MARA Options History — July 2024 In July 2024, MARA traded between $18.87 and $26.45. ATM implied volatility averaged 98.5%, placing in the 12.1% IV rank vs the trailing year. The 30-day expected move averaged 28.3%. IV traded above realized volatility by 7.1% (HV 20d: 91.4%). Max pain ranged from $19.00 to $21.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.38.
Notable Days 2024-07-15 : Highest Volume — 629,610 contracts2024-07-19 : Largest IV spike — 19.7% change2024-07-19 : Highest IV Rank — 29.6%2024-07-19 : Largest Expected Move — 34.0%Monthly Statistics Metric Avg Min Max Open Close Price $21.68 $18.87 $26.45 $22.70 $20.01 Max Pain $20.39 $19.00 $21.00 $19.00 $20.50 ATM IV 98.5% 85.1% 117.7% 87.3% 101.5% Expected Move 28.3% 24.2% 34.0% 25.0% 28.7% HV 20d 91.4% 69.7% 113.8% 70.0% 102.5% HV 60d 94.4% 89.2% 98.6% 90.9% 95.6% IV Rank 12.1% 0.0% 29.6% 1.9% 14.9% IV Percentile 30.3% 0.0% 76.2% 1.6% 38.9% Term Structure -0.5% -8.2% 6.2% 6.2% 2.1% VWIV 103.8% 85.0% 126.7% 87.4% 106.5% Skew 25d -12.4% -20.8% -4.5% -10.5% -11.6% Skew 10d -22.4% -38.8% -0.6% -19.3% -20.8% Call IV 25d 107.9% 90.1% 135.5% 97.4% 108.7% Put IV 25d 95.5% 82.3% 114.8% 86.9% 97.1% Bid-Ask Spread % 8.39 3.53 16.09 10.82 12.50 Gamma HHI 0.08 0.05 0.21 0.07 0.05 Net GEX 9.7M 4.9M 22.2M 11.0M 5.9M Net DEX -636.5M -1.33B -342.8M -759.4M -393.4M Net VEX -3.4M -3.9M -2.9M -3.3M -3.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.38 0.23 0.67 0.49 0.24 Total Volume 292,825.5 138,221 629,610 486,035 138,221 Total OI 1,216,496.5 1,001,497 1,385,661 1,001,497 1,265,189
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 2024-07-01 $22.70 $19.00 87.3% 25.0% 70.0% 1.9% 87.4% -10.5% 6.2% 11.0M -759.4M -3.3M 0.49 10.82 N/A N/A 326,173 159,862 684,106 317,391 2024-07-02 $22.12 $20.00 87.5% 24.2% 71.0% 2.1% 85.0% -9.8% 4.6% 10.2M -685.1M -3.3M 0.58 14.97 N/A N/A 148,167 86,667 740,820 377,905 2024-07-03 $20.81 $20.00 87.7% 24.2% 71.4% 2.3% 86.3% -4.5% 1.0% 7.9M -506.8M -3.2M 0.67 16.09 N/A N/A 114,958 77,352 758,032 375,960 2024-07-05 $20.14 $20.00 85.1% 26.1% 72.1% 0.0% 94.8% -6.2% -0.2% 8.6M -418.7M -3.0M 0.44 8.48 N/A N/A 244,924 108,473 783,896 366,789 2024-07-08 $19.45 $20.00 89.8% 25.9% 72.8% 4.3% 96.3% -10.6% -0.7% 7.3M -394.0M -2.9M 0.34 6.56 N/A N/A 185,304 62,394 740,026 336,088 2024-07-09 $19.09 $20.00 89.1% 26.2% 69.7% 3.6% 97.2% -7.4% 1.1% 7.8M -363.7M -3.0M 0.26 5.99 N/A N/A 156,997 40,818 808,540 358,410 2024-07-10 $18.87 $20.00 87.7% 25.8% 69.8% 2.4% 93.3% -7.8% 2.6% 7.8M -342.8M -2.9M 0.27 5.42 N/A N/A 114,421 30,557 851,905 368,266 2024-07-11 $19.02 $20.00 85.8% 25.2% 69.7% 0.6% 91.9% -8.3% 2.3% 9.5M -359.7M -2.9M 0.36 10.20 N/A N/A 164,038 59,825 873,241 375,160 2024-07-12 $20.71 $20.00 87.1% 25.1% 75.5% 1.8% 91.9% -6.2% 1.9% 22.2M -659.2M -3.2M 0.31 4.50 N/A N/A 322,711 101,043 882,505 379,758 2024-07-15 $24.71 $20.00 99.3% 28.6% 97.2% 12.8% 104.1% -17.5% -0.8% 14.2M -1.09B -3.6M 0.33 3.53 N/A N/A 474,869 154,741 797,229 351,741 2024-07-16 $26.45 $20.00 102.8% 29.5% 98.0% 16.0% 109.5% -19.2% 0.3% 14.0M -1.33B -3.7M 0.43 6.43 N/A N/A 337,080 144,219 838,838 401,407 2024-07-17 $25.45 $20.00 104.0% 29.8% 99.5% 17.1% 111.3% -16.7% -7.0% 13.2M -1.18B -3.9M 0.49 11.11 N/A N/A 232,367 113,236 876,192 443,946 2024-07-18 $23.71 $21.00 98.3% 28.3% 103.8% 12.0% 102.6% -10.7% -0.2% 11.7M -883.8M -3.7M 0.53 4.43 N/A N/A 191,757 101,217 910,513 449,556 2024-07-19 $24.80 $21.00 117.7% 34.0% 104.5% 29.6% 126.7% -20.8% -3.6% 14.3M -1.09B -3.8M 0.33 6.59 N/A N/A 351,815 117,029 924,069 461,592 2024-07-22 $24.24 $21.00 113.9% 32.2% 100.6% 26.1% 116.0% -15.7% -0.2% 9.8M -829.6M -3.7M 0.48 6.28 N/A N/A 157,021 75,729 769,502 361,487 2024-07-23 $21.55 $21.00 110.0% 31.9% 110.2% 22.6% 117.9% -14.1% -2.5% 5.9M -505.3M -3.4M 0.32 7.40 N/A N/A 218,447 70,079 807,178 392,930 2024-07-24 $20.77 $21.00 111.9% 31.2% 111.2% 24.3% 115.4% -18.5% -2.8% 5.6M -433.9M -3.4M 0.23 11.00 N/A N/A 185,439 41,774 868,886 407,536 2024-07-25 $20.43 $21.00 106.0% 30.8% 111.3% 18.9% 113.7% -17.4% -8.2% 6.0M -396.2M -3.4M 0.36 10.24 N/A N/A 144,521 51,495 897,432 415,844 2024-07-26 $21.49 $21.00 106.6% 30.9% 112.6% 19.4% 114.9% -12.6% -4.7% 9.7M -554.5M -3.6M 0.32 6.47 N/A N/A 214,451 69,396 921,404 422,262 2024-07-29 $20.59 $21.00 105.9% 30.5% 113.8% 18.9% 113.5% -12.1% -2.3% 6.0M -454.3M -3.3M 0.36 7.99 N/A N/A 150,415 53,869 796,356 372,990 2024-07-30 $19.89 $21.00 101.6% 28.9% 102.7% 15.0% 106.6% -14.9% 0.6% 4.9M -371.8M -3.3M 0.27 7.53 N/A N/A 117,209 31,081 836,465 393,581 2024-07-31 $20.01 $20.50 101.5% 28.7% 102.5% 14.9% 106.5% -11.6% 2.1% 5.9M -393.4M -3.3M 0.24 12.50 N/A N/A 111,576 26,645 866,060 399,129
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