MARA Options History — March 2019

In March 2019, MARA traded between $1.96 and $2.60. ATM implied volatility averaged 165.4%, placing in the 47.6% IV rank vs the trailing year. The 30-day expected move averaged 41.3%. IV traded above realized volatility by 32.8% (HV 20d: 132.7%). 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 0 of 21 days. Put/call ratio averaged 0.69.

Notable Days

  • 2019-03-07: Highest Volume — 43 contracts
  • 2019-03-29: Largest IV spike — 31.8% change
  • 2019-03-21: Highest IV Rank — 57.1%
  • 2019-03-25: Largest Expected Move — 45.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.38$1.96$2.60$2.56$2.12
Max Pain$10.00$10.00$10.00$10.00$10.00
ATM IV165.4%120.0%190.6%170.2%158.2%
Expected Move41.3%33.4%45.8%33.4%45.4%
HV 20d132.7%57.6%206.9%206.8%75.5%
HV 60d137.4%133.1%141.0%139.9%135.7%
IV Rank47.6%30.8%57.1%49.2%45.0%
IV Percentile46.9%4.8%76.2%51.2%39.7%
Term Structure-59.7%-71.3%-51.8%-53.3%-57.1%
Bid-Ask Spread %29.544.84150.048.9453.33
Net GEX00000
Net DEX25.8K7.3K44.2K41.2K8.0K
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.690.003.790.240.00
Total Volume15.81043313
Total OI950.9053051,5481,512314

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-03-01$2.56$10.00170.2%0.0%206.8%49.2%0.0%0.0%0.0%041.2K00.248.94N/AN/A2561,351161
2019-03-04$2.48$10.00173.9%0.0%206.9%50.6%0.0%0.0%-53.3%039.9K00.038.94N/AN/A801,367161
2019-03-05$2.60$10.00164.0%0.0%206.0%46.9%0.0%0.0%-52.8%041.8K03.798.85N/AN/A8311,365161
2019-03-06$2.44$10.00176.7%0.0%203.1%51.6%0.0%0.0%-56.5%038.6K02.717.54N/AN/A11311,365158
2019-03-07$2.60$10.00167.8%0.0%200.9%48.3%0.0%0.0%-55.4%044.2K02.497.54N/AN/A12311,365170
2019-03-08$2.56$10.00152.3%0.0%199.5%42.6%0.0%0.0%-57.3%043.5K00.848.85N/AN/A15121,375170
2019-03-11$2.48$10.00161.7%33.4%147.4%46.1%0.0%0.0%-63.2%042.3K00.006.17N/AN/A001,369171
2019-03-12$2.48$10.00163.9%33.6%144.4%46.9%0.0%0.0%-64.9%042.3K00.256.17N/AN/A101,369171
2019-03-13$2.40$10.00170.0%38.6%144.0%49.1%0.0%0.0%-68.2%040.9K02.504.84N/AN/A131,370171
2019-03-14$2.40$10.00172.4%38.6%143.8%50.3%0.0%0.0%-70.1%041.5K00.086.07N/AN/A611,370173
2019-03-15$2.44$10.00173.0%45.4%143.5%50.5%0.0%0.0%-71.3%042.1K00.264.84N/AN/A1031,375173
2019-03-18$2.48$0.00179.1%0.0%143.2%52.8%0.0%0.0%0.0%09.3K00.00150.04N/AN/A0026738
2019-03-19$2.52$0.00180.1%43.9%93.7%53.2%0.0%0.0%-51.8%09.4K00.0016.13N/AN/A25026738
2019-03-20$2.48$0.00185.2%37.5%92.0%55.1%0.0%0.0%-54.3%09.3K00.0037.29N/AN/A25026938
2019-03-21$2.44$0.00190.6%44.1%81.5%57.1%0.0%0.0%-57.1%09.2K00.0029.07N/AN/A26027038
2019-03-22$2.28$0.00141.0%40.4%57.6%38.7%0.0%0.0%0.0%08.6K00.0016.58N/AN/A26027038
2019-03-25$1.96$0.00159.9%45.8%71.6%45.7%0.0%0.0%0.0%07.3K00.0078.91N/AN/A3027038
2019-03-26$2.04$0.00157.4%45.1%74.0%44.7%0.0%0.0%0.0%07.7K00.0076.86N/AN/A3027338
2019-03-27$2.08$0.00157.0%45.0%74.8%44.6%0.0%0.0%0.0%07.8K00.0013.30N/AN/A3027338
2019-03-28$2.12$0.00120.0%0.0%75.5%30.8%0.0%0.0%0.0%08.0K00.0070.16N/AN/A3027338
2019-03-29$2.12$0.00158.2%45.4%75.5%45.0%0.0%0.0%0.0%08.0K00.0053.33N/AN/A3027638