MARA Options History — June 2023 In June 2023, MARA traded between $9.18 and $13.89. ATM implied volatility averaged 106.6%, placing in the 12.4% IV rank vs the trailing year. The 30-day expected move averaged 30.9%. IV traded above realized volatility by 11.3% (HV 20d: 95.3%). Max pain ranged from $10.00 to $12.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 17 of 21 days. Put/call ratio averaged 0.47.
Notable Days 2023-06-21 : Highest Volume — 481,369 contracts2023-06-20 : Largest IV spike — 17.4% change2023-06-21 : Highest IV Rank — 36.5%2023-06-21 : Largest Expected Move — 34.7%Monthly Statistics Metric Avg Min Max Open Close Price $10.96 $9.18 $13.89 $10.04 $13.89 Max Pain $11.67 $10.00 $12.00 $10.00 $12.00 ATM IV 106.6% 95.6% 121.2% 107.1% 111.0% Expected Move 30.9% 27.8% 34.7% 31.4% 31.5% HV 20d 95.3% 73.7% 111.6% 109.9% 101.2% HV 60d 115.4% 108.9% 126.9% 126.8% 110.8% IV Rank 12.4% 0.0% 36.5% 7.3% 22.0% IV Percentile 5.3% 0.0% 17.5% 1.6% 9.9% Term Structure 1.9% -1.8% 4.3% -1.8% 3.2% VWIV 110.7% 99.2% 127.7% 110.7% 110.8% Skew 25d -8.0% -20.7% -0.7% -2.1% -11.1% Skew 10d -18.0% -42.4% -4.0% -15.0% -27.6% Call IV 25d 115.4% 99.6% 137.3% 112.3% 121.4% Put IV 25d 107.4% 95.7% 119.6% 110.2% 110.3% Bid-Ask Spread % 8.40 2.39 16.52 2.39 5.30 Gamma HHI 0.16 0.07 0.63 0.18 0.47 Net GEX 2.5M 592.0K 6.8M 2.7M 6.6M Net DEX -167.4M -349.5M -35.4M -135.0M -349.5M Net VEX -1.2M -1.4M -1.0M -1.1M -1.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.47 0.29 0.63 0.60 0.44 Total Volume 243,320.571 69,873 481,369 290,387 398,704 Total OI 1,032,507.524 791,810 1,142,759 1,010,020 1,033,204
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 2023-06-01 $10.04 $10.00 107.1% 31.4% 109.9% 7.3% 110.7% -2.1% -1.8% 2.7M -135.0M -1.1M 0.60 2.39 N/A N/A 181,758 108,629 581,427 428,593 2023-06-02 $10.09 $10.00 105.8% 30.9% 107.0% 5.3% 110.4% -0.7% -1.2% 3.0M -138.3M -1.1M 0.41 2.56 N/A N/A 136,184 56,185 614,205 460,783 2023-06-05 $9.18 $12.00 106.1% 30.8% 111.6% 5.7% 112.7% -2.1% 2.5% 785.2K -44.8M -1.0M 0.63 4.80 N/A N/A 108,559 68,791 568,462 433,736 2023-06-06 $10.09 $12.00 108.6% 31.7% 109.3% 9.7% 113.1% -2.8% 1.4% 1.9M -121.3M -1.1M 0.58 10.68 N/A N/A 161,434 93,073 598,163 461,087 2023-06-07 $9.52 $12.00 99.6% 30.7% 111.5% 0.0% 104.8% -5.1% 4.3% 1.0M -69.7M -1.1M 0.39 7.51 N/A N/A 117,984 46,247 612,649 482,153 2023-06-08 $9.64 $12.00 99.5% 29.6% 105.4% 0.0% 112.7% -5.9% 3.4% 1.6M -84.3M -1.2M 0.44 16.52 N/A N/A 48,582 21,291 633,318 495,387 2023-06-09 $9.32 $12.00 99.4% 29.2% 85.9% 0.0% 106.9% -5.1% 2.0% 592.0K -35.4M -1.1M 0.56 5.59 N/A N/A 67,482 37,868 640,956 501,803 2023-06-12 $9.36 $12.00 99.6% 29.5% 85.8% 0.4% 106.8% -5.4% 2.9% 803.9K -49.6M -1.1M 0.52 7.36 N/A N/A 50,115 26,031 591,696 461,372 2023-06-13 $9.68 $12.00 99.7% 29.5% 83.1% 0.4% 104.2% -3.3% 3.0% 1.3M -73.7M -1.1M 0.52 4.42 N/A N/A 78,360 40,916 603,939 469,950 2023-06-14 $9.73 $12.00 97.2% 28.7% 82.8% 0.0% 100.9% -2.1% 3.9% 1.5M -74.4M -1.1M 0.58 11.31 N/A N/A 83,445 48,577 608,679 479,281 2023-06-15 $9.38 $12.00 100.0% 28.8% 76.1% 4.1% 102.6% -7.2% -0.9% 836.2K -36.6M -1.1M 0.48 12.27 N/A N/A 95,554 45,710 617,450 485,329 2023-06-16 $9.96 $11.00 95.6% 27.8% 73.7% 0.0% 99.2% -3.9% 1.1% 6.8M -93.3M -1.1M 0.33 5.28 N/A N/A 190,406 62,390 639,857 494,899 2023-06-20 $11.57 $11.00 112.3% 32.2% 89.4% 23.8% 113.1% -8.8% 1.4% 1.7M -201.5M -1.2M 0.29 7.32 N/A N/A 372,733 107,658 441,853 349,957 2023-06-21 $12.18 $11.00 121.2% 34.7% 89.4% 36.5% 127.7% -17.7% -0.6% 2.9M -272.3M -1.3M 0.29 14.93 N/A N/A 373,111 108,258 516,131 389,945 2023-06-22 $11.84 $12.00 114.9% 32.9% 89.2% 27.6% 117.3% -17.2% 1.5% 3.0M -235.2M -1.3M 0.59 12.34 N/A N/A 190,624 111,706 582,862 423,016 2023-06-23 $12.68 $12.00 116.3% 33.1% 91.4% 29.5% 119.6% -20.7% 3.5% 2.9M -323.9M -1.4M 0.34 10.54 N/A N/A 345,693 115,981 595,901 448,168 2023-06-26 $11.80 $12.00 110.3% 31.3% 94.1% 21.0% 112.1% -12.2% 3.5% 1.7M -195.8M -1.4M 0.53 12.18 N/A N/A 162,876 87,098 516,983 409,730 2023-06-27 $13.39 $12.00 111.9% 32.1% 101.3% 23.3% 113.6% -10.0% 1.8% 3.6M -338.5M -1.4M 0.38 5.42 N/A N/A 215,867 82,080 553,511 433,415 2023-06-28 $13.18 $12.00 110.0% 31.2% 101.1% 20.5% 111.6% -13.5% 2.9% 3.0M -299.3M -1.4M 0.60 9.64 N/A N/A 126,166 76,018 555,117 451,925 2023-06-29 $13.73 $12.00 112.2% 32.0% 101.3% 23.8% 113.8% -10.5% 2.4% 4.1M -343.2M -1.4M 0.44 8.04 N/A N/A 180,657 78,931 557,583 458,183 2023-06-30 $13.89 $12.00 111.0% 31.5% 101.2% 22.0% 110.8% -11.1% 3.2% 6.6M -349.5M -1.4M 0.44 5.30 N/A N/A 276,669 122,035 567,448 465,756
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