MARA Options History — October 2024 In October 2024, MARA traded between $15.07 and $19.16. ATM implied volatility averaged 105.5%, placing in the 21.7% IV rank vs the trailing year. The 30-day expected move averaged 31.3%. IV traded above realized volatility by 40.1% (HV 20d: 65.4%). Max pain ranged from $15.00 to $17.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 7 of 23 days. Put/call ratio averaged 0.28.
Notable Days 2024-10-18 : Highest Volume — 527,755 contracts2024-10-07 : Largest IV spike — 12.9% change2024-10-16 : Highest IV Rank — 33.4%2024-10-29 : Largest Expected Move — 35.2%Monthly Statistics Metric Avg Min Max Open Close Price $17.10 $15.07 $19.16 $15.07 $16.77 Max Pain $15.61 $15.00 $17.00 $17.00 $16.00 ATM IV 105.5% 87.3% 118.9% 88.5% 114.6% Expected Move 31.3% 24.5% 35.2% 25.3% 35.0% HV 20d 65.4% 56.4% 77.5% 72.1% 77.5% HV 60d 79.8% 74.1% 90.5% 89.5% 76.9% IV Rank 21.7% 5.9% 33.4% 6.9% 29.7% IV Percentile 50.1% 12.3% 76.6% 17.1% 72.2% Term Structure -0.3% -14.0% 15.9% 12.6% -14.0% VWIV 111.3% 88.4% 125.0% 91.7% 125.0% Skew 25d -6.9% -17.7% -2.3% -2.3% -4.1% Skew 10d -13.7% -24.3% -5.2% -6.8% -10.7% Call IV 25d 111.2% 86.7% 129.6% 91.4% 113.6% Put IV 25d 104.3% 84.0% 118.1% 89.1% 109.5% Bid-Ask Spread % 7.16 3.55 16.82 16.82 4.52 Gamma HHI 0.08 0.05 0.32 0.05 0.06 Net GEX 9.1M 2.9M 22.3M 2.9M 6.1M Net DEX -441.0M -772.4M -161.8M -161.8M -346.9M Net VEX -3.1M -3.6M -2.5M -2.5M -3.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.28 0.19 0.39 0.29 0.23 Total Volume 260,132.435 94,456 527,755 210,690 375,688 Total OI 1,393,250.043 1,225,190 1,561,099 1,225,190 1,561,099
Daily Data (23 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 2024-10-01 $15.07 $17.00 88.5% 25.3% 72.1% 6.9% 91.7% -2.3% 12.6% 2.9M -161.8M -2.5M 0.29 16.82 N/A N/A 163,021 47,669 828,205 396,985 2024-10-02 $15.18 $17.00 87.3% 24.5% 71.9% 5.9% 88.4% -3.2% 13.7% 3.7M -182.9M -2.6M 0.22 14.28 N/A N/A 123,429 26,633 863,487 408,661 2024-10-03 $15.34 $16.00 89.0% 28.9% 66.3% 7.3% 101.0% -2.8% 15.9% 4.0M -198.6M -2.6M 0.36 16.07 N/A N/A 116,628 42,194 896,533 414,044 2024-10-04 $16.30 $15.00 89.1% 28.0% 67.9% 7.4% 100.3% -2.7% 13.6% 6.0M -336.5M -2.9M 0.32 7.49 N/A N/A 176,144 56,914 935,651 429,417 2024-10-07 $15.86 $15.00 100.5% 29.9% 62.5% 17.4% 107.6% -4.2% 0.3% 5.4M -270.9M -2.8M 0.26 5.12 N/A N/A 140,887 36,037 846,467 398,198 2024-10-08 $15.91 $15.00 100.1% 29.2% 56.4% 17.0% 105.2% -5.0% 0.8% 6.2M -279.0M -2.8M 0.39 4.92 N/A N/A 68,160 26,296 892,218 415,285 2024-10-09 $15.45 $15.00 102.5% 29.2% 57.4% 19.1% 104.4% -4.7% -0.8% 4.6M -218.9M -2.7M 0.27 8.33 N/A N/A 99,364 26,864 909,924 425,109 2024-10-10 $15.16 $15.00 99.6% 28.6% 57.7% 16.6% 103.5% -4.2% -0.1% 3.4M -174.8M -2.6M 0.21 9.62 N/A N/A 113,264 23,546 932,283 434,709 2024-10-11 $16.14 $15.00 101.4% 29.5% 61.2% 18.2% 106.1% -5.0% 1.0% 10.3M -327.4M -2.8M 0.28 7.89 N/A N/A 188,294 52,127 943,541 437,566 2024-10-14 $17.07 $15.00 111.4% 31.9% 63.9% 26.9% 112.8% -9.7% -5.7% 8.5M -441.8M -3.0M 0.19 4.96 N/A N/A 333,148 61,668 887,788 410,329 2024-10-15 $16.98 $15.00 114.3% 32.8% 64.0% 29.4% 116.3% -8.3% -5.0% 9.5M -439.9M -3.1M 0.21 4.22 N/A N/A 215,399 46,009 952,592 428,750 2024-10-16 $17.79 $15.00 118.9% 34.1% 63.8% 33.4% 121.0% -11.5% -2.0% 12.4M -590.2M -3.3M 0.20 4.64 N/A N/A 271,332 53,868 982,594 443,015 2024-10-17 $17.98 $15.00 114.4% 32.9% 63.8% 29.5% 116.4% -10.8% -3.2% 15.2M -622.7M -3.4M 0.25 3.87 N/A N/A 259,055 65,913 1,022,597 458,177 2024-10-18 $18.84 $15.00 113.0% 32.6% 65.2% 28.2% 114.9% -10.9% -2.3% 22.3M -772.4M -3.5M 0.30 3.98 N/A N/A 404,813 122,942 1,037,618 467,351 2024-10-21 $18.56 $16.00 110.9% 32.4% 65.3% 26.5% 114.7% -9.0% -3.6% 10.1M -588.7M -3.4M 0.36 5.97 N/A N/A 176,851 62,867 916,405 417,063 2024-10-22 $18.88 $16.00 114.2% 33.7% 65.3% 29.3% 118.6% -8.9% -9.2% 12.5M -658.4M -3.5M 0.36 3.55 N/A N/A 121,486 44,095 961,630 433,946 2024-10-23 $18.01 $16.00 107.1% 32.5% 68.2% 23.1% 113.4% -17.7% -1.0% 9.5M -511.1M -3.3M 0.35 5.77 N/A N/A 217,070 76,116 978,928 443,796 2024-10-24 $18.20 $16.00 111.8% 33.1% 62.4% 27.2% 116.9% -7.2% -8.9% 11.8M -565.2M -3.4M 0.32 8.93 N/A N/A 204,047 65,021 1,018,735 463,578 2024-10-25 $17.16 $16.00 109.7% 32.9% 65.2% 25.4% 117.5% -6.9% -4.4% 6.5M -388.9M -3.2M 0.30 10.35 N/A N/A 272,101 82,378 1,050,923 473,487 2024-10-28 $19.16 $16.00 108.2% 33.5% 72.4% 24.1% 118.0% -6.9% -0.5% 11.5M -704.8M -3.5M 0.24 3.89 N/A N/A 294,686 69,666 959,344 444,239 2024-10-29 $18.96 $16.00 111.7% 35.2% 66.5% 27.1% 124.1% -6.0% -3.0% 13.4M -723.5M -3.6M 0.25 4.53 N/A N/A 293,907 72,570 1,034,809 454,634 2024-10-30 $18.46 $16.00 108.5% 34.9% 67.8% 24.4% 123.2% -6.6% -1.1% 13.1M -638.4M -3.5M 0.33 4.88 N/A N/A 145,381 47,498 1,066,527 466,514 2024-10-31 $16.77 $16.00 114.6% 35.0% 77.5% 29.7% 125.0% -4.1% -14.0% 6.1M -346.9M -3.2M 0.23 4.52 N/A N/A 304,298 71,390 1,084,280 476,819
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