MARA Options History — November 2018

In November 2018, MARA traded between $2.32 and $3.44. ATM implied volatility averaged 167.1%, placing in the 40.4% IV rank vs the trailing year. The 30-day expected move averaged 50.5%. IV traded above realized volatility by 72.9% (HV 20d: 94.2%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.19.

Notable Days

  • 2018-11-12: Highest Volume — 289 contracts
  • 2018-11-12: Largest IV spike — 115.8% change
  • 2018-11-12: Highest IV Rank — 94.4%
  • 2018-11-12: Largest Expected Move — 84.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.71$2.32$3.44$2.60$2.52
Max Pain$10.00$10.00$10.00$10.00$10.00
ATM IV167.1%120.9%294.4%136.4%192.8%
Expected Move50.5%34.7%84.4%37.2%55.3%
HV 20d94.2%86.0%99.6%86.0%87.9%
HV 60d79.5%74.5%82.8%74.5%76.9%
IV Rank40.4%20.8%94.4%27.3%51.3%
IV Percentile40.4%4.8%98.8%11.5%77.0%
Term Structure-3.4%-98.0%55.2%55.2%-65.6%
Bid-Ask Spread %23.197.2899.4899.4826.02
Gamma HHI1.001.001.001.001.00
Net GEX00000
Net DEX69.3K59.1K89.0K65.9K64.1K
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.190.030.690.690.22
Total Volume90.143252892540
Total OI1,879.6191,3952,1191,3952,119

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-11-01$2.60$10.00136.4%0.0%86.0%27.3%0.0%0.0%0.0%065.9K00.6999.48N/AN/A15101,141254
2018-11-02$2.68$10.00135.3%0.0%86.3%26.9%0.0%0.0%0.0%068.6K00.5891.13N/AN/A18101,141257
2018-11-05$2.96$10.00129.8%37.2%92.2%24.5%0.0%0.0%55.2%075.7K00.1310.47N/AN/A78101,142257
2018-11-06$3.28$10.00120.9%34.7%97.1%20.8%0.0%0.0%49.5%084.0K00.0313.98N/AN/A22971,198257
2018-11-07$3.44$10.00236.2%67.7%94.3%69.7%0.0%0.0%-59.2%089.0K00.0617.33N/AN/A13991,400257
2018-11-08$3.08$10.00129.5%37.1%96.3%24.4%0.0%0.0%50.7%079.6K00.1627.98N/AN/A5291,477259
2018-11-09$2.92$10.00136.4%39.1%98.9%27.4%0.0%0.0%52.4%075.6K00.2914.40N/AN/A3191,495259
2018-11-12$2.84$10.00294.4%84.4%99.3%94.4%0.0%0.0%-98.0%073.0K00.0314.80N/AN/A28091,496259
2018-11-13$2.76$10.00150.0%43.0%99.6%33.1%0.0%0.0%51.3%071.2K00.1517.59N/AN/A5891,727259
2018-11-14$2.68$10.00142.1%40.7%99.5%29.8%0.0%0.0%51.6%069.2K00.0811.80N/AN/A11391,737259
2018-11-15$2.64$10.00139.4%40.0%98.8%28.6%0.0%0.0%20.1%068.4K00.0619.43N/AN/A197111,735259
2018-11-16$2.68$10.00146.6%42.0%97.6%31.7%0.0%0.0%46.5%068.3K00.228.06N/AN/A47111,807255
2018-11-19$2.56$10.00172.4%49.4%96.5%42.6%0.0%0.0%-46.6%065.1K00.0918.45N/AN/A10791,808254
2018-11-20$2.48$10.00179.1%51.3%93.0%45.5%0.0%0.0%-49.4%063.1K00.238.53N/AN/A4091,823254
2018-11-21$2.44$10.00251.7%72.2%92.4%76.3%0.0%0.0%-52.1%061.5K00.147.28N/AN/A6491,823254
2018-11-23$2.32$10.00196.7%56.4%93.7%52.9%0.0%0.0%-57.7%059.1K00.1820.92N/AN/A3971,848254
2018-11-26$2.36$10.00141.3%0.0%94.0%29.4%0.0%0.0%0.0%060.3K00.1511.09N/AN/A4971,849255
2018-11-27$2.40$10.00141.4%0.0%87.7%29.5%0.0%0.0%0.0%061.1K00.1511.98N/AN/A4971,859255
2018-11-28$2.64$10.00199.4%57.2%93.5%54.1%0.0%0.0%-65.6%067.0K00.1720.51N/AN/A4271,859255
2018-11-29$2.56$10.00137.8%0.0%94.4%28.0%0.0%0.0%0.0%065.2K00.2415.72N/AN/A3171,861255
2018-11-30$2.52$10.00192.8%55.3%87.9%51.3%0.0%0.0%0.0%064.1K00.2226.02N/AN/A3371,864255