MARA Options History — June 2017

In June 2017, MARA traded between $2.40 and $8.00. ATM implied volatility averaged 166.1%, placing in the 45.9% IV rank vs the trailing year. IV traded below realized volatility by 99.5% (HV 20d: 265.7%). Max pain ranged from $40.00 to $40.00. Net GEX was positive for 0 of 22 trading days. Put/call ratio averaged 2.27.

Notable Days

  • 2017-06-23: Highest Volume — 9 contracts
  • 2017-06-29: Largest IV drop — 23.7% change
  • 2017-06-22: Highest IV Rank — 52.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$4.20$2.40$8.00$3.52$5.92
Max Pain$40.00$40.00$40.00$40.00$40.00
ATM IV166.1%143.8%189.1%161.5%156.9%
HV 20d265.7%164.5%369.8%213.3%369.8%
HV 60d203.4%162.9%259.0%177.1%259.0%
IV Rank45.9%39.5%52.6%44.6%43.3%
IV Percentile78.4%63.2%92.3%77.7%71.4%
Bid-Ask Spread %108.1760.35112.98108.83110.74
Net GEX00000
Net DEX1.3K7192.4K1.8K1.5K
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.271.222.832.561.22
Total Volume8.0917989
Total OI25.59121303022

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-06-01$3.52$40.000.0%0.0%213.3%0.0%0.0%0.0%0.0%01.8K02.56108.83N/AN/A26255
2017-06-02$4.16$40.000.0%0.0%225.0%0.0%0.0%0.0%0.0%02.2K02.69107.57N/AN/A26255
2017-06-05$3.52$40.000.0%0.0%229.8%0.0%0.0%0.0%0.0%01.1K02.50112.98N/AN/A26253
2017-06-06$3.68$40.000.0%0.0%231.7%0.0%0.0%0.0%0.0%01.1K02.50111.94N/AN/A26253
2017-06-07$3.52$40.000.0%0.0%230.0%0.0%0.0%0.0%0.0%01.1K02.50111.94N/AN/A26253
2017-06-08$3.36$40.000.0%0.0%225.6%0.0%0.0%0.0%0.0%01.1K02.50110.69N/AN/A26253
2017-06-09$3.20$40.000.0%0.0%223.6%0.0%0.0%0.0%0.0%01.0K02.50111.78N/AN/A26253
2017-06-12$3.04$40.000.0%0.0%223.0%0.0%0.0%0.0%0.0%092502.79111.78N/AN/A26253
2017-06-13$3.04$40.000.0%0.0%221.0%0.0%0.0%0.0%0.0%01.1K02.71111.78N/AN/A26264
2017-06-14$2.88$40.000.0%0.0%217.2%0.0%0.0%0.0%0.0%01.0K02.71111.78N/AN/A26264
2017-06-15$2.72$40.000.0%0.0%217.4%0.0%0.0%0.0%0.0%094602.71109.99N/AN/A26264
2017-06-16$2.56$40.000.0%0.0%217.7%0.0%0.0%0.0%0.0%088402.71108.93N/AN/A26264
2017-06-19$2.56$40.000.0%0.0%216.2%0.0%0.0%0.0%0.0%073202.83109.99N/AN/A25183
2017-06-20$2.40$40.000.0%0.0%164.5%0.0%0.0%0.0%0.0%071902.83108.93N/AN/A25183
2017-06-21$5.12$40.00161.5%0.0%303.2%44.6%0.0%0.0%0.0%01.5K02.83106.98N/AN/A25183
2017-06-22$3.84$40.00189.1%0.0%316.4%52.6%0.0%0.0%0.0%01.1K02.5660.35N/AN/A25183
2017-06-23$5.28$40.00160.4%0.0%333.9%44.3%0.0%0.0%0.0%01.5K01.30110.66N/AN/A45183
2017-06-26$8.00$40.00158.1%0.0%362.1%43.6%0.0%0.0%0.0%02.4K01.22109.00N/AN/A45193
2017-06-27$7.20$40.00170.8%0.0%364.6%47.3%0.0%0.0%0.0%02.0K01.22111.16N/AN/A45193
2017-06-28$6.24$40.00188.5%0.0%369.1%52.4%0.0%0.0%0.0%01.6K01.22110.74N/AN/A45193
2017-06-29$6.72$40.00143.8%0.0%369.3%39.5%0.0%0.0%0.0%01.7K01.22111.16N/AN/A45193
2017-06-30$5.92$40.00156.9%0.0%369.8%43.3%0.0%0.0%0.0%01.5K01.22110.74N/AN/A45193