MARA Options History — December 2021 In December 2021, MARA traded between $32.54 and $51.42. ATM implied volatility averaged 121.3%, placing in the 14.4% IV rank vs the trailing year. The 30-day expected move averaged 34.6%. IV traded below realized volatility by 2.0% (HV 20d: 123.3%). Max pain ranged from $35.00 to $46.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 16 of 22 days. Put/call ratio averaged 0.48.
Notable Days 2021-12-23 : Highest Volume — 244,797 contracts2021-12-07 : Largest IV drop — 10.1% change2021-12-03 : Highest IV Rank — 25.5%2021-12-03 : Largest Expected Move — 43.3%Monthly Statistics Metric Avg Min Max Open Close Price $38.89 $32.54 $51.42 $51.42 $33.16 Max Pain $37.41 $35.00 $46.00 $45.00 $36.00 ATM IV 121.3% 110.2% 146.8% 135.3% 110.2% Expected Move 34.6% 29.9% 43.3% 37.8% 29.9% HV 20d 123.3% 97.4% 160.2% 148.2% 111.4% HV 60d 119.8% 112.7% 123.4% 113.0% 121.5% IV Rank 14.4% 9.6% 25.5% 20.5% 9.6% IV Percentile 43.8% 33.3% 63.1% 55.2% 33.3% Term Structure 1.1% -3.7% 3.7% 1.7% 3.2% VWIV 124.2% 107.6% 150.0% 137.6% 107.6% Skew 25d -1.2% -6.0% 2.9% -6.0% -2.0% Skew 10d -4.3% -16.7% 6.1% -16.7% -4.3% Call IV 25d 123.6% 111.9% 146.4% 142.0% 111.9% Put IV 25d 122.4% 109.9% 145.3% 135.9% 109.9% Bid-Ask Spread % 5.31 2.62 12.31 12.31 2.95 Gamma HHI 0.07 0.04 0.20 0.07 0.20 Net GEX 3.5M -881.1K 9.7M 9.7M -881.1K Net DEX -244.2M -753.1M -24.4M -753.1M -68.1M Net VEX -2.4M -3.4M -1.9M -3.4M -1.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.48 0.22 0.89 0.48 0.34 Total Volume 132,825.545 67,853 244,797 207,324 125,077 Total OI 644,769.636 540,119 728,596 655,040 644,552
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 2021-12-01 $51.42 $45.00 135.3% 37.8% 148.2% 20.5% 137.6% -6.0% 1.7% 9.7M -753.1M -3.4M 0.48 12.31 N/A N/A 140,136 67,188 435,067 219,973 2021-12-02 $49.27 $46.00 134.2% 37.3% 147.8% 20.0% 131.9% 0.3% 0.5% 6.2M -588.3M -3.3M 0.55 8.12 N/A N/A 74,942 41,440 443,090 230,426 2021-12-03 $41.10 $46.00 146.8% 43.3% 159.2% 25.5% 150.0% -1.1% 0.4% 4.1M -237.5M -2.8M 0.55 5.73 N/A N/A 105,552 58,548 452,689 235,160 2021-12-06 $42.25 $35.00 133.4% 38.3% 160.2% 19.7% 136.3% 0.8% -0.9% 4.1M -316.5M -2.6M 0.55 7.25 N/A N/A 95,747 52,428 416,834 214,261 2021-12-07 $45.43 $35.00 120.0% 35.6% 150.3% 13.8% 129.6% -1.5% 2.7% 6.9M -456.3M -2.8M 0.34 5.31 N/A N/A 112,337 37,709 427,996 223,753 2021-12-08 $46.52 $35.00 117.3% 35.0% 150.4% 12.7% 124.3% -1.4% 3.7% 8.7M -513.6M -2.9M 0.69 5.74 N/A N/A 57,497 39,755 443,418 230,973 2021-12-09 $41.54 $36.00 119.0% 35.0% 147.0% 13.4% 128.6% 2.4% 0.9% 3.2M -253.3M -2.6M 0.44 4.65 N/A N/A 131,182 57,580 452,330 236,673 2021-12-10 $40.39 $36.00 113.9% 33.5% 143.2% 11.2% 119.7% 2.9% 2.2% 1.3M -201.6M -2.5M 0.61 4.46 N/A N/A 85,538 51,828 479,852 248,744 2021-12-13 $37.20 $36.00 120.3% 34.2% 138.0% 14.0% 121.9% 2.7% -1.5% 2.0M -118.4M -2.2M 0.71 10.54 N/A N/A 63,827 45,395 434,432 226,456 2021-12-14 $37.58 $37.00 122.3% 34.2% 101.3% 14.8% 125.4% 1.8% -3.7% 2.2M -140.3M -2.3M 0.56 4.32 N/A N/A 60,616 33,675 444,333 235,795 2021-12-15 $38.63 $37.00 126.1% 36.2% 102.5% 16.5% 132.7% -3.5% -0.4% 4.4M -217.9M -2.4M 0.39 8.72 N/A N/A 103,350 39,814 458,432 238,228 2021-12-16 $35.32 $37.00 125.5% 35.6% 103.8% 16.2% 126.7% 0.8% -2.4% 2.0M -84.6M -2.2M 0.33 5.83 N/A N/A 98,195 32,855 478,960 239,982 2021-12-17 $33.92 $37.00 122.4% 34.9% 103.9% 14.9% 125.3% -1.9% -0.4% 202.3K -24.4M -2.1M 0.89 4.21 N/A N/A 64,379 57,093 486,564 241,199 2021-12-20 $32.54 $37.00 123.4% 35.2% 99.3% 15.3% 126.5% -0.2% 2.3% 1.1M -90.9M -1.9M 0.45 3.98 N/A N/A 46,776 21,077 357,394 182,725 2021-12-21 $34.22 $37.00 112.9% 32.4% 99.7% 10.7% 116.3% -0.1% 2.2% 2.0M -128.3M -2.0M 0.59 2.77 N/A N/A 54,529 32,270 366,811 187,732 2021-12-22 $34.18 $36.00 112.0% 32.1% 97.4% 10.3% 115.6% -1.0% 3.7% 1.4M -132.0M -2.0M 0.35 3.81 N/A N/A 61,020 21,137 375,770 196,737 2021-12-23 $38.21 $36.00 116.1% 33.2% 107.9% 12.1% 120.6% -5.0% 0.8% 7.4M -321.5M -2.3M 0.34 3.37 N/A N/A 182,142 62,655 388,838 201,455 2021-12-27 $38.97 $36.00 117.0% 33.2% 107.9% 12.5% 120.5% -5.2% 1.9% 4.6M -324.4M -2.3M 0.22 2.62 N/A N/A 128,953 27,787 377,949 191,146 2021-12-28 $35.37 $36.00 116.1% 32.3% 110.6% 12.1% 116.3% -2.7% 1.5% 2.3M -167.6M -2.1M 0.44 2.98 N/A N/A 92,539 40,532 395,206 198,129 2021-12-29 $33.74 $36.00 111.1% 30.8% 111.1% 9.9% 109.4% -3.6% 1.9% 1.1M -98.0M -1.9M 0.41 2.97 N/A N/A 72,973 29,592 412,804 205,113 2021-12-30 $34.59 $35.00 112.7% 31.1% 111.4% 10.7% 110.2% -2.5% 3.0% 1.8M -136.8M -2.0M 0.34 4.13 N/A N/A 85,164 29,333 417,431 209,520 2021-12-31 $33.16 $36.00 110.2% 29.9% 111.4% 9.6% 107.6% -2.0% 3.2% -881.1K -68.1M -1.9M 0.34 2.95 N/A N/A 93,595 31,482 428,346 216,206
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