MARA Options History — September 2018 In September 2018, MARA traded between $2.88 and $3.96. ATM implied volatility averaged 178.8%, placing in the 42.4% IV rank vs the trailing year. The 30-day expected move averaged 49.8%. IV traded above realized volatility by 102.7% (HV 20d: 76.1%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 7 of 19 days. Put/call ratio averaged 0.42.
Notable Days 2018-09-07 : Highest Volume — 167 contracts2018-09-18 : Largest IV spike — 36.5% change2018-09-12 : Highest IV Rank — 59.7%2018-09-12 : Largest Expected Move — 62.4%Monthly Statistics Metric Avg Min Max Open Close Price $3.35 $2.88 $3.96 $3.96 $2.88 Max Pain $10.00 $10.00 $10.00 $10.00 $10.00 ATM IV 178.8% 148.0% 217.5% 166.6% 194.6% Expected Move 49.8% 39.7% 62.4% 47.8% 55.8% HV 20d 76.1% 62.4% 84.0% 74.6% 62.4% HV 60d 97.7% 96.4% 98.9% 96.5% 98.9% IV Rank 42.4% 28.6% 59.7% 36.9% 49.5% IV Percentile 59.4% 23.1% 90.9% 49.3% 76.6% Term Structure -22.3% -74.2% 56.6% -64.3% -67.3% Bid-Ask Spread % 17.63 5.24 111.13 15.89 6.23 Net GEX 0 0 0 0 0 Net DEX 207.3K 77.8K 291.0K 291.0K 77.8K Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.42 0.09 0.86 0.35 0.11 Total Volume 99.421 34 167 116 41 Total OI 2,374.053 1,232 2,855 2,640 1,260
Daily Data (19 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 2018-09-04 $3.96 $10.00 166.6% 47.8% 74.6% 36.9% 0.0% 0.0% -64.3% 0 291.0K 0 0.35 15.89 N/A N/A 86 30 1,903 737 2018-09-05 $3.60 $10.00 186.8% 53.5% 81.8% 46.0% 0.0% 0.0% -74.2% 0 258.6K 0 0.53 9.94 N/A N/A 72 38 1,995 718 2018-09-06 $3.56 $10.00 195.3% 39.7% 81.6% 49.7% 0.0% 0.0% 56.6% 0 257.6K 0 0.54 14.23 N/A N/A 71 38 1,999 726 2018-09-07 $3.52 $10.00 181.0% 39.9% 81.5% 43.4% 0.0% 0.0% 33.9% 0 255.5K 0 0.46 111.13 N/A N/A 114 53 1,999 726 2018-09-10 $3.60 $10.00 205.8% 59.0% 81.9% 54.5% 0.0% 0.0% 55.3% 0 265.8K 0 0.25 5.32 N/A N/A 109 27 2,052 742 2018-09-11 $3.40 $10.00 184.7% 53.0% 84.0% 45.0% 0.0% 0.0% -49.2% 0 253.4K 0 0.24 5.32 N/A N/A 109 27 2,054 742 2018-09-12 $3.36 $10.00 217.5% 62.4% 78.5% 59.7% 0.0% 0.0% -51.4% 0 247.9K 0 0.64 5.24 N/A N/A 65 42 2,055 742 2018-09-13 $3.44 $10.00 148.5% 42.6% 78.5% 28.8% 0.0% 0.0% 29.0% 0 251.5K 0 0.62 6.86 N/A N/A 68 42 2,057 730 2018-09-14 $3.36 $10.00 148.0% 42.4% 76.3% 28.6% 0.0% 0.0% -54.0% 0 245.6K 0 0.57 5.32 N/A N/A 58 33 2,074 730 2018-09-17 $3.36 $10.00 154.4% 44.3% 75.2% 31.5% 0.0% 0.0% -40.0% 0 245.9K 0 0.41 5.32 N/A N/A 82 33 2,077 732 2018-09-18 $3.44 $10.00 210.8% 60.4% 75.7% 56.7% 0.0% 0.0% -40.9% 0 251.3K 0 0.36 5.32 N/A N/A 82 30 2,096 731 2018-09-19 $3.40 $10.00 160.4% 46.0% 75.8% 34.2% 0.0% 0.0% 36.9% 0 247.2K 0 0.40 5.32 N/A N/A 87 35 2,096 730 2018-09-20 $3.36 $10.00 161.5% 46.3% 75.9% 34.7% 0.0% 0.0% 20.8% 0 243.1K 0 0.42 5.32 N/A N/A 75 32 2,128 727 2018-09-21 $3.36 $10.00 165.6% 47.5% 74.9% 36.5% 0.0% 0.0% 18.9% 0 223.6K 0 0.86 11.76 N/A N/A 67 58 2,128 662 2018-09-24 $3.08 $10.00 170.0% 48.7% 81.0% 38.5% 0.0% 0.0% -53.3% 0 82.7K 0 0.55 9.57 N/A N/A 33 18 963 269 2018-09-25 $2.92 $10.00 180.7% 51.8% 79.2% 43.2% 0.0% 0.0% -58.0% 0 78.5K 0 0.44 11.15 N/A N/A 37 16 968 269 2018-09-26 $3.04 $10.00 179.1% 51.3% 64.2% 42.5% 0.0% 0.0% -58.9% 0 81.6K 0 0.13 87.66 N/A N/A 30 4 975 269 2018-09-27 $2.96 $10.00 186.6% 53.5% 63.0% 45.9% 0.0% 0.0% -62.9% 0 79.7K 0 0.09 8.04 N/A N/A 43 4 977 269 2018-09-28 $2.88 $10.00 194.6% 55.8% 62.4% 49.5% 0.0% 0.0% -67.3% 0 77.8K 0 0.11 6.23 N/A N/A 37 4 991 269
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