MARA Options History — September 2021 In September 2021, MARA traded between $30.77 and $43.78. ATM implied volatility averaged 99.2%, placing in the 3.8% IV rank vs the trailing year. The 30-day expected move averaged 28.2%. IV traded above realized volatility by 14.3% (HV 20d: 84.9%). Max pain ranged from $30.00 to $37.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 21 of 21 days. Put/call ratio averaged 0.54.
Notable Days 2021-09-03 : Highest Volume — 188,824 contracts2021-09-20 : Largest IV spike — 10.9% change2021-09-07 : Highest IV Rank — 9.3%2021-09-07 : Largest Expected Move — 32.3%Monthly Statistics Metric Avg Min Max Open Close Price $36.49 $30.77 $43.78 $41.33 $31.81 Max Pain $35.48 $30.00 $37.00 $30.00 $35.00 ATM IV 99.2% 88.2% 111.9% 106.2% 88.2% Expected Move 28.2% 24.1% 32.3% 28.4% 24.1% HV 20d 84.9% 74.2% 91.2% 85.0% 83.0% HV 60d 87.8% 85.0% 90.1% 86.8% 90.1% IV Rank 3.8% 0.0% 9.3% 6.8% 0.0% IV Percentile 4.8% 0.0% 20.6% 11.9% 0.0% Term Structure 1.9% 0.1% 3.1% 1.6% 1.9% VWIV 100.1% 86.4% 114.4% 101.4% 86.4% Skew 25d -0.0% -6.6% 4.7% -5.2% 3.3% Skew 10d 1.7% -10.5% 8.8% -0.3% 7.0% Call IV 25d 101.8% 88.4% 120.2% 111.5% 88.8% Put IV 25d 101.7% 92.1% 113.6% 106.3% 92.1% Bid-Ask Spread % 3.23 2.52 4.34 3.83 3.54 Gamma HHI 0.08 0.04 0.23 0.09 0.05 Net GEX 4.4M -2.2M 12.3M 8.9M 670.9K Net DEX -410.1M -847.8M -146.7M -697.8M -177.8M Net VEX -2.3M -2.6M -1.9M -2.5M -1.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.54 0.27 0.85 0.45 0.50 Total Volume 94,202.238 53,104 188,824 126,302 68,720 Total OI 494,301.571 414,748 566,721 507,590 478,890
Daily Data (21 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 2021-09-01 $41.33 $30.00 106.2% 28.4% 85.0% 6.8% 101.4% -5.2% 1.6% 8.9M -697.8M -2.5M 0.45 3.83 N/A N/A 87,370 38,932 332,998 174,592 2021-09-02 $42.36 $34.00 104.3% 31.1% 82.5% 5.9% 109.9% -4.9% 2.8% 9.9M -762.9M -2.6M 0.54 2.88 N/A N/A 90,172 48,643 341,760 182,985 2021-09-03 $43.78 $35.00 105.7% 31.6% 74.2% 6.6% 111.0% -5.6% 3.0% 12.3M -847.8M -2.6M 0.44 2.71 N/A N/A 130,751 58,073 348,026 190,289 2021-09-07 $39.47 $35.00 111.9% 32.3% 82.9% 9.3% 114.4% -6.6% 0.1% 5.5M -560.5M -2.4M 0.68 2.52 N/A N/A 106,940 73,201 313,607 157,807 2021-09-08 $37.23 $35.00 109.9% 31.9% 85.4% 8.4% 113.5% -5.3% 0.9% 4.0M -447.5M -2.3M 0.51 2.96 N/A N/A 64,320 32,973 330,669 166,996 2021-09-09 $39.07 $36.00 101.8% 29.7% 86.8% 4.8% 105.6% -2.6% 1.8% 4.3M -507.1M -2.5M 0.43 2.62 N/A N/A 77,377 33,398 354,946 196,921 2021-09-10 $35.91 $37.00 102.0% 29.6% 91.2% 4.9% 105.7% -3.1% 2.4% -2.2M -331.2M -2.3M 0.61 2.74 N/A N/A 62,959 38,131 364,903 201,818 2021-09-13 $35.57 $37.00 102.8% 29.6% 90.4% 5.3% 105.3% -0.7% 2.5% 3.4M -364.2M -2.2M 0.51 2.98 N/A N/A 51,090 26,112 326,850 171,850 2021-09-14 $34.66 $37.00 102.2% 29.4% 91.0% 5.0% 104.8% 0.6% 1.5% 2.5M -312.7M -2.2M 0.43 2.92 N/A N/A 46,030 19,628 334,719 180,291 2021-09-15 $37.10 $37.00 100.3% 28.8% 87.8% 4.2% 101.2% 0.2% 0.9% 5.6M -434.6M -2.3M 0.27 2.86 N/A N/A 75,250 20,563 345,835 184,943 2021-09-16 $36.45 $36.00 96.8% 27.6% 88.2% 2.6% 97.7% 0.7% 2.3% 6.1M -409.0M -2.3M 0.39 2.70 N/A N/A 47,134 18,233 357,577 187,745 2021-09-17 $35.82 $36.00 93.6% 26.6% 88.5% 1.3% 94.5% 1.0% 2.8% 2.2M -366.3M -2.2M 0.65 4.34 N/A N/A 39,739 25,949 366,032 192,898 2021-09-20 $33.62 $36.00 103.8% 29.5% 84.0% 5.8% 104.3% 3.1% 1.5% 2.5M -275.1M -2.1M 0.63 3.61 N/A N/A 52,053 32,537 278,522 136,226 2021-09-21 $33.41 $36.00 97.1% 27.4% 83.1% 2.8% 97.2% 4.7% 1.9% 1.8M -247.6M -2.0M 0.59 4.34 N/A N/A 37,431 21,996 283,825 143,752 2021-09-22 $36.14 $36.00 95.1% 26.8% 86.8% 1.9% 93.8% 3.6% 2.2% 4.5M -359.0M -2.2M 0.49 3.81 N/A N/A 59,599 29,257 296,752 153,845 2021-09-23 $37.50 $35.00 90.9% 25.2% 87.7% 0.1% 90.1% 3.5% 3.1% 6.9M -433.5M -2.3M 0.75 2.92 N/A N/A 44,469 33,454 304,849 159,118 2021-09-24 $36.18 $36.00 89.9% 24.8% 86.1% 0.0% 88.0% 4.2% 2.5% 7.0M -374.1M -2.2M 0.85 3.40 N/A N/A 51,710 43,775 319,520 163,997 2021-09-27 $35.30 $35.00 91.6% 25.0% 76.8% 0.8% 89.9% 1.3% 2.4% 3.7M -324.3M -2.2M 0.50 2.91 N/A N/A 35,373 17,731 290,305 142,817 2021-09-28 $32.85 $35.00 96.4% 26.6% 79.9% 2.8% 95.2% 2.7% 2.1% 1.9M -233.0M -2.0M 0.60 4.27 N/A N/A 37,768 22,663 299,352 153,963 2021-09-29 $30.77 $36.00 92.9% 25.5% 82.2% 1.3% 91.7% 4.4% 1.0% 466.2K -146.7M -1.9M 0.43 2.97 N/A N/A 53,820 22,923 309,239 158,304 2021-09-30 $31.81 $35.00 88.2% 24.1% 83.0% 0.0% 86.4% 3.3% 1.9% 670.9K -177.8M -1.9M 0.50 3.54 N/A N/A 45,880 22,840 315,695 163,195
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