MARA Options History — May 2024 In May 2024, MARA traded between $16.31 and $22.49. ATM implied volatility averaged 100.8%, placing in the 11.1% IV rank vs the trailing year. The 30-day expected move averaged 29.0%. IV traded below realized volatility by 10.4% (HV 20d: 111.1%). Max pain ranged from $18.00 to $20.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 15 of 22 days. Put/call ratio averaged 0.40.
Notable Days 2024-05-20 : Highest Volume — 434,433 contracts2024-05-20 : Largest IV spike — 14.7% change2024-05-06 : Highest IV Rank — 25.2%2024-05-06 : Largest Expected Move — 33.5%Monthly Statistics Metric Avg Min Max Open Close Price $19.53 $16.31 $22.49 $16.31 $19.32 Max Pain $19.73 $18.00 $20.00 $18.00 $20.00 ATM IV 100.8% 89.0% 115.9% 114.4% 96.7% Expected Move 29.0% 25.7% 33.5% 33.4% 26.8% HV 20d 111.1% 88.6% 123.4% 88.6% 112.5% HV 60d 112.1% 99.3% 122.0% 121.7% 99.5% IV Rank 11.1% 0.0% 25.2% 23.9% 7.3% IV Percentile 25.9% 0.0% 67.1% 63.9% 15.9% Term Structure 1.3% -5.0% 13.5% -0.1% -2.4% VWIV 107.1% 97.5% 125.7% 121.7% 98.9% Skew 25d -12.7% -17.9% -8.8% -11.5% -11.0% Skew 10d -24.8% -38.5% -18.2% -25.7% -25.8% Call IV 25d 110.8% 95.5% 127.8% 122.1% 105.0% Put IV 25d 98.1% 86.3% 113.6% 110.6% 94.0% Bid-Ask Spread % 13.06 4.95 21.89 20.14 14.02 Gamma HHI 0.07 0.04 0.23 0.04 0.06 Net GEX 6.4M 165.0K 12.4M 2.3M 4.7M Net DEX -471.4M -763.7M -185.8M -220.5M -360.9M Net VEX -3.0M -3.3M -2.6M -2.7M -2.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.40 0.24 0.75 0.41 0.29 Total Volume 249,504.045 123,425 434,433 177,578 259,169 Total OI 1,156,585.455 1,047,120 1,249,804 1,107,776 1,214,559
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 2024-05-01 $16.31 $18.00 114.4% 33.4% 88.6% 23.9% 121.7% -11.5% -0.1% 2.3M -220.5M -2.7M 0.41 20.14 N/A N/A 126,297 51,281 725,305 382,471 2024-05-02 $17.02 $18.00 108.7% 32.7% 88.7% 18.5% 117.2% -9.0% 0.3% 4.3M -291.0M -2.8M 0.28 14.53 N/A N/A 108,095 30,753 741,727 391,881 2024-05-03 $17.45 $18.00 108.1% 32.1% 89.3% 17.9% 115.9% -10.0% 1.0% 7.2M -339.9M -2.8M 0.29 8.55 N/A N/A 189,062 54,516 758,398 395,638 2024-05-06 $20.73 $20.00 115.9% 33.5% 108.0% 25.2% 125.7% -14.2% 13.0% 6.2M -610.1M -3.2M 0.40 7.32 N/A N/A 287,778 114,173 682,966 364,154 2024-05-07 $19.88 $20.00 108.8% 31.7% 109.5% 18.6% 118.5% -12.1% 2.1% 6.2M -520.4M -3.1M 0.41 7.03 N/A N/A 110,369 44,959 726,825 398,768 2024-05-08 $20.21 $20.00 108.6% 31.1% 108.3% 18.4% 118.1% -10.2% 1.3% 7.2M -554.9M -3.1M 0.55 6.00 N/A N/A 97,950 54,075 736,364 399,833 2024-05-09 $19.69 $20.00 101.9% 29.3% 108.8% 12.1% 108.2% -10.3% 0.7% 6.7M -487.6M -3.0M 0.65 4.95 N/A N/A 144,820 94,727 747,068 408,971 2024-05-10 $17.38 $20.00 89.0% 25.8% 113.7% 0.0% 100.7% -9.2% 2.6% 165.0K -185.8M -2.6M 0.58 14.89 N/A N/A 251,745 144,897 777,956 445,826 2024-05-13 $17.12 $20.00 90.2% 25.7% 111.4% 1.1% 98.5% -8.8% -1.1% 1.9M -218.7M -2.6M 0.29 17.85 N/A N/A 138,384 40,159 701,961 386,382 2024-05-14 $18.07 $20.00 92.2% 26.5% 111.7% 3.0% 97.5% -9.3% 0.1% 4.6M -328.0M -2.8M 0.28 17.11 N/A N/A 125,551 35,759 737,389 397,311 2024-05-15 $20.05 $20.00 93.2% 26.7% 116.3% 4.0% 99.5% -9.9% 0.2% 9.0M -565.0M -3.0M 0.37 12.74 N/A N/A 216,657 79,479 762,473 401,304 2024-05-16 $19.63 $20.00 99.2% 27.8% 116.8% 9.6% 100.5% -17.9% -5.0% 8.6M -520.5M -3.0M 0.75 16.75 N/A N/A 128,257 95,643 797,379 418,024 2024-05-17 $19.37 $20.00 92.3% 27.7% 114.6% 3.1% 104.1% -16.2% 13.5% 6.1M -490.1M -3.0M 0.36 13.61 N/A N/A 242,639 87,953 813,731 430,780 2024-05-20 $22.49 $20.00 105.8% 30.2% 123.4% 15.9% 108.1% -15.5% 0.8% 8.5M -763.7M -3.3M 0.34 8.03 N/A N/A 323,587 110,846 708,499 350,459 2024-05-21 $21.43 $20.00 101.0% 28.9% 119.2% 11.3% 104.7% -16.6% 1.6% 8.8M -655.5M -3.3M 0.42 6.44 N/A N/A 147,917 61,762 767,709 387,647 2024-05-22 $21.30 $20.00 100.2% 28.7% 118.7% 10.6% 105.2% -16.0% 1.2% 9.6M -649.6M -3.3M 0.38 10.45 N/A N/A 192,460 73,543 792,243 393,352 2024-05-23 $20.09 $20.00 97.8% 27.9% 120.9% 8.3% 103.4% -14.6% 2.5% 6.9M -486.1M -3.1M 0.30 17.46 N/A N/A 203,024 60,808 812,985 402,474 2024-05-24 $21.14 $20.00 97.5% 27.8% 122.1% 8.0% 101.2% -14.0% 1.3% 12.4M -643.2M -3.2M 0.42 16.40 N/A N/A 219,320 91,541 843,598 406,206 2024-05-28 $20.80 $20.00 101.7% 29.4% 118.5% 12.0% 106.4% -14.4% -3.1% 7.4M -544.9M -3.2M 0.48 13.58 N/A N/A 170,687 82,522 747,265 359,144 2024-05-29 $20.23 $20.00 98.0% 28.0% 111.8% 8.5% 102.1% -14.5% -1.0% 6.3M -478.3M -3.1M 0.35 17.48 N/A N/A 91,297 32,128 776,352 376,529 2024-05-30 $20.02 $20.00 95.9% 27.0% 112.1% 6.5% 99.3% -13.8% -0.8% 6.2M -456.7M -3.0M 0.24 21.89 N/A N/A 220,027 52,473 791,321 383,653 2024-05-31 $19.32 $20.00 96.7% 26.8% 112.5% 7.3% 98.9% -11.0% -2.4% 4.7M -360.9M -2.9M 0.29 14.02 N/A N/A 200,736 58,433 822,733 391,826
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