MARA Options History — June 2019 In June 2019, MARA traded between $1.99 and $3.24. ATM implied volatility averaged 152.1%, placing in the 45.4% IV rank vs the trailing year. The 30-day expected move averaged 41.9%. IV traded above realized volatility by 42.9% (HV 20d: 109.2%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 0.33.
Notable Days 2019-06-26 : Highest Volume — 1,608 contracts2019-06-20 : Largest IV spike — 35.0% change2019-06-11 : Highest IV Rank — 65.0%2019-06-12 : Largest Expected Move — 52.2%Monthly Statistics Metric Avg Min Max Open Close Price $2.33 $1.99 $3.24 $2.47 $2.87 Max Pain $2.63 $2.50 $5.00 $2.50 $2.50 ATM IV 152.1% 115.1% 203.1% 137.1% 148.8% Expected Move 41.9% 33.0% 52.2% 39.3% 42.7% HV 20d 109.2% 85.7% 145.2% 116.5% 144.6% HV 60d 134.8% 130.0% 145.6% 130.0% 142.2% IV Rank 45.4% 31.2% 65.0% 39.6% 44.1% IV Percentile 43.6% 5.2% 94.0% 24.2% 40.5% Term Structure 3.1% -30.2% 36.1% 14.1% 28.6% VWIV 142.9% 114.1% 179.9% 137.1% 160.9% Bid-Ask Spread % 49.91 25.42 98.10 57.53 26.64 Gamma HHI 0.78 0.51 1.00 0.75 1.00 Net GEX 1000 0 3.1K 1.3K 0 Net DEX -66.1K -233.3K 4.6K -92.8K -180.5K Net VEX -673 -1.4K 0 -799 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.33 0.01 2.61 0.09 0.27 Total Volume 307.4 31 1,608 35 280 Total OI 2,694.1 1,847 3,300 2,489 3,286
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 2019-06-03 $2.47 $2.50 137.1% 39.3% 116.5% 39.6% 137.1% 0.0% 14.1% 1.3K -92.8K -799 0.09 57.53 N/A N/A 32 3 2,052 437 2019-06-04 $2.20 $2.50 155.6% 44.6% 122.2% 46.7% 154.3% 0.0% 6.6% 959 -50.0K -698 0.23 38.81 N/A N/A 97 22 2,044 439 2019-06-05 $2.20 $2.50 171.3% 49.1% 121.9% 52.7% 171.2% 0.0% -26.8% 617 318 -576 0.32 57.32 N/A N/A 68 22 2,097 443 2019-06-06 $1.99 $5.00 166.8% 40.3% 124.3% 51.0% 119.3% 0.0% -0.9% 541 -6.7K -541 0.47 69.50 N/A N/A 68 32 2,097 443 2019-06-07 $2.15 $2.50 135.6% 34.5% 128.6% 39.1% 123.8% 0.0% 20.3% 543 4.6K -536 0.27 62.19 N/A N/A 117 32 2,097 444 2019-06-10 $2.09 $2.50 153.0% 40.5% 128.3% 45.7% 139.0% 0.0% 12.1% 595 -6.7K -572 2.61 30.18 N/A N/A 18 47 2,147 444 2019-06-11 $2.05 $2.50 203.1% 39.2% 90.7% 65.0% 134.2% 0.0% 32.2% 595 -15.3K -612 0.19 38.18 N/A N/A 26 5 2,165 480 2019-06-12 $2.08 $2.50 182.2% 52.2% 85.7% 56.9% 179.9% 0.0% -15.0% 619 632 -545 0.07 48.70 N/A N/A 72 5 2,170 485 2019-06-13 $2.25 $2.50 129.6% 37.2% 92.0% 36.8% 130.1% 0.0% -3.9% 1.0K -45.7K -686 0.01 39.05 N/A N/A 175 1 2,225 485 2019-06-14 $2.32 $2.50 155.0% 44.4% 93.3% 46.5% 155.0% 0.0% -25.0% 1.3K -63.4K -762 0.02 77.22 N/A N/A 410 7 2,386 484 2019-06-17 $2.23 $2.50 135.8% 38.9% 89.8% 39.2% 136.1% 0.0% 8.1% 943 -26.8K -700 0.23 84.64 N/A N/A 284 65 2,679 491 2019-06-18 $2.18 $2.50 153.5% 44.0% 88.3% 45.9% 153.4% 0.0% 4.5% 915 -23.2K -684 0.09 40.51 N/A N/A 291 25 2,456 445 2019-06-19 $2.10 $2.50 115.1% 33.0% 88.6% 31.2% 114.1% 0.0% 36.1% 793 -25.3K -656 0.10 98.10 N/A N/A 217 22 2,460 442 2019-06-20 $2.21 $2.50 155.4% 44.6% 91.9% 46.7% 155.5% 0.0% -13.5% 821 -22.2K -667 0.96 42.39 N/A N/A 27 26 2,461 461 2019-06-21 $2.16 $2.50 136.6% 39.2% 91.1% 39.5% 136.6% 0.0% 12.2% 772 -28.2K -674 0.58 42.04 N/A N/A 108 63 2,477 460 2019-06-24 $2.48 $2.50 150.2% 43.1% 103.8% 44.7% 145.3% 0.0% -16.6% 946 -99.1K -817 0.02 34.73 N/A N/A 615 10 1,496 351 2019-06-25 $2.62 $2.50 129.1% 37.0% 106.1% 36.6% 126.2% 0.0% -30.2% 2.6K -174.8K -954 0.02 42.65 N/A N/A 668 16 2,024 361 2019-06-26 $3.24 $2.50 166.9% 47.9% 130.6% 51.1% 0.0% 0.0% 23.1% 1.0K -233.3K -593 0.02 42.50 N/A N/A 1,579 29 1,817 351 2019-06-27 $2.71 $2.50 160.9% 46.1% 145.2% 48.8% 160.9% 0.0% -4.6% 3.1K -232.8K -1.4K 0.04 25.42 N/A N/A 541 23 2,932 368 2019-06-28 $2.87 $2.50 148.8% 42.7% 144.6% 44.1% 0.0% 0.0% 28.6% 0 -180.5K 0 0.27 26.64 N/A N/A 220 60 2,917 369
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