MARA Options History — November 2021 In November 2021, MARA traded between $49.73 and $76.46. ATM implied volatility averaged 134.1%, placing in the 20.0% IV rank vs the trailing year. The 30-day expected move averaged 38.3%. IV traded above realized volatility by 4.4% (HV 20d: 129.7%). Max pain ranged from $39.00 to $45.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.49.
Notable Days 2021-11-15 : Highest Volume — 274,364 contracts2021-11-10 : Largest IV drop — 24.1% change2021-11-09 : Highest IV Rank — 37.6%2021-11-09 : Largest Expected Move — 48.8%Monthly Statistics Metric Avg Min Max Open Close Price $59.48 $49.73 $76.46 $54.79 $50.56 Max Pain $43.10 $39.00 $45.00 $43.00 $45.00 ATM IV 134.1% 109.7% 174.6% 109.7% 138.8% Expected Move 38.3% 31.8% 48.8% 31.8% 37.6% HV 20d 129.7% 87.2% 159.0% 87.2% 156.8% HV 60d 103.2% 84.2% 115.3% 84.2% 115.1% IV Rank 20.0% 9.4% 37.6% 9.4% 22.0% IV Percentile 50.6% 31.0% 64.3% 31.0% 57.5% Term Structure 0.6% -4.4% 4.1% 0.8% 4.1% VWIV 140.4% 113.7% 171.5% 113.7% 136.7% Skew 25d -19.5% -36.4% -8.0% -8.0% -12.7% Skew 10d -32.7% -68.2% -2.8% -2.8% -27.0% Call IV 25d 150.0% 117.3% 190.2% 117.3% 150.7% Put IV 25d 130.5% 109.3% 168.3% 109.3% 138.0% Bid-Ask Spread % 6.71 3.15 11.45 3.15 10.23 Gamma HHI 0.08 0.07 0.12 0.08 0.07 Net GEX 10.7M 5.8M 16.3M 12.0M 9.0M Net DEX -1.19B -2.11B -631.1M -1.06B -730.4M Net VEX -3.7M -4.1M -3.3M -3.3M -3.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.49 0.33 0.72 0.48 0.43 Total Volume 160,730.238 89,000 274,364 173,346 122,850 Total OI 638,109.714 533,937 752,869 533,937 638,025
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 2021-11-01 $54.79 $43.00 109.7% 31.8% 87.2% 9.4% 113.7% -8.0% 0.8% 12.0M -1.06B -3.3M 0.48 3.15 N/A N/A 117,023 56,323 355,149 178,788 2021-11-02 $62.76 $44.00 120.6% 36.0% 91.9% 14.1% 128.2% -9.3% 0.4% 14.0M -1.52B -3.6M 0.33 4.69 N/A N/A 192,715 63,659 370,830 198,438 2021-11-03 $64.63 $45.00 123.1% 36.6% 91.5% 15.2% 130.7% -10.2% -1.2% 15.0M -1.60B -3.7M 0.55 4.17 N/A N/A 100,021 54,735 383,992 212,270 2021-11-04 $64.62 $39.00 126.8% 35.7% 91.1% 16.8% 126.3% -11.3% -1.9% 15.8M -1.62B -3.7M 0.51 3.95 N/A N/A 79,166 40,650 394,899 218,249 2021-11-05 $63.90 $39.00 121.3% 34.8% 92.0% 14.4% 124.3% -11.7% 1.1% 15.7M -1.56B -3.7M 0.42 3.85 N/A N/A 70,087 29,282 399,962 225,158 2021-11-08 $74.72 $39.00 145.0% 41.3% 101.0% 24.7% 143.9% -9.3% -0.9% 11.7M -1.98B -3.7M 0.50 9.95 N/A N/A 148,415 74,659 358,249 191,365 2021-11-09 $76.38 $40.00 174.6% 48.8% 95.4% 37.6% 171.5% -21.9% -4.4% 11.1M -2.05B -4.0M 0.44 11.45 N/A N/A 102,640 45,399 380,456 215,947 2021-11-10 $65.81 $40.00 132.5% 37.9% 113.6% 19.3% 138.5% -19.3% -0.8% 10.0M -1.44B -3.9M 0.39 6.59 N/A N/A 130,924 50,614 397,583 227,915 2021-11-11 $70.29 $42.00 130.4% 37.6% 114.2% 18.4% 133.7% -17.9% 0.7% 13.4M -1.71B -4.0M 0.49 8.12 N/A N/A 83,780 41,185 415,755 236,197 2021-11-12 $76.46 $42.00 150.0% 43.3% 111.9% 26.9% 154.6% -20.3% 2.1% 16.3M -2.11B -4.1M 0.61 9.42 N/A N/A 115,698 70,683 419,621 242,802 2021-11-15 $57.27 $43.00 144.7% 41.3% 156.4% 24.6% 157.1% -23.6% 0.2% 7.2M -980.4M -3.7M 0.56 9.26 N/A N/A 175,581 98,783 386,586 215,309 2021-11-16 $55.24 $44.00 130.6% 37.5% 156.4% 18.4% 141.8% -31.4% 2.3% 7.2M -828.1M -3.7M 0.59 5.24 N/A N/A 151,319 89,564 431,039 244,387 2021-11-17 $51.30 $45.00 128.9% 37.0% 158.6% 17.7% 143.7% -31.2% 0.7% 5.8M -631.1M -3.6M 0.72 5.28 N/A N/A 107,971 77,398 450,107 256,739 2021-11-18 $51.10 $45.00 126.7% 36.6% 158.1% 16.7% 139.1% -30.0% -0.6% 6.9M -662.5M -3.6M 0.70 6.28 N/A N/A 81,365 57,265 478,225 266,436 2021-11-19 $54.42 $45.00 138.4% 39.6% 159.0% 21.8% 150.2% -36.4% 0.2% 12.3M -909.3M -3.8M 0.38 4.45 N/A N/A 137,687 52,779 484,448 268,421 2021-11-22 $49.73 $45.00 127.3% 36.1% 157.6% 17.0% 139.4% -23.5% -0.2% 7.2M -669.6M -3.5M 0.38 7.58 N/A N/A 107,808 41,102 416,336 212,759 2021-11-23 $51.87 $45.00 142.2% 39.9% 158.2% 23.5% 148.8% -23.7% -0.5% 10.0M -819.0M -3.7M 0.33 6.13 N/A N/A 89,568 29,599 442,068 221,927 2021-11-24 $52.15 $45.00 134.4% 38.0% 156.9% 20.1% 145.6% -24.4% 2.9% 10.2M -810.2M -3.7M 0.57 7.97 N/A N/A 56,863 32,137 448,421 224,799 2021-11-26 $49.74 $45.00 137.8% 39.1% 157.8% 21.6% 144.0% -16.2% 3.5% 6.5M -657.9M -3.5M 0.63 5.41 N/A N/A 54,958 34,530 452,350 227,444 2021-11-29 $51.33 $45.00 133.2% 37.0% 158.1% 19.6% 136.1% -16.9% 3.8% 8.2M -744.7M -3.4M 0.33 7.81 N/A N/A 81,606 26,944 405,612 205,241 2021-11-30 $50.56 $45.00 138.8% 37.6% 156.8% 22.0% 136.7% -12.7% 4.1% 9.0M -730.4M -3.4M 0.43 10.23 N/A N/A 85,622 37,228 426,733 211,292
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