MARA Options History — September 2019 In September 2019, MARA traded between $1.66 and $1.88. ATM implied volatility averaged 111.8%, placing in the 29.9% IV rank vs the trailing year. The 30-day expected move averaged 33.4%. IV traded above realized volatility by 57.3% (HV 20d: 54.4%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 0.60.
Notable Days 2019-09-18 : Highest Volume — 272 contracts2019-09-06 : Largest IV spike — 67.3% change2019-09-04 : Highest IV Rank — 47.9%2019-09-04 : Largest Expected Move — 45.5%Monthly Statistics Metric Avg Min Max Open Close Price $1.80 $1.66 $1.88 $1.75 $1.72 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 111.8% 73.3% 158.6% 122.6% 77.5% Expected Move 33.4% 22.2% 45.5% 35.1% 22.2% HV 20d 54.4% 43.4% 64.2% 60.7% 43.4% HV 60d 70.6% 45.9% 84.7% 84.5% 45.9% IV Rank 29.9% 15.2% 47.9% 34.1% 16.8% IV Percentile 12.8% 1.6% 61.1% 11.1% 2.0% Term Structure 22.2% -59.3% 62.5% -26.5% -3.7% VWIV 95.5% 76.5% 128.1% 81.8% 128.1% Bid-Ask Spread % 69.22 19.24 124.03 19.24 124.03 Gamma HHI 0.53 0.49 0.65 0.60 0.50 Net GEX 1.1K 180 1.4K 180 1.3K Net DEX -23.6K -93.6K 54.7K 54.7K -62.1K Net VEX -561 -751 -168 -168 -589 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.60 0.00 4.00 1.33 0.00 Total Volume 35.2 0 272 35 4 Total OI 3,511.45 2,503 4,164 3,832 2,541
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 2019-09-03 $1.75 $2.50 122.6% 35.1% 60.7% 34.1% 0.0% 0.0% -26.5% 180 54.7K -168 1.33 19.24 N/A N/A 15 20 3,408 424 2019-09-04 $1.81 $2.50 158.6% 45.5% 62.2% 47.9% 0.0% 0.0% -59.3% 1.1K -46.6K -729 0.00 91.11 N/A N/A 9 0 3,422 414 2019-09-05 $1.84 $2.50 73.3% 33.1% 62.6% 15.2% 0.0% 0.0% 62.5% 914 11.6K -479 0.09 87.72 N/A N/A 11 1 3,427 414 2019-09-06 $1.84 $2.50 122.7% 36.5% 61.7% 34.1% 0.0% 0.0% -33.0% 1.2K -52.0K -751 0.00 87.12 N/A N/A 8 0 3,427 414 2019-09-09 $1.80 $2.50 90.0% 33.5% 61.9% 21.6% 0.0% 0.0% 48.1% 897 7.6K -491 0.69 58.84 N/A N/A 13 9 3,434 414 2019-09-10 $1.88 $2.50 105.6% 36.2% 64.2% 27.5% 0.0% 0.0% 40.9% 1.0K 4.5K -529 0.00 60.02 N/A N/A 17 0 3,446 414 2019-09-11 $1.86 $2.50 115.1% 33.0% 63.0% 31.2% 0.0% 0.0% 52.9% 971 8.5K -487 0.00 63.77 N/A N/A 0 0 3,439 414 2019-09-12 $1.88 $2.50 135.0% 38.7% 62.9% 38.8% 81.8% 0.0% 36.0% 914 14.7K -463 0.00 103.61 N/A N/A 8 0 3,439 414 2019-09-13 $1.88 $2.50 108.6% 31.1% 61.8% 28.7% 0.0% 0.0% 55.3% 980 11.1K -480 0.00 70.55 N/A N/A 166 0 3,447 414 2019-09-16 $1.86 $2.50 123.6% 35.4% 61.8% 34.5% 76.5% 0.0% 46.4% 1.2K -5.0K -559 1.00 70.86 N/A N/A 1 1 3,608 414 2019-09-17 $1.86 $2.50 119.0% 34.1% 52.2% 32.7% 128.1% 0.0% 58.1% 1.2K -11.4K -587 4.00 26.70 N/A N/A 5 20 3,609 414 2019-09-18 $1.85 $2.50 119.8% 34.3% 51.4% 33.0% 0.0% 0.0% 50.6% 1.2K -6.7K -565 2.89 69.49 N/A N/A 70 202 3,674 415 2019-09-19 $1.82 $2.50 111.0% 31.8% 49.3% 29.6% 0.0% 0.0% 48.9% 1.2K -19.7K -613 0.10 71.17 N/A N/A 20 2 3,744 401 2019-09-20 $1.82 $2.50 126.5% 36.3% 44.0% 35.6% 0.0% 0.0% 39.8% 1.3K -12.6K -579 0.00 26.55 N/A N/A 0 0 3,763 401 2019-09-23 $1.73 $2.50 145.9% 41.8% 43.9% 43.0% 0.0% 0.0% 0.0% 1.1K -49.0K -518 0.04 45.46 N/A N/A 46 2 2,349 154 2019-09-24 $1.66 $2.50 93.8% 26.9% 44.5% 23.0% 0.0% 0.0% 0.0% 1.3K -76.4K -641 0.00 72.12 N/A N/A 14 0 2,365 155 2019-09-25 $1.75 $2.50 91.7% 26.3% 46.4% 22.2% 0.0% 0.0% 1.9% 1.4K -93.6K -715 0.00 66.53 N/A N/A 30 0 2,360 155 2019-09-26 $1.71 $2.50 93.0% 26.7% 45.8% 22.7% 0.0% 0.0% -19.3% 1.4K -86.9K -680 0.00 99.46 N/A N/A 0 0 2,386 155 2019-09-27 $1.72 $2.50 102.3% 29.3% 45.1% 26.3% 0.0% 0.0% -0.2% 1.3K -62.5K -590 0.00 69.98 N/A N/A 10 0 2,386 155 2019-09-30 $1.72 $2.50 77.5% 22.2% 43.4% 16.8% 0.0% 0.0% -3.7% 1.3K -62.1K -589 0.00 124.03 N/A N/A 4 0 2,386 155
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