MARA Options History — June 2024 In June 2024, MARA traded between $18.73 and $20.99. ATM implied volatility averaged 90.2%, placing in the 2.1% IV rank vs the trailing year. The 30-day expected move averaged 25.9%. IV traded above realized volatility by 15.5% (HV 20d: 74.7%). Max pain ranged from $19.00 to $20.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 15 of 19 days. Put/call ratio averaged 0.38.
Notable Days 2024-06-07 : Highest Volume — 349,993 contracts2024-06-07 : Largest IV spike — 4.2% change2024-06-07 : Highest IV Rank — 7.7%2024-06-07 : Largest Expected Move — 28.5%Monthly Statistics Metric Avg Min Max Open Close Price $19.80 $18.73 $20.99 $19.34 $19.81 Max Pain $19.79 $19.00 $20.00 $20.00 $19.00 ATM IV 90.2% 85.2% 97.1% 94.3% 88.4% Expected Move 25.9% 24.0% 28.5% 27.2% 24.8% HV 20d 74.7% 52.7% 112.3% 112.3% 52.7% HV 60d 92.2% 87.3% 99.1% 99.1% 87.3% IV Rank 2.1% 0.0% 7.7% 5.0% 2.9% IV Percentile 4.6% 0.0% 18.3% 11.5% 2.4% Term Structure 2.0% -3.5% 7.6% 1.1% 4.2% VWIV 94.7% 87.8% 103.9% 103.1% 89.3% Skew 25d -10.7% -13.7% -8.8% -10.5% -9.0% Skew 10d -20.7% -24.4% -16.4% -19.1% -17.7% Call IV 25d 98.4% 92.3% 105.8% 102.2% 92.3% Put IV 25d 87.8% 83.2% 93.6% 91.6% 83.4% Bid-Ask Spread % 12.73 7.27 19.48 15.90 14.15 Gamma HHI 0.08 0.05 0.20 0.05 0.20 Net GEX 7.7M 1.4M 12.3M 5.3M 12.3M Net DEX -441.0M -568.9M -323.5M -383.8M -464.9M Net VEX -3.0M -3.1M -2.8M -2.9M -3.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.38 0.24 0.58 0.24 0.58 Total Volume 257,991.737 164,810 349,993 229,662 338,407 Total OI 1,180,897.895 964,521 1,310,747 1,087,877 1,117,982
Daily Data (19 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 2024-06-03 $19.34 $20.00 94.3% 27.2% 112.3% 5.0% 103.1% -10.5% 1.1% 5.3M -383.8M -2.9M 0.24 15.90 N/A N/A 184,883 44,779 730,376 357,501 2024-06-04 $20.63 $20.00 94.8% 26.9% 96.4% 5.5% 97.7% -11.5% 1.2% 9.3M -536.2M -3.0M 0.33 17.12 N/A N/A 226,120 73,671 773,354 373,044 2024-06-05 $20.99 $20.00 92.6% 26.4% 95.3% 3.4% 95.2% -10.5% 2.0% 10.7M -568.9M -3.1M 0.38 14.93 N/A N/A 215,956 81,990 798,046 386,773 2024-06-06 $20.63 $20.00 93.2% 27.8% 95.4% 4.0% 98.9% -10.2% 2.2% 9.7M -517.7M -3.1M 0.37 10.18 N/A N/A 247,917 90,774 824,118 413,142 2024-06-07 $19.39 $20.00 97.1% 28.5% 97.6% 7.7% 103.9% -12.2% -0.1% 4.2M -343.5M -2.9M 0.32 10.60 N/A N/A 264,204 85,789 849,914 421,093 2024-06-10 $19.51 $20.00 93.1% 27.3% 85.9% 3.9% 99.7% -12.4% 1.7% 5.5M -387.7M -2.9M 0.25 7.79 N/A N/A 131,694 33,116 781,599 385,009 2024-06-11 $19.74 $20.00 89.2% 26.3% 85.6% 0.3% 96.8% -10.6% 2.5% 6.9M -416.0M -2.9M 0.33 9.69 N/A N/A 178,640 58,234 810,646 393,877 2024-06-12 $20.36 $20.00 89.1% 25.6% 84.3% 0.2% 96.0% -13.7% -3.5% 10.1M -517.7M -3.0M 0.30 10.67 N/A N/A 189,258 57,365 842,508 404,763 2024-06-13 $19.86 $20.00 89.4% 26.0% 76.5% 0.4% 93.6% -10.6% 1.2% 8.2M -437.9M -3.0M 0.26 10.84 N/A N/A 186,286 48,964 862,033 409,001 2024-06-14 $19.30 $20.00 91.6% 26.1% 76.8% 2.5% 95.7% -10.0% -0.6% 4.5M -368.5M -2.9M 0.40 11.29 N/A N/A 181,836 73,033 897,378 413,369 2024-06-17 $20.02 $20.00 89.7% 25.9% 77.7% 0.7% 95.7% -10.4% 1.3% 7.2M -466.0M -2.9M 0.39 7.27 N/A N/A 185,357 71,951 798,450 378,433 2024-06-18 $20.16 $20.00 88.1% 25.3% 54.9% 0.0% 90.8% -9.9% 2.7% 9.8M -499.8M -3.0M 0.48 9.84 N/A N/A 121,645 57,967 849,348 394,283 2024-06-20 $20.56 $20.00 90.5% 25.8% 53.2% 2.2% 92.4% -9.5% 3.7% 12.3M -557.7M -3.0M 0.50 14.29 N/A N/A 218,252 109,825 862,692 401,574 2024-06-21 $19.09 $20.00 88.3% 25.2% 59.0% 0.2% 93.1% -10.8% -0.1% 1.4M -331.4M -2.8M 0.41 15.45 N/A N/A 240,588 97,691 898,191 412,137 2024-06-24 $18.73 $20.00 87.0% 24.6% 55.9% 0.0% 91.6% -10.8% 7.3% 4.4M -323.5M -2.8M 0.38 19.48 N/A N/A 158,774 59,906 649,300 315,221 2024-06-25 $19.05 $19.00 85.4% 24.0% 52.7% 0.0% 87.8% -10.6% 1.3% 6.3M -376.8M -2.9M 0.38 14.75 N/A N/A 135,614 51,944 708,751 341,042 2024-06-26 $19.44 $19.00 85.2% 24.3% 53.3% 0.0% 89.6% -8.8% 7.6% 8.6M -423.1M -3.0M 0.53 15.52 N/A N/A 151,259 80,122 731,684 347,200 2024-06-27 $19.68 $19.00 87.0% 24.1% 52.8% 1.7% 88.6% -10.5% 2.9% 10.3M -457.6M -3.0M 0.42 12.06 N/A N/A 118,022 50,010 753,034 350,194 2024-06-28 $19.81 $19.00 88.4% 24.8% 52.7% 2.9% 89.3% -9.0% 4.2% 12.3M -464.9M -3.0M 0.58 14.15 N/A N/A 213,526 124,881 764,240 353,742
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