MARA Options History — February 2019

In February 2019, MARA traded between $1.36 and $2.96. ATM implied volatility averaged 156.7%, placing in the 44.2% IV rank vs the trailing year. The 30-day expected move averaged 54.7%. IV traded below realized volatility by 8.4% (HV 20d: 165.0%). 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 0 of 19 days. Put/call ratio averaged 0.29.

Notable Days

  • 2019-02-19: Highest Volume — 107 contracts
  • 2019-02-19: Largest IV spike — 86.2% change
  • 2019-02-13: Highest IV Rank — 60.1%
  • 2019-02-13: Largest Expected Move — 57.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.23$1.36$2.96$1.36$2.56
Max Pain$10.00$10.00$10.00$10.00$10.00
ATM IV156.7%96.1%199.8%121.9%168.5%
Expected Move54.7%51.3%57.3%51.8%55.4%
HV 20d165.0%78.9%209.3%78.9%206.5%
HV 60d118.1%81.2%141.6%82.2%140.3%
IV Rank44.2%21.8%60.1%31.3%48.6%
IV Percentile39.5%0.8%84.5%4.8%49.2%
Term Structure-82.3%-103.3%-64.0%-66.2%-74.0%
Bid-Ask Spread %13.895.7044.8518.736.27
Net GEX00000
Net DEX35.4K21.3K46.9K21.3K41.2K
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.290.003.000.750.23
Total Volume21.3681107230
Total OI1,411.0531,3231,5061,3231,506

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-02-01$1.36$10.00121.9%0.0%78.9%31.3%0.0%0.0%0.0%021.3K00.7518.73N/AN/A111,166157
2019-02-04$1.48$10.00141.7%0.0%80.1%38.7%0.0%0.0%0.0%023.2K03.008.89N/AN/A011,166157
2019-02-05$1.72$10.00131.9%0.0%97.0%35.1%0.0%0.0%0.0%027.1K00.056.94N/AN/A1911,167158
2019-02-06$1.60$10.00143.8%0.0%100.0%39.5%0.0%0.0%0.0%025.2K00.005.70N/AN/A301,170158
2019-02-07$1.52$10.00143.7%0.0%101.2%39.4%0.0%0.0%0.0%023.9K00.009.11N/AN/A301,173158
2019-02-08$2.24$10.00180.6%51.8%171.8%53.0%0.0%0.0%-66.2%035.3K00.0411.94N/AN/A4621,173158
2019-02-11$2.08$10.00198.3%56.8%173.3%59.6%0.0%0.0%-100.1%033.0K00.0028.72N/AN/A501,220159
2019-02-12$2.20$10.00194.1%55.7%173.2%58.0%0.0%0.0%-99.2%034.9K00.0044.85N/AN/A1101,226159
2019-02-13$2.16$10.00199.8%57.3%173.6%60.1%0.0%0.0%-103.3%034.3K00.0013.31N/AN/A1701,235159
2019-02-14$2.12$10.00129.0%0.0%173.3%34.0%0.0%0.0%0.0%033.7K00.0011.75N/AN/A2401,242159
2019-02-15$2.20$10.0096.1%0.0%173.3%21.8%0.0%0.0%0.0%034.9K00.0020.16N/AN/A1001,258159
2019-02-19$2.96$10.00178.9%51.3%199.2%52.4%0.0%0.0%-64.0%046.9K00.0110.57N/AN/A10611,235159
2019-02-20$2.80$10.00190.6%54.6%199.3%56.7%0.0%0.0%-69.7%044.6K00.0817.37N/AN/A4541,327159
2019-02-21$2.48$10.00156.2%0.0%203.1%44.0%0.0%0.0%0.0%039.6K00.236.27N/AN/A1741,328160
2019-02-22$2.92$10.00193.3%55.4%206.0%57.7%0.0%0.0%-74.0%046.7K00.1512.76N/AN/A2741,335160
2019-02-25$2.68$10.00130.8%0.0%209.3%34.6%0.0%0.0%0.0%042.9K00.0410.30N/AN/A1411,335160
2019-02-26$2.60$10.00166.1%0.0%208.2%47.7%0.0%0.0%0.0%041.9K00.6310.11N/AN/A211,343161
2019-02-27$2.60$10.00111.3%0.0%208.2%27.5%0.0%0.0%0.0%041.9K00.2510.17N/AN/A511,344161
2019-02-28$2.56$10.00168.5%0.0%206.5%48.6%0.0%0.0%0.0%041.2K00.236.27N/AN/A2461,345161