MARA Options History — May 2020

In May 2020, MARA traded between $0.43 and $0.89. ATM implied volatility averaged 210.9%, placing in the 60.3% IV rank vs the trailing year. The 30-day expected move averaged 67.8%. IV traded above realized volatility by 33.7% (HV 20d: 177.2%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 0.00.

Notable Days

  • 2020-05-08: Highest Volume — 3,642 contracts
  • 2020-05-13: Largest IV spike — 1150.1% change
  • 2020-05-11: Highest IV Rank — 100.0%
  • 2020-05-11: Largest Expected Move — 104.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.69$0.43$0.89$0.43$0.71
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV210.9%15.0%365.1%156.7%197.5%
Expected Move67.8%23.0%104.7%53.4%56.6%
HV 20d177.2%91.8%211.4%101.2%207.6%
HV 60d163.7%134.4%177.3%134.4%176.2%
IV Rank60.3%0.0%100.0%54.0%52.1%
IV Percentile77.0%0.0%100.0%69.8%94.4%
Term Structure-3.3%-194.7%170.9%-27.7%-12.3%
Bid-Ask Spread %63.506.43123.23123.2367.64
Gamma HHI1.001.001.001.001.00
Net GEX00000
Net DEX2.6K1.3K5.1K1.3K2.4K
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.030.000.00
Total Volume548.3503,6422211
Total OI3,649.15846,0135846,013

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-05-01$0.43$2.50156.7%0.0%101.2%54.0%0.0%0.0%0.0%01.3K00.00123.23N/AN/A2055430
2020-05-04$0.43$2.50186.1%53.4%99.8%66.3%0.0%0.0%-27.7%01.3K00.0071.74N/AN/A0055630
2020-05-05$0.46$2.50151.8%0.0%91.8%51.9%0.0%0.0%0.0%01.4K00.0079.80N/AN/A25055630
2020-05-06$0.50$2.50221.9%0.0%94.4%81.2%0.0%0.0%0.0%01.5K00.0076.56N/AN/A98057130
2020-05-07$0.64$2.5080.4%23.0%128.3%22.1%0.0%0.0%33.1%01.9K00.00101.21N/AN/A210061030
2020-05-08$0.88$2.50189.9%54.4%164.1%67.8%0.0%0.0%94.3%02.6K00.0068.78N/AN/A3,633980330
2020-05-11$0.72$2.50365.1%104.7%183.8%100.0%0.0%0.0%-95.9%03.9K00.0080.41N/AN/A1,20043,63954
2020-05-12$0.65$2.5015.0%99.6%189.0%0.0%0.0%0.0%-74.6%03.6K00.0317.39N/AN/A33894,23855
2020-05-13$0.69$2.50187.5%53.8%188.9%49.3%0.0%0.0%119.3%03.9K00.0050.48N/AN/A28814,28556
2020-05-14$0.89$2.50351.6%100.8%204.0%96.2%0.0%0.0%-29.8%05.1K00.0036.84N/AN/A64804,52457
2020-05-15$0.79$2.50329.0%94.3%211.4%89.7%0.0%0.0%-194.7%02.8K00.0140.37N/AN/A33024,89036
2020-05-18$0.82$2.50318.8%91.4%210.5%86.8%0.0%0.0%-25.4%02.9K00.0060.51N/AN/A42203,87635
2020-05-19$0.81$2.50314.8%90.2%209.0%85.6%0.0%0.0%-149.4%02.8K00.0076.01N/AN/A50924,10435
2020-05-20$0.82$2.50341.3%97.8%209.1%93.2%0.0%0.0%-34.8%02.9K00.0037.09N/AN/A1,65414,52635
2020-05-21$0.71$2.50161.3%46.3%211.0%41.8%0.0%0.0%-30.0%02.6K00.0172.86N/AN/A29225,42536
2020-05-22$0.74$2.5087.0%24.9%209.9%20.6%0.0%0.0%170.9%02.6K00.006.43N/AN/A43105,49535
2020-05-26$0.71$2.50184.6%52.9%210.6%48.5%0.0%0.0%141.0%02.3K00.0163.17N/AN/A19225,82833
2020-05-27$0.72$2.50186.8%53.5%210.0%49.1%0.0%0.0%-32.1%02.4K00.0069.45N/AN/A3605,87434
2020-05-28$0.72$2.50190.9%54.7%209.6%50.3%0.0%0.0%92.0%02.4K00.0070.07N/AN/A41605,90034
2020-05-29$0.71$2.50197.5%56.6%207.6%52.1%0.0%0.0%-12.3%02.4K00.0067.64N/AN/A21105,97934