MARA Options History — June 2020 In June 2020, MARA traded between $0.72 and $1.24. ATM implied volatility averaged 234.6%, placing in the 63.6% IV rank vs the trailing year. The 30-day expected move averaged 65.8%. IV traded above realized volatility by 27.0% (HV 20d: 207.5%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 3 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.02.
Notable Days 2020-06-10 : Highest Volume — 3,857 contracts2020-06-11 : Largest IV spike — 13025.4% change2020-06-11 : Highest IV Rank — 96.3%2020-06-11 : Largest Expected Move — 100.8%Monthly Statistics Metric Avg Min Max Open Close Price $0.95 $0.72 $1.24 $0.72 $0.91 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 234.6% 2.7% 351.8% 226.7% 179.6% Expected Move 65.8% 0.8% 100.8% 55.7% 51.5% HV 20d 207.5% 164.4% 226.5% 206.1% 217.4% HV 60d 179.7% 171.2% 190.7% 176.2% 182.2% IV Rank 63.6% 0.0% 96.3% 60.5% 48.8% IV Percentile 79.7% 0.0% 99.6% 96.8% 77.8% Term Structure -1.3% -115.0% 119.6% -2.8% 96.6% Bid-Ask Spread % 74.36 8.32 155.56 20.48 15.12 Gamma HHI 0.91 0.59 1.00 1.00 1.00 Net GEX 87 0 1.0K 0 0 Net DEX -9.5K -259.6K 18.1K 2.4K 11.3K Net VEX -96 -1.3K 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.02 0.00 0.11 0.00 0.00 Total Volume 851.727 50 3,857 50 788 Total OI 9,428.636 6,057 12,307 6,057 10,677
Daily Data (22 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 2020-06-01 $0.72 $2.50 226.7% 0.0% 206.1% 60.5% 0.0% 0.0% 0.0% 0 2.4K 0 0.00 20.48 N/A N/A 50 0 6,023 34 2020-06-02 $0.83 $2.50 194.2% 55.7% 209.9% 51.2% 0.0% 0.0% -2.8% 0 2.8K 0 0.01 68.63 N/A N/A 1,715 12 6,055 34 2020-06-03 $0.94 $2.50 179.8% 51.6% 212.1% 47.1% 0.0% 0.0% 119.6% 0 4.0K 0 0.01 64.82 N/A N/A 824 5 6,512 43 2020-06-04 $1.12 $2.50 340.8% 48.5% 217.3% 93.1% 0.0% 0.0% -88.5% 0 5.3K 0 0.09 105.46 N/A N/A 697 63 6,809 47 2020-06-05 $1.00 $2.50 181.4% 68.2% 209.3% 47.5% 0.0% 0.0% 35.1% 592 -132.6K -644 0.11 99.20 N/A N/A 466 53 6,911 92 2020-06-08 $0.92 $2.50 324.4% 93.0% 180.6% 88.4% 0.0% 0.0% -39.6% 0 12.8K 0 0.01 82.91 N/A N/A 410 6 7,152 139 2020-06-09 $0.90 $2.50 262.9% 75.4% 164.4% 70.8% 0.0% 0.0% 43.5% 0 13.0K 0 0.01 97.82 N/A N/A 256 3 7,497 144 2020-06-10 $1.24 $2.50 2.7% 0.8% 191.9% 0.0% 0.0% 0.0% 0.0% 0 18.1K 0 0.00 85.29 N/A N/A 3,846 11 7,632 146 2020-06-11 $0.91 $2.50 351.8% 100.8% 226.5% 96.3% 0.0% 0.0% -110.4% 327 -45.1K -210 0.01 120.74 N/A N/A 1,722 10 10,017 155 2020-06-12 $0.93 $2.50 138.7% 39.8% 208.0% 37.5% 0.0% 0.0% 113.7% 0 15.3K 0 0.05 100.24 N/A N/A 385 20 11,107 165 2020-06-15 $0.95 $2.50 348.8% 100.0% 203.0% 95.5% 0.0% 0.0% -115.0% 0 17.3K 0 0.00 91.97 N/A N/A 582 0 11,293 182 2020-06-16 $0.93 $2.50 90.9% 26.1% 203.0% 24.3% 0.0% 0.0% 22.5% 0 16.9K 0 0.00 106.75 N/A N/A 356 0 11,755 182 2020-06-17 $0.88 $2.50 310.8% 89.1% 204.1% 85.0% 0.0% 0.0% -41.2% 0 16.0K 0 0.00 155.56 N/A N/A 403 0 11,917 182 2020-06-18 $0.85 $2.50 325.5% 93.3% 204.5% 89.1% 0.0% 0.0% -87.0% 0 15.5K 0 0.04 133.33 N/A N/A 96 4 12,113 182 2020-06-19 $0.86 $2.50 328.1% 94.0% 197.2% 89.8% 0.0% 0.0% -77.9% 0 14.9K 0 0.00 133.33 N/A N/A 375 0 12,134 173 2020-06-22 $1.10 $2.50 201.5% 57.8% 214.2% 54.9% 0.0% 0.0% -73.6% 1.0K -259.6K -1.3K 0.00 51.87 N/A N/A 2,199 0 7,781 119 2020-06-23 $1.12 $2.50 344.4% 98.7% 213.0% 94.3% 0.0% 0.0% -68.8% 0 15.6K 0 0.05 21.27 N/A N/A 1,532 75 9,568 139 2020-06-24 $0.99 $2.50 155.6% 44.6% 219.2% 42.2% 0.0% 0.0% 104.1% 0 13.0K 0 0.02 8.32 N/A N/A 656 11 10,467 131 2020-06-25 $1.00 $2.50 320.2% 91.8% 219.2% 87.6% 0.0% 0.0% -39.5% 0 12.3K 0 0.00 11.33 N/A N/A 281 1 10,415 123 2020-06-26 $0.91 $2.50 174.4% 50.0% 222.5% 47.4% 0.0% 0.0% 110.2% 0 11.2K 0 0.00 35.09 N/A N/A 428 0 10,442 123 2020-06-29 $0.89 $2.50 178.0% 51.0% 222.8% 48.4% 0.0% 0.0% 73.4% 0 10.9K 0 0.01 26.42 N/A N/A 395 2 10,495 123 2020-06-30 $0.91 $2.50 179.6% 51.5% 217.4% 48.8% 0.0% 0.0% 96.6% 0 11.3K 0 0.00 15.12 N/A N/A 788 0 10,553 124
« May 2020 | All History | Jul 2020 » Home MARA History June 2020