MARA Options History — April 2024 In April 2024, MARA traded between $14.61 and $21.69. ATM implied volatility averaged 114.6%, placing in the 24.1% IV rank vs the trailing year. The 30-day expected move averaged 32.8%. IV traded above realized volatility by 27.4% (HV 20d: 87.2%). Max pain ranged from $18.00 to $20.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 0.39.
Notable Days 2024-04-23 : Highest Volume — 364,733 contracts2024-04-05 : Largest IV drop — 6.3% change2024-04-01 : Highest IV Rank — 32.5%2024-04-04 : Largest Expected Move — 35.7%Monthly Statistics Metric Avg Min Max Open Close Price $17.69 $14.61 $21.69 $21.69 $16.09 Max Pain $18.73 $18.00 $20.00 $19.00 $18.00 ATM IV 114.6% 107.8% 123.5% 123.5% 112.9% Expected Move 32.8% 31.0% 35.7% 34.2% 34.5% HV 20d 87.2% 61.7% 109.9% 105.9% 88.2% HV 60d 121.1% 116.6% 128.7% 128.7% 122.6% IV Rank 24.1% 17.7% 32.5% 32.5% 22.5% IV Percentile 58.8% 39.3% 74.2% 74.2% 59.1% Term Structure 0.4% -4.0% 4.9% 0.5% 2.3% VWIV 120.1% 111.7% 131.2% 127.2% 126.6% Skew 25d -13.4% -22.4% -8.5% -16.9% -11.9% Skew 10d -24.7% -40.4% -17.5% -18.6% -22.0% Call IV 25d 125.7% 117.0% 137.3% 137.0% 123.5% Put IV 25d 112.3% 104.9% 120.2% 120.1% 111.7% Bid-Ask Spread % 12.73 4.30 18.75 5.95 10.30 Gamma HHI 0.06 0.04 0.12 0.06 0.04 Net GEX 3.3M -340.4K 7.4M 6.1M 1.9M Net DEX -313.2M -595.2M -84.4M -595.2M -205.1M Net VEX -2.8M -3.4M -2.3M -3.4M -2.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.39 0.18 0.63 0.41 0.52 Total Volume 216,065.364 152,849 364,733 184,710 213,877 Total OI 1,181,726.636 978,414 1,323,949 1,152,113 1,050,571
Daily Data (22 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 2024-04-01 $21.69 $19.00 123.5% 34.2% 105.9% 32.5% 127.2% -16.9% 0.5% 6.1M -595.2M -3.4M 0.41 5.95 N/A N/A 130,979 53,731 754,000 398,113 2024-04-02 $19.73 $19.00 123.2% 33.4% 109.9% 32.2% 127.2% -17.1% -1.2% 3.1M -408.2M -3.2M 0.38 6.27 N/A N/A 138,075 52,447 784,073 416,169 2024-04-03 $19.55 $19.00 121.3% 32.7% 98.2% 30.3% 122.9% -16.6% 4.9% 3.0M -383.6M -3.2M 0.28 11.41 N/A N/A 123,281 34,661 806,971 431,283 2024-04-04 $18.51 $20.00 122.8% 35.7% 99.0% 31.8% 131.2% -14.4% 3.6% 1.9M -295.3M -3.0M 0.25 16.12 N/A N/A 227,067 57,306 823,443 434,942 2024-04-05 $18.44 $20.00 115.1% 33.5% 98.3% 24.5% 123.5% -13.7% 4.2% 2.5M -280.2M -3.0M 0.38 15.08 N/A N/A 168,816 64,636 879,600 444,349 2024-04-08 $17.91 $20.00 119.0% 34.2% 93.3% 28.2% 125.6% -18.1% 0.1% 2.6M -299.3M -2.9M 0.26 15.17 N/A N/A 166,792 43,868 764,058 397,350 2024-04-09 $17.98 $19.00 117.3% 33.6% 85.2% 26.6% 123.9% -16.9% -2.1% 3.8M -317.5M -2.9M 0.18 16.79 N/A N/A 136,485 25,045 819,882 410,328 2024-04-10 $17.29 $19.00 114.9% 32.5% 85.3% 24.3% 118.0% -15.9% -2.3% 2.9M -247.6M -2.8M 0.26 15.71 N/A N/A 134,714 35,064 843,306 413,414 2024-04-11 $17.61 $19.00 112.4% 32.5% 85.6% 21.9% 117.0% -14.8% 2.3% 4.3M -287.9M -2.8M 0.30 15.86 N/A N/A 117,627 35,222 858,371 417,846 2024-04-12 $16.13 $19.00 107.8% 31.0% 85.0% 17.7% 111.7% -12.1% 0.3% -340.4K -141.6M -2.6M 0.34 17.38 N/A N/A 254,763 87,031 877,834 421,857 2024-04-15 $15.18 $19.00 108.5% 31.1% 82.1% 18.3% 115.1% -12.7% 1.1% 612.3K -106.1M -2.4M 0.34 18.75 N/A N/A 135,456 45,382 788,137 405,982 2024-04-16 $14.70 $19.00 108.9% 31.2% 82.1% 18.7% 114.7% -8.5% 1.6% 538.4K -84.4M -2.3M 0.63 12.18 N/A N/A 106,231 66,810 810,297 409,236 2024-04-17 $14.61 $19.00 111.6% 32.0% 82.1% 21.2% 118.2% -9.1% 1.0% 885.5K -100.5M -2.3M 0.60 17.79 N/A N/A 96,019 57,412 825,704 414,130 2024-04-18 $15.09 $18.00 111.3% 31.8% 61.7% 20.9% 117.5% -9.9% 0.7% 1.8M -170.4M -2.4M 0.41 15.22 N/A N/A 127,455 51,653 848,185 402,398 2024-04-19 $16.32 $18.00 112.3% 32.1% 70.8% 21.9% 117.4% -10.7% 0.4% 2.4M -298.0M -2.6M 0.42 7.18 N/A N/A 214,187 90,046 869,106 409,205 2024-04-22 $17.48 $18.00 112.8% 32.4% 75.8% 22.3% 119.2% -10.8% -1.2% 3.6M -329.1M -2.7M 0.38 11.96 N/A N/A 205,998 78,236 631,821 346,593 2024-04-23 $19.57 $18.00 116.7% 33.5% 87.2% 26.0% 119.7% -12.1% -2.0% 6.7M -546.5M -3.0M 0.32 4.30 N/A N/A 276,838 87,895 681,849 361,924 2024-04-24 $19.05 $18.00 111.4% 32.5% 87.4% 21.0% 116.3% -11.1% -0.1% 6.0M -476.5M -3.0M 0.53 8.29 N/A N/A 137,285 72,663 713,291 382,668 2024-04-25 $19.05 $18.00 111.8% 31.7% 84.3% 21.4% 113.6% -9.8% -4.0% 6.2M -466.8M -3.0M 0.46 10.87 N/A N/A 109,551 49,855 725,641 392,387 2024-04-26 $19.30 $18.00 112.2% 32.0% 83.7% 21.8% 114.9% -9.9% 2.4% 7.4M -506.3M -3.0M 0.33 11.60 N/A N/A 196,990 65,406 738,836 390,322 2024-04-29 $17.86 $18.00 113.9% 33.4% 86.9% 23.3% 120.7% -22.4% -3.3% 3.7M -343.6M -2.8M 0.54 15.80 N/A N/A 117,442 63,141 659,141 343,373 2024-04-30 $16.09 $18.00 112.9% 34.5% 88.2% 22.5% 126.6% -11.9% 2.3% 1.9M -205.1M -2.6M 0.52 10.30 N/A N/A 140,632 73,245 686,499 364,072
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