MARA Options History — August 2022 In August 2022, MARA traded between $11.36 and $18.12. ATM implied volatility averaged 135.4%, placing in the 50.2% IV rank vs the trailing year. The 30-day expected move averaged 38.6%. IV traded below realized volatility by 2.1% (HV 20d: 137.4%). Max pain ranged from $11.00 to $18.00. Net GEX was positive for 21 of 23 trading days. Term structure was in contango for 13 of 23 days. Put/call ratio averaged 0.66.
Notable Days 2022-08-10 : Highest Volume — 255,847 contracts2022-08-09 : Largest IV drop — 6.4% change2022-08-01 : Highest IV Rank — 68.0%2022-08-01 : Largest Expected Move — 45.1%Monthly Statistics Metric Avg Min Max Open Close Price $14.12 $11.36 $18.12 $12.24 $11.92 Max Pain $16.20 $11.00 $18.00 $11.00 $18.00 ATM IV 135.4% 123.6% 152.2% 152.2% 135.6% Expected Move 38.6% 35.5% 45.1% 45.1% 37.1% HV 20d 137.4% 105.4% 177.6% 177.6% 113.3% HV 60d 136.7% 132.0% 145.9% 145.9% 138.2% IV Rank 50.2% 37.7% 68.0% 68.0% 50.4% IV Percentile 73.2% 54.8% 91.3% 91.3% 74.2% Term Structure -0.3% -4.2% 2.0% -2.9% 1.4% VWIV 136.9% 124.0% 158.4% 158.4% 131.9% Skew 25d 7.3% 1.1% 14.6% 13.1% 12.0% Skew 10d 14.7% 0.9% 26.8% 20.5% 22.3% Call IV 25d 134.6% 125.4% 146.5% 146.5% 132.1% Put IV 25d 141.9% 128.7% 159.6% 159.6% 144.1% Bid-Ask Spread % 2.85 1.82 6.68 5.64 2.38 Gamma HHI 0.09 0.04 0.41 0.10 0.05 Net GEX 1.5M -78.3K 4.2M 1.3M 230.8K Net DEX -54.9M -252.3M 82.8M -44.2M 64.8M Net VEX -1.2M -1.5M -898.7K -1.1M -920.5K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.66 0.29 1.20 0.41 1.01 Total Volume 126,515.043 59,433 255,847 116,842 59,433 Total OI 819,952.087 744,422 886,498 806,235 806,129
Daily Data (23 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 2022-08-01 $12.24 $11.00 152.2% 45.1% 177.6% 68.0% 158.4% 13.1% -2.9% 1.3M -44.2M -1.1M 0.41 5.64 N/A N/A 82,668 34,174 484,130 322,105 2022-08-02 $13.03 $11.00 146.5% 43.4% 176.9% 62.0% 156.3% 13.3% -2.7% 2.2M -82.5M -1.2M 0.44 6.68 N/A N/A 119,338 52,445 508,180 333,280 2022-08-03 $13.27 $11.50 146.6% 43.8% 174.2% 62.1% 154.0% 14.6% -3.5% 1.9M -83.1M -1.2M 0.29 3.04 N/A N/A 100,791 29,217 501,321 346,504 2022-08-04 $13.39 $15.00 146.8% 41.3% 164.2% 62.3% 142.8% 10.0% -4.2% 2.4M -87.7M -1.2M 0.31 3.06 N/A N/A 166,525 51,235 507,959 349,171 2022-08-05 $14.04 $15.00 140.0% 39.2% 152.7% 55.1% 139.4% 9.8% -2.3% 4.2M -114.7M -1.2M 0.42 2.48 N/A N/A 84,738 35,370 517,462 359,149 2022-08-08 $14.44 $15.00 143.9% 40.4% 148.1% 59.2% 146.1% 6.5% -1.5% 1.6M -105.9M -1.2M 0.56 2.43 N/A N/A 82,732 46,296 465,824 317,118 2022-08-09 $14.14 $15.00 134.6% 38.3% 147.6% 49.3% 136.4% 3.0% -1.1% 1.6M -89.3M -1.2M 0.65 2.27 N/A N/A 62,330 40,541 488,873 335,511 2022-08-10 $16.24 $15.00 127.4% 37.3% 152.0% 41.7% 128.5% 6.3% 1.2% 2.8M -187.6M -1.3M 0.52 3.13 N/A N/A 168,422 87,425 495,532 340,002 2022-08-11 $17.20 $15.00 131.2% 37.5% 152.2% 45.7% 134.7% 4.3% -0.6% 3.1M -208.6M -1.4M 0.57 2.15 N/A N/A 124,925 71,204 497,517 357,173 2022-08-12 $18.12 $15.00 126.3% 36.3% 151.7% 40.5% 127.0% 3.5% 0.9% 3.6M -252.3M -1.5M 0.77 2.02 N/A N/A 99,861 77,226 513,349 373,149 2022-08-15 $17.69 $18.00 128.7% 36.9% 141.7% 43.0% 131.3% 4.6% -0.4% 2.3M -171.4M -1.4M 0.57 2.40 N/A N/A 66,640 38,117 468,647 336,236 2022-08-16 $16.81 $18.00 123.6% 35.5% 118.6% 37.7% 125.5% 3.8% 1.6% 1.9M -123.6M -1.4M 0.58 2.13 N/A N/A 69,515 40,308 473,504 347,686 2022-08-17 $15.41 $18.00 128.5% 36.8% 123.7% 42.8% 131.3% 2.7% 2.0% 993.2K -56.6M -1.3M 0.75 2.78 N/A N/A 62,955 47,194 481,710 353,860 2022-08-18 $15.60 $18.00 125.2% 35.8% 122.0% 39.3% 124.0% 1.1% 0.5% 1.1M -60.9M -1.3M 0.80 2.89 N/A N/A 36,660 29,457 489,303 361,058 2022-08-19 $13.26 $18.00 131.9% 37.7% 133.8% 46.4% 135.3% 6.6% 0.7% 411.7K 35.9M -1.1M 1.01 1.82 N/A N/A 72,209 72,718 492,371 367,394 2022-08-22 $12.85 $18.00 136.9% 38.8% 132.6% 51.8% 140.3% 6.3% 0.5% 194.3K 32.7M -1.0M 0.86 2.83 N/A N/A 65,922 56,720 426,538 317,884 2022-08-23 $13.74 $18.00 135.2% 38.5% 123.7% 50.0% 137.2% 6.0% 0.1% 626.5K 6.3M -1.1M 0.46 2.14 N/A N/A 55,432 25,460 439,074 330,913 2022-08-24 $13.82 $18.00 132.9% 37.6% 105.4% 47.5% 135.5% 7.1% 0.5% 740.8K 9.0M -1.1M 0.44 2.22 N/A N/A 56,298 24,494 448,351 336,908 2022-08-25 $12.90 $18.00 130.6% 36.4% 106.6% 45.0% 131.3% 8.8% 1.5% 226.7K 41.2M -1.0M 0.73 2.44 N/A N/A 55,055 40,008 457,336 341,545 2022-08-26 $11.36 $18.00 134.5% 37.4% 115.6% 49.2% 129.8% 8.3% 0.3% -6.5K 82.8M -898.7K 0.86 2.31 N/A N/A 78,554 67,624 468,120 345,075 2022-08-29 $11.89 $18.00 136.5% 37.6% 114.4% 51.3% 134.9% 8.1% 1.4% 155.1K 60.5M -931.0K 1.07 2.54 N/A N/A 47,528 50,960 435,794 326,720 2022-08-30 $11.46 $18.00 138.5% 37.8% 112.5% 53.4% 136.1% 8.7% -0.4% -78.3K 73.0M -903.1K 1.20 3.74 N/A N/A 33,299 39,823 447,989 345,444 2022-08-31 $11.92 $18.00 135.6% 37.1% 113.3% 50.4% 131.9% 12.0% 1.4% 230.8K 64.8M -920.5K 1.01 2.38 N/A N/A 29,623 29,810 455,432 350,697
« Jul 2022 | All History | Sep 2022 » Home MARA History August 2022