MARA Options History — December 2018

In December 2018, MARA traded between $1.48 and $2.40. ATM implied volatility averaged 149.4%, placing in the 38.9% IV rank vs the trailing year. The 30-day expected move averaged 45.1%. IV traded above realized volatility by 72.4% (HV 20d: 77.1%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 0 of 20 trading days. Put/call ratio averaged 41.45.

Notable Days

  • 2018-12-13: Highest Volume — 107 contracts
  • 2018-12-12: Largest IV spike — 304.4% change
  • 2018-12-27: Highest IV Rank — 56.1%
  • 2018-12-03: Largest Expected Move — 45.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.89$1.48$2.40$2.40$1.48
Max Pain$10.00$10.00$10.00$10.00$10.00
ATM IV149.4%37.0%189.6%157.2%160.0%
Expected Move45.1%45.1%45.1%45.1%45.1%
HV 20d77.1%54.4%93.0%88.6%86.0%
HV 60d82.2%76.6%87.1%77.4%87.1%
IV Rank38.9%0.0%56.1%36.2%45.4%
IV Percentile36.5%0.0%75.0%39.7%44.0%
Bid-Ask Spread %68.199.47107.1015.4172.74
Net GEX00000
Net DEX45.5K25.3K61.6K61.6K25.3K
Net VEX-0-5000
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio41.450.00211.501.000.27
Total Volume28.3010700
Total OI1,923.21,3222,1582,1191,323

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-12-03$2.40$10.00157.2%45.1%88.6%36.2%0.0%0.0%0.0%061.6K01.0015.41N/AN/A001,864255
2018-12-04$2.32$10.00135.2%0.0%79.9%26.8%0.0%0.0%0.0%059.1K027.0013.41N/AN/A071,864255
2018-12-05$2.32$10.00146.4%0.0%67.7%31.6%0.0%0.0%0.0%059.1K027.0015.09N/AN/A071,864255
2018-12-06$2.24$0.00189.6%0.0%63.4%49.9%0.0%0.0%0.0%056.8K00.0073.13N/AN/A001,864255
2018-12-07$2.16$0.00110.3%0.0%54.4%16.3%0.0%0.0%0.0%055.1K0152.00107.10N/AN/A0381,864255
2018-12-10$2.04$0.00147.6%0.0%54.7%32.1%0.0%0.0%0.0%051.5K04.009.47N/AN/A011,864253
2018-12-11$2.00$0.0037.0%0.0%54.6%0.0%0.0%0.0%0.0%050.5K02.00104.73N/AN/A111,864253
2018-12-12$2.08$0.00149.6%0.0%58.0%41.6%0.0%0.0%0.0%052.5K063.50104.77N/AN/A1321,864253
2018-12-13$1.84$10.00147.1%0.0%69.5%40.7%0.0%0.0%0.0%049.0K0211.5035.18N/AN/A11061,864267
2018-12-14$1.68$10.00133.9%0.0%74.1%35.8%0.0%0.0%0.0%042.8K0211.5076.54N/AN/A11061,864255
2018-12-17$1.84$10.00164.1%0.0%83.5%47.0%0.0%0.0%0.0%046.9K00.0087.69N/AN/A2401,864255
2018-12-18$1.76$10.00164.1%0.0%83.4%46.9%0.0%0.0%0.0%044.9K00.0776.23N/AN/A401,855255
2018-12-19$1.88$10.00128.7%0.0%88.5%33.9%0.0%0.0%0.0%047.9K06.9773.74N/AN/A7511,857255
2018-12-20$1.72$10.00165.3%0.0%92.4%47.4%0.0%0.0%0.0%050.6K010.68104.69N/AN/A5511,862294
2018-12-21$1.68$10.00139.4%0.0%91.6%37.8%0.0%0.0%0.0%049.4K010.8489.26N/AN/A5521,864294
2018-12-24$1.56$10.00148.7%0.0%93.0%41.3%0.0%0.0%0.0%026.5K-517.0075.32N/AN/A3511,151171
2018-12-26$1.56$10.00187.0%0.0%92.2%55.4%0.0%0.0%0.0%026.7K00.5077.14N/AN/A211,151171
2018-12-27$1.56$10.00188.9%0.0%81.8%56.1%0.0%0.0%0.0%026.7K00.2777.80N/AN/A311,152171
2018-12-28$1.60$10.00188.0%0.0%83.8%55.8%0.0%0.0%0.0%027.4K00.2774.33N/AN/A311,152171
2018-12-31$1.48$10.00160.0%0.0%86.0%45.4%0.0%0.0%0.0%025.3K00.0072.74N/AN/A001,152171