MARA Options History — April 2017

In April 2017, MARA traded between $8.80 and $14.72. ATM implied volatility averaged 171.8%, placing in the 47.6% IV rank vs the trailing year. The 30-day expected move averaged 54.5%. IV traded above realized volatility by 2.5% (HV 20d: 169.3%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 0 of 19 days. Put/call ratio averaged 1.94.

Notable Days

  • 2017-04-17: Highest Volume — 10 contracts
  • 2017-04-18: Largest IV drop — 100.0% change
  • 2017-04-07: Highest IV Rank — 55.3%
  • 2017-04-07: Largest Expected Move — 56.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$11.75$8.80$14.72$14.40$9.12
ATM IV171.8%109.7%198.5%178.1%186.7%
Expected Move54.5%50.0%56.9%56.6%50.0%
HV 20d169.3%119.0%204.2%186.1%119.0%
HV 60d130.6%126.3%139.7%126.8%131.4%
IV Rank47.6%29.5%55.3%49.4%51.9%
IV Percentile82.7%47.2%97.6%87.3%90.8%
Term Structure-44.3%-44.8%-43.8%-43.8%-44.8%
Bid-Ask Spread %102.9291.04112.6693.04109.20
Gamma HHI1.001.001.001.001.00
Net GEX00000
Net DEX5.4K4.1K6.8K6.7K4.2K
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.941.043.481.821.04
Total Volume8.632710810
Total OI28.05326302630

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-04-03$14.40$0.00178.1%0.0%186.1%49.4%0.0%0.0%0.0%06.7K01.8293.04N/AN/A35215
2017-04-04$14.72$0.00176.7%0.0%186.8%49.0%0.0%0.0%0.0%06.8K03.4892.93N/AN/A25215
2017-04-05$14.24$0.00183.7%0.0%186.5%51.0%0.0%0.0%0.0%06.6K03.4892.69N/AN/A25215
2017-04-06$13.28$0.00197.3%56.6%186.6%55.0%0.0%0.0%-43.8%06.1K03.48112.37N/AN/A25215
2017-04-07$13.44$0.00198.5%56.9%186.5%55.3%0.0%0.0%-44.8%06.2K03.48112.66N/AN/A25215
2017-04-10$13.28$0.00174.3%50.0%186.3%48.3%0.0%0.0%0.0%06.1K03.48105.45N/AN/A25215
2017-04-11$14.08$0.00151.8%0.0%188.3%41.8%0.0%0.0%0.0%06.5K02.42111.87N/AN/A25215
2017-04-12$13.44$0.00158.9%0.0%188.5%43.9%0.0%0.0%0.0%06.2K02.42112.58N/AN/A25225
2017-04-13$13.60$0.00158.5%0.0%187.7%43.7%0.0%0.0%0.0%06.3K02.42112.00N/AN/A25225
2017-04-17$13.44$0.00165.0%0.0%185.6%45.6%0.0%0.0%0.0%06.2K01.04111.87N/AN/A55225
2017-04-18$10.40$0.000.0%0.0%204.2%0.0%0.0%0.0%0.0%04.8K01.0492.58N/AN/A55255
2017-04-19$8.80$0.00109.7%0.0%167.4%29.5%0.0%0.0%0.0%04.1K01.0491.91N/AN/A55255
2017-04-20$9.60$0.000.0%0.0%170.7%0.0%0.0%0.0%0.0%04.4K01.0492.75N/AN/A55255
2017-04-21$9.60$0.00168.9%0.0%169.3%46.8%0.0%0.0%0.0%04.4K01.0491.04N/AN/A55255
2017-04-24$9.60$0.00173.2%0.0%153.8%48.0%0.0%0.0%0.0%04.4K01.0491.91N/AN/A55255
2017-04-25$9.44$0.00176.8%0.0%122.5%49.0%0.0%0.0%0.0%04.4K01.04109.93N/AN/A55255
2017-04-26$9.44$0.00179.4%0.0%121.7%49.8%0.0%0.0%0.0%04.3K01.04109.20N/AN/A55255
2017-04-27$9.28$0.00182.6%0.0%119.1%50.7%0.0%0.0%0.0%04.3K01.04109.43N/AN/A55255
2017-04-28$9.12$0.00186.7%0.0%119.0%51.9%0.0%0.0%0.0%04.2K01.04109.20N/AN/A55255