MARA Options History — December 2023 In December 2023, MARA traded between $13.55 and $31.13. ATM implied volatility averaged 128.6%, placing in the 47.6% IV rank vs the trailing year. The 30-day expected move averaged 37.3%. IV traded above realized volatility by 30.6% (HV 20d: 98.0%). Max pain ranged from $10.00 to $15.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 0.51.
Notable Days 2023-12-29 : Highest Volume — 1,073,615 contracts2023-12-04 : Largest IV spike — 15.7% change2023-12-26 : Highest IV Rank — 100.0%2023-12-28 : Largest Expected Move — 58.3%Monthly Statistics Metric Avg Min Max Open Close Price $19.97 $13.55 $31.13 $13.55 $23.12 Max Pain $11.18 $10.00 $15.00 $12.00 $15.00 ATM IV 128.6% 94.3% 195.4% 94.3% 164.8% Expected Move 37.3% 27.1% 58.3% 27.1% 49.0% HV 20d 98.0% 81.9% 142.7% 87.4% 142.7% HV 60d 93.9% 86.9% 106.4% 90.9% 106.4% IV Rank 47.6% 6.9% 100.0% 6.9% 71.3% IV Percentile 59.7% 9.1% 100.0% 9.1% 97.6% Term Structure -1.3% -8.2% 5.0% 1.1% -5.8% VWIV 134.8% 97.3% 206.7% 97.3% 180.7% Skew 25d -16.0% -22.9% -6.8% -6.8% -21.9% Skew 10d -28.6% -55.7% -11.2% -14.0% -40.2% Call IV 25d 143.4% 100.9% 214.9% 100.9% 185.0% Put IV 25d 127.4% 94.1% 192.9% 94.1% 163.1% Bid-Ask Spread % 9.09 2.89 14.37 2.89 9.91 Gamma HHI 0.10 0.06 0.35 0.24 0.08 Net GEX 6.8M 186.9K 12.3M 7.7M 186.9K Net DEX -1.05B -2.14B -486.2M -559.5M -867.6M Net VEX -2.6M -3.7M -2.0M -2.0M -3.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.51 0.33 0.71 0.37 0.70 Total Volume 456,871.05 141,213 1,073,615 404,899 1,073,615 Total OI 1,478,837.05 1,215,332 1,887,750 1,376,768 1,887,750
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 2023-12-01 $13.55 $12.00 94.3% 27.1% 87.4% 6.9% 97.3% -6.8% 1.1% 7.7M -559.5M -2.0M 0.37 2.89 N/A N/A 294,890 110,009 882,695 494,073 2023-12-04 $14.96 $10.00 109.1% 31.7% 89.8% 26.3% 115.6% -14.2% 4.2% 4.8M -613.9M -2.2M 0.38 6.97 N/A N/A 323,554 122,382 814,977 459,409 2023-12-05 $15.36 $10.00 109.9% 32.0% 88.1% 27.3% 116.5% -13.9% 3.9% 5.9M -676.0M -2.2M 0.36 10.19 N/A N/A 284,733 101,638 875,126 489,497 2023-12-06 $15.66 $10.00 107.7% 31.9% 86.8% 24.3% 116.1% -14.5% 5.0% 6.6M -702.4M -2.3M 0.49 9.13 N/A N/A 169,343 83,488 910,959 521,334 2023-12-07 $15.41 $10.00 106.4% 31.0% 81.9% 22.7% 112.8% -15.1% 4.0% 5.7M -660.8M -2.3M 0.60 9.82 N/A N/A 108,748 65,357 923,727 541,993 2023-12-08 $16.68 $10.00 105.4% 30.7% 82.4% 21.4% 111.4% -13.8% 4.8% 5.7M -843.7M -2.3M 0.46 6.81 N/A N/A 216,659 99,769 935,067 552,362 2023-12-11 $14.64 $10.00 109.5% 31.4% 100.0% 26.7% 115.2% -12.7% -0.9% 2.6M -486.2M -2.2M 0.53 10.56 N/A N/A 201,126 106,694 848,224 502,184 2023-12-12 $14.93 $10.00 104.6% 30.0% 97.5% 20.4% 108.4% -14.8% -1.0% 3.2M -532.0M -2.2M 0.33 13.84 N/A N/A 106,229 34,984 890,185 539,491 2023-12-13 $16.66 $10.00 109.6% 31.0% 101.5% 26.9% 111.8% -13.6% -2.0% 6.5M -791.2M -2.3M 0.36 9.80 N/A N/A 218,372 78,247 907,881 547,149 2023-12-14 $17.76 $10.00 111.4% 31.6% 97.9% 29.2% 115.7% -18.8% -1.4% 8.1M -924.0M -2.4M 0.49 9.21 N/A N/A 237,322 116,394 910,513 565,283 2023-12-15 $18.09 $10.00 116.0% 32.7% 93.3% 35.2% 119.7% -15.7% -2.5% 12.0M -972.4M -2.4M 0.46 8.52 N/A N/A 209,158 96,735 921,517 599,890 2023-12-18 $19.96 $10.00 116.1% 33.1% 96.2% 35.3% 122.0% -17.7% 0.1% 6.9M -976.9M -2.4M 0.67 8.44 N/A N/A 223,955 149,062 784,644 430,688 2023-12-19 $21.94 $10.00 126.6% 36.2% 98.3% 49.1% 128.2% -22.0% -0.7% 7.4M -1.20B -2.6M 0.69 6.87 N/A N/A 351,665 242,538 821,920 474,841 2023-12-20 $22.45 $11.00 139.7% 40.1% 96.0% 66.3% 147.7% -22.9% -1.4% 6.8M -1.26B -2.9M 0.43 14.37 N/A N/A 432,370 187,527 880,478 570,689 2023-12-21 $24.93 $12.50 141.7% 40.8% 98.8% 68.9% 144.6% -17.3% -4.5% 10.0M -1.58B -3.0M 0.47 11.59 N/A N/A 369,141 173,037 949,986 610,201 2023-12-22 $26.98 $12.50 161.2% 46.9% 99.6% 94.3% 167.4% -17.5% -8.2% 12.3M -1.89B -3.2M 0.52 10.67 N/A N/A 521,484 268,590 986,360 658,206 2023-12-26 $26.86 $12.50 168.1% 49.3% 100.0% 100.0% 175.8% -13.8% -7.7% 7.3M -1.57B -3.3M 0.71 7.94 N/A N/A 211,503 149,862 905,649 620,363 2023-12-27 $31.13 $14.00 173.7% 51.4% 105.5% 100.0% 182.5% -10.7% -5.6% 9.6M -2.14B -3.4M 0.56 5.79 N/A N/A 415,727 232,768 952,163 674,015 2023-12-28 $28.34 $14.00 195.4% 58.3% 115.9% 100.0% 206.7% -22.0% -8.0% 6.8M -1.71B -3.7M 0.61 8.57 N/A N/A 465,606 283,140 992,249 743,003 2023-12-29 $23.12 $15.00 164.8% 49.0% 142.7% 71.3% 180.7% -21.9% -5.8% 186.9K -867.6M -3.5M 0.70 9.91 N/A N/A 630,386 443,229 1,078,770 808,980
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