MARA Options History — August 2024 In August 2024, MARA traded between $15.14 and $18.62. ATM implied volatility averaged 87.6%, placing in the 4.5% IV rank vs the trailing year. The 30-day expected move averaged 25.2%. IV traded below realized volatility by 7.9% (HV 20d: 95.6%). Max pain ranged from $19.00 to $20.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 16 of 22 days. Put/call ratio averaged 0.36.
Notable Days 2024-08-23 : Highest Volume — 427,481 contracts2024-08-06 : Largest IV drop — 12.5% change2024-08-05 : Highest IV Rank — 18.1%2024-08-05 : Largest Expected Move — 30.7%Monthly Statistics Metric Avg Min Max Open Close Price $16.85 $15.14 $18.62 $18.09 $16.66 Max Pain $19.52 $19.00 $20.50 $20.50 $19.00 ATM IV 87.6% 80.6% 105.1% 99.3% 81.3% Expected Move 25.2% 22.2% 30.7% 29.0% 22.2% HV 20d 95.6% 82.4% 117.0% 106.3% 84.0% HV 60d 88.9% 85.4% 91.9% 91.1% 87.5% IV Rank 4.5% 0.0% 18.1% 12.8% 0.6% IV Percentile 10.0% 0.0% 45.6% 34.1% 1.6% Term Structure 1.6% -4.5% 7.9% 7.9% 5.3% VWIV 91.5% 80.9% 113.5% 107.9% 80.9% Skew 25d -2.6% -10.2% 2.0% -4.2% -2.7% Skew 10d -7.0% -31.1% 6.2% -31.1% -6.9% Call IV 25d 90.7% 81.9% 118.4% 106.2% 82.3% Put IV 25d 88.0% 79.6% 108.2% 102.0% 79.6% Bid-Ask Spread % 18.19 4.23 28.84 13.12 12.13 Gamma HHI 0.07 0.04 0.14 0.05 0.08 Net GEX 5.5M 1.6M 13.0M 2.4M 2.6M Net DEX -219.8M -564.4M -46.5M -189.3M -190.0M Net VEX -2.7M -3.2M -2.3M -2.9M -2.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.36 0.23 0.45 0.32 0.37 Total Volume 203,240.455 115,976 427,481 310,443 196,971 Total OI 1,290,916.5 1,156,197 1,399,885 1,281,815 1,359,321
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 2024-08-01 $18.09 $20.50 99.3% 29.0% 106.3% 12.8% 107.9% -4.2% 7.9% 2.4M -189.3M -2.9M 0.32 13.12 N/A N/A 235,415 75,028 879,606 402,209 2024-08-02 $17.20 $20.00 98.2% 28.2% 107.1% 11.8% 101.5% -6.0% 6.4% 2.0M -117.9M -2.8M 0.43 11.46 N/A N/A 179,972 77,095 931,973 412,457 2024-08-05 $16.54 $20.00 105.1% 30.7% 107.2% 18.1% 113.5% -10.2% -1.2% 2.4M -146.4M -2.7M 0.42 11.52 N/A N/A 154,105 65,353 788,005 368,192 2024-08-06 $17.30 $20.00 92.0% 27.9% 108.8% 6.2% 103.5% -2.0% -4.5% 4.0M -202.8M -2.8M 0.42 12.30 N/A N/A 95,613 39,770 821,862 385,211 2024-08-07 $16.01 $20.00 98.7% 28.1% 111.8% 12.3% 103.0% 1.2% 3.0% 1.9M -82.6M -2.5M 0.40 16.88 N/A N/A 127,298 51,346 833,765 396,379 2024-08-08 $17.51 $20.00 92.7% 26.4% 117.0% 6.9% 95.4% 2.0% -3.3% 5.6M -217.3M -2.8M 0.39 15.18 N/A N/A 133,357 52,210 849,409 407,023 2024-08-09 $17.12 $20.00 87.0% 25.4% 112.2% 1.7% 93.3% -0.3% 4.6% 5.3M -168.9M -2.6M 0.43 20.29 N/A N/A 95,294 40,584 873,313 416,211 2024-08-12 $15.27 $20.00 92.4% 26.1% 94.3% 6.6% 95.3% -3.7% -3.0% 1.6M -46.5M -2.3M 0.35 28.84 N/A N/A 157,397 54,581 809,944 382,159 2024-08-13 $15.50 $20.00 85.4% 24.9% 89.2% 0.3% 91.3% -0.1% 2.5% 2.7M -67.6M -2.4M 0.41 25.33 N/A N/A 145,279 59,481 868,362 397,163 2024-08-14 $15.14 $20.00 83.9% 24.5% 89.1% 0.0% 87.7% 0.5% 2.1% 2.6M -49.5M -2.4M 0.33 27.64 N/A N/A 115,767 38,767 917,741 426,922 2024-08-15 $15.54 $20.00 81.2% 23.6% 89.2% 0.0% 84.9% -0.6% 1.0% 4.3M -109.1M -2.6M 0.34 15.13 N/A N/A 152,343 51,078 952,191 424,372 2024-08-16 $16.26 $19.00 80.6% 23.4% 89.3% 0.0% 83.5% -0.9% 1.7% 6.1M -216.9M -2.7M 0.33 26.53 N/A N/A 170,994 57,106 979,351 420,534 2024-08-19 $16.34 $19.00 81.3% 23.3% 89.7% 0.6% 83.8% -3.5% 1.5% 5.8M -221.5M -2.7M 0.24 20.56 N/A N/A 117,830 28,409 843,145 378,245 2024-08-20 $16.52 $19.00 83.1% 23.8% 82.4% 2.2% 86.5% -4.0% 1.3% 7.4M -246.6M -2.8M 0.23 25.15 N/A N/A 134,976 31,207 880,764 389,820 2024-08-21 $17.55 $19.00 80.6% 23.1% 85.9% 0.0% 83.3% -1.8% 2.4% 10.7M -375.7M -2.9M 0.33 19.19 N/A N/A 194,815 63,648 895,162 398,166 2024-08-22 $16.91 $19.00 83.4% 23.8% 86.5% 2.4% 86.9% -3.2% 2.0% 9.8M -283.2M -2.8M 0.30 21.78 N/A N/A 125,357 38,126 911,599 409,417 2024-08-23 $18.62 $19.00 83.3% 23.7% 92.0% 2.4% 84.8% -4.0% 0.3% 13.0M -564.4M -3.1M 0.29 21.36 N/A N/A 331,799 95,682 929,530 412,767 2024-08-26 $18.59 $19.00 82.5% 23.6% 91.1% 1.7% 85.3% -4.1% 2.8% 9.5M -454.4M -3.2M 0.45 18.01 N/A N/A 118,649 53,598 870,294 394,120 2024-08-27 $17.74 $19.00 84.0% 24.0% 91.7% 3.0% 87.3% -4.6% 4.2% 8.3M -343.1M -3.0M 0.33 11.89 N/A N/A 148,204 48,351 894,594 404,211 2024-08-28 $17.16 $19.00 88.0% 24.3% 92.1% 6.5% 87.8% -2.7% -0.3% 6.8M -276.0M -2.9M 0.44 21.69 N/A N/A 80,715 35,261 927,021 411,836 2024-08-29 $17.16 $19.00 84.6% 23.5% 85.3% 3.5% 85.7% -2.9% -1.0% 6.6M -266.5M -2.9M 0.37 4.23 N/A N/A 147,529 54,930 929,223 416,574 2024-08-30 $16.66 $19.00 81.3% 22.2% 84.0% 0.6% 80.9% -2.7% 5.3% 2.6M -190.0M -2.7M 0.37 12.13 N/A N/A 143,517 53,454 940,252 419,069
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