MARA Options History — October 2016

In October 2016, MARA traded between $34.88 and $44.80. ATM implied volatility averaged 47.3%, placing in the 14.8% IV rank vs the trailing year. The 30-day expected move averaged 13.9%. IV traded below realized volatility by 1.4% (HV 20d: 48.6%). Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.00.

Notable Days

  • 2016-10-03: Highest Volume — 1 contracts
  • 2016-10-17: Largest IV spike — 527.0% change
  • 2016-10-24: Highest IV Rank — 65.9%
  • 2016-10-10: Largest Expected Move — 61.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$38.59$34.88$44.80$44.80$34.88
ATM IV47.3%7.9%166.0%33.3%54.3%
Expected Move13.9%2.3%61.4%9.6%15.6%
HV 20d48.6%31.4%62.6%31.4%60.9%
HV 60d37.0%32.0%43.4%32.0%43.4%
IV Rank14.8%0.0%65.9%6.9%19.4%
IV Percentile17.5%0.0%76.5%7.6%27.1%
Term Structure47.5%-171.0%123.4%87.3%4.8%
Bid-Ask Spread %188.63157.08197.48189.14189.27
Gamma HHI1.001.001.001.001.00
Net GEX38122452136
Net DEX-1.4K-2.1K-107-2.1K-431
Net VEX-4-5-1-5-2
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume11111
Total OI11111

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2016-10-03$44.80$0.0033.3%9.6%31.4%6.9%0.0%0.0%0.0%21-2.1K-50.00189.14N/AN/A1010
2016-10-04$42.40$0.0024.6%7.0%36.6%3.1%0.0%0.0%0.0%18-2.0K-50.00197.04N/AN/A1010
2016-10-05$42.40$0.0038.2%10.9%36.3%9.0%0.0%0.0%0.0%19-1.9K-50.00196.99N/AN/A1010
2016-10-06$39.68$0.0027.2%9.5%42.6%4.2%0.0%0.0%87.3%18-1.7K-50.00181.43N/AN/A1010
2016-10-07$39.04$0.0019.7%3.3%42.7%1.0%0.0%0.0%112.7%17-1.7K-40.00195.93N/AN/A1010
2016-10-10$38.72$0.0046.1%61.4%41.0%12.4%0.0%0.0%-78.0%16-1.7K-40.00187.83N/AN/A1010
2016-10-11$39.84$0.0022.2%5.6%43.1%2.1%0.0%0.0%95.5%17-1.7K-40.00192.32N/AN/A1010
2016-10-12$38.08$0.0053.3%15.3%45.1%15.6%0.0%0.0%78.7%16-1.6K-40.00185.49N/AN/A1010
2016-10-13$38.40$0.0021.5%6.2%44.7%1.8%0.0%0.0%81.3%17-1.5K-40.00186.89N/AN/A1010
2016-10-14$39.52$0.007.9%2.3%46.6%0.0%0.0%0.0%-2.6%15-1.7K-40.00183.56N/AN/A1010
2016-10-17$37.12$0.0049.4%14.2%50.6%17.3%0.0%0.0%86.0%14-1.5K-40.00186.36N/AN/A1010
2016-10-18$37.76$0.0037.6%10.8%51.5%12.4%0.0%0.0%123.4%12-1.6K-40.00186.52N/AN/A1010
2016-10-19$37.28$0.00146.9%0.0%50.7%57.9%0.0%0.0%0.0%14-1.6K-40.00192.64N/AN/A1010
2016-10-20$36.16$0.0029.0%8.3%47.6%8.8%0.0%0.0%120.1%13-1.6K-40.00186.94N/AN/A1010
2016-10-21$37.92$0.0029.0%8.3%51.9%8.8%0.0%0.0%120.9%15-1.6K-40.00190.79N/AN/A1010
2016-10-24$40.16$0.00166.0%47.6%56.4%65.9%0.0%0.0%-171.0%245-1.2K-30.00157.08N/AN/A1010
2016-10-25$38.72$0.0020.9%6.0%56.9%5.4%0.0%0.0%0.0%115-997-40.00197.35N/AN/A1010
2016-10-26$36.16$0.0029.0%8.3%60.9%8.8%0.0%0.0%6.6%61-319-20.00185.46N/AN/A1010
2016-10-27$35.20$0.00100.2%0.0%61.2%38.5%0.0%0.0%0.0%31-107-10.00197.48N/AN/A1010
2016-10-28$36.16$0.0036.1%0.0%62.6%11.8%0.0%0.0%0.0%65-617-30.00194.63N/AN/A1010
2016-10-31$34.88$0.0054.3%15.6%60.9%19.4%0.0%0.0%4.8%36-431-20.00189.27N/AN/A1010