MARA Options History — April 2019 In April 2019, MARA traded between $2.28 and $3.72. ATM implied volatility averaged 135.3%, placing in the 38.0% IV rank vs the trailing year. The 30-day expected move averaged 39.1%. IV traded below realized volatility by 22.9% (HV 20d: 158.2%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 12 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 0.41.
Notable Days 2019-04-12 : Highest Volume — 681 contracts2019-04-22 : Largest IV spike — 61.2% change2019-04-10 : Highest IV Rank — 63.1%2019-04-10 : Largest Expected Move — 57.2%Monthly Statistics Metric Avg Min Max Open Close Price $3.01 $2.28 $3.72 $2.28 $2.91 Max Pain $2.69 $2.50 $5.00 $5.00 $2.50 ATM IV 135.3% 81.5% 199.4% 155.7% 118.3% Expected Move 39.1% 23.4% 57.2% 44.6% 33.9% HV 20d 158.2% 80.4% 185.9% 80.4% 181.2% HV 60d 157.1% 136.2% 165.1% 136.2% 163.9% IV Rank 38.0% 17.3% 63.1% 44.1% 31.6% IV Percentile 20.6% 0.8% 88.5% 36.1% 4.8% Term Structure -16.6% -105.1% 44.3% -32.2% 44.3% VWIV 124.7% 46.7% 164.7% 162.9% 164.7% Bid-Ask Spread % 85.29 11.56 159.34 28.70 35.67 Gamma HHI 0.84 0.50 1.00 0.97 0.50 Net GEX 408 0 2.4K 0 21 Net DEX -115.9K -454.4K 13.7K 8.6K -68.1K Net VEX -198 -705 0 0 -149 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.41 0.00 2.55 0.27 0.38 Total Volume 198.65 1 681 1 90 Total OI 1,086.75 314 1,947 314 1,454
Daily Data (20 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2019-04-01 $2.28 $0.00 155.7% 44.6% 80.4% 44.1% 0.0% 0.0% 0.0% 0 8.6K 0 0.00 28.70 N/A N/A 0 1 276 38 2019-04-02 $2.68 $0.00 140.6% 40.3% 98.3% 38.5% 0.0% 0.0% 0.0% 0 10.4K 0 0.27 11.56 N/A N/A 24 6 276 39 2019-04-03 $3.12 $0.00 126.8% 36.3% 108.6% 34.4% 0.0% 0.0% -32.2% 0 13.7K 0 0.10 77.16 N/A N/A 65 6 289 44 2019-04-04 $2.64 $0.00 145.4% 41.7% 124.0% 41.6% 0.0% 0.0% -12.2% 0 11.6K 0 1.73 74.37 N/A N/A 4 7 320 44 2019-04-05 $2.52 $0.00 152.1% 43.6% 125.0% 44.7% 0.0% 0.0% -39.9% 0 11.1K 0 0.47 73.41 N/A N/A 15 7 323 44 2019-04-09 $2.74 $0.00 125.5% 41.2% 127.9% 34.4% 0.0% 0.0% -17.3% 1.2K -240.1K -705 0.08 130.15 N/A N/A 61 5 1,293 176 2019-04-10 $3.72 $0.00 199.4% 57.2% 166.5% 63.1% 162.9% 0.0% -85.7% 2.4K -373.1K -576 0.09 89.17 N/A N/A 598 55 1,297 51 2019-04-11 $3.25 $5.00 151.6% 43.5% 174.6% 44.5% 0.0% 0.0% -105.1% 946 -315.3K -352 0.19 96.90 N/A N/A 505 94 1,362 103 2019-04-12 $3.33 $2.50 123.4% 35.4% 174.5% 33.6% 121.3% 0.0% 6.7% 263 -454.4K -35 0.17 131.13 N/A N/A 584 97 1,810 137 2019-04-15 $3.10 $2.50 133.3% 38.2% 177.3% 37.4% 0.0% 0.0% -17.5% 0 -192.8K 0 0.09 107.28 N/A N/A 313 27 1,314 137 2019-04-16 $3.19 $2.50 131.8% 37.8% 177.4% 36.8% 136.8% 0.0% -13.2% 275 -176.3K -38 0.33 133.16 N/A N/A 261 87 1,286 162 2019-04-17 $2.93 $2.50 133.4% 38.2% 180.7% 37.4% 138.0% 0.0% -17.0% 104 -37.0K -47 0.21 159.34 N/A N/A 297 63 864 225 2019-04-18 $3.35 $2.50 81.5% 23.4% 185.9% 17.3% 46.7% 0.0% 16.3% 0 -50.2K 0 2.55 132.14 N/A N/A 38 97 877 239 2019-04-22 $3.32 $2.50 131.3% 37.6% 185.8% 36.6% 0.0% 0.0% -15.8% 654 -103.1K -522 0.00 89.33 N/A N/A 80 0 854 218 2019-04-23 $3.37 $2.50 156.0% 44.7% 183.2% 46.2% 0.0% 0.0% -30.0% 639 -88.1K -458 0.00 58.61 N/A N/A 105 0 874 218 2019-04-24 $3.18 $2.50 99.9% 28.6% 174.4% 24.4% 102.4% 0.0% 38.3% 879 -88.0K -540 0.29 101.48 N/A N/A 34 10 946 218 2019-04-25 $3.02 $2.50 133.1% 38.2% 176.3% 37.3% 0.0% 0.0% 19.3% 15 -53.3K -8 0.15 46.57 N/A N/A 27 4 976 227 2019-04-26 $2.74 $2.50 120.3% 34.5% 181.2% 32.4% 0.0% 0.0% -24.6% 820 -79.9K -531 0.71 42.01 N/A N/A 137 97 1,094 227 2019-04-29 $2.83 $2.50 147.3% 42.2% 181.3% 42.9% 0.0% 0.0% -12.1% 0 -52.6K 0 0.00 87.60 N/A N/A 72 0 1,085 318 2019-04-30 $2.91 $2.50 118.3% 33.9% 181.2% 31.6% 164.7% 0.0% 44.3% 21 -68.1K -149 0.38 35.67 N/A N/A 65 25 1,136 318
« Mar 2019 | All History | May 2019 » Home MARA History April 2019