MARA Options History — October 2023 In October 2023, MARA traded between $7.25 and $9.79. ATM implied volatility averaged 107.8%, placing in the 24.6% IV rank vs the trailing year. The 30-day expected move averaged 31.5%. IV traded above realized volatility by 19.2% (HV 20d: 88.6%). Max pain ranged from $10.00 to $12.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.37.
Notable Days 2023-10-24 : Highest Volume — 520,245 contracts2023-10-24 : Largest IV spike — 9.8% change2023-10-24 : Highest IV Rank — 42.8%2023-10-24 : Largest Expected Move — 36.6%Monthly Statistics Metric Avg Min Max Open Close Price $8.28 $7.25 $9.79 $8.54 $8.71 Max Pain $11.32 $10.00 $12.00 $10.00 $11.00 ATM IV 107.8% 97.2% 121.8% 97.2% 111.0% Expected Move 31.5% 27.7% 36.6% 27.7% 33.4% HV 20d 88.6% 67.2% 105.9% 67.2% 85.6% HV 60d 97.8% 94.4% 102.9% 94.4% 102.0% IV Rank 24.6% 10.7% 42.8% 10.7% 28.8% IV Percentile 30.1% 13.5% 52.8% 13.5% 36.9% Term Structure -0.8% -5.4% 3.3% 2.5% -1.2% VWIV 112.6% 100.2% 130.2% 100.2% 120.3% Skew 25d -2.3% -6.2% 2.1% -4.2% -4.5% Skew 10d -7.3% -17.1% 4.9% -12.5% -15.1% Call IV 25d 112.0% 101.6% 125.7% 102.1% 116.6% Put IV 25d 109.7% 97.9% 122.0% 97.9% 112.1% Bid-Ask Spread % 11.06 2.10 32.47 2.57 21.33 Gamma HHI 0.11 0.06 0.58 0.07 0.07 Net GEX 1.7M 96.2K 5.6M 980.9K 1.5M Net DEX -31.6M -176.8M 49.4M -15.0M -59.3M Net VEX -1.4M -1.7M -1.2M -1.4M -1.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.37 0.18 0.57 0.43 0.33 Total Volume 164,733.591 76,111 520,245 213,044 77,108 Total OI 1,187,154.773 1,056,625 1,300,926 1,056,625 1,200,201
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 2023-10-02 $8.54 $10.00 97.2% 27.7% 67.2% 10.7% 100.2% -4.2% 2.5% 980.9K -15.0M -1.4M 0.43 2.57 N/A N/A 149,111 63,933 639,858 416,767 2023-10-03 $7.25 $10.00 104.7% 30.6% 84.3% 20.4% 112.2% -0.1% 0.2% 96.2K 49.4M -1.2M 0.30 2.10 N/A N/A 157,552 47,206 676,448 432,263 2023-10-04 $7.49 $10.00 105.4% 30.5% 86.3% 21.3% 108.1% -2.0% 1.3% 732.6K 28.3M -1.2M 0.32 2.38 N/A N/A 102,721 32,516 739,042 438,153 2023-10-05 $7.50 $12.00 103.8% 30.1% 85.0% 19.4% 109.3% -2.6% 0.3% 1.0M 20.2M -1.3M 0.40 20.08 N/A N/A 77,733 30,841 764,668 442,229 2023-10-06 $8.00 $12.00 101.4% 29.4% 80.1% 16.1% 105.4% -2.3% 3.3% 4.7M -14.0M -1.3M 0.30 16.32 N/A N/A 141,436 42,841 776,669 443,022 2023-10-09 $8.34 $12.00 104.1% 29.9% 79.0% 19.7% 106.0% -0.4% -0.3% 1.3M -27.1M -1.4M 0.40 4.20 N/A N/A 67,418 27,096 708,429 426,426 2023-10-10 $8.45 $12.00 99.7% 28.9% 79.0% 13.9% 101.4% -0.4% 1.2% 1.6M -34.4M -1.4M 0.56 3.79 N/A N/A 72,306 40,777 720,287 428,991 2023-10-11 $7.92 $12.00 100.5% 29.1% 81.4% 15.0% 104.2% 1.2% 1.0% 808.8K 8.7M -1.3M 0.48 13.73 N/A N/A 79,791 38,623 726,467 439,371 2023-10-12 $7.89 $12.00 100.5% 28.9% 81.2% 15.0% 103.1% 2.1% 0.6% 838.9K 8.4M -1.3M 0.57 3.34 N/A N/A 48,494 27,617 747,844 443,516 2023-10-13 $7.71 $12.00 103.6% 29.8% 80.7% 19.1% 106.1% 0.6% 0.6% 579.3K 16.9M -1.2M 0.46 7.97 N/A N/A 66,974 30,570 759,951 448,981 2023-10-16 $8.07 $12.00 108.8% 31.1% 82.6% 25.8% 110.4% -3.4% -3.5% 863.2K -11.8M -1.3M 0.18 32.47 N/A N/A 194,502 35,577 705,495 422,770 2023-10-17 $8.39 $12.00 106.4% 30.5% 84.2% 22.7% 108.7% -0.7% -4.9% 1.7M -33.6M -1.4M 0.31 8.10 N/A N/A 88,759 27,499 751,571 433,485 2023-10-18 $7.66 $12.00 108.9% 31.2% 89.1% 26.0% 111.0% -3.2% -3.2% 685.3K 13.3M -1.2M 0.36 3.13 N/A N/A 66,737 24,240 768,613 438,710 2023-10-19 $7.64 $11.00 110.4% 31.9% 89.1% 28.0% 113.6% -2.8% -4.7% 884.5K 8.1M -1.2M 0.35 8.21 N/A N/A 79,455 28,106 782,902 436,160 2023-10-20 $7.71 $11.00 108.2% 31.5% 87.9% 25.0% 112.3% -4.2% -5.4% 746.6K 5.1M -1.2M 0.23 15.84 N/A N/A 149,064 34,929 801,877 428,177 2023-10-23 $8.79 $11.00 110.9% 33.0% 100.3% 28.6% 117.7% -3.8% -1.0% 1.9M -73.8M -1.4M 0.26 30.68 N/A N/A 228,150 58,973 712,064 396,671 2023-10-24 $9.79 $11.00 121.8% 36.6% 105.9% 42.8% 130.2% -3.2% -3.1% 2.9M -176.8M -1.6M 0.29 17.32 N/A N/A 402,579 117,666 765,961 416,252 2023-10-25 $9.52 $11.00 119.9% 35.8% 105.8% 40.3% 129.0% -6.2% -0.7% 3.1M -155.1M -1.7M 0.37 9.76 N/A N/A 168,363 61,814 841,824 442,433 2023-10-26 $9.02 $11.00 117.5% 35.3% 105.3% 37.1% 125.4% -4.8% 0.3% 2.4M -96.8M -1.6M 0.53 9.19 N/A N/A 108,251 57,132 842,471 449,383 2023-10-27 $9.00 $11.00 114.4% 33.9% 105.0% 33.2% 121.6% -2.2% -0.1% 5.6M -88.9M -1.5M 0.40 7.65 N/A N/A 98,848 39,262 839,666 461,260 2023-10-30 $8.84 $11.00 113.2% 34.1% 105.2% 31.6% 122.0% -3.1% -1.1% 1.5M -67.5M -1.5M 0.33 3.25 N/A N/A 98,785 32,784 739,849 420,228 2023-10-31 $8.71 $11.00 111.0% 33.4% 85.6% 28.8% 120.3% -4.5% -1.2% 1.5M -59.3M -1.5M 0.33 21.33 N/A N/A 58,138 18,970 769,606 430,595
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