MARA Options History — May 2017

In May 2017, MARA traded between $2.88 and $9.28. ATM implied volatility averaged 143.3%, placing in the 39.3% IV rank vs the trailing year. IV traded below realized volatility by 8.6% (HV 20d: 152.0%). Max pain ranged from $40.00 to $40.00. Net GEX was positive for 0 of 22 trading days. Put/call ratio averaged 1.45.

Notable Days

  • 2017-05-18: Highest Volume — 11 contracts
  • 2017-05-03: Largest IV spike — 107.3% change
  • 2017-05-03: Highest IV Rank — 54.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$5.70$2.88$9.28$8.32$3.52
Max Pain$40.00$40.00$40.00$40.00$40.00
ATM IV143.3%93.8%194.4%95.5%170.4%
HV 20d152.0%103.9%219.8%120.0%216.9%
HV 60d148.4%131.2%177.9%131.2%177.0%
IV Rank39.3%24.9%54.2%25.4%47.2%
IV Percentile67.6%42.6%94.4%43.4%82.1%
Bid-Ask Spread %92.4762.09110.63109.2990.48
Net GEX00000
Net DEX2.7K1.5K4.3K3.9K1.8K
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.451.043.101.042.44
Total Volume9.727811108
Total OI3030303030

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-05-01$8.32$0.0095.5%0.0%120.0%25.4%0.0%0.0%0.0%03.9K01.04109.29N/AN/A55255
2017-05-02$8.64$0.0093.8%0.0%121.6%24.9%0.0%0.0%0.0%04.0K01.04110.63N/AN/A55255
2017-05-03$9.28$0.00194.4%0.0%125.4%54.2%0.0%0.0%0.0%04.3K01.04109.08N/AN/A55255
2017-05-04$8.32$40.00120.0%0.0%129.1%32.6%0.0%0.0%0.0%03.8K01.0492.01N/AN/A55255
2017-05-05$7.84$40.000.0%0.0%128.7%0.0%0.0%0.0%0.0%03.6K01.0493.11N/AN/A55255
2017-05-08$7.52$40.000.0%0.0%127.9%0.0%0.0%0.0%0.0%03.5K01.0492.57N/AN/A55255
2017-05-09$6.72$40.000.0%0.0%131.1%0.0%0.0%0.0%0.0%03.1K01.0493.04N/AN/A55255
2017-05-10$5.76$40.000.0%0.0%132.9%0.0%0.0%0.0%0.0%02.7K01.0491.98N/AN/A55255
2017-05-11$6.08$40.000.0%0.0%137.4%0.0%0.0%0.0%0.0%02.8K01.0491.28N/AN/A55255
2017-05-12$5.60$40.000.0%0.0%136.8%0.0%0.0%0.0%0.0%02.6K01.0490.81N/AN/A55255
2017-05-15$5.92$40.000.0%0.0%141.0%0.0%0.0%0.0%0.0%02.8K01.0892.66N/AN/A55255
2017-05-16$5.12$40.000.0%0.0%122.8%0.0%0.0%0.0%0.0%02.5K01.0890.69N/AN/A55255
2017-05-17$4.96$40.00137.9%0.0%112.5%37.7%0.0%0.0%0.0%02.4K01.1090.95N/AN/A55255
2017-05-18$4.80$40.000.0%0.0%103.9%0.0%0.0%0.0%0.0%02.3K01.1791.99N/AN/A56255
2017-05-19$4.32$40.000.0%0.0%105.9%0.0%0.0%0.0%0.0%02.2K01.1790.72N/AN/A56255
2017-05-22$2.88$40.000.0%0.0%166.3%0.0%0.0%0.0%0.0%01.5K01.1590.59N/AN/A56255
2017-05-23$3.84$40.000.0%0.0%206.9%0.0%0.0%0.0%0.0%01.9K01.1588.88N/AN/A56255
2017-05-24$4.48$40.00191.3%0.0%218.3%53.3%0.0%0.0%0.0%02.3K03.1090.72N/AN/A26255
2017-05-25$4.00$40.000.0%0.0%219.8%0.0%0.0%0.0%0.0%02.1K03.1062.09N/AN/A26255
2017-05-26$3.84$40.000.0%0.0%219.6%0.0%0.0%0.0%0.0%02.0K02.5090.21N/AN/A26255
2017-05-30$3.68$40.00170.4%0.0%218.9%47.2%0.0%0.0%0.0%01.9K02.5090.48N/AN/A26255
2017-05-31$3.52$40.000.0%0.0%216.9%0.0%0.0%0.0%0.0%01.8K02.4490.48N/AN/A26255