MARA Options History — August 2023 In August 2023, MARA traded between $10.48 and $16.86. ATM implied volatility averaged 96.6%, placing in the 6.4% IV rank vs the trailing year. The 30-day expected move averaged 27.6%. IV traded above realized volatility by 16.1% (HV 20d: 80.4%). Max pain ranged from $12.00 to $17.00. Net GEX was positive for 16 of 23 trading days. Term structure was in contango for 14 of 23 days. Put/call ratio averaged 0.62.
Notable Days 2023-08-29 : Highest Volume — 360,409 contracts2023-08-29 : Largest IV spike — 6.2% change2023-08-02 : Highest IV Rank — 15.3%2023-08-02 : Largest Expected Move — 31.1%Monthly Statistics Metric Avg Min Max Open Close Price $13.60 $10.48 $16.86 $16.86 $12.63 Max Pain $12.70 $12.00 $17.00 $17.00 $12.00 ATM IV 96.6% 90.0% 106.3% 104.5% 93.2% Expected Move 27.6% 25.1% 31.1% 30.6% 26.0% HV 20d 80.4% 60.9% 128.5% 77.5% 128.5% HV 60d 91.7% 84.6% 105.5% 96.9% 102.9% IV Rank 6.4% 0.0% 15.3% 12.7% 4.2% IV Percentile 2.7% 0.0% 7.5% 6.0% 2.8% Term Structure 0.5% -2.7% 5.3% -2.1% 0.4% VWIV 99.2% 88.5% 112.7% 108.8% 92.2% Skew 25d -4.9% -10.2% 0.7% -8.2% -1.6% Skew 10d -10.7% -30.7% 0.5% -11.8% -6.5% Call IV 25d 102.0% 93.7% 114.2% 111.5% 96.7% Put IV 25d 97.2% 89.3% 104.9% 103.3% 95.0% Bid-Ask Spread % 8.79 2.29 30.90 2.82 2.56 Gamma HHI 0.10 0.04 0.71 0.06 0.07 Net GEX -80.1K -12.7M 2.4M 2.1M 1.9M Net DEX -164.7M -341.4M -2.6M -341.4M -169.9M Net VEX -1.7M -1.8M -1.4M -1.8M -1.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.62 0.42 1.06 0.48 0.73 Total Volume 163,571.348 52,867 360,409 158,061 236,698 Total OI 1,028,876.087 934,087 1,111,108 974,632 1,067,929
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 2023-08-01 $16.86 $17.00 104.5% 30.6% 77.5% 12.7% 108.8% -8.2% -2.1% 2.1M -341.4M -1.8M 0.48 2.82 N/A N/A 106,684 51,377 534,525 440,107 2023-08-02 $16.48 $17.00 106.3% 31.1% 77.7% 15.3% 112.7% -9.3% -2.7% 2.1M -327.5M -1.8M 0.77 2.76 N/A N/A 107,503 82,846 560,017 449,377 2023-08-03 $16.56 $12.00 103.7% 29.4% 76.8% 11.5% 105.1% -10.0% -2.3% 1.8M -328.9M -1.8M 0.44 14.49 N/A N/A 94,281 41,122 566,122 486,187 2023-08-04 $15.91 $12.00 98.6% 28.2% 78.0% 4.3% 102.2% -10.2% -1.8% -1.5M -248.7M -1.8M 0.82 8.63 N/A N/A 99,572 81,903 574,711 495,257 2023-08-07 $14.91 $12.00 99.1% 28.9% 75.5% 5.1% 103.9% -8.6% 1.9% -511.5K -181.0M -1.7M 0.64 8.95 N/A N/A 108,280 69,375 522,157 465,826 2023-08-08 $15.82 $12.00 102.9% 29.4% 77.9% 10.5% 104.5% -8.4% -0.7% 410.4K -276.0M -1.8M 0.49 7.93 N/A N/A 103,521 50,871 548,644 484,799 2023-08-09 $15.57 $13.00 97.5% 28.7% 77.5% 2.7% 103.8% -9.7% 2.5% 267.6K -276.6M -1.8M 0.45 9.70 N/A N/A 105,503 47,287 580,074 493,323 2023-08-10 $14.50 $13.00 93.9% 27.2% 63.0% 0.0% 100.1% -7.4% 1.4% -1.6M -153.6M -1.7M 0.62 6.65 N/A N/A 111,304 68,544 587,871 504,554 2023-08-11 $14.96 $13.00 90.0% 26.4% 62.1% 0.0% 94.2% -6.8% 3.5% -12.7M -190.4M -1.8M 0.69 19.34 N/A N/A 89,397 61,406 595,922 515,186 2023-08-14 $14.93 $13.00 92.4% 26.6% 60.9% 3.1% 96.4% -6.9% 0.3% 443.6K -219.8M -1.7M 0.57 4.41 N/A N/A 71,000 40,435 537,181 457,673 2023-08-15 $14.02 $13.00 91.0% 26.2% 63.8% 1.3% 93.6% -5.7% 1.1% 139.5K -154.8M -1.7M 1.06 25.74 N/A N/A 66,651 70,751 561,455 465,100 2023-08-16 $13.64 $13.00 90.3% 25.9% 61.3% 0.3% 92.4% -5.4% 1.5% -593.6K -107.0M -1.7M 0.67 8.73 N/A N/A 79,992 53,324 576,528 495,237 2023-08-17 $12.27 $12.00 95.5% 27.3% 69.1% 7.2% 99.6% -5.3% 1.4% -475.6K -44.0M -1.6M 0.61 30.90 N/A N/A 128,305 78,138 590,812 475,814 2023-08-18 $11.25 $12.00 101.3% 29.1% 73.1% 15.0% 105.8% -1.9% -0.8% 20.0K -2.6M -1.5M 0.98 3.24 N/A N/A 95,108 93,479 612,489 476,316 2023-08-21 $11.07 $12.00 98.3% 27.9% 73.1% 11.0% 100.0% -0.3% 0.7% -74.1K -42.2M -1.5M 0.68 19.30 N/A N/A 95,873 64,809 520,114 413,973 2023-08-22 $10.96 $12.00 97.6% 27.7% 73.1% 10.0% 102.2% -1.8% 0.8% 478.2K -47.9M -1.5M 0.59 2.93 N/A N/A 67,502 39,574 554,504 418,182 2023-08-23 $11.79 $12.00 93.7% 26.5% 78.3% 4.8% 93.9% -1.0% -0.1% 1.0M -101.7M -1.6M 0.50 6.31 N/A N/A 103,556 51,766 571,489 429,067 2023-08-24 $10.48 $12.00 96.4% 27.4% 85.3% 8.4% 98.0% 0.7% -0.2% 137.3K -15.9M -1.4M 0.47 6.01 N/A N/A 84,899 39,623 600,828 430,361 2023-08-25 $10.55 $12.00 91.8% 25.6% 82.7% 2.4% 93.2% 0.3% 1.3% 236.9K -24.9M -1.4M 0.54 2.29 N/A N/A 66,394 35,723 613,108 426,613 2023-08-28 $10.61 $12.00 92.4% 25.5% 79.8% 3.2% 91.9% 0.6% 0.6% 457.2K -36.3M -1.4M 0.45 2.58 N/A N/A 36,536 16,331 541,286 403,855 2023-08-29 $13.70 $12.00 98.1% 27.7% 127.4% 10.7% 98.4% -3.2% -1.5% 1.7M -251.8M -1.8M 0.42 3.01 N/A N/A 253,562 106,847 554,792 408,734 2023-08-30 $13.41 $12.00 92.2% 25.1% 127.4% 2.9% 88.5% -2.3% 5.3% 2.4M -245.8M -1.8M 0.52 2.80 N/A N/A 134,686 69,803 613,474 442,577 2023-08-31 $12.63 $12.00 93.2% 26.0% 128.5% 4.2% 92.2% -1.6% 0.4% 1.9M -169.9M -1.7M 0.73 2.56 N/A N/A 137,164 99,534 624,582 443,347
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