MARA Options History — March 2024 In March 2024, MARA traded between $18.02 and $26.68. ATM implied volatility averaged 130.6%, placing in the 39.1% IV rank vs the trailing year. The 30-day expected move averaged 37.8%. IV traded below realized volatility by 12.9% (HV 20d: 143.5%). Max pain ranged from $18.00 to $19.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 17 of 20 days. Put/call ratio averaged 0.45.
Notable Days 2024-03-28 : Highest Volume — 529,448 contracts2024-03-28 : Largest IV spike — 12.9% change2024-03-04 : Highest IV Rank — 54.1%2024-03-04 : Largest Expected Move — 42.2%Monthly Statistics Metric Avg Min Max Open Close Price $21.56 $18.02 $26.68 $26.68 $22.45 Max Pain $18.90 $18.00 $19.00 $19.00 $19.00 ATM IV 130.6% 109.3% 146.6% 136.9% 123.4% Expected Move 37.8% 34.2% 42.2% 38.5% 34.4% HV 20d 143.5% 106.6% 167.4% 158.8% 106.6% HV 60d 138.4% 128.6% 141.9% 138.1% 128.7% IV Rank 39.1% 19.1% 54.1% 45.0% 32.3% IV Percentile 79.3% 44.8% 93.7% 87.7% 74.2% Term Structure 2.3% -0.8% 10.1% -0.2% 3.0% VWIV 140.7% 124.5% 157.5% 142.2% 128.6% Skew 25d -22.1% -29.9% -16.2% -24.6% -16.2% Skew 10d -42.3% -62.5% -26.6% -36.3% -29.1% Call IV 25d 148.5% 133.2% 165.3% 154.3% 134.3% Put IV 25d 126.4% 114.1% 140.6% 129.8% 118.2% Bid-Ask Spread % 5.38 3.73 7.61 5.77 4.60 Gamma HHI 0.06 0.05 0.11 0.11 0.10 Net GEX 5.0M 546.2K 10.2M 6.6M 10.2M Net DEX -602.8M -1.07B -231.2M -1.07B -740.4M Net VEX -3.4M -3.7M -3.0M -3.7M -3.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.45 0.29 0.68 0.48 0.42 Total Volume 342,664.9 205,628 529,448 466,055 529,448 Total OI 1,366,387.25 1,119,437 1,677,700 1,677,700 1,281,123
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 2024-03-01 $26.68 $19.00 136.9% 38.5% 158.8% 45.0% 142.2% -24.6% -0.2% 6.6M -1.07B -3.7M 0.48 5.77 N/A N/A 314,585 151,470 1,024,541 653,159 2024-03-04 $25.84 $18.00 146.6% 42.2% 158.8% 54.1% 157.5% -24.7% 0.8% 6.6M -1.01B -3.7M 0.37 6.39 N/A N/A 383,010 140,325 831,890 525,629 2024-03-05 $22.34 $19.00 132.7% 39.6% 166.2% 41.0% 152.8% -27.9% 10.1% 3.1M -598.2M -3.4M 0.53 3.89 N/A N/A 303,649 161,112 891,139 558,627 2024-03-06 $22.81 $19.00 138.0% 40.0% 166.2% 46.1% 150.1% -28.8% -0.8% 3.7M -658.7M -3.6M 0.38 5.72 N/A N/A 209,036 80,300 917,437 571,506 2024-03-07 $21.84 $19.00 134.9% 39.0% 167.4% 43.1% 151.8% -29.9% 1.0% 2.1M -546.9M -3.5M 0.41 3.86 N/A N/A 173,826 70,813 945,356 580,688 2024-03-08 $23.55 $19.00 140.8% 41.2% 155.0% 48.7% 154.4% -26.9% 4.0% 7.2M -791.1M -3.7M 0.48 4.52 N/A N/A 318,878 153,688 963,071 583,485 2024-03-11 $20.96 $19.00 144.2% 41.5% 155.7% 51.8% 153.2% -24.4% 4.2% 3.4M -558.7M -3.3M 0.29 4.33 N/A N/A 291,335 83,887 832,094 502,711 2024-03-12 $20.23 $19.00 132.5% 38.2% 145.7% 40.9% 141.6% -21.1% 0.9% 4.8M -494.5M -3.3M 0.51 5.27 N/A N/A 203,532 103,140 922,415 525,551 2024-03-13 $19.77 $18.00 137.2% 40.8% 144.7% 45.3% 150.8% -20.1% 4.1% 4.5M -462.1M -3.2M 0.40 3.73 N/A N/A 175,395 70,339 948,446 540,079 2024-03-14 $18.02 $19.00 131.7% 38.4% 137.2% 40.1% 146.7% -20.8% 2.5% 546.2K -231.2M -3.0M 0.42 5.73 N/A N/A 269,141 111,725 978,680 558,281 2024-03-15 $19.34 $19.00 133.1% 38.8% 139.5% 41.5% 145.2% -19.8% 2.9% 2.5M -431.5M -3.2M 0.47 3.97 N/A N/A 243,124 113,337 996,603 566,975 2024-03-18 $19.45 $19.00 130.4% 37.6% 139.7% 38.9% 141.1% -25.1% 0.1% 3.3M -411.4M -3.2M 0.46 6.21 N/A N/A 140,378 65,250 716,608 402,829 2024-03-19 $19.30 $19.00 123.9% 35.6% 137.1% 32.8% 130.6% -16.7% 2.0% 3.9M -400.9M -3.2M 0.50 6.14 N/A N/A 161,900 81,064 749,121 416,269 2024-03-20 $22.20 $19.00 126.3% 36.2% 145.7% 35.0% 131.4% -19.4% 1.8% 7.6M -722.0M -3.5M 0.42 6.57 N/A N/A 283,385 118,824 775,110 422,716 2024-03-21 $21.87 $19.00 124.3% 35.6% 143.2% 33.2% 128.4% -20.0% -0.6% 7.9M -688.9M -3.5M 0.64 4.68 N/A N/A 188,372 120,239 818,898 446,166 2024-03-22 $20.95 $19.00 119.8% 34.2% 143.4% 28.9% 124.5% -17.8% 1.5% 5.0M -553.6M -3.4M 0.68 6.45 N/A N/A 134,715 92,154 830,421 458,766 2024-03-25 $21.09 $19.00 124.0% 35.3% 119.9% 32.9% 129.4% -20.0% 0.6% 5.1M -553.1M -3.4M 0.38 6.76 N/A N/A 208,169 78,618 735,895 397,561 2024-03-26 $20.62 $19.00 121.3% 34.4% 118.0% 30.3% 129.1% -16.9% 2.1% 4.1M -491.6M -3.3M 0.37 5.48 N/A N/A 156,519 57,679 781,636 429,699 2024-03-27 $21.84 $19.00 109.3% 34.4% 120.8% 19.1% 124.5% -22.2% 5.2% 7.5M -644.0M -3.5M 0.43 7.61 N/A N/A 217,011 93,926 805,959 440,605 2024-03-28 $22.45 $19.00 123.4% 34.4% 106.6% 32.3% 128.6% -16.2% 3.0% 10.2M -740.4M -3.5M 0.42 4.60 N/A N/A 373,942 155,506 836,302 444,821
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