MARA Options History — June 2018 In June 2018, MARA traded between $3.72 and $5.40. ATM implied volatility averaged 164.6%, placing in the 36.0% IV rank vs the trailing year. The 30-day expected move averaged 46.8%. IV traded above realized volatility by 101.0% (HV 20d: 63.6%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 1 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 1.48.
Notable Days 2018-06-15 : Highest Volume — 181 contracts2018-06-26 : Largest IV spike — 58.5% change2018-06-27 : Highest IV Rank — 61.1%2018-06-27 : Largest Expected Move — 63.3%Monthly Statistics Metric Avg Min Max Open Close Price $4.68 $3.72 $5.40 $5.36 $3.72 Max Pain $10.00 $10.00 $10.00 $10.00 $10.00 ATM IV 164.6% 129.9% 220.7% 130.9% 170.7% Expected Move 46.8% 37.2% 63.3% 37.5% 48.9% HV 20d 63.6% 48.1% 72.4% 70.2% 48.1% HV 60d 94.9% 79.3% 138.1% 138.1% 79.4% IV Rank 36.0% 20.5% 61.1% 21.0% 38.8% IV Percentile 40.9% 5.6% 91.6% 6.7% 52.8% Term Structure 4.4% -54.8% 78.1% 36.4% -54.8% Bid-Ask Spread % 8.33 2.39 84.61 10.80 4.72 Gamma HHI 0.95 0.37 1.00 0.37 1.00 Net GEX 6 0 119 119 0 Net DEX 422.7K 197.0K 653.0K 631.2K 197.0K Net VEX -7 -156 0 -156 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.48 0.43 5.32 0.59 0.55 Total Volume 101.667 57 181 62 91 Total OI 3,620.095 1,544 5,491 5,458 1,636
Daily Data (21 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 2018-06-01 $5.36 $10.00 130.9% 37.5% 70.2% 21.0% 0.0% 0.0% 36.4% 119 631.2K -156 0.59 10.80 N/A N/A 39 23 4,244 1,214 2018-06-04 $5.12 $10.00 156.6% 51.9% 69.7% 32.5% 0.0% 0.0% -29.2% 0 620.2K 0 0.72 5.28 N/A N/A 36 26 4,254 1,212 2018-06-05 $5.40 $10.00 153.8% 49.7% 72.4% 31.2% 0.0% 0.0% -32.3% 0 653.0K 0 0.70 3.99 N/A N/A 46 32 4,255 1,211 2018-06-06 $5.40 $10.00 161.8% 49.6% 68.3% 34.8% 0.0% 0.0% -24.2% 0 652.7K 0 0.83 2.73 N/A N/A 34 28 4,271 1,209 2018-06-07 $5.20 $10.00 180.0% 39.0% 68.3% 42.9% 0.0% 0.0% 77.6% 0 629.6K 0 0.83 4.85 N/A N/A 31 26 4,281 1,210 2018-06-08 $5.20 $10.00 192.6% 44.0% 65.3% 48.5% 0.0% 0.0% -11.3% 0 628.8K 0 1.27 5.38 N/A N/A 32 41 4,281 1,209 2018-06-11 $4.88 $10.00 154.4% 44.3% 68.4% 31.5% 0.0% 0.0% 75.3% 0 585.8K 0 2.55 6.15 N/A N/A 31 80 4,282 1,205 2018-06-12 $4.76 $10.00 158.1% 45.3% 67.4% 33.1% 0.0% 0.0% -25.6% 0 571.2K 0 2.18 84.61 N/A N/A 44 95 4,286 1,202 2018-06-13 $4.72 $10.00 166.8% 47.8% 67.2% 37.0% 0.0% 0.0% 57.7% 0 557.4K 0 4.98 3.08 N/A N/A 23 115 4,290 1,181 2018-06-14 $4.84 $10.00 165.1% 47.3% 67.8% 36.2% 0.0% 0.0% 51.1% 0 561.3K 0 4.23 3.77 N/A N/A 24 100 4,292 1,161 2018-06-15 $4.76 $10.00 161.8% 46.4% 63.6% 34.8% 0.0% 0.0% 58.4% 0 532.0K 0 5.32 4.29 N/A N/A 29 152 4,292 1,118 2018-06-18 $4.76 $10.00 169.5% 48.6% 63.4% 38.2% 0.0% 0.0% -9.3% 0 250.1K 0 1.56 3.77 N/A N/A 57 89 1,019 525 2018-06-19 $4.68 $10.00 163.6% 46.9% 60.7% 35.6% 0.0% 0.0% 75.8% 0 245.7K 0 0.60 4.29 N/A N/A 71 43 1,034 525 2018-06-20 $4.60 $10.00 154.8% 44.4% 58.1% 31.7% 0.0% 0.0% 78.1% 0 242.2K 0 0.58 4.29 N/A N/A 75 43 1,051 525 2018-06-21 $4.64 $10.00 159.2% 45.6% 57.2% 33.6% 0.0% 0.0% -12.5% 0 244.4K 0 0.73 5.13 N/A N/A 55 40 1,045 529 2018-06-22 $4.36 $10.00 129.9% 37.2% 60.6% 20.5% 0.0% 0.0% -34.5% 0 231.2K 0 0.73 4.48 N/A N/A 55 40 1,046 530 2018-06-25 $4.20 $10.00 137.6% 39.5% 61.1% 24.0% 0.0% 0.0% -40.6% 0 222.5K 0 0.84 3.82 N/A N/A 49 41 1,046 530 2018-06-26 $3.92 $10.00 218.1% 62.5% 64.1% 60.0% 0.0% 0.0% -45.2% 0 209.1K 0 0.49 2.89 N/A N/A 63 31 1,052 531 2018-06-27 $3.92 $10.00 220.7% 63.3% 64.2% 61.1% 0.0% 0.0% -47.4% 0 207.2K 0 0.43 2.39 N/A N/A 73 31 1,075 528 2018-06-28 $3.84 $10.00 150.2% 43.1% 49.3% 29.6% 0.0% 0.0% -50.6% 0 203.6K 0 0.45 4.22 N/A N/A 70 31 1,105 530 2018-06-29 $3.72 $10.00 170.7% 48.9% 48.1% 38.8% 0.0% 0.0% -54.8% 0 197.0K 0 0.55 4.72 N/A N/A 59 32 1,106 530
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