MARA Options History — July 2017

In July 2017, MARA traded between $4.16 and $6.40. ATM implied volatility averaged 176.4%, placing in the 48.9% IV rank vs the trailing year. IV traded below realized volatility by 108.1% (HV 20d: 284.5%). Max pain ranged from $40.00 to $40.00. Net GEX was positive for 0 of 20 trading days. Put/call ratio averaged 1.55.

Notable Days

  • 2017-07-10: Highest Volume — 10 contracts
  • 2017-07-18: Largest IV drop — 100.0% change
  • 2017-07-17: Highest IV Rank — 55.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$5.04$4.16$6.40$5.92$4.80
Max Pain$40.00$40.00$40.00$40.00$40.00
ATM IV176.4%156.3%199.8%156.3%199.8%
HV 20d284.5%115.1%369.0%363.4%122.7%
HV 60d257.5%254.2%261.6%258.7%257.6%
IV Rank48.9%43.1%55.7%43.1%55.7%
IV Percentile83.9%71.1%98.6%71.1%98.6%
Bid-Ask Spread %108.4794.79111.49109.72109.24
Net GEX00000
Net DEX1.3K1.0K1.6K1.5K1.2K
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.551.152.481.222.22
Total Volume8.4571097
Total OI22.2521232221

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-07-03$5.92$40.000.0%0.0%363.4%0.0%0.0%0.0%0.0%01.5K01.22109.72N/AN/A45193
2017-07-05$5.44$40.000.0%0.0%365.4%0.0%0.0%0.0%0.0%01.4K01.22110.08N/AN/A45193
2017-07-06$6.40$0.00156.3%0.0%368.0%43.1%0.0%0.0%0.0%01.6K01.1994.79N/AN/A45193
2017-07-07$5.92$40.00164.7%0.0%369.0%45.5%0.0%0.0%0.0%01.5K01.19111.49N/AN/A45203
2017-07-10$5.92$40.00168.8%0.0%368.1%46.7%0.0%0.0%0.0%01.5K01.1596.45N/AN/A55203
2017-07-11$5.76$40.00172.2%0.0%367.5%47.7%0.0%0.0%0.0%01.4K01.21110.74N/AN/A45203
2017-07-12$5.60$40.00176.3%0.0%367.9%48.9%0.0%0.0%0.0%01.4K01.21109.58N/AN/A45203
2017-07-13$5.28$40.00184.3%0.0%368.1%51.2%0.0%0.0%0.0%01.3K01.21110.74N/AN/A45203
2017-07-14$5.12$40.00188.5%0.0%367.4%52.4%0.0%0.0%0.0%01.3K01.21110.50N/AN/A45203
2017-07-17$4.80$40.00199.8%0.0%367.5%55.7%0.0%0.0%0.0%01.2K01.21109.37N/AN/A45203
2017-07-18$4.64$40.000.0%0.0%368.1%0.0%0.0%0.0%0.0%01.2K01.21109.37N/AN/A45203
2017-07-19$4.80$40.000.0%0.0%366.4%0.0%0.0%0.0%0.0%01.2K01.21110.01N/AN/A45203
2017-07-20$4.48$40.000.0%0.0%248.6%0.0%0.0%0.0%0.0%01.1K01.21109.37N/AN/A45203
2017-07-21$4.16$40.000.0%0.0%227.2%0.0%0.0%0.0%0.0%01.1K01.21110.35N/AN/A45203
2017-07-24$4.16$40.000.0%0.0%194.5%0.0%0.0%0.0%0.0%01.0K02.48109.24N/AN/A25183
2017-07-25$4.80$40.000.0%0.0%127.7%0.0%0.0%0.0%0.0%01.2K02.48109.24N/AN/A25183
2017-07-26$4.32$40.000.0%0.0%127.7%0.0%0.0%0.0%0.0%01.1K02.48109.37N/AN/A25183
2017-07-27$4.32$40.000.0%0.0%120.1%0.0%0.0%0.0%0.0%01.1K02.22110.35N/AN/A25183
2017-07-28$4.16$40.000.0%0.0%115.1%0.0%0.0%0.0%0.0%01.0K02.22109.37N/AN/A25183
2017-07-31$4.80$40.000.0%0.0%122.7%0.0%0.0%0.0%0.0%01.2K02.22109.24N/AN/A25183