MARA Options History — August 2021 In August 2021, MARA traded between $27.03 and $40.56. ATM implied volatility averaged 107.5%, placing in the 7.2% IV rank vs the trailing year. The 30-day expected move averaged 30.7%. IV traded above realized volatility by 9.5% (HV 20d: 97.9%). Max pain ranged from $27.00 to $30.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 0.42.
Notable Days 2021-08-06 : Highest Volume — 239,740 contracts2021-08-11 : Largest IV drop — 6.4% change2021-08-09 : Highest IV Rank — 13.0%2021-08-09 : Largest Expected Move — 34.4%Monthly Statistics Metric Avg Min Max Open Close Price $34.31 $27.03 $40.56 $28.09 $40.46 Max Pain $29.14 $27.00 $30.00 $27.00 $30.00 ATM IV 107.5% 100.8% 120.2% 111.1% 104.7% Expected Move 30.7% 28.0% 34.4% 31.7% 28.5% HV 20d 97.9% 78.6% 109.1% 96.5% 85.9% HV 60d 89.0% 84.5% 99.8% 99.5% 87.1% IV Rank 7.2% 4.4% 13.0% 7.6% 6.1% IV Percentile 8.6% 1.2% 18.7% 12.3% 7.9% Term Structure 1.0% -2.0% 4.2% -2.0% 2.6% VWIV 110.0% 100.0% 124.2% 113.0% 102.0% Skew 25d -4.6% -9.7% -0.4% -6.0% -4.2% Skew 10d -2.9% -10.1% 4.3% -2.0% 2.9% Call IV 25d 113.3% 105.5% 126.8% 116.6% 110.9% Put IV 25d 108.6% 101.8% 119.1% 110.6% 106.8% Bid-Ask Spread % 3.64 2.73 5.40 3.78 3.07 Gamma HHI 0.10 0.05 0.41 0.05 0.08 Net GEX 6.5M 2.6M 15.4M 2.9M 7.2M Net DEX -477.6M -743.6M -217.8M -250.1M -638.7M Net VEX -2.1M -2.5M -1.7M -1.7M -2.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.42 0.20 0.58 0.20 0.50 Total Volume 125,369.182 60,300 239,740 123,996 90,735 Total OI 479,957.045 412,271 528,093 412,271 482,188
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 2021-08-02 $28.09 $27.00 111.1% 31.7% 96.5% 7.6% 113.0% -6.0% -2.0% 2.9M -250.1M -1.7M 0.20 3.78 N/A N/A 103,154 20,842 277,474 134,797 2021-08-03 $27.03 $27.00 111.3% 32.0% 97.1% 7.7% 114.1% -4.3% -0.7% 2.6M -217.8M -1.7M 0.26 4.65 N/A N/A 59,582 15,455 297,703 139,652 2021-08-04 $28.53 $27.00 112.7% 32.2% 98.7% 9.6% 114.7% -6.7% -0.6% 6.0M -303.1M -1.8M 0.34 3.06 N/A N/A 63,845 21,991 325,154 146,138 2021-08-05 $30.72 $28.00 114.0% 32.8% 101.4% 10.2% 116.8% -4.3% -1.3% 8.5M -432.4M -1.9M 0.48 3.09 N/A N/A 93,047 44,924 330,069 151,529 2021-08-06 $34.45 $28.00 116.5% 33.8% 108.4% 11.3% 121.1% -0.4% -1.6% 6.6M -641.8M -2.1M 0.40 3.29 N/A N/A 170,841 68,899 338,921 156,605 2021-08-09 $36.40 $28.00 120.2% 34.4% 109.1% 13.0% 124.2% -7.7% -0.4% 5.6M -600.7M -2.2M 0.44 3.50 N/A N/A 138,311 60,263 302,291 138,527 2021-08-10 $35.61 $28.00 113.6% 33.1% 107.7% 10.0% 121.6% -9.7% 1.5% 6.0M -575.1M -2.2M 0.50 2.73 N/A N/A 62,651 31,384 315,359 152,425 2021-08-11 $35.30 $29.00 106.3% 31.1% 104.9% 6.8% 110.7% -7.1% 1.1% 6.8M -549.0M -2.2M 0.48 3.26 N/A N/A 66,522 32,211 336,492 167,326 2021-08-12 $33.92 $29.00 101.9% 29.8% 106.5% 4.9% 106.6% -4.4% 2.1% 6.0M -462.7M -2.1M 0.36 3.03 N/A N/A 65,860 23,982 338,931 169,666 2021-08-13 $32.90 $30.00 101.7% 29.6% 105.5% 4.8% 106.8% -5.5% 1.5% 5.1M -396.5M -2.0M 0.28 3.14 N/A N/A 115,823 32,118 346,966 176,177 2021-08-16 $33.28 $30.00 104.5% 30.0% 102.4% 6.0% 109.2% -4.0% -0.0% 4.7M -401.7M -2.0M 0.44 3.20 N/A N/A 47,375 20,811 305,419 151,024 2021-08-17 $30.57 $30.00 105.9% 30.4% 109.0% 6.6% 109.5% -2.9% -0.4% 3.5M -288.2M -1.9M 0.40 3.89 N/A N/A 54,304 21,795 320,841 156,821 2021-08-18 $31.08 $30.00 104.6% 30.0% 104.6% 6.1% 107.2% -3.0% 0.5% 3.5M -303.1M -1.9M 0.43 4.05 N/A N/A 42,175 18,125 330,674 165,149 2021-08-19 $31.80 $30.00 108.0% 30.9% 104.6% 7.6% 110.0% -2.6% 2.7% 4.6M -343.6M -2.0M 0.28 5.40 N/A N/A 85,167 23,787 336,926 170,264 2021-08-20 $35.22 $30.00 106.8% 30.3% 108.4% 7.1% 108.1% -3.0% 4.2% 13.7M -540.2M -2.2M 0.42 4.15 N/A N/A 157,998 66,521 343,882 174,574 2021-08-23 $36.32 $30.00 108.1% 30.8% 88.0% 7.6% 110.2% -4.5% 2.1% 5.4M -501.8M -2.3M 0.42 4.36 N/A N/A 123,574 52,160 294,226 134,013 2021-08-24 $37.87 $30.00 102.6% 29.2% 79.3% 5.2% 104.8% -2.3% 1.9% 6.7M -573.3M -2.3M 0.58 3.72 N/A N/A 69,337 40,234 307,965 142,771 2021-08-25 $38.36 $30.00 101.6% 28.5% 78.6% 4.7% 102.3% -3.6% 2.3% 9.0M -608.2M -2.4M 0.53 3.35 N/A N/A 68,911 36,850 334,516 164,707 2021-08-26 $36.19 $30.00 100.8% 28.0% 81.9% 4.4% 100.0% -3.7% 2.6% 6.4M -492.7M -2.3M 0.56 3.75 N/A N/A 63,082 35,500 344,554 170,843 2021-08-27 $40.24 $30.00 103.9% 28.7% 88.0% 5.8% 104.2% -7.3% 2.7% 15.4M -743.6M -2.5M 0.50 3.66 N/A N/A 157,539 78,318 350,159 177,934 2021-08-30 $40.56 $30.00 103.3% 28.8% 88.1% 5.5% 103.6% -4.7% 1.7% 6.6M -643.7M -2.5M 0.52 3.87 N/A N/A 73,779 38,340 307,529 149,874 2021-08-31 $40.46 $30.00 104.7% 28.5% 85.9% 6.1% 102.0% -4.2% 2.6% 7.2M -638.7M -2.5M 0.50 3.07 N/A N/A 60,648 30,087 319,770 162,418
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