MARA Options History — May 2021 In May 2021, MARA traded between $19.92 and $36.14. ATM implied volatility averaged 137.1%, placing in the 37.7% IV rank vs the trailing year. The 30-day expected move averaged 39.3%. IV traded above realized volatility by 15.4% (HV 20d: 121.7%). Max pain ranged from $25.00 to $38.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 0.57.
Notable Days 2021-05-13 : Highest Volume — 213,516 contracts2021-05-19 : Largest IV spike — 10.2% change2021-05-19 : Highest IV Rank — 43.8%2021-05-19 : Largest Expected Move — 45.3%Monthly Statistics Metric Avg Min Max Open Close Price $25.77 $19.92 $36.14 $36.14 $24.63 Max Pain $26.93 $25.00 $38.00 $38.00 $25.00 ATM IV 137.1% 121.0% 158.1% 124.4% 126.6% Expected Move 39.3% 35.4% 45.3% 36.0% 35.4% HV 20d 121.7% 106.3% 131.3% 118.3% 124.1% HV 60d 150.9% 133.2% 174.9% 174.2% 133.2% IV Rank 37.7% 32.6% 43.8% 33.6% 35.0% IV Percentile 10.7% 3.6% 25.0% 3.6% 4.0% Term Structure 0.4% -3.2% 5.3% -0.1% 5.1% VWIV 139.2% 126.5% 159.7% 128.1% 126.5% Skew 25d 2.2% -6.9% 8.9% -6.9% 2.5% Skew 10d 4.8% -8.6% 15.8% -0.2% 4.8% Call IV 25d 137.4% 124.8% 155.0% 127.0% 126.1% Put IV 25d 139.6% 120.1% 162.7% 120.1% 128.6% Bid-Ask Spread % 5.06 3.33 9.55 3.87 5.23 Gamma HHI 0.07 0.04 0.22 0.06 0.22 Net GEX 1.8M 93.7K 4.2M 3.6M 4.1M Net DEX -130.3M -352.4M 31.4M -352.4M -189.5M Net VEX -1.4M -1.8M -1.0M -1.8M -1.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.57 0.34 0.98 0.41 0.64 Total Volume 130,542.1 70,588 213,516 113,486 91,948 Total OI 502,435.4 442,647 569,270 445,753 537,428
Daily Data (20 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 2021-05-03 $36.14 $38.00 124.4% 36.0% 118.3% 33.6% 128.1% -6.9% -0.1% 3.6M -352.4M -1.8M 0.41 3.87 N/A N/A 80,284 33,202 283,475 162,278 2021-05-04 $33.51 $37.00 133.3% 38.7% 118.4% 36.1% 136.2% -1.5% -3.0% 2.6M -261.4M -1.7M 0.51 4.81 N/A N/A 78,529 39,676 304,402 172,335 2021-05-05 $33.61 $36.50 127.7% 36.9% 112.8% 34.5% 131.3% -3.3% -0.2% 2.8M -264.0M -1.7M 0.40 3.89 N/A N/A 76,479 30,483 315,413 181,818 2021-05-06 $31.01 $25.00 130.3% 37.5% 110.1% 35.2% 133.0% -3.4% 0.6% 593.2K -154.6M -1.6M 0.40 3.71 N/A N/A 97,179 38,714 325,708 186,775 2021-05-07 $31.28 $25.00 121.0% 36.0% 110.7% 32.6% 127.2% -2.9% 2.4% 2.1M -163.8M -1.6M 0.48 7.26 N/A N/A 82,994 39,625 342,512 191,965 2021-05-10 $27.86 $26.00 128.0% 36.9% 114.2% 34.6% 131.5% -1.1% 1.6% 890.8K -114.8M -1.4M 0.34 5.00 N/A N/A 83,728 28,802 280,398 162,249 2021-05-11 $25.97 $26.00 137.5% 39.3% 113.2% 37.2% 139.4% -0.4% -0.8% 871.4K -77.2M -1.4M 0.55 5.37 N/A N/A 84,354 46,231 301,031 170,092 2021-05-12 $23.07 $25.00 145.2% 41.3% 106.3% 40.2% 145.2% 3.7% -1.2% 409.8K -18.3M -1.2M 0.49 4.36 N/A N/A 70,704 34,439 317,559 178,727 2021-05-13 $19.92 $25.00 151.4% 43.3% 113.9% 42.0% 153.2% 3.4% -3.2% 93.7K 31.4M -1.0M 0.98 6.09 N/A N/A 107,710 105,806 328,314 179,633 2021-05-14 $23.04 $25.00 145.9% 41.6% 129.8% 40.4% 146.9% 4.5% -1.7% 1.8M -62.5M -1.3M 0.57 3.33 N/A N/A 133,748 76,361 347,894 191,786 2021-05-17 $21.94 $25.00 152.3% 43.6% 127.2% 42.2% 154.5% 4.5% -2.7% 791.6K -48.4M -1.2M 0.82 4.13 N/A N/A 64,379 52,783 303,508 172,973 2021-05-18 $23.14 $25.00 143.5% 41.2% 129.4% 39.7% 145.6% 3.9% 0.3% 1.5M -84.5M -1.3M 0.75 4.97 N/A N/A 55,861 41,735 318,970 184,593 2021-05-19 $21.34 $25.00 158.1% 45.3% 129.5% 43.8% 159.7% 8.9% 0.1% 745.7K -42.1M -1.2M 0.87 5.34 N/A N/A 83,320 72,420 328,247 190,598 2021-05-20 $21.90 $25.00 148.8% 42.7% 127.7% 41.2% 150.4% 7.6% -0.6% 1.4M -66.4M -1.3M 0.49 6.76 N/A N/A 98,774 47,991 345,816 201,933 2021-05-21 $20.78 $25.00 145.9% 41.5% 126.8% 40.4% 145.8% 5.9% 3.2% 749.0K -28.2M -1.2M 0.81 5.03 N/A N/A 85,829 69,533 361,483 207,787 2021-05-24 $22.88 $25.00 132.0% 37.9% 131.3% 36.5% 134.6% 4.3% 5.3% 1.3M -115.4M -1.3M 0.54 9.55 N/A N/A 84,028 44,982 280,677 172,373 2021-05-25 $22.79 $25.00 132.6% 37.9% 131.2% 36.7% 134.2% 5.3% -0.1% 2.3M -130.7M -1.4M 0.47 4.23 N/A N/A 47,942 22,646 311,543 178,289 2021-05-26 $25.34 $25.00 128.1% 36.6% 131.1% 35.4% 129.5% 3.5% -0.3% 4.0M -235.0M -1.5M 0.46 3.62 N/A N/A 111,141 51,637 318,681 184,231 2021-05-27 $25.28 $25.00 129.3% 37.2% 127.8% 35.7% 130.3% 5.3% 2.5% 4.2M -227.8M -1.5M 0.42 4.70 N/A N/A 80,773 34,072 331,335 193,879 2021-05-28 $24.63 $25.00 126.6% 35.4% 124.1% 35.0% 126.5% 2.5% 5.1% 4.1M -189.5M -1.5M 0.64 5.23 N/A N/A 56,171 35,777 339,357 198,071
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