MARA Options History — March 2023 In March 2023, MARA traded between $5.31 and $8.89. ATM implied volatility averaged 134.0%, placing in the 42.8% IV rank vs the trailing year. The 30-day expected move averaged 38.4%. IV traded below realized volatility by 1.6% (HV 20d: 135.6%). Max pain ranged from $7.00 to $10.00. Net GEX was positive for 16 of 23 trading days. Term structure was in contango for 9 of 23 days. Put/call ratio averaged 0.61.
Notable Days 2023-03-10 : Highest Volume — 396,282 contracts2023-03-13 : Largest IV spike — 10.7% change2023-03-13 : Highest IV Rank — 66.0%2023-03-14 : Largest Expected Move — 42.7%Monthly Statistics Metric Avg Min Max Open Close Price $7.17 $5.31 $8.89 $6.51 $8.61 Max Pain $9.22 $7.00 $10.00 $9.00 $10.00 ATM IV 134.0% 118.4% 153.5% 138.6% 120.0% Expected Move 38.4% 33.8% 42.7% 40.9% 34.0% HV 20d 135.6% 117.4% 149.6% 129.7% 149.6% HV 60d 147.6% 139.9% 153.9% 143.9% 149.8% IV Rank 42.8% 23.9% 66.0% 48.3% 25.9% IV Percentile 46.7% 9.5% 85.7% 63.5% 11.5% Term Structure -0.4% -4.0% 5.0% -2.3% 0.9% VWIV 136.1% 120.4% 154.4% 154.4% 120.4% Skew 25d 7.3% 0.2% 15.7% 0.2% 5.4% Skew 10d 12.4% -4.4% 33.8% -4.4% 4.5% Call IV 25d 133.9% 117.8% 149.0% 143.9% 118.0% Put IV 25d 141.2% 123.4% 161.9% 144.1% 123.4% Bid-Ask Spread % 6.31 3.38 8.72 4.53 5.40 Gamma HHI 0.12 0.07 0.34 0.11 0.24 Net GEX 586.4K -1.3M 2.4M -284.5K 2.4M Net DEX -30.9M -139.2M 81.9M 15.0M -122.4M Net VEX -839.0K -1.0M -603.4K -748.5K -983.7K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.61 0.28 1.81 0.65 0.34 Total Volume 183,693.391 63,422 396,282 165,602 187,237 Total OI 1,027,971.739 866,026 1,245,631 1,001,103 963,185
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 2023-03-01 $6.51 $9.00 138.6% 40.9% 129.7% 48.3% 154.4% 0.2% -2.3% -284.5K 15.0M -748.5K 0.65 4.53 N/A N/A 100,576 65,026 580,858 420,245 2023-03-02 $6.26 $9.00 133.5% 40.6% 126.8% 42.3% 147.4% 3.2% -0.8% -689.8K 31.1M -713.8K 1.29 3.74 N/A N/A 90,183 116,623 605,138 435,766 2023-03-03 $6.44 $9.00 138.9% 41.2% 126.6% 48.6% 144.7% 3.8% -3.3% 228.3K 22.2M -743.6K 0.93 3.38 N/A N/A 110,409 102,540 637,474 472,809 2023-03-06 $6.38 $7.00 132.6% 37.1% 120.1% 41.2% 129.2% 4.8% -1.8% -266.2K 19.5M -725.3K 0.51 7.46 N/A N/A 89,426 45,429 568,203 449,340 2023-03-07 $6.12 $7.00 129.6% 36.8% 120.6% 37.7% 127.4% 3.5% -1.2% -602.3K 33.1M -686.7K 1.17 4.05 N/A N/A 44,421 51,806 588,392 461,595 2023-03-08 $6.17 $7.00 125.7% 35.8% 120.7% 33.1% 128.2% 2.0% 0.4% -560.5K 29.5M -692.0K 0.60 5.94 N/A N/A 39,658 23,764 596,877 467,723 2023-03-09 $5.51 $7.00 129.8% 36.9% 126.3% 38.0% 131.5% 3.3% -2.6% -1.3M 56.3M -637.9K 0.74 5.08 N/A N/A 54,753 40,561 607,937 472,297 2023-03-10 $5.31 $7.00 138.7% 40.0% 117.4% 48.4% 144.8% 6.2% -1.7% -117.1K 81.9M -603.4K 1.81 8.01 N/A N/A 140,815 255,467 612,919 483,936 2023-03-13 $6.81 $10.00 153.5% 42.5% 148.1% 66.0% 152.5% 12.0% -4.0% 207.7K -8.2M -825.7K 0.33 6.29 N/A N/A 232,557 77,219 586,774 492,688 2023-03-14 $7.01 $10.00 151.0% 42.7% 148.1% 63.0% 149.5% 15.0% -1.4% 769.0K -32.2M -861.6K 0.49 7.72 N/A N/A 199,392 96,771 640,513 512,467 2023-03-15 $7.03 $10.00 145.0% 41.6% 138.3% 55.9% 144.0% 15.7% 0.1% 801.4K -25.8M -854.0K 0.32 6.05 N/A N/A 112,172 36,255 657,436 532,962 2023-03-16 $7.56 $10.00 136.2% 38.3% 128.3% 45.5% 134.0% 9.4% -3.6% 1.8M -62.0M -902.1K 0.64 8.72 N/A N/A 96,318 61,247 683,286 536,217 2023-03-17 $8.36 $10.00 144.8% 41.6% 128.5% 55.7% 143.7% 8.6% -1.5% 1.1M -122.1M -982.5K 0.28 6.12 N/A N/A 233,717 65,486 696,755 548,876 2023-03-20 $7.79 $10.00 138.2% 39.5% 130.2% 47.9% 139.1% 11.9% -0.4% 1.1M -70.4M -932.0K 0.29 7.04 N/A N/A 160,928 46,688 508,240 357,786 2023-03-21 $8.89 $10.00 132.9% 38.1% 136.3% 41.6% 132.8% 10.7% -0.8% 1.9M -139.2M -1.0M 0.45 5.99 N/A N/A 163,081 74,076 531,573 379,984 2023-03-22 $7.84 $10.00 135.2% 38.8% 144.5% 44.3% 137.4% 6.7% 1.9% 994.3K -73.6M -956.5K 0.33 8.59 N/A N/A 166,023 54,981 548,287 399,802 2023-03-23 $8.43 $10.00 134.9% 38.7% 146.5% 44.0% 136.4% 6.0% -0.8% 1.8M -109.2M -1.0M 0.38 8.23 N/A N/A 138,500 52,704 568,774 404,165 2023-03-24 $7.84 $10.00 133.0% 37.9% 145.0% 41.3% 134.5% 4.8% 2.0% 818.4K -61.3M -939.8K 0.58 6.28 N/A N/A 92,097 53,375 577,009 412,480 2023-03-27 $7.20 $10.00 130.7% 37.3% 147.6% 38.5% 133.3% 9.2% 2.7% 504.0K -27.8M -836.8K 0.71 7.77 N/A N/A 76,608 54,675 512,361 363,355 2023-03-28 $7.09 $10.00 118.4% 34.0% 147.3% 23.9% 121.8% 8.2% 5.0% 386.9K -19.1M -827.4K 0.49 5.92 N/A N/A 45,031 21,922 526,828 378,000 2023-03-29 $7.92 $10.00 121.0% 34.2% 147.1% 26.9% 121.1% 8.5% 2.6% 1.2M -67.0M -905.3K 0.34 6.53 N/A N/A 114,739 38,982 536,691 379,782 2023-03-30 $7.79 $10.00 119.6% 33.8% 146.3% 25.4% 121.5% 8.0% 2.5% 1.2M -58.9M -902.4K 0.36 6.30 N/A N/A 74,198 26,512 556,099 389,466 2023-03-31 $8.61 $10.00 120.0% 34.0% 149.6% 25.9% 120.4% 5.4% 0.9% 2.4M -122.4M -983.7K 0.34 5.40 N/A N/A 140,193 47,044 568,899 394,286
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