MARA Options History — November 2024 In November 2024, MARA traded between $15.55 and $27.80. ATM implied volatility averaged 122.2%, placing in the 36.3% IV rank vs the trailing year. The 30-day expected move averaged 35.2%. IV traded below realized volatility by 15.3% (HV 20d: 137.5%). Max pain ranged from $16.00 to $18.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 0.36.
Notable Days 2024-11-11 : Highest Volume — 881,978 contracts2024-11-11 : Largest IV spike — 42.2% change2024-11-22 : Highest IV Rank — 61.6%2024-11-22 : Largest Expected Move — 43.1%Monthly Statistics Metric Avg Min Max Open Close Price $21.80 $15.55 $27.80 $16.21 $27.80 Max Pain $17.23 $16.00 $18.00 $16.00 $18.00 ATM IV 122.2% 96.3% 151.3% 103.5% 124.2% Expected Move 35.2% 28.2% 43.1% 33.7% 37.6% HV 20d 137.5% 75.7% 170.9% 75.7% 163.8% HV 60d 98.3% 72.1% 113.0% 75.0% 110.6% IV Rank 36.3% 13.7% 61.6% 20.0% 38.0% IV Percentile 70.6% 30.6% 96.4% 43.7% 78.6% Term Structure -1.7% -4.6% 5.2% -1.7% -2.2% VWIV 128.0% 101.5% 154.3% 119.4% 133.1% Skew 25d -19.3% -39.2% 2.6% -7.9% -19.7% Skew 10d -29.5% -53.5% -10.6% -19.6% -12.2% Call IV 25d 136.5% 102.5% 181.0% 111.1% 137.0% Put IV 25d 117.2% 95.2% 144.6% 103.2% 117.3% Bid-Ask Spread % 8.85 4.76 15.60 6.25 8.42 Gamma HHI 0.08 0.05 0.14 0.06 0.13 Net GEX 13.6M 4.6M 24.3M 4.6M 24.3M Net DEX -1.10B -1.95B -267.2M -298.1M -1.95B Net VEX -4.3M -5.4M -2.9M -3.1M -5.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.36 0.22 0.60 0.30 0.60 Total Volume 478,680.4 142,683 881,978 255,736 635,985 Total OI 1,672,914.85 1,468,260 1,872,545 1,623,457 1,872,545
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 2024-11-01 $16.21 $16.00 103.5% 33.7% 75.7% 20.0% 119.4% -7.9% -1.7% 4.6M -298.1M -3.1M 0.30 6.25 N/A N/A 196,106 59,630 1,140,963 482,494 2024-11-04 $15.55 $17.00 110.4% 31.2% 76.5% 26.0% 112.3% 2.6% -1.1% 4.8M -267.2M -2.9M 0.39 15.60 N/A N/A 149,876 58,609 1,024,069 444,191 2024-11-05 $16.20 $17.00 113.8% 31.5% 78.0% 29.0% 115.4% -7.6% -4.6% 6.1M -362.2M -3.1M 0.27 12.59 N/A N/A 112,769 29,914 1,054,316 456,468 2024-11-06 $19.30 $17.00 99.5% 28.7% 98.5% 16.5% 103.3% -7.6% 5.2% 13.9M -801.7M -3.6M 0.22 9.34 N/A N/A 373,380 81,175 1,070,775 465,317 2024-11-07 $19.23 $17.00 98.1% 28.4% 98.0% 15.3% 101.5% -2.1% -4.6% 15.5M -788.5M -3.5M 0.30 10.37 N/A N/A 179,038 53,202 1,111,236 470,342 2024-11-08 $19.09 $17.00 96.3% 28.2% 96.4% 13.7% 101.8% -7.3% 1.2% 15.5M -758.0M -3.5M 0.35 5.20 N/A N/A 254,341 89,385 1,131,098 482,492 2024-11-11 $25.30 $17.00 136.9% 37.9% 136.2% 49.1% 133.2% -20.5% -3.8% 13.9M -1.63B -4.4M 0.25 5.77 N/A N/A 706,353 175,625 1,041,337 439,900 2024-11-12 $25.24 $17.00 132.3% 37.1% 136.1% 45.0% 133.8% -25.6% -2.0% 16.3M -1.61B -4.6M 0.34 5.80 N/A N/A 356,197 121,832 1,116,205 494,898 2024-11-13 $21.68 $17.00 127.9% 32.7% 148.6% 41.2% 123.4% -32.8% -1.9% 12.7M -1.00B -4.2M 0.35 8.08 N/A N/A 521,370 184,644 1,178,861 527,228 2024-11-14 $20.66 $17.00 106.2% 31.0% 150.1% 22.3% 117.9% -25.5% 2.2% 9.9M -774.8M -4.1M 0.35 10.54 N/A N/A 253,252 87,935 1,225,083 545,948 2024-11-15 $21.02 $17.00 111.7% 32.5% 149.4% 27.2% 125.0% -26.8% 1.2% 12.9M -864.5M -4.2M 0.38 14.06 N/A N/A 220,748 83,325 1,248,830 555,028 2024-11-18 $17.88 $17.00 122.8% 35.1% 160.7% 36.8% 130.7% -29.3% -1.9% 6.2M -459.8M -3.7M 0.34 11.41 N/A N/A 398,786 136,621 1,064,077 450,186 2024-11-19 $19.95 $17.00 119.4% 34.2% 165.4% 33.8% 128.5% -27.9% -2.5% 10.9M -778.6M -4.4M 0.34 10.13 N/A N/A 297,370 101,400 1,186,347 501,146 2024-11-20 $22.73 $17.50 146.0% 41.9% 170.3% 57.0% 152.0% -31.0% -3.9% 15.5M -1.32B -5.0M 0.30 11.41 N/A N/A 542,983 161,220 1,230,947 530,376 2024-11-21 $23.96 $17.00 146.6% 42.2% 170.9% 57.5% 153.8% -39.2% -2.2% 18.5M -1.54B -5.2M 0.36 7.06 N/A N/A 576,934 209,540 1,259,510 558,479 2024-11-22 $26.20 $18.00 151.3% 43.1% 170.6% 61.6% 154.3% -27.5% -4.5% 22.8M -1.92B -5.3M 0.42 4.76 N/A N/A 466,575 194,843 1,272,867 588,833 2024-11-25 $26.23 $18.00 134.2% 39.2% 167.5% 46.7% 141.8% -20.8% -2.1% 16.0M -1.63B -5.3M 0.38 5.94 N/A N/A 434,224 163,699 1,130,121 524,988 2024-11-26 $24.99 $18.00 132.0% 38.6% 168.8% 44.8% 141.0% -15.0% -2.0% 14.1M -1.39B -5.2M 0.50 7.20 N/A N/A 327,000 164,565 1,181,743 575,887 2024-11-27 $26.87 $18.00 131.5% 38.4% 169.3% 44.4% 137.1% -15.1% -2.4% 18.4M -1.75B -5.4M 0.46 7.10 N/A N/A 283,711 129,446 1,209,033 614,133 2024-11-29 $27.80 $18.00 124.2% 37.6% 163.8% 38.0% 133.1% -19.7% -2.2% 24.3M -1.95B -5.4M 0.60 8.42 N/A N/A 396,635 239,350 1,238,780 633,765
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