MARA Options History — March 2020

In March 2020, MARA traded between $0.40 and $0.91. ATM implied volatility averaged 159.7%, placing in the 55.2% IV rank vs the trailing year. The 30-day expected move averaged 51.8%. IV traded above realized volatility by 19.4% (HV 20d: 140.3%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 3.64.

Notable Days

  • 2020-03-13: Highest Volume — 41 contracts
  • 2020-03-23: Largest IV spike — 46.9% change
  • 2020-03-05: Highest IV Rank — 69.2%
  • 2020-03-04: Largest Expected Move — 53.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.62$0.40$0.91$0.89$0.46
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV159.7%114.8%193.3%178.1%180.7%
Expected Move51.8%50.3%53.1%51.1%50.3%
HV 20d140.3%74.0%196.0%85.4%192.9%
HV 60d108.5%78.5%133.4%81.9%133.2%
IV Rank55.2%36.5%69.2%62.9%64.0%
IV Percentile70.3%14.3%97.2%89.7%91.7%
Term Structure-33.2%-50.5%-1.4%-1.4%-50.5%
Bid-Ask Spread %115.3813.58174.7239.95151.59
Gamma HHI1.001.001.001.001.00
Net GEX00000
Net DEX5.7K1.4K10.2K10.0K1.4K
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.640.0040.000.000.00
Total Volume8.86404105
Total OI1,259.0453491,6961,664387

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-03-02$0.89$2.50178.1%51.1%85.4%62.9%0.0%0.0%0.0%010.0K00.0039.95N/AN/A001,552112
2020-03-03$0.89$2.50183.3%52.5%85.4%65.1%0.0%0.0%-1.4%010.0K00.0027.96N/AN/A001,552112
2020-03-04$0.91$2.50185.3%53.1%86.0%65.9%0.0%0.0%-47.6%010.2K00.0013.58N/AN/A001,552112
2020-03-05$0.90$0.00193.3%0.0%74.0%69.2%0.0%0.0%0.0%010.1K00.00107.50N/AN/A001,552112
2020-03-06$0.90$0.00168.9%0.0%74.0%59.1%0.0%0.0%0.0%010.1K00.00125.06N/AN/A101,552112
2020-03-09$0.72$0.00127.0%0.0%103.7%41.6%0.0%0.0%0.0%08.1K00.00127.80N/AN/A0211,568112
2020-03-10$0.74$0.00175.5%50.3%105.3%61.8%0.0%0.0%-50.5%08.4K00.0058.70N/AN/A101,568113
2020-03-11$0.72$0.00132.0%0.0%102.5%43.7%0.0%0.0%0.0%08.1K00.00117.77N/AN/A001,569113
2020-03-12$0.55$0.00157.1%0.0%126.0%54.1%0.0%0.0%0.0%06.2K00.00174.72N/AN/A1001,569113
2020-03-13$0.57$0.00153.9%0.0%128.9%52.8%0.0%0.0%0.0%06.4K040.00172.29N/AN/A1401,569113
2020-03-16$0.48$0.00150.4%0.0%135.8%51.3%0.0%0.0%0.0%05.4K00.00133.28N/AN/A001,570113
2020-03-17$0.49$0.00120.2%0.0%137.3%38.7%0.0%0.0%0.0%05.5K00.00129.07N/AN/A001,570113
2020-03-18$0.40$0.00144.5%0.0%147.8%48.9%0.0%0.0%0.0%04.5K00.00144.07N/AN/A0411,570113
2020-03-19$0.47$0.00173.8%0.0%165.6%61.1%0.0%0.0%0.0%05.3K00.00154.34N/AN/A1301,570113
2020-03-20$0.54$0.00114.8%0.0%176.9%36.5%0.0%0.0%0.0%06.1K00.00110.33N/AN/A1701,583113
2020-03-23$0.45$0.00168.7%0.0%184.7%59.0%0.0%0.0%0.0%01.4K00.00161.18N/AN/A1031930
2020-03-24$0.52$2.50155.7%0.0%195.5%53.5%0.0%0.0%0.0%01.6K00.0099.95N/AN/A7032030
2020-03-25$0.52$2.50157.2%0.0%195.7%54.2%0.0%0.0%0.0%01.6K00.00164.27N/AN/A7032730
2020-03-26$0.52$2.50158.7%0.0%196.0%54.8%0.0%0.0%0.0%01.6K00.00101.33N/AN/A0032730
2020-03-27$0.51$2.50162.3%0.0%194.7%56.3%0.0%0.0%0.0%01.5K00.00152.29N/AN/A30032730
2020-03-30$0.49$2.50171.8%0.0%192.9%60.3%0.0%0.0%0.0%01.5K00.0071.40N/AN/A0035730
2020-03-31$0.46$2.50180.7%0.0%192.9%64.0%0.0%0.0%0.0%01.4K00.00151.59N/AN/A5035730