MARA Options History — September 2023 In September 2023, MARA traded between $8.02 and $12.39. ATM implied volatility averaged 93.2%, placing in the 5.4% IV rank vs the trailing year. The 30-day expected move averaged 26.7%. IV traded below realized volatility by 23.7% (HV 20d: 116.8%). Max pain ranged from $10.00 to $12.50. Net GEX was positive for 17 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 0.53.
Notable Days 2023-09-08 : Highest Volume — 346,384 contracts2023-09-29 : Largest IV drop — 5.4% change2023-09-28 : Highest IV Rank — 10.3%2023-09-26 : Largest Expected Move — 27.7%Monthly Statistics Metric Avg Min Max Open Close Price $9.89 $8.02 $12.39 $12.00 $8.43 Max Pain $10.85 $10.00 $12.50 $12.50 $10.00 ATM IV 93.2% 89.0% 96.9% 89.0% 91.7% Expected Move 26.7% 24.5% 27.7% 24.5% 25.7% HV 20d 116.8% 59.3% 132.6% 128.8% 67.3% HV 60d 100.4% 93.4% 107.4% 102.7% 94.5% IV Rank 5.4% 0.0% 10.3% 0.0% 3.5% IV Percentile 5.3% 0.0% 12.3% 0.0% 3.6% Term Structure 0.3% -0.8% 2.1% 2.0% 1.6% VWIV 96.3% 87.6% 101.2% 87.6% 92.7% Skew 25d -1.8% -4.1% 0.5% -2.5% -2.6% Skew 10d -5.9% -11.7% 1.6% -5.4% -10.1% Call IV 25d 96.4% 91.6% 100.1% 92.8% 95.5% Put IV 25d 94.6% 90.3% 98.7% 90.3% 92.9% Bid-Ask Spread % 3.59 2.08 17.87 2.13 2.53 Gamma HHI 0.08 0.06 0.17 0.17 0.12 Net GEX 730.0K -467.0K 2.4M 1.8M 1.2M Net DEX -24.5M -154.7M 29.4M -104.6M 7.0M Net VEX -1.5M -1.6M -1.3M -1.6M -1.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.53 0.31 0.97 0.76 0.49 Total Volume 148,181.8 69,542 346,384 196,684 131,142 Total OI 1,096,052.8 951,787 1,245,767 1,100,267 1,134,959
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 2023-09-01 $12.00 $12.50 89.0% 24.5% 128.8% 0.0% 87.6% -2.5% 2.0% 1.8M -104.6M -1.6M 0.76 2.13 N/A N/A 111,742 84,942 641,761 458,506 2023-09-05 $12.07 $12.00 90.3% 26.5% 127.6% 1.6% 94.9% -2.0% 0.5% 984.4K -116.1M -1.6M 0.68 17.87 N/A N/A 58,048 39,196 589,663 439,467 2023-09-06 $12.09 $12.00 90.0% 26.5% 125.0% 1.3% 94.5% -2.5% 1.5% 1.4M -123.0M -1.6M 0.42 4.24 N/A N/A 91,580 38,895 606,197 447,803 2023-09-07 $12.39 $12.00 90.4% 26.6% 125.7% 1.8% 93.8% 0.5% 0.9% 2.4M -154.7M -1.6M 0.63 4.64 N/A N/A 82,207 51,868 631,452 452,081 2023-09-08 $10.82 $12.00 94.1% 27.3% 131.7% 6.6% 97.2% 0.2% 2.1% 301.7K -18.7M -1.4M 0.74 2.81 N/A N/A 198,803 147,581 651,364 459,569 2023-09-11 $10.02 $11.00 95.7% 27.3% 132.3% 8.7% 97.7% -1.1% -0.2% -467.0K 10.4M -1.4M 0.97 2.08 N/A N/A 116,224 113,096 633,720 454,870 2023-09-12 $10.14 $11.00 95.4% 27.2% 132.6% 8.3% 97.0% -1.1% -0.8% -191.4K 2.1M -1.5M 0.39 2.36 N/A N/A 142,070 56,047 669,601 487,430 2023-09-13 $9.95 $11.00 95.2% 27.3% 131.6% 8.1% 97.9% -0.4% -0.2% -227.1K 17.8M -1.5M 0.39 2.47 N/A N/A 110,969 42,747 704,470 498,555 2023-09-14 $10.02 $11.00 91.3% 26.2% 131.8% 3.0% 93.3% -1.4% 0.4% 1.6K 5.6M -1.5M 0.48 2.93 N/A N/A 107,755 51,230 729,016 504,743 2023-09-15 $9.64 $11.00 91.0% 26.2% 127.8% 2.6% 95.1% -1.2% -0.2% 464.1K 24.4M -1.4M 0.62 2.38 N/A N/A 91,975 57,366 751,278 494,489 2023-09-18 $9.82 $11.00 95.1% 27.2% 125.1% 8.0% 96.4% -2.6% -0.5% 836.4K -37.6M -1.5M 0.31 2.73 N/A N/A 152,089 46,524 569,761 382,026 2023-09-19 $9.61 $10.50 93.2% 26.7% 125.2% 5.5% 95.0% -4.1% 0.1% 1.4M -37.1M -1.5M 0.39 2.91 N/A N/A 77,958 30,324 622,687 403,193 2023-09-20 $9.34 $10.00 93.7% 26.8% 125.4% 6.0% 98.9% -3.2% -0.3% 968.5K -20.5M -1.5M 0.32 2.71 N/A N/A 71,434 23,023 642,995 416,608 2023-09-21 $9.20 $10.00 92.9% 26.6% 121.7% 5.1% 97.3% -3.9% 1.1% 498.6K -9.5M -1.5M 0.48 2.85 N/A N/A 70,708 33,766 662,412 425,145 2023-09-22 $8.73 $10.00 93.3% 26.8% 116.3% 5.6% 96.5% -1.9% -0.4% 433.0K 18.8M -1.4M 0.48 2.70 N/A N/A 81,809 39,040 676,670 427,836 2023-09-25 $8.59 $10.00 92.5% 26.6% 116.2% 4.5% 97.4% -0.9% -0.4% 616.5K 7.5M -1.4M 0.49 2.81 N/A N/A 63,213 31,057 618,339 405,107 2023-09-26 $8.27 $10.00 95.6% 27.7% 116.4% 8.6% 100.8% -1.6% -0.5% 593.5K 17.0M -1.3M 0.75 2.94 N/A N/A 39,690 29,852 641,242 413,002 2023-09-27 $8.02 $10.00 95.8% 27.6% 59.3% 8.9% 101.2% -2.4% -0.2% 284.1K 29.4M -1.3M 0.58 2.63 N/A N/A 58,590 34,053 652,924 419,610 2023-09-28 $8.61 $10.00 96.9% 27.6% 68.7% 10.3% 99.8% -1.4% -0.1% 1.3M -8.6M -1.4M 0.31 3.03 N/A N/A 117,954 37,069 671,141 429,364 2023-09-29 $8.43 $10.00 91.7% 25.7% 67.3% 3.5% 92.7% -2.6% 1.6% 1.2M 7.0M -1.4M 0.49 2.53 N/A N/A 87,818 43,324 697,167 437,792
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