MARA Options History — January 2020

In January 2020, MARA traded between $0.91 and $1.10. ATM implied volatility averaged 145.7%, placing in the 49.4% IV rank vs the trailing year. The 30-day expected move averaged 42.3%. IV traded above realized volatility by 61.0% (HV 20d: 84.7%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 1 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.00.

Notable Days

  • 2020-01-07: Highest Volume — 138 contracts
  • 2020-01-08: Largest IV spike — 45.5% change
  • 2020-01-02: Highest IV Rank — 67.6%
  • 2020-01-02: Largest Expected Move — 54.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.98$0.91$1.10$0.92$1.03
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV145.7%91.9%189.3%189.3%177.8%
Expected Move42.3%26.3%54.3%54.3%51.0%
HV 20d84.7%62.7%94.4%62.7%94.4%
HV 60d98.7%89.9%107.8%97.7%91.3%
IV Rank49.4%26.9%67.6%67.6%62.8%
IV Percentile52.2%4.0%93.3%93.3%88.1%
Term Structure-23.9%-97.7%122.0%-85.7%47.9%
Bid-Ask Spread %55.3715.63116.0872.4678.91
Gamma HHI0.980.911.001.001.00
Net GEX00500
Net DEX10.4K9.6K11.8K9.8K11.0K
Net VEX-0-6000
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume18.4760138913
Total OI1,319.5241,1611,4511,1611,376

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-01-02$0.92$2.50189.3%54.3%62.7%67.6%0.0%0.0%-85.7%09.8K00.0072.46N/AN/A901,054107
2020-01-03$0.96$2.50114.6%0.0%66.2%36.4%0.0%0.0%0.0%010.3K00.0090.61N/AN/A201,077107
2020-01-06$0.97$0.00139.1%39.9%66.8%46.6%0.0%0.0%-21.8%010.4K00.0019.63N/AN/A1001,078107
2020-01-07$1.10$2.5091.9%26.3%79.3%26.9%0.0%0.0%122.0%011.8K00.0046.88N/AN/A13801,088107
2020-01-08$0.94$2.50133.6%38.3%90.6%44.4%0.0%0.0%-29.2%010.1K00.0086.65N/AN/A1001,214107
2020-01-09$0.94$2.50135.2%38.8%88.6%45.0%0.0%0.0%-30.0%010.1K00.0097.16N/AN/A001,225107
2020-01-10$0.94$2.50136.8%39.2%83.5%45.7%0.0%0.0%-30.9%010.1K00.0043.89N/AN/A001,225107
2020-01-13$0.91$2.50146.1%41.9%82.7%49.6%0.0%0.0%-34.7%09.7K00.0029.57N/AN/A101,225107
2020-01-14$0.99$2.50178.6%51.2%88.6%63.1%0.0%0.0%-75.9%010.6K00.0079.08N/AN/A10501,226107
2020-01-15$0.98$2.50113.7%32.6%88.4%36.0%0.0%0.0%9.3%010.5K00.0015.82N/AN/A501,330107
2020-01-16$1.01$2.50138.3%39.7%89.0%46.3%0.0%0.0%-34.6%010.8K00.0036.91N/AN/A1501,331107
2020-01-17$1.03$2.50180.7%51.8%88.1%64.0%0.0%0.0%-97.7%011.0K00.0085.47N/AN/A001,344107
2020-01-21$0.99$2.50123.0%35.3%86.6%39.9%0.0%0.0%-13.0%010.6K00.0020.37N/AN/A501,195107
2020-01-22$0.99$2.50150.4%43.1%86.5%51.4%0.0%0.0%-14.1%010.6K00.0073.44N/AN/A101,198107
2020-01-23$0.95$2.50176.9%50.7%87.7%62.4%0.0%0.0%-46.8%010.2K00.0015.63N/AN/A001,199107
2020-01-24$0.92$2.50138.5%39.7%88.4%46.4%0.0%0.0%-17.8%09.8K00.0019.07N/AN/A001,199107
2020-01-27$0.97$2.50172.4%49.4%89.7%60.5%0.0%0.0%-54.0%010.4K00.0020.12N/AN/A5201,199107
2020-01-28$0.98$2.50141.3%40.5%89.7%47.5%0.0%0.0%-22.9%010.5K00.0028.29N/AN/A2201,249107
2020-01-29$1.00$2.50141.5%40.6%89.4%47.7%0.0%0.0%-24.2%59.6K-60.0086.68N/AN/A001,269107
2020-01-30$1.08$2.50140.6%0.0%92.7%47.3%0.0%0.0%0.0%011.6K00.00116.08N/AN/A001,269107
2020-01-31$1.03$2.50177.8%51.0%94.4%62.8%0.0%0.0%47.9%011.0K00.0078.91N/AN/A1301,269107