MARA Options History — November 2019 In November 2019, MARA traded between $0.98 and $1.44. ATM implied volatility averaged 148.1%, placing in the 46.4% IV rank vs the trailing year. The 30-day expected move averaged 39.3%. IV traded above realized volatility by 38.9% (HV 20d: 109.2%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 10 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 0.73.
Notable Days 2019-11-25 : Highest Volume — 54 contracts2019-11-29 : Largest IV spike — 39.7% change2019-11-07 : Highest IV Rank — 62.4%2019-11-15 : Largest Expected Move — 46.9%Monthly Statistics Metric Avg Min Max Open Close Price $1.23 $0.98 $1.44 $1.38 $1.27 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 148.1% 111.4% 196.3% 157.4% 155.6% Expected Move 39.3% 31.9% 46.9% 45.1% 44.6% HV 20d 109.2% 83.8% 117.9% 113.2% 111.9% HV 60d 80.3% 74.4% 93.3% 76.8% 93.2% IV Rank 46.4% 33.3% 62.4% 47.4% 52.3% IV Percentile 51.9% 11.9% 95.6% 69.8% 64.7% Term Structure 12.5% -73.3% 134.4% -73.3% -20.8% Bid-Ask Spread % 50.32 18.10 135.78 38.37 19.23 Gamma HHI 0.86 0.57 1.00 1.00 0.94 Net GEX 7 0 42 0 34 Net DEX 17.7K 13.8K 21.1K 21.1K 13.8K Net VEX -7 -35 0 0 -35 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.73 0.00 8.00 0.00 0.00 Total Volume 13.35 0 54 20 3 Total OI 2,742.1 2,709 2,832 2,727 2,832
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 2019-11-01 $1.38 $2.50 157.4% 45.1% 113.2% 47.4% 0.0% 0.0% -73.3% 0 21.1K 0 0.00 38.37 N/A N/A 20 0 2,574 153 2019-11-04 $1.44 $2.50 180.2% 36.3% 114.8% 56.2% 0.0% 0.0% 54.4% 5 21.0K -7 0.00 20.31 N/A N/A 0 1 2,557 153 2019-11-05 $1.41 $2.50 144.8% 34.2% 114.8% 42.6% 0.0% 0.0% 65.5% 5 20.3K -8 0.00 26.97 N/A N/A 0 1 2,557 152 2019-11-06 $1.38 $2.50 189.6% 38.1% 112.6% 59.8% 0.0% 0.0% 50.2% 0 21.1K 0 0.00 20.01 N/A N/A 0 0 2,557 153 2019-11-07 $1.32 $2.50 196.3% 37.3% 113.1% 62.4% 0.0% 0.0% 60.6% 5 19.2K -7 0.00 32.00 N/A N/A 0 0 2,557 153 2019-11-08 $1.31 $2.50 135.5% 38.9% 112.6% 39.0% 0.0% 0.0% 63.3% 3 18.5K -7 0.00 26.75 N/A N/A 0 0 2,557 153 2019-11-11 $1.25 $2.50 140.9% 40.4% 113.3% 41.1% 0.0% 0.0% 16.9% 3 17.9K -7 0.00 27.90 N/A N/A 0 0 2,557 153 2019-11-12 $1.25 $2.50 169.2% 0.0% 113.4% 51.9% 0.0% 0.0% 33.0% 1 19.1K 0 0.00 95.07 N/A N/A 5 0 2,557 153 2019-11-13 $1.22 $2.50 148.2% 42.5% 113.4% 43.9% 0.0% 0.0% 16.4% 0 18.7K 0 0.00 103.72 N/A N/A 0 0 2,562 153 2019-11-14 $1.19 $2.50 154.3% 44.2% 113.0% 51.7% 0.0% 0.0% 5.3% 0 18.2K 0 0.00 135.78 N/A N/A 0 0 2,562 153 2019-11-15 $1.14 $2.50 163.6% 46.9% 113.4% 55.7% 0.0% 0.0% -8.5% 4 16.8K -6 0.02 130.46 N/A N/A 50 1 2,562 153 2019-11-18 $1.02 $2.50 123.4% 0.0% 117.9% 38.4% 0.0% 0.0% -46.3% 0 15.5K 0 0.00 117.77 N/A N/A 21 0 2,586 152 2019-11-19 $1.00 $2.50 121.9% 34.9% 94.4% 37.8% 0.0% 0.0% 134.4% 0 15.2K 0 0.00 30.47 N/A N/A 26 0 2,591 152 2019-11-20 $1.05 $2.50 118.1% 33.9% 96.0% 36.2% 0.0% 0.0% -13.1% 0 16.0K 0 0.00 26.33 N/A N/A 7 0 2,617 152 2019-11-21 $0.98 $2.50 128.5% 36.8% 98.4% 40.6% 0.0% 0.0% -15.5% 0 14.9K 0 0.00 21.14 N/A N/A 1 0 2,617 152 2019-11-22 $1.10 $2.50 153.6% 44.0% 83.8% 51.4% 0.0% 0.0% -14.5% 0 16.7K 0 0.00 18.78 N/A N/A 0 0 2,616 152 2019-11-25 $1.36 $2.50 130.2% 37.3% 112.7% 41.3% 0.0% 0.0% -13.7% 0 20.7K 0 0.00 18.10 N/A N/A 54 0 2,616 152 2019-11-26 $1.35 $2.50 139.8% 40.1% 110.1% 45.4% 0.0% 0.0% -25.4% 33 15.6K -31 0.00 76.85 N/A N/A 32 0 2,641 152 2019-11-27 $1.25 $2.50 111.4% 31.9% 112.0% 33.3% 0.0% 0.0% -18.3% 42 14.4K -33 8.00 20.42 N/A N/A 5 40 2,669 152 2019-11-29 $1.27 $2.50 155.6% 44.6% 111.9% 52.3% 0.0% 0.0% -20.8% 34 13.8K -35 0.00 19.23 N/A N/A 3 0 2,674 158
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