MARA Options History — December 2020 In December 2020, MARA traded between $4.78 and $14.04. ATM implied volatility averaged 208.9%, placing in the 56.9% IV rank vs the trailing year. The 30-day expected move averaged 60.4%. IV traded below realized volatility by 7.3% (HV 20d: 216.2%). Max pain ranged from $4.00 to $10.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 0.27.
Notable Days 2020-12-17 : Highest Volume — 194,630 contracts2020-12-28 : Largest IV spike — 15.0% change2020-12-03 : Highest IV Rank — 62.7%2020-12-03 : Largest Expected Move — 68.5%Monthly Statistics Metric Avg Min Max Open Close Price $8.23 $4.78 $14.04 $6.29 $10.57 Max Pain $5.86 $4.00 $10.00 $4.00 $10.00 ATM IV 208.9% 184.3% 229.8% 226.4% 211.3% Expected Move 60.4% 52.8% 68.5% 64.9% 60.6% HV 20d 216.2% 198.4% 237.1% 198.4% 199.7% HV 60d 159.7% 146.4% 178.1% 146.9% 178.1% IV Rank 56.9% 50.1% 62.7% 61.7% 57.6% IV Percentile 73.3% 48.8% 82.9% 81.3% 74.6% Term Structure -4.4% -15.2% 14.5% 1.9% -11.9% VWIV 213.1% 188.2% 236.6% 230.5% 217.8% Skew 25d -37.3% -52.3% -26.2% -41.9% -38.4% Skew 10d -58.4% -76.3% -37.7% -54.7% -70.0% Call IV 25d 233.2% 214.0% 257.7% 257.7% 234.3% Put IV 25d 196.0% 168.0% 220.5% 215.7% 195.9% Bid-Ask Spread % 9.55 5.77 21.61 9.37 8.34 Gamma HHI 0.20 0.10 0.75 0.17 0.10 Net GEX 477.6K 277.5K 1.8M 302.4K 508.0K Net DEX -89.6M -173.5M -36.6M -59.1M -114.2M Net VEX -174.6K -312.2K -107.4K -109.8K -312.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.27 0.08 0.72 0.15 0.29 Total Volume 69,492.136 24,761 194,630 47,427 76,081 Total OI 218,566.455 161,958 296,508 161,958 296,508
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 2020-12-01 $6.29 $4.00 226.4% 64.9% 198.4% 61.7% 230.5% -41.9% 1.9% 302.4K -59.1M -109.8K 0.15 9.37 N/A N/A 41,140 6,287 133,931 28,027 2020-12-02 $5.78 $4.00 217.4% 62.3% 204.4% 59.2% 221.3% -41.4% 14.5% 295.8K -52.1M -109.6K 0.25 11.09 N/A N/A 19,764 4,997 137,046 29,190 2020-12-03 $5.94 $4.00 229.8% 68.5% 204.4% 62.7% 231.7% -26.8% -10.8% 303.3K -56.9M -115.3K 0.16 11.07 N/A N/A 24,330 3,786 143,033 31,162 2020-12-04 $5.46 $4.00 226.7% 66.2% 209.4% 61.8% 236.6% -35.0% -12.2% 307.6K -51.5M -122.6K 0.15 9.18 N/A N/A 40,825 6,182 151,156 32,835 2020-12-07 $5.54 $4.00 221.8% 67.0% 208.7% 60.5% 229.8% -31.3% -8.1% 343.0K -52.5M -119.5K 0.26 11.01 N/A N/A 24,833 6,378 155,683 36,740 2020-12-08 $5.14 $4.00 194.1% 59.3% 207.9% 52.8% 213.4% -38.3% -2.8% 325.3K -45.0M -114.8K 0.17 9.83 N/A N/A 25,990 4,390 158,511 40,203 2020-12-09 $4.78 $4.00 195.7% 56.1% 211.1% 53.3% 198.5% -32.9% 13.2% 277.5K -36.7M -109.7K 0.17 14.05 N/A N/A 39,829 6,721 156,583 42,636 2020-12-10 $5.20 $4.00 206.9% 59.3% 211.7% 56.4% 210.2% -28.7% 3.0% 300.0K -44.1M -117.2K 0.10 21.61 N/A N/A 34,632 3,533 156,756 45,937 2020-12-11 $4.78 $4.00 196.8% 56.4% 215.7% 53.6% 201.1% -38.9% -6.5% 309.5K -36.6M -107.4K 0.08 12.27 N/A N/A 33,532 2,703 166,202 47,248 2020-12-14 $5.53 $4.00 201.1% 57.6% 219.1% 54.7% 200.2% -43.0% -6.3% 429.4K -51.1M -115.8K 0.19 10.63 N/A N/A 53,470 10,072 168,154 48,542 2020-12-15 $6.96 $5.00 199.0% 57.1% 229.0% 54.2% 198.3% -26.2% 1.3% 615.1K -86.1M -136.0K 0.13 10.85 N/A N/A 71,653 9,661 177,623 49,283 2020-12-16 $8.36 $5.00 209.9% 60.2% 229.1% 57.2% 209.4% -26.5% -11.0% 673.7K -115.5M -151.3K 0.21 7.96 N/A N/A 124,637 26,400 177,166 49,490 2020-12-17 $9.38 $5.00 218.5% 62.6% 226.8% 59.6% 228.0% -51.9% -15.2% 920.2K -135.6M -165.3K 0.23 6.28 N/A N/A 157,745 36,885 182,550 61,320 2020-12-18 $9.06 $6.00 203.5% 58.3% 229.3% 55.4% 209.4% -52.3% -5.2% 1.8M -116.0M -182.4K 0.34 6.99 N/A N/A 70,768 23,929 183,336 77,030 2020-12-21 $11.20 $6.00 212.1% 60.8% 235.3% 57.8% 209.9% -31.2% -8.0% 374.4K -123.4M -195.0K 0.72 5.77 N/A N/A 59,541 42,742 140,765 43,802 2020-12-22 $14.04 $7.00 216.8% 62.1% 215.4% 59.1% 206.3% -38.9% -12.0% 387.2K -173.5M -217.6K 0.50 6.04 N/A N/A 63,734 31,951 148,934 62,581 2020-12-23 $11.33 $8.00 187.1% 53.6% 235.3% 50.9% 194.8% -49.9% 6.5% 322.4K -119.3M -236.9K 0.33 7.95 N/A N/A 44,766 14,878 148,423 73,268 2020-12-24 $10.86 $8.00 184.3% 52.8% 237.1% 50.1% 188.2% -46.1% 8.6% 354.6K -115.1M -255.3K 0.28 6.40 N/A N/A 30,634 8,649 160,294 77,960 2020-12-28 $12.16 $9.00 211.9% 60.7% 226.1% 57.7% 217.8% -41.3% -14.6% 413.4K -138.7M -256.8K 0.30 6.96 N/A N/A 87,516 26,452 160,623 80,575 2020-12-29 $11.73 $10.00 206.7% 59.3% 199.5% 56.3% 209.1% -32.9% -8.2% 469.6K -130.4M -290.6K 0.55 8.78 N/A N/A 36,597 20,112 178,897 88,968 2020-12-30 $10.99 $10.00 218.4% 62.6% 202.5% 59.5% 225.8% -26.2% -12.4% 449.9K -118.2M -300.6K 0.32 7.73 N/A N/A 53,001 17,101 186,621 92,870 2020-12-31 $10.57 $10.00 211.3% 60.6% 199.7% 57.6% 217.8% -38.4% -11.9% 508.0K -114.2M -312.2K 0.29 8.34 N/A N/A 58,878 17,203 202,085 94,423
« Nov 2020 | All History | Jan 2021 » Home MARA History December 2020