MARA Options History — October 2017 In October 2017, MARA traded between $5.60 and $7.20. ATM implied volatility averaged 171.7%, placing in the 47.3% IV rank vs the trailing year. The 30-day expected move averaged 53.3%. IV traded above realized volatility by 65.6% (HV 20d: 106.1%). Max pain ranged from $10.00 to $40.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 5.86.
Notable Days 2017-10-30 : Highest Volume — 18 contracts2017-10-04 : Largest IV drop — 100.0% change2017-10-31 : Highest IV Rank — 53.1%2017-10-31 : Largest Expected Move — 55.0%Monthly Statistics Metric Avg Min Max Open Close Price $6.40 $5.60 $7.20 $7.20 $6.04 Max Pain $35.38 $10.00 $40.00 $40.00 $10.00 ATM IV 171.7% 142.9% 191.9% 142.9% 191.9% Expected Move 53.3% 51.7% 55.0% 51.7% 55.0% HV 20d 106.1% 74.6% 122.8% 122.8% 100.4% HV 60d 112.1% 104.4% 116.1% 115.9% 114.4% IV Rank 47.3% 39.2% 53.1% 39.2% 53.1% IV Percentile 75.4% 52.1% 92.5% 52.1% 92.5% Term Structure -58.4% -67.6% -49.2% -67.6% -49.2% Bid-Ask Spread % 109.79 96.88 114.60 109.86 114.60 Gamma HHI 0.75 0.50 1.00 0.50 1.00 Net GEX -2 -33 0 0 -33 Net DEX 3.0K 1.9K 14.0K 2.5K 7.0K Net VEX -1 -32 0 0 -32 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 5.86 4.57 10.33 6.40 10.33 Total Volume 4.409 2 18 2 18 Total OI 6.591 5 23 5 22
Daily Data (22 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 2017-10-02 $7.20 $0.00 0.0% 0.0% 122.8% 0.0% 0.0% 0.0% 0.0% 0 2.5K 0 6.40 109.86 N/A N/A 0 2 1 4 2017-10-03 $7.20 $0.00 142.9% 0.0% 121.1% 39.2% 0.0% 0.0% 0.0% 0 2.5K 0 5.33 96.88 N/A N/A 1 2 1 4 2017-10-04 $6.88 $40.00 0.0% 0.0% 121.3% 0.0% 0.0% 0.0% 0.0% 0 2.4K 0 5.33 110.47 N/A N/A 1 2 1 4 2017-10-05 $6.72 $0.00 0.0% 0.0% 121.7% 0.0% 0.0% 0.0% 0.0% 0 2.3K 0 5.33 111.49 N/A N/A 1 2 1 4 2017-10-06 $6.56 $0.00 0.0% 0.0% 120.7% 0.0% 0.0% 0.0% 0.0% 0 2.3K 0 5.33 111.67 N/A N/A 1 2 1 4 2017-10-09 $6.24 $0.00 0.0% 0.0% 116.8% 0.0% 0.0% 0.0% 0.0% 0 2.1K 0 5.33 111.08 N/A N/A 1 2 1 4 2017-10-10 $6.56 $0.00 0.0% 0.0% 114.1% 0.0% 0.0% 0.0% 0.0% 0 2.3K 0 5.33 109.72 N/A N/A 1 2 1 4 2017-10-11 $6.56 $0.00 0.0% 0.0% 114.1% 0.0% 0.0% 0.0% 0.0% 0 2.3K 0 5.33 109.72 N/A N/A 1 2 1 4 2017-10-12 $6.40 $0.00 0.0% 0.0% 113.2% 0.0% 0.0% 0.0% 0.0% 0 2.2K 0 5.33 109.72 N/A N/A 1 2 1 4 2017-10-13 $6.56 $0.00 0.0% 0.0% 112.9% 0.0% 0.0% 0.0% 0.0% 0 2.2K 0 4.57 109.72 N/A N/A 1 2 1 4 2017-10-16 $6.56 $40.00 0.0% 0.0% 112.3% 0.0% 0.0% 0.0% 0.0% 0 2.2K 0 4.57 109.72 N/A N/A 1 2 1 4 2017-10-17 $6.24 $40.00 0.0% 0.0% 111.8% 0.0% 0.0% 0.0% 0.0% 0 2.2K 0 4.57 109.72 N/A N/A 1 2 1 4 2017-10-18 $6.08 $40.00 0.0% 0.0% 108.4% 0.0% 0.0% 0.0% 0.0% 0 2.1K 0 4.57 110.74 N/A N/A 1 2 1 4 2017-10-19 $5.92 $40.00 0.0% 0.0% 107.1% 0.0% 0.0% 0.0% 0.0% 0 2.0K 0 4.57 110.74 N/A N/A 1 2 1 4 2017-10-20 $6.24 $40.00 0.0% 0.0% 108.4% 0.0% 0.0% 0.0% 0.0% 0 2.1K 0 4.57 110.91 N/A N/A 1 2 1 4 2017-10-23 $5.92 $40.00 0.0% 0.0% 110.1% 0.0% 0.0% 0.0% 0.0% 0 2.0K 0 5.33 110.74 N/A N/A 1 2 1 4 2017-10-24 $5.92 $40.00 0.0% 0.0% 75.9% 0.0% 0.0% 0.0% 0.0% 0 2.0K 0 5.33 109.73 N/A N/A 1 2 1 4 2017-10-25 $6.40 $40.00 0.0% 0.0% 75.3% 0.0% 0.0% 0.0% 0.0% 0 2.2K 0 5.33 110.40 N/A N/A 1 2 1 4 2017-10-26 $6.40 $40.00 0.0% 0.0% 74.6% 0.0% 0.0% 0.0% 0.0% 0 2.2K 0 5.33 109.72 N/A N/A 1 2 1 4 2017-10-27 $5.60 $40.00 0.0% 0.0% 75.3% 0.0% 0.0% 0.0% 0.0% 0 1.9K 0 10.33 109.08 N/A N/A 1 4 1 4 2017-10-30 $6.60 $10.00 180.2% 51.7% 95.9% 49.7% 0.0% 0.0% -67.6% 0 14.0K 0 10.33 109.08 N/A N/A 2 16 2 21 2017-10-31 $6.04 $10.00 191.9% 55.0% 100.4% 53.1% 0.0% 0.0% -49.2% -33 7.0K -32 10.33 114.60 N/A N/A 2 16 1 21
« Sep 2017 | All History | Nov 2017 » Home MARA History October 2017