MARA Options History — February 2020 In February 2020, MARA traded between $0.85 and $1.28. ATM implied volatility averaged 154.2%, placing in the 52.9% IV rank vs the trailing year. The 30-day expected move averaged 43.9%. IV traded above realized volatility by 73.4% (HV 20d: 80.8%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 2 of 19 trading days. Term structure was in contango for 11 of 19 days. Put/call ratio averaged 0.03.
Notable Days 2020-02-12 : Highest Volume — 139 contracts2020-02-11 : Largest IV spike — 51.8% change2020-02-03 : Highest IV Rank — 69.5%2020-02-03 : Largest Expected Move — 55.6%Monthly Statistics Metric Avg Min Max Open Close Price $1.08 $0.85 $1.28 $1.02 $0.85 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 154.2% 120.1% 193.9% 193.9% 172.2% Expected Move 43.9% 34.4% 55.6% 55.6% 49.4% HV 20d 80.8% 70.1% 93.5% 93.5% 84.1% HV 60d 90.2% 79.3% 95.9% 91.2% 81.3% IV Rank 52.9% 38.7% 69.5% 69.5% 60.4% IV Percentile 63.3% 20.6% 96.4% 96.4% 86.1% Term Structure 7.8% -95.7% 47.1% -95.7% 33.2% Bid-Ask Spread % 30.32 10.23 120.98 77.91 120.98 Gamma HHI 0.99 0.91 1.00 0.91 1.00 Net GEX 4 0 61 6 0 Net DEX 11.5K 5.9K 14.2K 9.8K 9.5K Net VEX -3 -44 0 -6 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.03 0.00 0.50 0.00 0.00 Total Volume 25.105 0 139 3 2 Total OI 1,538.474 1,384 1,664 1,384 1,664
Daily Data (19 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 2020-02-03 $1.02 $2.50 193.9% 55.6% 93.5% 69.5% 0.0% 0.0% -95.7% 6 9.8K -6 0.00 77.91 N/A N/A 3 0 1,277 107 2020-02-04 $1.01 $2.50 163.1% 46.7% 93.5% 56.6% 0.0% 0.0% -39.3% 0 10.8K 0 0.00 79.39 N/A N/A 1 0 1,279 107 2020-02-05 $1.13 $2.50 185.8% 53.3% 91.3% 66.1% 0.0% 0.0% 8.5% 0 12.1K 0 0.00 27.09 N/A N/A 55 0 1,278 107 2020-02-06 $1.11 $2.50 152.4% 43.7% 70.1% 52.2% 0.0% 0.0% 34.5% 0 11.9K 0 0.00 11.73 N/A N/A 14 0 1,300 107 2020-02-07 $1.15 $2.50 157.2% 39.9% 70.7% 54.2% 0.0% 0.0% 42.4% 0 12.3K 0 0.00 19.26 N/A N/A 10 0 1,305 107 2020-02-10 $1.12 $2.50 120.1% 34.4% 71.8% 38.7% 0.0% 0.0% 29.2% 0 12.0K 0 0.00 15.58 N/A N/A 16 0 1,301 107 2020-02-11 $1.17 $2.50 182.4% 51.6% 71.1% 64.7% 0.0% 0.0% -57.2% 61 5.9K -44 0.00 10.23 N/A N/A 39 0 1,317 107 2020-02-12 $1.28 $2.50 120.9% 34.7% 71.9% 39.0% 0.0% 0.0% 17.2% 0 13.7K 0 0.05 10.80 N/A N/A 133 6 1,353 107 2020-02-13 $1.25 $2.50 138.5% 39.7% 72.6% 46.4% 0.0% 0.0% 1.7% 0 14.1K 0 0.00 14.79 N/A N/A 81 0 1,485 113 2020-02-14 $1.26 $2.50 140.9% 40.4% 72.3% 47.4% 0.0% 0.0% 8.9% 0 14.2K 0 0.00 12.23 N/A N/A 3 0 1,512 113 2020-02-18 $1.16 $2.50 149.7% 42.9% 79.4% 51.0% 0.0% 0.0% 47.1% 0 13.1K 0 0.00 20.23 N/A N/A 7 0 1,514 113 2020-02-19 $1.06 $2.50 156.2% 44.8% 85.1% 53.8% 0.0% 0.0% 41.4% 0 12.0K 0 0.50 17.29 N/A N/A 2 1 1,521 113 2020-02-20 $1.03 $2.50 156.7% 44.9% 85.9% 54.0% 0.0% 0.0% 37.5% 0 11.7K 0 0.00 18.25 N/A N/A 24 0 1,521 114 2020-02-21 $1.03 $2.50 159.4% 45.7% 84.4% 55.1% 0.0% 0.0% 33.2% 0 11.6K 0 0.05 21.22 N/A N/A 20 1 1,511 113 2020-02-24 $0.98 $2.50 138.5% 39.7% 85.6% 46.4% 0.0% 0.0% 0.0% 0 11.0K 0 0.00 15.18 N/A N/A 32 0 1,513 112 2020-02-25 $0.98 $2.50 141.4% 40.5% 83.5% 47.6% 0.0% 0.0% 0.0% 0 11.0K 0 0.00 36.02 N/A N/A 11 0 1,525 112 2020-02-26 $0.97 $2.50 145.8% 41.8% 83.5% 49.4% 0.0% 0.0% 0.0% 0 10.9K 0 0.00 23.27 N/A N/A 0 0 1,536 112 2020-02-27 $0.93 $2.50 154.9% 44.4% 84.4% 53.2% 0.0% 0.0% 0.0% 0 10.4K 0 0.00 24.63 N/A N/A 16 0 1,536 112 2020-02-28 $0.85 $2.50 172.2% 49.4% 84.1% 60.4% 0.0% 0.0% 0.0% 0 9.5K 0 0.00 120.98 N/A N/A 2 0 1,552 112
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