MARA Options History — January 2024 In January 2024, MARA traded between $15.77 and $26.88. ATM implied volatility averaged 126.2%, placing in the 34.9% IV rank vs the trailing year. The 30-day expected move averaged 36.1%. IV traded below realized volatility by 18.2% (HV 20d: 144.3%). Max pain ranged from $15.00 to $23.00. Net GEX was positive for 17 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.61.
Notable Days 2024-01-11 : Highest Volume — 1,080,538 contracts2024-01-12 : Largest IV drop — 9.8% change2024-01-02 : Highest IV Rank — 67.6%2024-01-02 : Largest Expected Move — 50.4%Monthly Statistics Metric Avg Min Max Open Close Price $20.03 $15.77 $26.88 $22.84 $17.73 Max Pain $21.14 $15.00 $23.00 $15.00 $19.00 ATM IV 126.2% 100.4% 160.9% 160.9% 109.6% Expected Move 36.1% 28.8% 50.4% 50.4% 30.1% HV 20d 144.3% 115.0% 160.7% 139.2% 115.2% HV 60d 115.3% 106.2% 121.3% 106.6% 116.9% IV Rank 34.9% 10.7% 67.6% 67.6% 19.4% IV Percentile 62.5% 22.2% 96.8% 96.8% 44.0% Term Structure -2.2% -20.4% 4.1% -4.1% 2.3% VWIV 130.5% 104.8% 185.2% 185.2% 111.3% Skew 25d -11.7% -23.3% -6.9% -18.7% -15.7% Skew 10d -22.4% -35.2% -11.1% -28.3% -35.2% Call IV 25d 136.9% 108.3% 182.7% 176.4% 120.4% Put IV 25d 125.1% 99.2% 159.5% 157.7% 104.7% Bid-Ask Spread % 9.77 3.81 18.48 9.38 15.92 Gamma HHI 0.06 0.05 0.11 0.05 0.07 Net GEX 3.6M -2.6M 11.2M 3.2M 6.7M Net DEX -607.7M -1.54B -90.6M -937.1M -414.2M Net VEX -3.1M -3.6M -2.7M -3.4M -3.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.61 0.32 1.09 0.45 0.62 Total Volume 457,162.381 180,863 1,080,538 458,683 337,959 Total OI 1,680,408.238 1,328,469 2,025,398 1,656,648 1,487,543
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 2024-01-02 $22.84 $15.00 160.9% 50.4% 139.2% 67.6% 185.2% -18.7% -4.1% 3.2M -937.1M -3.4M 0.45 9.38 N/A N/A 317,184 141,499 963,518 693,130 2024-01-03 $23.61 $15.00 155.6% 47.3% 136.6% 62.6% 172.6% -16.4% -3.6% 4.5M -1.03B -3.5M 0.60 10.71 N/A N/A 265,536 159,732 1,039,135 719,904 2024-01-04 $26.88 $23.00 148.5% 41.2% 141.8% 56.0% 145.1% -14.8% -2.2% 11.2M -1.54B -3.6M 0.52 4.24 N/A N/A 322,428 167,348 1,069,410 750,393 2024-01-05 $24.09 $23.00 148.9% 41.0% 150.0% 56.3% 148.1% -13.1% -4.6% 4.0M -1.07B -3.5M 0.58 3.93 N/A N/A 298,671 174,601 1,095,733 780,671 2024-01-08 $26.16 $23.00 144.6% 40.2% 150.8% 52.2% 143.1% -12.6% -2.7% 6.5M -1.34B -3.5M 0.55 3.81 N/A N/A 257,913 140,570 969,091 684,466 2024-01-09 $25.69 $23.00 145.3% 40.4% 150.2% 52.9% 140.6% -9.0% -3.4% 7.1M -1.29B -3.5M 0.62 5.45 N/A N/A 157,805 98,364 1,022,612 725,674 2024-01-10 $25.55 $23.00 148.2% 40.6% 139.6% 55.7% 144.0% -23.3% -20.4% 7.4M -1.30B -3.5M 0.55 12.48 N/A N/A 272,911 148,739 1,052,392 763,841 2024-01-11 $22.30 $23.00 134.8% 37.8% 151.3% 43.0% 134.9% -13.1% -4.2% 1.0M -769.4M -3.2M 0.60 5.54 N/A N/A 676,343 404,195 1,087,680 792,056 2024-01-12 $19.04 $23.00 121.5% 34.3% 159.9% 30.5% 121.7% -11.2% -2.6% -2.6M -239.9M -2.9M 1.09 7.05 N/A N/A 490,807 537,053 1,179,280 846,118 2024-01-16 $17.77 $23.00 124.6% 35.6% 160.5% 33.5% 127.3% -7.2% -7.6% -1.1M -229.1M -2.7M 0.58 9.30 N/A N/A 274,886 159,048 1,011,894 770,870 2024-01-17 $17.23 $23.00 121.9% 35.0% 160.7% 30.9% 125.3% -6.9% -2.7% -1.0M -176.7M -2.7M 0.66 13.16 N/A N/A 187,462 123,697 1,078,031 789,499 2024-01-18 $16.20 $22.00 117.8% 33.9% 157.4% 27.0% 121.0% -7.0% -2.5% -1.2M -90.6M -2.7M 0.74 18.48 N/A N/A 296,229 219,387 1,121,461 788,380 2024-01-19 $16.12 $21.00 116.3% 33.6% 152.5% 25.6% 121.6% -10.0% -2.6% 654.7K -147.9M -2.7M 0.64 13.52 N/A N/A 411,486 263,307 1,182,109 785,677 2024-01-22 $16.59 $21.00 109.9% 32.0% 152.7% 19.6% 116.4% -6.9% 1.1% 1.4M -198.7M -2.8M 0.63 13.62 N/A N/A 207,867 131,700 778,903 549,566 2024-01-23 $16.24 $21.00 105.2% 30.6% 146.0% 15.2% 113.9% -7.8% 1.6% 2.0M -176.4M -2.7M 0.68 10.82 N/A N/A 107,356 73,507 829,794 573,478 2024-01-24 $15.77 $21.00 102.9% 30.1% 141.1% 13.1% 112.5% -9.3% 1.1% 1.1M -128.3M -2.7M 0.66 9.69 N/A N/A 165,106 108,864 847,256 584,693 2024-01-25 $16.27 $21.00 100.4% 28.8% 142.4% 10.7% 104.8% -9.1% 2.8% 5.2M -223.9M -2.7M 0.72 11.72 N/A N/A 174,070 125,438 893,214 575,426 2024-01-26 $17.74 $21.00 108.1% 30.9% 134.0% 18.0% 114.8% -10.3% 1.3% 7.4M -461.4M -3.0M 0.40 6.53 N/A N/A 440,277 175,232 919,186 617,729 2024-01-29 $18.45 $20.00 113.1% 32.8% 133.6% 22.7% 119.9% -11.6% 3.2% 5.6M -504.6M -3.1M 0.32 7.04 N/A N/A 289,974 91,565 844,163 555,653 2024-01-30 $18.27 $20.00 111.1% 31.5% 115.0% 20.7% 117.4% -11.9% 4.1% 6.8M -486.0M -3.1M 0.52 12.68 N/A N/A 134,053 70,241 893,885 575,059 2024-01-31 $17.73 $19.00 109.6% 30.1% 115.2% 19.4% 111.3% -15.7% 2.3% 6.7M -414.2M -3.0M 0.62 15.92 N/A N/A 208,541 129,418 908,536 579,007
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