MARA Options History — October 2019

In October 2019, MARA traded between $1.23 and $1.74. ATM implied volatility averaged 129.5%, placing in the 36.7% IV rank vs the trailing year. The 30-day expected move averaged 36.9%. IV traded above realized volatility by 67.6% (HV 20d: 61.8%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 18 of 23 trading days. Term structure was in contango for 9 of 23 days. Put/call ratio averaged 0.02.

Notable Days

  • 2019-10-07: Highest Volume — 158 contracts
  • 2019-10-31: Largest IV spike — 118.5% change
  • 2019-10-28: Highest IV Rank — 89.5%
  • 2019-10-28: Largest Expected Move — 76.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.57$1.23$1.74$1.72$1.36
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV129.5%83.8%266.9%139.2%201.6%
Expected Move36.9%24.0%76.5%39.9%57.8%
HV 20d61.8%36.1%113.8%40.0%113.8%
HV 60d54.6%45.6%76.9%45.9%76.9%
IV Rank36.7%19.2%89.5%40.4%64.4%
IV Percentile28.6%2.8%99.6%37.7%98.0%
Term Structure-19.5%-186.5%61.5%47.0%3.3%
Bid-Ask Spread %81.5912.50156.99111.2024.71
Gamma HHI0.630.491.000.510.57
Net GEX61901.4K1.1K3
Net DEX-23.3K-89.4K21.6K-46.5K19.3K
Net VEX-300-6880-493-7
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.020.000.250.000.00
Total Volume20.0870158108
Total OI2,650.1742,5362,7232,5452,723

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-10-01$1.72$2.50139.2%39.9%40.0%40.4%0.0%0.0%47.0%1.1K-46.5K-4930.00111.20N/AN/A1002,390155
2019-10-02$1.68$2.50132.8%38.1%38.5%38.0%0.0%0.0%-7.6%1.3K-65.8K-5800.00130.76N/AN/A102,381155
2019-10-03$1.64$2.5092.9%35.9%38.4%22.7%0.0%0.0%-57.0%1.2K-54.2K-5110.0087.09N/AN/A002,382155
2019-10-04$1.69$2.50132.9%34.7%40.4%38.0%0.0%0.0%-12.2%1.3K-79.9K-6390.0029.30N/AN/A102,382155
2019-10-07$1.68$2.50149.2%34.7%39.9%44.3%0.0%0.0%-73.8%1.2K-57.4K-5170.0074.63N/AN/A15802,383155
2019-10-08$1.65$2.50153.8%41.1%36.1%46.1%0.0%0.0%-73.3%1.4K-89.4K-6880.0090.90N/AN/A302,503155
2019-10-09$1.74$2.50103.3%29.6%41.8%26.7%0.0%0.0%52.8%432-25.5K-3310.00105.91N/AN/A3002,503155
2019-10-10$1.74$2.50130.2%37.3%41.5%37.0%0.0%0.0%61.5%1.4K-70.3K-6160.2581.53N/AN/A822,533155
2019-10-11$1.67$2.50114.5%32.8%43.5%31.0%0.0%0.0%28.5%1.4K-74.9K-6070.00156.99N/AN/A502,541155
2019-10-14$1.66$2.50110.1%31.6%43.4%29.3%0.0%0.0%52.8%449-15.8K-2900.00102.48N/AN/A102,546155
2019-10-15$1.64$2.5088.7%25.4%43.4%21.1%0.0%0.0%-15.6%436-17.1K-2950.0012.50N/AN/A102,547155
2019-10-16$1.62$2.50137.3%39.4%43.5%39.7%0.0%0.0%2.5%912-19.1K-2610.00103.36N/AN/A002,548149
2019-10-17$1.64$2.5083.8%24.0%43.8%19.2%0.0%0.0%-17.4%450-19.3K-2950.0091.72N/AN/A1002,548149
2019-10-18$1.62$2.50110.4%31.7%43.8%29.4%0.0%0.0%0.1%417-6.5K-2330.0025.60N/AN/A3202,558149
2019-10-21$1.62$2.50113.4%32.5%40.5%30.6%0.0%0.0%-22.2%401-10.0K-2390.00104.31N/AN/A3702,493147
2019-10-22$1.31$2.50128.4%36.8%84.0%36.3%0.0%0.0%-46.6%019.3K00.00117.43N/AN/A1402,502147
2019-10-23$1.25$2.50111.3%31.9%81.2%29.7%0.0%0.0%-41.3%018.4K00.00101.65N/AN/A2202,515147
2019-10-24$1.23$2.50116.0%33.3%81.2%31.6%0.0%0.0%-26.3%018.1K00.00109.68N/AN/A402,498147
2019-10-25$1.47$2.50132.7%38.0%106.6%37.9%0.0%0.0%30.7%021.6K00.1127.94N/AN/A3542,502147
2019-10-28$1.58$2.50266.9%76.5%110.3%89.5%0.0%0.0%-186.5%416-22.7K-2970.0543.09N/AN/A3822,517151
2019-10-29$1.47$2.50136.4%39.1%112.9%39.4%0.0%0.0%-43.0%320.7K-80.0074.40N/AN/A1402,553153
2019-10-30$1.40$2.5092.3%26.4%113.7%22.4%0.0%0.0%-104.8%021.4K00.0069.33N/AN/A2202,562153
2019-10-31$1.36$2.50201.6%57.8%113.8%64.4%0.0%0.0%3.3%319.3K-70.0024.71N/AN/A802,570153