.6%8.6%0.0%0.0%0.0%16-33.1K-70.02195.95N/AN/A3080
2016-07-27$48.80$0.0040.9%11.7%35.1%10.2%0.0%0.0%28.5%16-33.9K-70.02197.98N/AN/A3080
2016-07-28$48.80$0.0041.8%12.0%34.4%10.6%0.0%0.0%0.0%16-33.9K-70.02184.32N/AN/A3080
2016-07-29$48.00$0.00157.7%0.0%35.2%60.9%0.0%0.0%0.0%17-33.3K-70.02198.99N/AN/A3080