MARA Options History — December 2019 In December 2019, MARA traded between $0.89 and $1.31. ATM implied volatility averaged 152.8%, placing in the 51.2% IV rank vs the trailing year. The 30-day expected move averaged 42.6%. IV traded above realized volatility by 49.6% (HV 20d: 103.3%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 4 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 1.62.
Notable Days 2019-12-10 : Highest Volume — 32 contracts2019-12-31 : Largest IV spike — 568.3% change2019-12-27 : Highest IV Rank — 70.1%2019-12-27 : Largest Expected Move — 56.5%Monthly Statistics Metric Avg Min Max Open Close Price $1.05 $0.89 $1.31 $1.29 $0.89 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 152.8% 27.4% 197.3% 158.7% 183.0% Expected Move 42.6% 7.9% 56.5% 45.5% 52.5% HV 20d 103.3% 61.1% 122.5% 112.0% 61.1% HV 60d 96.5% 92.9% 98.0% 93.3% 97.3% IV Rank 51.2% 0.0% 70.1% 53.6% 65.0% IV Percentile 62.5% 0.0% 97.6% 72.6% 92.1% Term Structure -30.4% -73.3% 44.4% -26.7% -32.3% Bid-Ask Spread % 27.70 8.09 95.08 23.15 14.73 Gamma HHI 0.98 0.93 1.00 0.93 1.00 Net GEX 7 0 42 32 0 Net DEX 13.2K 9.5K 18.1K 11.0K 9.5K Net VEX -6 -35 0 -34 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.62 0.00 20.00 0.00 0.00 Total Volume 7.286 0 32 6 12 Total OI 2,359.381 1,149 2,870 2,815 1,167
Daily Data (21 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 2019-12-02 $1.29 $2.50 158.7% 45.5% 112.0% 53.6% 0.0% 0.0% -26.7% 32 11.0K -34 0.00 23.15 N/A N/A 6 0 2,677 138 2019-12-03 $1.31 $2.50 153.3% 43.9% 110.9% 51.3% 0.0% 0.0% -28.6% 0 18.1K 0 0.00 21.39 N/A N/A 0 0 2,673 138 2019-12-04 $1.28 $2.50 129.8% 37.2% 110.9% 41.2% 0.0% 0.0% -32.3% 32 10.9K -35 0.00 32.44 N/A N/A 0 1 2,673 138 2019-12-05 $1.27 $2.50 135.4% 34.2% 110.8% 43.6% 0.0% 0.0% -25.7% 42 12.5K -35 0.00 21.43 N/A N/A 0 0 2,673 139 2019-12-06 $1.18 $2.50 152.7% 42.4% 112.6% 51.0% 0.0% 0.0% 31.7% 38 11.7K -32 0.00 21.20 N/A N/A 4 0 2,673 139 2019-12-09 $1.07 $2.50 191.4% 36.0% 117.3% 67.6% 0.0% 0.0% -48.1% 0 14.9K 0 20.00 36.30 N/A N/A 1 20 2,685 139 2019-12-10 $1.01 $2.50 109.0% 31.3% 117.8% 32.3% 0.0% 0.0% -42.2% 0 16.1K 0 0.00 27.27 N/A N/A 32 0 2,686 159 2019-12-11 $1.09 $2.50 154.5% 44.3% 121.8% 51.8% 0.0% 0.0% -37.2% 0 17.3K 0 1.00 76.75 N/A N/A 1 1 2,706 159 2019-12-12 $1.04 $2.50 108.8% 31.2% 122.5% 32.2% 0.0% 0.0% 44.4% 0 16.6K 0 0.08 34.17 N/A N/A 13 1 2,707 160 2019-12-13 $1.02 $2.50 139.0% 39.9% 122.4% 45.1% 0.0% 0.0% -18.1% 0 16.3K 0 0.00 95.08 N/A N/A 0 0 2,710 160 2019-12-16 $1.00 $2.50 171.8% 49.3% 121.8% 59.2% 0.0% 0.0% -62.3% 0 16.0K 0 0.00 27.34 N/A N/A 1 0 2,710 160 2019-12-17 $0.99 $2.50 151.9% 43.6% 115.4% 50.7% 0.0% 0.0% -64.8% 0 15.8K 0 0.00 21.89 N/A N/A 0 21 2,710 160 2019-12-18 $1.03 $2.50 153.9% 44.1% 116.0% 51.5% 0.0% 0.0% -36.0% 0 15.4K 0 0.00 24.90 N/A N/A 1 0 2,710 150 2019-12-19 $0.97 $2.50 163.2% 46.8% 116.6% 55.5% 0.0% 0.0% -40.0% 0 14.6K 0 0.00 11.64 N/A N/A 0 0 2,711 150 2019-12-20 $0.96 $2.50 180.8% 51.8% 114.1% 63.0% 0.0% 0.0% -73.3% 0 11.5K 0 0.00 13.96 N/A N/A 12 0 2,711 120 2019-12-23 $0.95 $2.50 175.7% 50.4% 105.4% 60.9% 0.0% 0.0% 0.0% 0 10.2K 0 0.00 24.90 N/A N/A 0 0 1,043 107 2019-12-24 $0.95 $2.50 178.8% 51.3% 66.6% 62.2% 0.0% 0.0% -24.4% 0 10.2K 0 0.00 25.15 N/A N/A 0 0 1,043 107 2019-12-26 $0.92 $2.50 192.7% 55.2% 66.7% 68.2% 0.0% 0.0% -32.3% 0 9.8K 0 0.00 8.69 N/A N/A 1 0 1,043 107 2019-12-27 $0.92 $2.50 197.3% 56.5% 63.3% 70.1% 0.0% 0.0% 0.0% 0 9.8K 0 0.00 11.31 N/A N/A 8 0 1,042 107 2019-12-30 $0.90 $2.50 27.4% 7.9% 62.3% 0.0% 0.0% 0.0% 0.0% 0 9.6K 0 0.00 8.09 N/A N/A 17 0 1,050 107 2019-12-31 $0.89 $2.50 183.0% 52.5% 61.1% 65.0% 0.0% 0.0% 0.0% 0 9.5K 0 0.00 14.73 N/A N/A 12 0 1,060 107
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