MARA Options History — May 2023 In May 2023, MARA traded between $8.73 and $10.46. ATM implied volatility averaged 114.0%, placing in the 8.9% IV rank vs the trailing year. The 30-day expected move averaged 33.1%. IV traded below realized volatility by 8.2% (HV 20d: 122.2%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 16 of 22 days. Put/call ratio averaged 0.51.
Notable Days 2023-05-10 : Highest Volume — 243,671 contracts2023-05-12 : Largest IV drop — 5.8% change2023-05-02 : Highest IV Rank — 20.8%2023-05-02 : Largest Expected Move — 36.9%Monthly Statistics Metric Avg Min Max Open Close Price $9.48 $8.73 $10.46 $8.79 $9.75 Max Pain $10.00 $10.00 $10.00 $10.00 $10.00 ATM IV 114.0% 102.5% 126.3% 124.3% 108.1% Expected Move 33.1% 29.4% 36.9% 35.8% 31.8% HV 20d 122.2% 109.6% 128.5% 120.8% 109.6% HV 60d 129.3% 126.7% 132.9% 131.7% 127.1% IV Rank 8.9% 0.0% 20.8% 18.0% 8.9% IV Percentile 5.1% 0.0% 19.4% 14.7% 2.4% Term Structure 0.9% -1.5% 4.1% 0.4% -0.3% VWIV 121.3% 107.2% 136.9% 131.8% 115.3% Skew 25d -5.0% -11.8% -0.7% -6.1% -1.5% Skew 10d -16.5% -35.2% -6.6% -23.8% -11.1% Call IV 25d 122.1% 106.8% 137.9% 134.7% 112.7% Put IV 25d 117.1% 106.1% 130.4% 128.5% 111.3% Bid-Ask Spread % 4.87 2.61 6.59 4.16 2.63 Gamma HHI 0.10 0.06 0.45 0.06 0.14 Net GEX 1.3M 249.1K 4.8M 744.3K 1.8M Net DEX -94.3M -173.1M -37.9M -72.8M -106.6M Net VEX -1.1M -1.2M -996.8K -1.1M -1.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.51 0.26 0.78 0.76 0.36 Total Volume 139,601 82,985 243,671 147,696 138,666 Total OI 953,861.409 866,062 1,029,705 866,062 987,943
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 2023-05-01 $8.79 $10.00 124.3% 35.8% 120.8% 18.0% 131.8% -6.1% 0.4% 744.3K -72.8M -1.1M 0.76 4.16 N/A N/A 84,113 63,583 511,224 354,838 2023-05-02 $9.61 $10.00 126.3% 36.9% 124.6% 20.8% 132.6% -10.3% 0.7% 1.4M -120.7M -1.1M 0.50 2.89 N/A N/A 86,215 43,341 535,523 373,351 2023-05-03 $9.52 $10.00 123.1% 36.0% 124.7% 16.2% 136.1% -11.4% 4.1% 1.5M -119.4M -1.1M 0.50 3.53 N/A N/A 70,876 35,567 553,435 383,926 2023-05-04 $10.21 $10.00 125.1% 36.9% 123.6% 19.1% 136.9% -5.6% 1.0% 2.3M -163.7M -1.2M 0.44 6.29 N/A N/A 106,781 47,384 556,917 394,180 2023-05-05 $10.46 $10.00 120.7% 35.7% 123.7% 12.8% 127.7% -6.9% 0.7% 4.8M -173.1M -1.2M 0.37 6.48 N/A N/A 117,594 43,484 564,708 401,916 2023-05-08 $9.32 $10.00 124.0% 36.0% 125.0% 17.5% 136.2% -10.1% 1.7% 933.7K -94.1M -1.1M 0.50 5.02 N/A N/A 83,529 41,907 521,719 372,730 2023-05-09 $9.38 $10.00 123.2% 36.1% 115.6% 16.5% 132.9% -11.8% 1.7% 1.2M -101.1M -1.1M 0.26 6.52 N/A N/A 71,874 18,388 546,524 385,155 2023-05-10 $10.36 $10.00 118.2% 34.4% 120.7% 9.4% 130.8% -9.3% 1.5% 2.5M -169.0M -1.2M 0.47 6.59 N/A N/A 165,276 78,395 567,449 391,382 2023-05-11 $8.73 $10.00 119.7% 35.0% 123.1% 11.4% 127.4% -6.2% 2.6% 249.1K -42.2M -1.0M 0.55 5.95 N/A N/A 127,850 69,708 579,053 408,527 2023-05-12 $8.82 $10.00 112.8% 32.8% 122.1% 1.7% 122.0% -3.3% 3.1% 442.0K -37.9M -996.8K 0.60 5.43 N/A N/A 78,359 46,647 603,026 419,574 2023-05-15 $9.45 $10.00 109.8% 31.6% 125.4% 0.0% 118.5% -4.2% -0.0% 918.0K -89.8M -1.0M 0.46 5.86 N/A N/A 67,692 31,459 528,314 389,074 2023-05-16 $9.27 $10.00 109.4% 31.5% 125.3% 0.0% 117.6% -2.6% -0.9% 913.5K -77.1M -1.0M 0.71 5.26 N/A N/A 48,495 34,490 542,742 392,577 2023-05-17 $10.20 $10.00 107.5% 30.8% 128.5% 0.0% 114.6% -3.3% 1.0% 2.0M -140.7M -1.1M 0.60 5.17 N/A N/A 80,791 48,860 552,347 407,589 2023-05-18 $9.41 $10.00 107.8% 30.9% 124.7% 0.4% 109.8% -2.9% -0.8% 943.3K -76.8M -1.0M 0.78 5.64 N/A N/A 109,868 85,496 563,808 413,543 2023-05-19 $9.18 $10.00 105.2% 30.2% 122.3% 0.0% 108.1% -2.2% 0.8% 657.9K -62.0M -1.0M 0.43 4.28 N/A N/A 72,601 31,229 597,584 432,121 2023-05-22 $9.66 $10.00 102.5% 29.4% 123.5% 0.0% 107.2% -0.7% 1.9% 1.1M -92.3M -1.0M 0.43 4.97 N/A N/A 86,173 36,689 515,011 382,366 2023-05-23 $9.36 $10.00 103.0% 29.7% 124.1% 0.8% 108.5% -2.3% 0.4% 1.0M -74.6M -1.0M 0.52 5.03 N/A N/A 72,760 37,983 534,110 396,697 2023-05-24 $9.54 $10.00 104.2% 30.5% 122.7% 2.7% 109.2% -2.0% 1.6% 1.0M -81.4M -1.0M 0.61 4.23 N/A N/A 52,443 31,896 547,360 407,254 2023-05-25 $9.11 $10.00 109.1% 31.1% 122.7% 10.5% 111.5% -1.4% -1.5% 459.1K -54.1M -1.0M 0.60 5.89 N/A N/A 89,590 53,887 563,698 420,062 2023-05-26 $8.91 $10.00 113.3% 33.2% 122.7% 17.2% 118.2% -3.9% -0.1% 580.7K -39.8M -1.0M 0.39 2.63 N/A N/A 131,438 50,688 590,600 436,473 2023-05-30 $9.43 $10.00 110.0% 32.4% 113.5% 11.9% 116.5% -1.0% 0.3% 1.2M -86.3M -1.0M 0.42 2.61 N/A N/A 138,952 58,205 547,511 411,010 2023-05-31 $9.75 $10.00 108.1% 31.8% 109.6% 8.9% 115.3% -1.5% -0.3% 1.8M -106.6M -1.0M 0.36 2.63 N/A N/A 102,270 36,396 567,224 420,719
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