MARA Options History — October 2020 In October 2020, MARA traded between $1.88 and $2.99. ATM implied volatility averaged 160.3%, placing in the 43.5% IV rank vs the trailing year. The 30-day expected move averaged 48.3%. IV traded above realized volatility by 67.1% (HV 20d: 93.2%). Max pain ranged from $2.00 to $2.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 15 of 22 days. Put/call ratio averaged 0.12.
Notable Days 2020-10-21 : Highest Volume — 19,233 contracts2020-10-14 : Largest IV spike — 76.9% change2020-10-26 : Highest IV Rank — 56.8%2020-10-26 : Largest Expected Move — 59.8%Monthly Statistics Metric Avg Min Max Open Close Price $2.32 $1.88 $2.99 $1.94 $2.14 Max Pain $2.00 $2.00 $2.00 $2.00 $2.00 ATM IV 160.3% 90.8% 208.7% 132.5% 195.8% Expected Move 48.3% 38.0% 59.8% 38.0% 56.1% HV 20d 93.2% 80.2% 120.7% 98.2% 120.7% HV 60d 172.3% 121.2% 186.2% 184.9% 121.2% IV Rank 43.5% 24.3% 56.8% 35.8% 53.3% IV Percentile 43.1% 2.8% 80.2% 16.3% 74.6% Term Structure 6.3% -15.8% 27.8% 20.6% 4.7% VWIV 175.1% 132.1% 209.6% 132.1% 202.2% Skew 25d -29.8% -56.6% 29.2% 29.2% -32.6% Skew 10d -39.6% -120.6% 46.5% 46.5% -18.3% Call IV 25d 185.8% 108.4% 231.6% 108.4% 207.5% Put IV 25d 156.0% 123.6% 193.1% 137.6% 174.9% Bid-Ask Spread % 16.77 12.26 22.07 15.78 12.26 Gamma HHI 0.18 0.16 0.19 0.16 0.18 Net GEX 56.9K 39.6K 82.5K 39.6K 54.7K Net DEX -6.0M -10.5M -2.8M -3.0M -5.5M Net VEX -26.7K -37.0K -18.3K -18.9K -28.8K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.12 0.04 0.22 0.12 0.15 Total Volume 8,452.864 1,676 19,233 1,676 7,799 Total OI 81,585.955 68,421 97,526 68,421 97,526
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 2020-10-01 $1.94 $2.00 132.5% 38.0% 98.2% 35.8% 132.1% 29.2% 20.6% 39.6K -3.0M -18.9K 0.12 15.78 N/A N/A 1,501 175 59,896 8,525 2020-10-02 $1.95 $2.00 144.1% 41.3% 88.0% 39.0% 136.8% 27.1% 11.4% 40.6K -3.0M -19.1K 0.08 13.81 N/A N/A 2,133 162 60,497 8,611 2020-10-05 $1.96 $2.00 125.1% 42.8% 88.0% 33.8% 164.0% -37.8% 16.5% 43.6K -3.0M -18.4K 0.11 18.43 N/A N/A 1,938 220 62,080 8,651 2020-10-06 $1.88 $2.00 149.6% 43.8% 82.2% 40.5% 155.6% -33.0% -0.5% 40.5K -2.8M -18.3K 0.12 19.89 N/A N/A 1,547 189 62,250 8,816 2020-10-07 $1.91 $2.00 130.2% 44.1% 80.2% 35.2% 171.0% -41.7% 3.2% 42.7K -2.9M -18.3K 0.05 20.97 N/A N/A 2,348 118 62,582 8,881 2020-10-08 $2.12 $2.00 148.5% 43.8% 86.2% 40.2% 161.0% -40.0% 15.6% 49.8K -4.0M -20.6K 0.13 18.24 N/A N/A 16,340 2,171 62,128 8,932 2020-10-09 $2.14 $2.00 119.5% 43.8% 84.6% 32.2% 160.8% -38.3% 7.5% 60.0K -4.5M -22.5K 0.22 14.44 N/A N/A 4,671 1,041 70,291 9,672 2020-10-12 $2.39 $2.00 133.9% 43.2% 88.7% 36.2% 167.2% -42.5% 21.8% 48.6K -6.6M -25.6K 0.15 18.55 N/A N/A 15,663 2,336 72,426 9,042 2020-10-13 $2.33 $2.00 90.8% 46.7% 89.6% 24.3% 167.0% -33.0% 13.7% 49.0K -6.4M -26.4K 0.16 15.30 N/A N/A 6,318 1,008 75,413 10,154 2020-10-14 $2.27 $2.00 160.5% 46.0% 88.6% 43.5% 161.0% -27.0% 8.4% 47.9K -5.8M -24.6K 0.15 15.34 N/A N/A 2,696 409 75,809 10,369 2020-10-15 $2.33 $2.00 171.8% 49.3% 87.4% 46.7% 169.9% -18.1% -6.9% 49.2K -6.2M -25.3K 0.04 17.06 N/A N/A 5,368 200 76,740 10,684 2020-10-16 $2.21 $2.00 153.1% 43.9% 89.8% 41.5% 162.2% -35.4% 27.8% 45.8K -5.6M -24.0K 0.08 15.67 N/A N/A 4,485 362 76,162 10,861 2020-10-19 $2.32 $2.00 166.2% 47.6% 88.4% 45.1% 176.5% -24.2% 4.4% 50.6K -5.3M -25.8K 0.08 16.87 N/A N/A 6,977 534 63,169 8,407 2020-10-20 $2.50 $2.00 164.6% 47.2% 90.4% 44.7% 179.0% -33.9% -3.1% 61.9K -6.7M -28.8K 0.06 16.98 N/A N/A 7,996 497 66,845 8,845 2020-10-21 $2.85 $2.00 188.4% 54.0% 89.0% 51.3% 190.1% -22.0% -3.7% 73.9K -9.1M -33.7K 0.09 15.90 N/A N/A 17,568 1,665 68,694 9,054 2020-10-22 $2.99 $2.00 187.7% 53.8% 89.2% 51.0% 195.4% -35.9% -15.8% 82.5K -10.5M -36.7K 0.12 15.64 N/A N/A 13,770 1,687 72,559 10,173 2020-10-23 $2.75 $2.00 183.7% 52.7% 91.2% 50.0% 186.9% -36.6% 3.7% 79.2K -9.0M -35.2K 0.10 22.07 N/A N/A 8,023 810 76,760 10,894 2020-10-26 $2.54 $2.00 208.7% 59.8% 97.3% 56.8% 209.6% -56.6% -12.0% 71.1K -8.3M -34.2K 0.16 19.49 N/A N/A 8,747 1,404 78,076 11,459 2020-10-27 $2.79 $2.00 202.6% 58.1% 101.5% 55.2% 202.9% -26.1% -10.8% 82.3K -9.8M -37.0K 0.11 13.22 N/A N/A 7,036 743 79,217 12,439 2020-10-28 $2.40 $2.00 180.0% 51.6% 115.1% 48.9% 201.8% -48.2% 14.3% 69.4K -7.4M -32.5K 0.14 14.19 N/A N/A 11,468 1,604 81,294 13,070 2020-10-29 $2.33 $2.00 188.5% 54.0% 116.0% 51.3% 199.0% -48.4% 16.8% 68.0K -7.0M -32.4K 0.14 18.92 N/A N/A 12,470 1,766 82,998 13,940 2020-10-30 $2.14 $2.00 195.8% 56.1% 120.7% 53.3% 202.2% -32.6% 4.7% 54.7K -5.5M -28.8K 0.15 12.26 N/A N/A 6,768 1,031 82,199 15,327
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