MARA Options History — February 2024 In February 2024, MARA traded between $16.80 and $30.70. ATM implied volatility averaged 132.7%, placing in the 41.1% IV rank vs the trailing year. The 30-day expected move averaged 38.9%. IV traded above realized volatility by 11.2% (HV 20d: 121.6%). Max pain ranged from $17.00 to $19.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 0.42.
Notable Days 2024-02-29 : Highest Volume — 960,552 contracts2024-02-29 : Largest IV drop — 15.8% change2024-02-28 : Highest IV Rank — 74.1%2024-02-28 : Largest Expected Move — 52.4%Monthly Statistics Metric Avg Min Max Open Close Price $24.06 $16.80 $30.70 $18.66 $25.82 Max Pain $17.60 $17.00 $19.00 $17.00 $19.00 ATM IV 132.7% 107.2% 167.8% 108.6% 141.3% Expected Move 38.9% 31.3% 52.4% 32.3% 42.1% HV 20d 121.6% 94.0% 159.2% 116.3% 159.2% HV 60d 126.8% 116.5% 139.3% 116.8% 139.3% IV Rank 41.1% 17.1% 74.1% 18.4% 49.1% IV Percentile 75.6% 36.9% 98.8% 40.1% 90.5% Term Structure -1.9% -8.7% 2.6% 2.6% -0.5% VWIV 140.7% 114.7% 187.5% 114.7% 154.6% Skew 25d -22.8% -35.3% -7.8% -13.1% -28.2% Skew 10d -31.8% -42.2% -20.8% -27.6% -42.2% Call IV 25d 150.6% 114.9% 195.0% 119.0% 163.6% Put IV 25d 127.8% 104.4% 159.8% 105.8% 135.4% Bid-Ask Spread % 6.78 3.26 14.42 6.66 7.60 Gamma HHI 0.09 0.05 0.20 0.08 0.05 Net GEX 8.0M 3.0M 12.9M 9.5M 4.3M Net DEX -1.06B -1.84B -310.5M -564.1M -906.6M Net VEX -3.3M -3.9M -2.7M -3.0M -3.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.42 0.27 0.62 0.62 0.46 Total Volume 475,491.7 148,402 960,552 369,928 960,552 Total OI 1,440,190.9 1,229,541 1,676,877 1,500,648 1,640,877
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 2024-02-01 $18.66 $17.00 108.6% 32.3% 116.3% 18.4% 114.7% -13.1% 2.6% 9.5M -564.1M -3.0M 0.62 6.66 N/A N/A 228,408 141,520 917,467 583,181 2024-02-02 $18.09 $17.00 107.2% 32.2% 103.7% 17.1% 118.1% -14.4% -1.4% 9.1M -478.7M -2.9M 0.40 9.01 N/A N/A 207,245 82,702 930,749 584,400 2024-02-05 $16.80 $17.00 108.2% 31.6% 100.3% 18.0% 116.0% -7.8% 1.6% 3.0M -310.5M -2.7M 0.29 6.48 N/A N/A 165,300 48,372 817,571 484,158 2024-02-06 $17.05 $17.00 107.2% 31.4% 94.0% 17.1% 114.8% -13.3% 1.9% 4.0M -336.5M -2.7M 0.32 7.66 N/A N/A 112,845 35,557 843,981 499,205 2024-02-07 $17.49 $17.00 108.3% 31.3% 95.5% 18.2% 117.0% -16.1% 1.0% 5.3M -394.5M -2.8M 0.27 10.13 N/A N/A 187,765 51,078 856,174 506,498 2024-02-08 $21.24 $17.00 117.7% 33.8% 121.9% 27.0% 122.2% -21.4% 0.5% 9.3M -968.1M -3.2M 0.34 9.25 N/A N/A 520,751 177,877 904,642 511,357 2024-02-09 $23.68 $17.00 133.6% 38.3% 119.1% 41.9% 139.8% -20.6% -1.0% 10.2M -1.31B -3.4M 0.27 14.42 N/A N/A 577,300 158,144 927,562 551,748 2024-02-12 $27.30 $17.00 141.2% 40.6% 112.8% 49.1% 146.8% -32.9% -4.2% 10.5M -1.58B -3.5M 0.44 3.32 N/A N/A 418,495 184,153 865,204 503,224 2024-02-13 $25.70 $17.00 135.8% 38.9% 111.9% 44.0% 140.8% -25.7% -0.6% 8.4M -1.33B -3.5M 0.53 3.26 N/A N/A 242,381 128,243 903,857 566,735 2024-02-14 $29.20 $17.00 148.5% 42.6% 116.7% 56.0% 149.9% -31.8% -2.6% 12.9M -1.84B -3.6M 0.50 4.77 N/A N/A 360,131 179,658 930,842 597,669 2024-02-15 $26.98 $17.00 150.6% 43.3% 118.6% 57.9% 155.9% -31.6% -1.2% 8.3M -1.46B -3.6M 0.57 5.80 N/A N/A 380,201 217,209 959,307 632,263 2024-02-16 $26.80 $18.00 141.8% 40.6% 118.7% 49.6% 147.7% -30.1% 0.3% 4.1M -1.38B -3.6M 0.42 8.35 N/A N/A 303,455 128,062 1,002,159 674,718 2024-02-20 $24.54 $18.00 141.3% 40.9% 125.3% 49.2% 153.3% -24.4% -8.7% 5.6M -928.7M -3.4M 0.49 6.14 N/A N/A 257,617 126,783 799,289 487,085 2024-02-21 $23.02 $18.00 131.6% 38.1% 128.0% 40.0% 140.2% -19.4% -1.3% 5.6M -772.1M -3.3M 0.44 5.05 N/A N/A 159,339 70,440 861,207 503,256 2024-02-22 $24.70 $18.00 134.4% 38.7% 128.1% 42.7% 139.1% -19.3% -3.9% 8.9M -982.0M -3.4M 0.39 7.27 N/A N/A 214,984 83,424 876,942 517,279 2024-02-23 $23.80 $18.00 127.4% 36.7% 129.8% 36.0% 134.0% -23.4% -0.2% 7.1M -823.6M -3.3M 0.41 6.77 N/A N/A 192,073 78,544 902,831 545,197 2024-02-26 $29.23 $18.00 146.1% 43.7% 144.0% 53.6% 152.4% -25.7% -8.6% 8.9M -1.44B -3.5M 0.40 3.68 N/A N/A 437,988 174,998 759,462 470,079 2024-02-27 $30.43 $19.00 156.2% 47.7% 144.1% 63.2% 169.3% -21.1% -4.3% 12.1M -1.68B -3.7M 0.33 5.76 N/A N/A 484,707 157,996 866,912 537,995 2024-02-28 $30.70 $19.00 167.8% 52.4% 143.6% 74.1% 187.5% -35.3% -8.1% 12.6M -1.75B -3.9M 0.48 4.15 N/A N/A 588,886 284,651 919,634 561,102 2024-02-29 $25.82 $19.00 141.3% 42.1% 159.2% 49.1% 154.6% -28.2% -0.5% 4.3M -906.6M -3.6M 0.46 7.60 N/A N/A 658,822 301,730 1,001,170 639,707
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