MARA Options History — July 2023 In July 2023, MARA traded between $15.25 and $19.27. ATM implied volatility averaged 111.5%, placing in the 22.8% IV rank vs the trailing year. The 30-day expected move averaged 32.1%. IV traded above realized volatility by 18.5% (HV 20d: 93.0%). Max pain ranged from $11.00 to $17.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 0.55.
Notable Days 2023-07-13 : Highest Volume — 444,811 contracts2023-07-21 : Largest IV drop — 9.0% change2023-07-13 : Highest IV Rank — 34.4%2023-07-13 : Largest Expected Move — 34.4%Monthly Statistics Metric Avg Min Max Open Close Price $16.78 $15.25 $19.27 $15.32 $17.36 Max Pain $14.75 $11.00 $17.00 $12.00 $17.00 ATM IV 111.5% 100.9% 119.7% 113.4% 104.2% Expected Move 32.1% 29.2% 34.4% 32.6% 30.5% HV 20d 93.0% 79.5% 105.1% 105.1% 83.0% HV 60d 104.1% 97.3% 111.3% 111.2% 97.4% IV Rank 22.8% 7.5% 34.4% 25.5% 12.2% IV Percentile 11.2% 3.2% 20.2% 12.7% 5.2% Term Structure 0.3% -2.2% 3.7% 3.0% -2.2% VWIV 114.5% 105.1% 122.2% 112.9% 108.0% Skew 25d -12.8% -17.8% -8.9% -11.1% -8.9% Skew 10d -25.6% -39.2% -14.5% -15.9% -17.9% Call IV 25d 123.8% 110.1% 138.4% 125.5% 112.2% Put IV 25d 111.1% 100.2% 120.6% 114.4% 103.3% Bid-Ask Spread % 5.27 2.72 15.41 2.72 2.94 Gamma HHI 0.10 0.06 0.38 0.10 0.07 Net GEX 2.9M 548.8K 6.9M 3.3M 2.4M Net DEX -438.8M -726.0M -256.9M -433.9M -379.0M Net VEX -1.6M -1.8M -1.4M -1.4M -1.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.55 0.36 0.81 0.56 0.51 Total Volume 222,021.05 110,325 444,811 258,381 144,811 Total OI 1,031,526.9 915,537 1,169,865 922,135 932,010
Daily Data (20 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 2023-07-03 $15.32 $12.00 113.4% 32.6% 105.1% 25.5% 112.9% -11.1% 3.0% 3.3M -433.9M -1.4M 0.56 2.72 N/A N/A 166,137 92,244 513,218 408,917 2023-07-05 $15.71 $12.00 117.2% 33.3% 95.9% 30.9% 118.5% -10.1% 0.6% 2.9M -441.0M -1.4M 0.58 3.16 N/A N/A 174,585 100,984 519,950 443,091 2023-07-06 $15.25 $11.00 116.0% 34.0% 94.4% 29.2% 119.2% -11.8% 2.7% 2.4M -393.2M -1.5M 0.66 15.41 N/A N/A 146,385 97,288 543,207 469,263 2023-07-07 $15.59 $11.00 113.2% 33.2% 89.7% 25.1% 117.0% -14.4% 3.7% 5.7M -447.7M -1.5M 0.55 5.92 N/A N/A 258,500 142,893 572,722 479,573 2023-07-10 $16.88 $13.00 113.4% 32.8% 91.6% 25.4% 116.5% -11.7% 0.5% 3.2M -513.3M -1.6M 0.48 3.40 N/A N/A 165,039 79,837 537,630 445,402 2023-07-11 $17.43 $13.00 110.0% 31.7% 88.7% 20.6% 112.7% -11.2% 0.4% 4.3M -569.7M -1.5M 0.44 3.83 N/A N/A 139,964 61,487 558,336 459,144 2023-07-12 $16.93 $14.00 117.7% 33.5% 90.8% 31.5% 118.5% -15.1% -0.3% 3.8M -520.4M -1.6M 0.55 4.46 N/A N/A 166,508 92,095 571,148 474,400 2023-07-13 $19.27 $15.00 119.7% 34.4% 97.5% 34.4% 122.2% -17.8% -1.1% 4.8M -726.0M -1.6M 0.43 3.38 N/A N/A 310,060 134,751 585,414 500,920 2023-07-14 $18.07 $15.00 116.7% 33.5% 103.2% 30.1% 120.4% -14.3% 0.1% 6.9M -591.3M -1.7M 0.48 3.87 N/A N/A 226,884 109,172 617,875 538,332 2023-07-17 $17.34 $15.00 116.1% 33.2% 103.6% 29.3% 118.2% -15.0% -0.2% 2.1M -477.3M -1.6M 0.67 4.41 N/A N/A 120,545 80,346 558,763 485,386 2023-07-18 $16.91 $15.00 113.8% 32.6% 104.8% 26.0% 118.0% -13.9% 0.2% 1.8M -438.5M -1.7M 0.63 5.03 N/A N/A 89,581 56,466 583,901 509,287 2023-07-19 $17.61 $15.00 116.2% 33.3% 94.4% 29.4% 118.1% -13.0% -0.9% 2.9M -510.6M -1.7M 0.56 4.22 N/A N/A 104,615 58,236 595,660 519,801 2023-07-20 $16.91 $15.00 113.5% 32.6% 96.1% 25.6% 116.2% -16.4% -1.1% 1.4M -433.9M -1.7M 0.81 5.32 N/A N/A 109,807 88,529 613,245 536,020 2023-07-21 $16.91 $17.00 103.3% 29.5% 94.9% 11.0% 105.1% -13.0% 0.8% 548.8K -408.7M -1.7M 0.55 6.05 N/A N/A 131,874 72,136 621,701 548,164 2023-07-24 $16.46 $17.00 106.9% 30.8% 94.2% 16.1% 111.9% -11.7% 1.5% 1.1M -290.5M -1.7M 0.49 6.72 N/A N/A 102,525 50,184 491,419 424,118 2023-07-25 $16.29 $17.00 108.9% 31.3% 89.2% 19.0% 113.0% -12.9% -0.5% 1.4M -288.5M -1.8M 0.36 5.94 N/A N/A 94,615 34,045 515,666 442,415 2023-07-26 $16.81 $17.00 106.5% 30.4% 79.5% 15.6% 110.3% -11.3% 0.3% 2.6M -335.5M -1.8M 0.51 7.26 N/A N/A 73,174 37,151 535,525 448,871 2023-07-27 $15.95 $17.00 103.4% 29.6% 82.1% 11.1% 106.8% -12.1% -0.5% 866.6K -256.9M -1.7M 0.50 8.22 N/A N/A 103,688 51,708 544,848 454,945 2023-07-28 $16.63 $17.00 100.9% 29.2% 82.2% 7.5% 105.9% -9.9% -0.4% 2.7M -319.3M -1.7M 0.60 3.14 N/A N/A 107,147 64,425 562,951 467,300 2023-07-31 $17.36 $17.00 104.2% 30.5% 83.0% 12.2% 108.0% -8.9% -2.2% 2.4M -379.0M -1.8M 0.51 2.94 N/A N/A 95,931 48,880 508,281 423,729
« Jun 2023 | All History | Aug 2023 » Home MARA History July 2023