MARA Options History — September 2024 In September 2024, MARA traded between $13.41 and $17.63. ATM implied volatility averaged 86.7%, placing in the 5.3% IV rank vs the trailing year. The 30-day expected move averaged 24.8%. IV traded above realized volatility by 6.9% (HV 20d: 79.8%). Max pain ranged from $17.00 to $19.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 17 of 20 days. Put/call ratio averaged 0.34.
Notable Days 2024-09-26 : Highest Volume — 409,503 contracts2024-09-05 : Largest IV spike — 8.1% change2024-09-06 : Highest IV Rank — 10.7%2024-09-06 : Largest Expected Move — 26.6%Monthly Statistics Metric Avg Min Max Open Close Price $15.64 $13.41 $17.63 $15.09 $16.19 Max Pain $17.18 $17.00 $19.00 $19.00 $17.00 ATM IV 86.7% 80.6% 92.8% 89.1% 88.3% Expected Move 24.8% 22.9% 26.6% 25.9% 24.7% HV 20d 79.8% 68.3% 90.1% 90.1% 76.2% HV 60d 90.9% 87.2% 93.1% 89.6% 88.7% IV Rank 5.3% 0.0% 10.7% 7.5% 6.7% IV Percentile 9.6% 0.4% 21.4% 12.7% 15.9% Term Structure 0.9% -3.1% 8.5% -3.1% 8.5% VWIV 89.1% 81.0% 95.1% 94.4% 89.4% Skew 25d -1.7% -6.5% 3.3% -3.5% -1.1% Skew 10d -5.0% -10.8% 3.7% -8.1% -8.9% Call IV 25d 89.3% 82.4% 94.6% 92.7% 90.7% Put IV 25d 87.5% 81.1% 95.4% 89.2% 89.6% Bid-Ask Spread % 22.83 10.32 34.20 10.32 15.80 Gamma HHI 0.06 0.04 0.18 0.04 0.05 Net GEX 5.0M 1.2M 11.5M 2.6M 5.1M Net DEX -211.2M -498.9M 5.7M -92.0M -268.1M Net VEX -2.5M -2.9M -2.1M -2.4M -2.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.34 0.24 0.50 0.37 0.40 Total Volume 179,451.95 100,840 409,503 171,467 170,063 Total OI 1,279,158 1,091,561 1,418,079 1,229,771 1,161,984
Daily Data (20 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 2024-09-03 $15.09 $19.00 89.1% 25.9% 90.1% 7.5% 94.4% -3.5% -3.1% 2.6M -92.0M -2.4M 0.37 10.32 N/A N/A 124,954 46,513 842,471 387,300 2024-09-04 $14.84 $18.50 84.4% 25.2% 88.2% 3.3% 90.0% -1.8% 0.7% 2.4M -75.5M -2.4M 0.33 11.24 N/A N/A 89,916 29,459 879,617 400,572 2024-09-05 $13.79 $17.00 91.2% 26.0% 87.8% 9.3% 94.6% -2.5% 0.1% 1.2M -8.4M -2.2M 0.30 31.16 N/A N/A 153,611 46,042 898,342 404,925 2024-09-06 $13.41 $17.00 92.8% 26.6% 80.1% 10.7% 95.1% 3.3% 0.6% 1.2M 5.7M -2.1M 0.45 34.20 N/A N/A 132,723 59,392 930,110 406,769 2024-09-09 $14.63 $17.00 89.2% 25.8% 87.6% 7.5% 92.2% -6.5% 1.2% 3.5M -116.6M -2.3M 0.38 26.33 N/A N/A 125,985 47,635 857,161 387,093 2024-09-10 $15.79 $17.00 89.6% 25.7% 82.8% 7.9% 91.7% 0.1% -0.6% 5.8M -239.6M -2.6M 0.32 24.05 N/A N/A 136,731 43,688 898,612 399,163 2024-09-11 $15.80 $17.00 88.5% 25.5% 82.7% 6.9% 91.3% -1.2% 0.5% 6.0M -240.5M -2.6M 0.50 24.82 N/A N/A 98,048 49,451 919,237 411,537 2024-09-12 $15.73 $17.00 87.5% 25.1% 82.2% 6.1% 90.6% -0.9% 0.2% 6.0M -230.4M -2.6M 0.41 29.86 N/A N/A 84,078 34,679 932,747 426,625 2024-09-13 $16.19 $17.00 86.5% 24.9% 82.3% 5.2% 88.9% -1.0% 0.3% 4.8M -298.6M -2.7M 0.34 21.97 N/A N/A 185,163 63,685 950,094 432,963 2024-09-16 $15.89 $17.00 87.2% 25.0% 81.0% 5.8% 90.0% -2.0% 1.1% 4.7M -207.9M -2.6M 0.39 20.78 N/A N/A 72,321 28,519 897,395 407,686 2024-09-17 $15.91 $17.00 88.2% 25.3% 81.0% 6.7% 90.2% -0.3% 1.1% 5.0M -212.0M -2.6M 0.27 25.99 N/A N/A 107,943 29,258 915,364 415,141 2024-09-18 $15.32 $17.00 87.9% 25.2% 81.8% 6.4% 90.2% -0.2% 0.2% 4.0M -151.2M -2.5M 0.28 32.09 N/A N/A 114,926 32,742 943,774 421,865 2024-09-19 $15.50 $17.00 85.2% 24.4% 78.5% 4.1% 88.3% -3.0% 1.4% 4.5M -178.1M -2.5M 0.25 26.72 N/A N/A 152,445 37,364 964,595 422,197 2024-09-20 $15.48 $17.00 81.9% 23.3% 77.7% 1.2% 84.3% -1.8% 2.4% 2.7M -174.2M -2.5M 0.32 33.27 N/A N/A 132,324 41,719 997,172 420,907 2024-09-23 $15.95 $17.00 81.2% 23.1% 69.4% 0.5% 82.5% -2.8% -2.1% 5.0M -248.6M -2.5M 0.28 16.08 N/A N/A 109,056 30,269 736,967 354,594 2024-09-24 $16.20 $17.00 80.7% 23.0% 69.8% 0.1% 81.6% -1.3% 1.2% 6.8M -283.7M -2.7M 0.26 22.31 N/A N/A 99,881 25,831 779,257 363,068 2024-09-25 $16.29 $17.00 80.6% 22.9% 68.3% 0.0% 81.0% -0.7% 1.6% 7.4M -295.7M -2.7M 0.34 17.77 N/A N/A 101,154 34,511 799,760 369,338 2024-09-26 $17.63 $17.00 85.4% 24.3% 73.4% 4.2% 86.9% -4.3% 1.3% 11.5M -498.9M -2.9M 0.31 13.51 N/A N/A 311,816 97,687 818,495 376,610 2024-09-27 $17.14 $17.00 87.6% 24.9% 74.2% 6.2% 88.8% -3.3% 1.3% 10.8M -409.6M -2.9M 0.24 18.34 N/A N/A 247,565 59,892 855,458 396,195 2024-09-30 $16.19 $17.00 88.3% 24.7% 76.2% 6.7% 89.4% -1.1% 8.5% 5.1M -268.1M -2.7M 0.40 15.80 N/A N/A 121,733 48,330 785,356 376,628
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