MARA Options History — June 2022

In June 2022, MARA traded between $5.38 and $9.26. ATM implied volatility averaged 140.2%, placing in the 55.2% IV rank vs the trailing year. The 30-day expected move averaged 39.7%. IV traded above realized volatility by 39.6% (HV 20d: 100.6%). Max pain ranged from $10.00 to $18.00. Net GEX was positive for 13 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 0.69.

Notable Days

2022-06-01: Highest Volume — 115,890 contracts
2022-06-13: Largest IV spike — 12.9% change
2022-06-13: Highest IV Rank — 72.4%
2022-06-13: Largest Expected Move — 44.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$7.39	$5.38	$9.26	$9.26	$5.38
Max Pain	$10.62	$10.00	$18.00	$18.00	$10.00
ATM IV	140.2%	124.1%	156.3%	135.1%	155.2%
Expected Move	39.7%	36.4%	44.6%	38.7%	40.4%
HV 20d	100.6%	82.7%	134.7%	134.7%	93.2%
HV 60d	100.8%	97.3%	107.4%	107.4%	101.4%
IV Rank	55.2%	38.1%	72.4%	49.8%	71.2%
IV Percentile	90.2%	74.2%	97.6%	90.5%	97.2%
Term Structure	2.4%	-4.2%	12.7%	-1.7%	3.1%
VWIV	137.7%	123.7%	157.8%	138.5%	140.2%
Skew 25d	21.8%	15.1%	34.1%	17.4%	17.7%
Skew 10d	43.3%	29.3%	69.6%	29.3%	32.2%
Call IV 25d	133.1%	119.3%	147.7%	128.6%	145.8%
Put IV 25d	154.9%	135.6%	180.9%	146.0%	163.5%
Bid-Ask Spread %	6.25	2.51	11.32	2.59	4.81
Gamma HHI	0.10	0.05	0.33	0.06	0.12
Net GEX	45.2K	-443.9K	495.1K	159.8K	-170.0K
Net DEX	64.4M	35.1M	84.2M	74.3M	57.1M
Net VEX	-541.5K	-675.1K	-404.3K	-648.9K	-404.3K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.69	0.26	1.14	0.36	0.76
Total Volume	74,893.429	46,775	115,890	115,890	59,006
Total OI	649,653.571	537,148	730,948	639,639	637,033

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
2022-06-01	$9.26	$18.00	135.1%	38.7%	134.7%	49.8%	138.5%	17.4%	-1.7%	159.8K	74.3M	-648.9K	0.36	2.59	N/A	N/A	85,129	30,761	405,407	234,232
2022-06-02	$9.24	$10.00	132.2%	36.4%	131.1%	46.7%	125.3%	19.4%	0.8%	94.8K	77.4M	-675.1K	0.60	7.73	N/A	N/A	58,494	35,350	424,038	249,084
2022-06-03	$8.73	$10.00	132.7%	40.8%	128.4%	47.3%	131.6%	18.1%	-2.1%	-246.2K	83.7M	-628.6K	0.80	9.52	N/A	N/A	43,947	35,200	429,885	253,703
2022-06-06	$8.84	$10.00	131.1%	36.6%	128.6%	45.6%	128.8%	18.2%	-4.2%	119.2K	72.3M	-643.8K	0.26	5.96	N/A	N/A	70,578	18,414	402,636	237,868
2022-06-07	$8.64	$10.00	127.8%	39.2%	107.2%	42.0%	126.7%	21.1%	9.2%	166.0K	75.6M	-623.0K	0.40	3.95	N/A	N/A	36,085	14,470	422,240	245,830
2022-06-08	$8.53	$10.00	124.1%	39.1%	107.1%	38.1%	123.7%	16.3%	12.7%	269.7K	74.5M	-610.8K	0.53	5.40	N/A	N/A	40,374	21,244	430,966	248,782
2022-06-09	$7.67	$12.50	131.0%	38.4%	98.6%	45.5%	130.6%	18.4%	3.4%	-178.3K	84.2M	-543.7K	0.49	3.85	N/A	N/A	56,942	27,981	441,950	254,213
2022-06-10	$7.53	$12.50	138.4%	40.4%	98.4%	53.4%	140.7%	15.8%	4.0%	-443.9K	80.4M	-550.9K	0.50	3.68	N/A	N/A	47,928	23,734	451,908	258,649
2022-06-13	$6.69	$10.00	156.3%	44.6%	93.2%	72.4%	157.8%	34.1%	1.2%	-764	72.4M	-481.1K	0.95	5.51	N/A	N/A	51,924	49,094	415,636	238,246
2022-06-14	$6.88	$10.00	154.1%	44.0%	92.0%	70.0%	148.3%	34.1%	3.8%	42.2K	69.4M	-509.5K	0.79	4.47	N/A	N/A	36,752	28,951	431,038	253,185
2022-06-15	$6.93	$10.00	148.6%	42.6%	86.6%	64.2%	149.8%	29.6%	2.4%	109.9K	70.6M	-505.3K	0.77	10.00	N/A	N/A	34,942	27,031	444,054	263,170
2022-06-16	$6.53	$10.00	150.1%	42.8%	84.5%	65.8%	156.1%	25.6%	4.4%	-16.1K	73.2M	-472.5K	1.05	6.26	N/A	N/A	35,042	36,897	453,079	266,815
2022-06-17	$6.57	$10.00	138.7%	39.1%	82.7%	53.6%	136.1%	29.0%	6.3%	-91.4K	74.1M	-475.7K	0.60	2.51	N/A	N/A	44,092	26,337	458,217	272,731
2022-06-21	$7.26	$10.00	138.6%	37.7%	91.1%	53.6%	129.0%	24.6%	-0.3%	222.2K	40.1M	-525.2K	0.61	10.52	N/A	N/A	61,803	37,466	327,391	209,757
2022-06-22	$6.77	$10.00	145.8%	41.1%	92.5%	61.2%	142.0%	21.3%	-0.3%	180.6K	45.4M	-499.6K	1.14	7.12	N/A	N/A	21,835	24,940	347,908	226,596
2022-06-23	$7.07	$10.00	142.6%	38.8%	91.6%	57.8%	145.4%	21.9%	0.6%	219.1K	43.7M	-525.5K	1.09	9.33	N/A	N/A	34,115	37,265	350,333	233,837
2022-06-24	$7.42	$10.00	137.1%	37.1%	93.2%	51.9%	132.7%	15.1%	3.9%	495.1K	35.1M	-581.3K	0.45	11.32	N/A	N/A	61,313	27,286	360,764	254,368
2022-06-27	$6.94	$10.00	137.2%	37.2%	91.2%	52.0%	130.0%	17.2%	2.8%	188.1K	44.9M	-522.8K	0.48	6.11	N/A	N/A	44,857	21,325	343,320	234,812
2022-06-28	$6.48	$10.00	143.3%	38.4%	90.8%	58.5%	138.2%	19.7%	-1.4%	26.9K	48.2M	-498.8K	1.11	5.53	N/A	N/A	30,396	33,830	361,614	244,689
2022-06-29	$5.81	$10.00	143.7%	39.4%	95.2%	58.9%	139.8%	22.5%	1.5%	-198.5K	55.3M	-445.8K	0.75	5.01	N/A	N/A	34,060	25,572	367,891	254,850
2022-06-30	$5.38	$10.00	155.2%	40.4%	93.2%	71.2%	140.2%	17.7%	3.1%	-170.0K	57.1M	-404.3K	0.76	4.81	N/A	N/A	33,577	25,429	378,502	258,531