MARA Options History — November 2023 In November 2023, MARA traded between $8.54 and $12.43. ATM implied volatility averaged 105.5%, placing in the 21.5% IV rank vs the trailing year. The 30-day expected move averaged 30.6%. IV traded above realized volatility by 19.1% (HV 20d: 86.4%). Max pain ranged from $11.00 to $12.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 0.34.
Notable Days 2023-11-09 : Highest Volume — 527,912 contracts2023-11-15 : Largest IV spike — 6.9% change2023-11-08 : Highest IV Rank — 36.4%2023-11-08 : Largest Expected Move — 33.8%Monthly Statistics Metric Avg Min Max Open Close Price $10.16 $8.54 $12.43 $9.02 $11.96 Max Pain $11.52 $11.00 $12.00 $11.00 $11.50 ATM IV 105.5% 95.2% 116.9% 111.4% 95.2% Expected Move 30.6% 27.2% 33.8% 33.5% 27.2% HV 20d 86.4% 76.1% 94.7% 85.7% 81.5% HV 60d 97.4% 85.6% 103.5% 101.4% 87.4% IV Rank 21.5% 8.1% 36.4% 29.2% 8.1% IV Percentile 27.9% 9.9% 46.8% 37.3% 9.9% Term Structure 0.4% -1.3% 2.8% -1.3% 0.5% VWIV 110.0% 99.0% 122.2% 117.8% 99.0% Skew 25d -6.0% -11.8% -2.8% -2.8% -7.8% Skew 10d -15.0% -22.8% -5.2% -5.2% -19.9% Call IV 25d 112.4% 101.6% 124.3% 115.8% 101.6% Put IV 25d 106.4% 93.9% 118.4% 113.0% 93.9% Bid-Ask Spread % 10.15 3.00 25.56 3.03 3.44 Gamma HHI 0.14 0.08 0.69 0.08 0.12 Net GEX 3.9M 1.6M 13.0M 2.0M 5.4M Net DEX -178.6M -401.2M -45.9M -76.9M -338.4M Net VEX -1.7M -2.0M -1.4M -1.5M -1.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.34 0.21 0.62 0.28 0.41 Total Volume 211,945.048 99,541 527,912 99,541 138,577 Total OI 1,287,885.762 1,170,868 1,409,219 1,216,460 1,362,691
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 2023-11-01 $9.02 $11.00 111.4% 33.5% 85.7% 29.2% 117.8% -2.8% -1.3% 2.0M -76.9M -1.5M 0.28 3.03 N/A N/A 77,647 21,894 779,745 436,715 2023-11-02 $9.80 $12.00 109.1% 32.4% 89.5% 26.3% 117.7% -4.9% 0.9% 3.7M -154.7M -1.6M 0.42 7.02 N/A N/A 156,215 64,878 796,567 443,594 2023-11-03 $9.46 $12.00 105.0% 31.1% 88.9% 20.9% 111.8% -4.9% 1.0% 3.9M -117.4M -1.5M 0.32 23.75 N/A N/A 154,710 49,772 824,123 453,322 2023-11-06 $9.23 $12.00 107.6% 31.7% 88.7% 24.2% 113.6% -4.4% 2.8% 2.0M -85.4M -1.5M 0.33 11.70 N/A N/A 98,936 32,606 755,216 415,867 2023-11-07 $9.09 $12.00 110.9% 31.9% 89.0% 28.6% 114.3% -4.6% 0.2% 2.0M -74.9M -1.5M 0.21 7.11 N/A N/A 111,479 23,906 789,225 432,539 2023-11-08 $8.54 $12.00 116.9% 33.8% 88.7% 36.4% 122.2% -5.9% 0.3% 1.6M -45.9M -1.4M 0.42 6.58 N/A N/A 129,744 54,990 822,251 439,763 2023-11-09 $9.18 $12.00 114.5% 33.1% 91.9% 33.3% 120.1% -7.9% 1.1% 3.3M -108.6M -1.6M 0.24 7.69 N/A N/A 425,065 102,847 871,470 458,134 2023-11-10 $9.52 $12.00 113.1% 32.9% 91.7% 31.4% 117.3% -5.3% 2.6% 4.2M -122.1M -1.6M 0.27 21.81 N/A N/A 161,048 43,554 905,501 490,377 2023-11-13 $9.16 $12.00 111.6% 32.0% 92.3% 29.5% 115.8% -4.9% 0.8% 2.0M -77.3M -1.5M 0.27 23.10 N/A N/A 114,429 31,198 829,632 455,732 2023-11-14 $9.16 $12.00 106.3% 30.5% 91.5% 22.6% 111.3% -6.1% 0.2% 2.1M -77.8M -1.5M 0.26 11.57 N/A N/A 118,114 30,678 834,995 468,905 2023-11-15 $10.23 $11.00 113.7% 32.6% 91.6% 32.2% 116.9% -7.9% -0.5% 3.8M -184.2M -1.7M 0.30 11.04 N/A N/A 237,093 71,535 842,162 476,349 2023-11-16 $9.70 $12.00 108.7% 31.2% 94.6% 25.7% 112.3% -6.7% -0.5% 3.7M -120.6M -1.6M 0.41 3.63 N/A N/A 135,898 55,041 891,819 494,084 2023-11-17 $9.98 $11.00 101.3% 29.0% 94.7% 16.0% 104.7% -6.5% 1.3% 13.0M -156.9M -1.6M 0.40 25.56 N/A N/A 142,108 57,031 912,966 496,253 2023-11-20 $10.57 $11.00 99.9% 28.7% 85.7% 14.2% 103.7% -4.6% -0.7% 3.1M -205.6M -1.7M 0.33 3.99 N/A N/A 188,915 61,393 756,529 414,339 2023-11-21 $10.34 $11.00 100.6% 28.8% 78.0% 15.2% 102.7% -5.5% -0.7% 3.2M -181.0M -1.7M 0.37 9.19 N/A N/A 136,631 50,721 797,106 429,898 2023-11-22 $10.89 $11.00 97.9% 27.9% 78.9% 11.6% 100.2% -5.4% -0.1% 4.5M -253.1M -1.8M 0.27 3.61 N/A N/A 172,205 46,706 827,340 450,350 2023-11-24 $11.30 $11.00 98.4% 28.7% 76.2% 12.2% 102.1% -5.7% -1.3% 4.0M -313.6M -1.8M 0.36 3.15 N/A N/A 207,205 73,707 852,031 463,767 2023-11-27 $11.32 $11.00 98.6% 29.1% 76.1% 12.5% 103.3% -5.5% 0.7% 3.2M -265.3M -1.8M 0.62 5.90 N/A N/A 117,941 73,607 801,009 437,903 2023-11-28 $12.38 $11.00 97.5% 28.5% 80.1% 11.1% 101.1% -7.4% 0.8% 5.0M -390.3M -1.9M 0.33 3.00 N/A N/A 224,416 73,732 835,516 461,805 2023-11-29 $12.43 $11.50 97.2% 28.3% 79.4% 10.7% 101.2% -11.8% 0.0% 5.7M -401.2M -2.0M 0.38 17.32 N/A N/A 132,514 50,160 860,674 477,337 2023-11-30 $11.96 $11.50 95.2% 27.2% 81.5% 8.1% 99.0% -7.8% 0.5% 5.4M -338.4M -1.9M 0.41 3.44 N/A N/A 98,334 40,243 874,769 487,922
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