MARA Options History — November 2016 In November 2016, MARA traded between $28.96 and $39.68. ATM implied volatility averaged 80.4%, placing in the 24.5% IV rank vs the trailing year. The 30-day expected move averaged 28.6%. IV traded below realized volatility by 3.9% (HV 20d: 84.3%). 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 6 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2016-11-01 : Highest Volume — 1 contracts2016-11-15 : Largest IV spike — 390.5% change2016-11-23 : Highest IV Rank — 100.0%2016-11-23 : Largest Expected Move — 101.0%Monthly Statistics Metric Avg Min Max Open Close Price $33.58 $28.96 $39.68 $35.20 $29.28 Max Pain $40.00 $40.00 $40.00 $40.00 $40.00 ATM IV 80.4% 10.1% 352.3% 38.7% 162.8% Expected Move 28.6% 3.5% 101.0% 11.1% 46.7% HV 20d 84.3% 59.2% 104.1% 59.2% 103.1% HV 60d 58.0% 43.3% 70.7% 43.3% 70.7% IV Rank 24.5% 0.9% 100.0% 12.8% 45.0% IV Percentile 33.0% 0.4% 100.0% 20.3% 72.5% Term Structure -32.7% -315.0% 93.6% -14.9% -107.9% VWIV 54.4% 10.4% 175.7% 37.9% 175.7% Bid-Ask Spread % 187.69 151.54 197.48 190.04 186.65 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 37 1 156 34 1 Net DEX -413 -1.6K -3 -392 -240 Net VEX -2 -4 0 -2 -1 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 1 1 1 1 1 Total OI 1 1 1 1 1
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 2016-11-01 $35.20 $0.00 38.7% 11.1% 59.2% 12.8% 0.0% 0.0% -14.9% 34 -392 -2 0.00 190.04 N/A N/A 1 0 1 0 2016-11-02 $34.08 $0.00 103.8% 0.0% 59.7% 40.0% 0.0% 0.0% 0.0% 9 -277 -1 0.00 197.48 N/A N/A 1 0 1 0 2016-11-03 $31.04 $40.00 37.9% 10.9% 63.7% 12.5% 37.9% 0.0% 85.7% 2 -250 -1 0.00 187.88 N/A N/A 1 0 1 0 2016-11-04 $32.00 $40.00 19.7% 0.0% 65.4% 4.9% 0.0% 0.0% 0.0% 3 -18 0 0.00 186.20 N/A N/A 1 0 1 0 2016-11-07 $31.68 $40.00 38.7% 0.0% 65.4% 12.8% 0.0% 0.0% 0.0% 3 -22 0 0.00 193.37 N/A N/A 1 0 1 0 2016-11-08 $35.20 $40.00 25.8% 7.4% 76.2% 7.5% 25.8% 0.0% 93.6% 29 -357 -2 0.00 195.39 N/A N/A 1 0 1 0 2016-11-09 $37.12 $40.00 20.9% 6.0% 77.5% 5.4% 28.6% 0.0% -18.3% 99 -552 -3 0.00 185.87 N/A N/A 1 0 1 0 2016-11-10 $37.28 $40.00 31.9% 0.0% 77.5% 10.0% 0.0% 0.0% 0.0% 94 -695 -3 0.00 189.54 N/A N/A 1 0 1 0 2016-11-11 $36.80 $40.00 10.1% 0.0% 76.7% 0.9% 0.0% 0.0% 0.0% 82 -404 -2 0.00 185.76 N/A N/A 1 0 1 0 2016-11-14 $39.20 $40.00 12.4% 3.5% 76.9% 1.9% 12.3% 0.0% 89.7% 152 -1.4K -4 0.00 197.34 N/A N/A 1 0 1 0 2016-11-15 $37.44 $40.00 60.7% 0.0% 78.5% 23.5% 0.0% 0.0% 0.0% 100 -670 -3 0.00 194.56 N/A N/A 1 0 1 0 2016-11-16 $39.68 $40.00 13.1% 3.8% 81.0% 2.3% 10.4% 0.0% 73.9% 156 -1.6K -4 0.00 191.39 N/A N/A 1 0 1 0 2016-11-17 $34.40 $40.00 32.7% 9.4% 95.7% 11.1% 32.7% 0.0% 85.6% 9 -290 -1 0.00 188.66 N/A N/A 1 0 1 0 2016-11-18 $31.04 $40.00 46.7% 13.4% 100.1% 17.3% 46.7% 0.0% 71.9% 2 -244 -1 0.00 184.43 N/A N/A 1 0 1 0 2016-11-21 $32.80 $40.00 27.5% 0.0% 99.9% 8.7% 0.0% 0.0% 0.0% 2 -265 -1 0.00 191.58 N/A N/A 1 0 1 0 2016-11-22 $32.80 $40.00 119.3% 34.2% 99.4% 49.6% 119.3% 0.0% -74.3% 3 -255 -1 0.00 175.60 N/A N/A 1 0 1 0 2016-11-23 $29.44 $40.00 352.3% 101.0% 103.5% 100.0% 0.0% 0.0% -315.0% 1 -3 0 0.00 151.54 N/A N/A 1 0 1 0 2016-11-25 $30.24 $40.00 175.7% 50.4% 104.1% 48.7% 175.7% 0.0% -154.1% 1 -243 -1 0.00 188.67 N/A N/A 1 0 1 0 2016-11-28 $29.60 $40.00 181.3% 52.0% 103.4% 50.3% 0.0% 0.0% -137.6% 1 -239 -1 0.00 193.98 N/A N/A 1 0 1 0 2016-11-29 $28.96 $40.00 177.0% 50.8% 103.1% 49.1% 0.0% 0.0% -136.1% 1 -240 -1 0.00 185.59 N/A N/A 1 0 1 0 2016-11-30 $29.28 $40.00 162.8% 46.7% 103.1% 45.0% 0.0% 0.0% -107.9% 1 -240 -1 0.00 186.65 N/A N/A 1 0 1 0
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