MARA Options History — June 2021 In June 2021, MARA traded between $23.73 and $31.76. ATM implied volatility averaged 110.4%, placing in the 15.5% IV rank vs the trailing year. The 30-day expected move averaged 31.4%. IV traded above realized volatility by 15.4% (HV 20d: 95.1%). Max pain ranged from $24.00 to $30.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 18 of 22 days. Put/call ratio averaged 0.59.
Notable Days 2021-06-14 : Highest Volume — 203,283 contracts2021-06-10 : Largest IV drop — 10.1% change2021-06-01 : Highest IV Rank — 34.3%2021-06-01 : Largest Expected Move — 35.5%Monthly Statistics Metric Avg Min Max Open Close Price $27.71 $23.73 $31.76 $25.14 $31.49 Max Pain $27.30 $24.00 $30.00 $25.00 $30.00 ATM IV 110.4% 99.4% 124.3% 124.3% 105.9% Expected Move 31.4% 28.5% 35.5% 35.5% 28.5% HV 20d 95.1% 69.7% 124.9% 124.9% 78.4% HV 60d 119.0% 109.1% 132.8% 132.8% 109.1% IV Rank 15.5% 3.2% 34.3% 34.3% 5.7% IV Percentile 1.9% 0.8% 3.2% 2.8% 2.0% Term Structure 2.2% -2.2% 6.4% -0.5% 4.4% VWIV 111.3% 100.7% 128.2% 128.2% 100.7% Skew 25d -1.0% -8.0% 5.8% 5.8% -2.6% Skew 10d 1.7% -9.9% 14.7% 14.7% -2.6% Call IV 25d 113.1% 104.1% 124.6% 123.7% 109.3% Put IV 25d 112.0% 99.8% 129.5% 129.5% 106.7% Bid-Ask Spread % 3.86 2.99 5.96 4.14 3.44 Gamma HHI 0.06 0.04 0.13 0.05 0.06 Net GEX 3.3M 1.1M 5.7M 2.0M 5.7M Net DEX -249.2M -375.1M -137.6M -180.0M -345.8M Net VEX -1.6M -1.8M -1.3M -1.5M -1.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.59 0.27 1.04 0.48 0.42 Total Volume 102,428.364 52,549 203,283 72,843 80,006 Total OI 473,238.727 374,326 545,778 462,043 446,924
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 2021-06-01 $25.14 $25.00 124.3% 35.5% 124.9% 34.3% 128.2% 5.8% -0.5% 2.0M -180.0M -1.5M 0.48 4.14 N/A N/A 49,209 23,634 290,317 171,726 2021-06-02 $25.43 $25.00 122.5% 34.2% 123.4% 33.8% 122.3% 3.3% -1.8% 3.1M -199.2M -1.5M 0.27 4.05 N/A N/A 58,383 15,916 306,191 177,214 2021-06-03 $24.02 $24.00 122.6% 34.9% 124.2% 33.8% 122.4% 1.7% -0.7% 2.2M -150.3M -1.4M 0.39 2.99 N/A N/A 43,014 16,604 322,380 179,476 2021-06-04 $24.36 $24.00 117.0% 33.3% 122.3% 32.2% 117.6% 0.5% -2.2% 1.9M -154.6M -1.4M 0.53 3.54 N/A N/A 47,713 25,358 328,756 182,132 2021-06-07 $24.27 $24.00 113.6% 33.1% 122.1% 31.3% 116.4% 1.5% 2.5% 1.7M -151.4M -1.4M 0.52 3.26 N/A N/A 34,509 18,040 294,972 167,209 2021-06-08 $23.73 $24.00 116.9% 33.9% 115.9% 32.2% 120.5% 3.8% 0.2% 1.4M -137.6M -1.3M 0.61 3.37 N/A N/A 71,271 43,677 304,072 173,806 2021-06-09 $26.15 $24.00 119.1% 34.4% 119.2% 32.9% 120.9% -8.0% 0.0% 3.7M -254.0M -1.5M 0.37 3.26 N/A N/A 123,403 46,192 318,076 184,612 2021-06-10 $26.48 $25.00 107.1% 31.5% 110.7% 29.5% 112.9% -4.6% 3.0% 5.0M -261.1M -1.5M 0.50 3.93 N/A N/A 71,678 35,997 336,403 194,325 2021-06-11 $26.65 $26.00 99.4% 29.7% 94.6% 3.2% 104.0% -4.3% 6.4% 4.2M -255.7M -1.5M 0.83 5.96 N/A N/A 44,815 37,401 341,202 199,603 2021-06-14 $29.94 $28.00 107.7% 30.9% 89.7% 6.3% 110.1% -4.5% 3.0% 4.2M -349.2M -1.7M 0.42 3.56 N/A N/A 143,419 59,864 305,113 174,682 2021-06-15 $30.66 $28.00 110.4% 31.7% 86.7% 7.4% 112.6% -5.6% 1.4% 4.7M -375.1M -1.8M 0.43 4.08 N/A N/A 80,417 34,744 323,257 189,632 2021-06-16 $30.07 $28.00 108.5% 31.1% 86.5% 6.6% 110.3% -5.2% 5.2% 4.5M -347.0M -1.7M 0.68 4.55 N/A N/A 42,516 28,909 333,355 197,336 2021-06-17 $30.19 $28.00 105.6% 30.0% 79.2% 5.6% 106.8% -4.5% 4.4% 4.8M -350.1M -1.7M 0.67 4.30 N/A N/A 62,217 41,646 337,155 199,693 2021-06-18 $28.63 $28.00 106.0% 30.1% 82.9% 5.7% 107.1% -2.7% 3.1% 1.1M -254.8M -1.6M 0.93 4.00 N/A N/A 51,797 48,214 341,075 204,703 2021-06-21 $27.63 $30.00 106.1% 30.3% 81.4% 5.8% 107.4% -2.1% 4.7% 1.7M -191.7M -1.6M 0.96 5.13 N/A N/A 43,264 41,396 235,581 138,745 2021-06-22 $27.36 $30.00 110.0% 31.2% 75.7% 7.2% 111.9% 3.2% 0.9% 1.5M -181.3M -1.6M 1.04 3.82 N/A N/A 75,304 78,350 245,970 151,957 2021-06-23 $27.77 $30.00 106.1% 30.1% 75.6% 5.8% 106.2% 0.7% 3.1% 2.5M -208.3M -1.6M 0.59 3.05 N/A N/A 51,983 30,868 258,770 161,112 2021-06-24 $29.60 $30.00 103.0% 28.6% 69.7% 4.6% 101.5% 0.0% 2.0% 5.3M -287.3M -1.7M 0.55 3.55 N/A N/A 63,225 34,689 269,648 166,236 2021-06-25 $27.94 $30.00 106.2% 29.6% 73.4% 5.8% 104.7% 2.0% 2.2% 2.0M -192.6M -1.6M 0.83 3.58 N/A N/A 50,548 42,132 277,173 169,625 2021-06-28 $30.24 $29.50 105.3% 28.6% 76.9% 5.5% 101.0% 1.5% 5.0% 3.6M -290.6M -1.7M 0.50 4.26 N/A N/A 70,305 34,995 243,739 143,986 2021-06-29 $31.76 $30.00 106.0% 28.9% 78.1% 5.7% 103.1% -2.5% 2.0% 5.3M -365.3M -1.8M 0.41 3.15 N/A N/A 110,256 45,546 265,923 157,390 2021-06-30 $31.49 $30.00 105.9% 28.5% 78.4% 5.7% 100.7% -2.6% 4.4% 5.7M -345.8M -1.8M 0.42 3.44 N/A N/A 56,520 23,486 282,081 164,843
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