MARA Options History — October 2018

In October 2018, MARA traded between $2.32 and $2.84. ATM implied volatility averaged 158.1%, placing in the 33.9% IV rank vs the trailing year. The 30-day expected move averaged 49.1%. IV traded above realized volatility by 90.7% (HV 20d: 67.4%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 1 of 23 days. Put/call ratio averaged 0.96.

Notable Days

  • 2018-10-17: Highest Volume — 84 contracts
  • 2018-10-29: Largest IV spike — 97.3% change
  • 2018-10-03: Highest IV Rank — 53.6%
  • 2018-10-18: Largest Expected Move — 54.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.57$2.32$2.84$2.84$2.36
Max Pain$10.00$10.00$10.00$10.00$10.00
ATM IV158.1%71.9%203.9%153.3%144.4%
Expected Move49.1%39.8%54.4%39.8%54.3%
HV 20d67.4%48.6%81.9%55.7%81.0%
HV 60d81.5%66.8%99.7%98.8%71.3%
IV Rank33.9%0.0%53.6%31.0%30.8%
IV Percentile39.8%0.0%83.8%29.7%19.0%
Term Structure-40.9%-67.2%67.4%-35.9%-67.2%
Bid-Ask Spread %45.983.85107.255.1083.75
Net GEX00000
Net DEX66.6K58.6K76.6K76.6K59.7K
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.960.112.270.111.67
Total Volume40.91317843938
Total OI1,357.4351,2681,3961,2681,393

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-10-01$2.84$10.00153.3%0.0%55.7%31.0%0.0%0.0%0.0%076.6K00.115.10N/AN/A354999269
2018-10-02$2.76$10.00165.9%0.0%55.5%36.6%0.0%0.0%0.0%073.8K00.135.03N/AN/A3441,023269
2018-10-03$2.64$10.00203.9%0.0%48.6%53.6%0.0%0.0%0.0%071.1K00.4818.68N/AN/A1361,031269
2018-10-04$2.80$10.00139.0%39.8%55.3%24.6%0.0%0.0%-35.9%075.6K00.2129.72N/AN/A3061,038269
2018-10-05$2.72$10.00171.1%49.1%55.6%39.0%0.0%0.0%-37.7%073.4K00.5613.83N/AN/A1161,054269
2018-10-08$2.84$10.00145.4%41.7%57.8%27.5%0.0%0.0%-40.0%076.0K00.188.32N/AN/A3461,055269
2018-10-09$2.72$10.00163.3%46.8%56.5%35.4%0.0%0.0%-42.4%072.8K00.453.85N/AN/A1461,090269
2018-10-10$2.56$10.00176.9%50.7%59.2%41.5%0.0%0.0%-45.6%068.8K00.454.90N/AN/A1461,092269
2018-10-11$2.32$10.00173.2%49.6%64.6%39.9%0.0%0.0%-50.0%062.9K01.6674.86N/AN/A14231,092269
2018-10-12$2.40$10.00174.3%50.0%67.4%40.4%0.0%0.0%-50.6%060.5K01.1583.33N/AN/A20231,092252
2018-10-15$2.48$10.00177.1%50.8%69.4%41.6%0.0%0.0%-54.8%062.1K01.9817.79N/AN/A12241,101252
2018-10-16$2.56$10.00174.4%50.0%70.1%40.4%0.0%0.0%-55.0%065.2K00.4112.44N/AN/A59241,134253
2018-10-17$2.48$10.00166.4%47.7%70.3%36.9%0.0%0.0%-58.5%062.8K00.4180.14N/AN/A60241,134253
2018-10-18$2.40$10.00189.6%54.4%70.6%47.2%0.0%0.0%67.4%060.7K00.99107.25N/AN/A25241,134253
2018-10-19$2.52$10.00186.3%53.4%74.1%45.7%0.0%0.0%-62.2%063.9K00.9589.24N/AN/A26241,143253
2018-10-22$2.68$10.00189.3%54.3%73.6%47.1%0.0%0.0%-67.2%067.5K02.2741.61N/AN/A10231,122253
2018-10-23$2.48$10.00129.2%0.0%76.1%20.2%0.0%0.0%0.0%063.1K01.4579.94N/AN/A16231,122253
2018-10-24$2.56$10.00128.0%0.0%75.4%19.7%0.0%0.0%0.0%064.8K01.7516.21N/AN/A13231,129253
2018-10-25$2.60$10.00127.7%0.0%75.6%19.5%0.0%0.0%0.0%065.8K01.5825.50N/AN/A15231,130253
2018-10-26$2.60$10.0071.9%0.0%75.2%0.0%0.0%0.0%0.0%065.8K01.6380.03N/AN/A14231,134253
2018-10-29$2.36$10.00141.9%0.0%81.9%29.7%0.0%0.0%0.0%059.6K01.1286.60N/AN/A21231,134253
2018-10-30$2.32$10.00144.8%0.0%81.7%30.9%0.0%0.0%0.0%058.6K00.5689.34N/AN/A42231,137253
2018-10-31$2.36$10.00144.4%0.0%81.0%30.8%0.0%0.0%0.0%059.7K01.6783.75N/AN/A14241,140253