MARA Options History — March 2021 In March 2021, MARA traded between $28.73 and $47.66. ATM implied volatility averaged 192.8%, placing in the 52.5% IV rank vs the trailing year. The 30-day expected move averaged 53.8%. IV traded below realized volatility by 5.1% (HV 20d: 198.0%). Max pain ranged from $20.00 to $38.00. Net GEX was positive for 22 of 23 trading days. Term structure was in contango for 17 of 23 days. Put/call ratio averaged 0.46.
Notable Days 2021-03-31 : Highest Volume — 267,321 contracts2021-03-25 : Largest IV spike — 20.5% change2021-03-05 : Highest IV Rank — 67.9%2021-03-05 : Largest Expected Move — 68.5%Monthly Statistics Metric Avg Min Max Open Close Price $38.16 $28.73 $47.66 $37.55 $47.66 Max Pain $32.15 $20.00 $38.00 $20.00 $38.00 ATM IV 192.8% 129.3% 248.6% 226.4% 150.9% Expected Move 53.8% 38.0% 68.5% 59.9% 40.3% HV 20d 198.0% 140.6% 236.7% 228.4% 150.1% HV 60d 201.3% 190.2% 210.8% 206.1% 191.9% IV Rank 52.5% 34.9% 67.9% 61.7% 40.9% IV Percentile 44.6% 4.0% 82.9% 72.2% 13.9% Term Structure 2.2% -10.9% 13.2% -0.3% 5.1% VWIV 192.8% 137.5% 245.5% 213.7% 144.6% Skew 25d -27.1% -67.3% -9.3% -44.0% -9.3% Skew 10d -33.4% -74.3% -14.1% -40.8% -19.8% Call IV 25d 211.6% 156.8% 285.7% 253.9% 167.7% Put IV 25d 184.5% 134.8% 220.3% 209.9% 158.4% Bid-Ask Spread % 5.42 3.22 12.90 5.30 7.16 Gamma HHI 0.09 0.05 0.30 0.08 0.10 Net GEX 4.1M -1.9M 7.7M 3.0M 7.7M Net DEX -604.7M -893.7M -284.1M -670.2M -824.0M Net VEX -1.5M -1.7M -1.4M -1.6M -1.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.46 0.28 0.67 0.41 0.53 Total Volume 130,106.043 87,038 267,321 148,809 267,321 Total OI 463,820.696 346,691 536,426 458,957 405,927
Daily Data (23 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 2021-03-01 $37.55 $20.00 226.4% 59.9% 228.4% 61.7% 213.7% -44.0% -0.3% 3.0M -670.2M -1.6M 0.41 5.30 N/A N/A 105,399 43,410 297,216 161,741 2021-03-02 $35.37 $21.00 230.1% 57.9% 230.5% 62.8% 209.4% -27.6% 6.1% 4.2M -610.2M -1.6M 0.43 4.43 N/A N/A 64,157 27,475 324,201 170,024 2021-03-03 $36.25 $23.00 225.5% 57.4% 228.8% 61.5% 204.9% -21.0% 2.9% 4.5M -638.4M -1.6M 0.35 5.52 N/A N/A 69,133 24,372 330,099 178,118 2021-03-04 $31.73 $30.00 228.2% 65.0% 235.4% 62.2% 231.1% -27.1% -6.1% 2.0M -453.8M -1.5M 0.50 4.13 N/A N/A 92,771 46,268 339,659 185,496 2021-03-05 $30.03 $30.00 248.6% 68.5% 236.3% 67.9% 245.5% -67.3% -2.0% -1.9M -390.8M -1.4M 0.45 4.44 N/A N/A 109,346 49,517 340,584 195,842 2021-03-08 $28.73 $30.00 238.2% 66.0% 236.7% 65.0% 238.3% -49.6% -10.9% 1.4M -376.7M -1.4M 0.39 3.83 N/A N/A 63,967 24,657 300,045 165,048 2021-03-09 $36.79 $30.00 222.1% 63.8% 221.7% 60.5% 229.0% -27.5% 0.9% 4.1M -673.9M -1.6M 0.41 5.79 N/A N/A 110,524 45,078 317,016 171,617 2021-03-10 $38.12 $30.00 223.8% 64.0% 212.1% 61.0% 228.1% -16.5% -1.8% 5.2M -732.1M -1.6M 0.28 4.43 N/A N/A 102,833 28,780 329,168 178,323 2021-03-11 $41.65 $30.00 220.8% 63.8% 210.9% 60.2% 224.8% -24.4% -5.1% 7.0M -893.7M -1.7M 0.34 6.58 N/A N/A 97,322 33,016 341,714 184,582 2021-03-12 $40.81 $31.00 214.3% 62.3% 207.3% 58.4% 217.3% -12.1% 4.1% 7.0M -847.2M -1.6M 0.49 4.84 N/A N/A 82,142 40,653 347,587 188,679 2021-03-15 $43.25 $32.00 212.0% 60.8% 208.2% 57.7% 215.4% -27.3% 13.2% 5.3M -842.4M -1.6M 0.46 4.63 N/A N/A 75,985 34,771 304,232 159,282 2021-03-16 $38.48 $33.00 195.5% 56.1% 206.8% 53.2% 199.9% -37.2% 3.9% 4.5M -647.1M -1.5M 0.44 3.36 N/A N/A 70,897 31,540 317,879 167,804 2021-03-17 $42.77 $34.00 197.6% 56.6% 207.5% 53.8% 198.6% -27.7% 12.6% 6.9M -830.9M -1.4M 0.41 5.08 N/A N/A 114,354 46,367 324,280 177,616 2021-03-18 $41.66 $35.00 191.6% 54.7% 201.8% 52.1% 194.1% -30.4% 5.2% 7.2M -787.0M -1.6M 0.47 3.98 N/A N/A 107,045 50,378 333,670 183,852 2021-03-19 $42.60 $35.00 179.8% 50.2% 201.5% 48.9% 178.1% -25.1% 5.5% 6.7M -794.6M -1.5M 0.39 3.22 N/A N/A 91,714 36,207 335,473 192,609 2021-03-22 $39.90 $35.00 153.9% 43.1% 195.5% 41.7% 155.4% -27.4% 3.0% 3.4M -483.7M -1.5M 0.62 3.35 N/A N/A 73,484 45,680 226,774 119,917 2021-03-23 $37.88 $35.00 141.8% 39.2% 165.8% 38.4% 141.2% -22.0% 4.9% 2.2M -402.5M -1.5M 0.67 4.14 N/A N/A 57,445 38,248 241,897 139,207 2021-03-24 $34.26 $38.00 129.3% 40.3% 161.8% 34.9% 151.4% -18.9% 2.3% 942.9K -284.1M -1.4M 0.57 12.90 N/A N/A 72,369 41,263 251,923 146,698 2021-03-25 $34.43 $38.00 155.8% 44.9% 158.5% 42.2% 163.7% -20.7% 3.0% 1.1M -287.3M -1.4M 0.64 7.62 N/A N/A 79,451 50,876 266,033 155,664 2021-03-26 $35.73 $37.00 151.8% 42.5% 158.8% 41.1% 157.2% -13.9% 0.0% 1.9M -342.5M -1.5M 0.47 9.71 N/A N/A 73,502 34,844 273,461 164,028 2021-03-29 $37.91 $37.00 149.2% 41.7% 140.6% 40.4% 155.2% -25.4% 1.3% 2.8M -431.8M -1.5M 0.37 6.82 N/A N/A 63,312 23,726 227,146 125,459 2021-03-30 $44.07 $37.50 148.3% 38.0% 148.2% 40.2% 137.5% -20.9% 2.8% 6.2M -662.2M -1.6M 0.50 3.34 N/A N/A 100,763 50,077 247,503 132,783 2021-03-31 $47.66 $38.00 150.9% 40.3% 150.1% 40.9% 144.6% -9.3% 5.1% 7.7M -824.0M -1.7M 0.53 7.16 N/A N/A 175,246 92,075 262,392 143,535
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