MARA Options History — December 2024 In December 2024, MARA traded between $16.81 and $26.19. ATM implied volatility averaged 111.1%, placing in the 26.8% IV rank vs the trailing year. The 30-day expected move averaged 32.2%. IV traded below realized volatility by 8.0% (HV 20d: 119.1%). Max pain ranged from $19.00 to $20.00. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 0.39.
Notable Days 2024-12-02 : Highest Volume — 597,222 contracts2024-12-03 : Largest IV drop — 7.6% change2024-12-02 : Highest IV Rank — 43.0%2024-12-02 : Largest Expected Move — 39.6%Monthly Statistics Metric Avg Min Max Open Close Price $22.18 $16.81 $26.19 $25.26 $16.81 Max Pain $19.86 $19.00 $20.00 $19.00 $20.00 ATM IV 111.1% 94.5% 129.9% 129.9% 94.5% Expected Move 32.2% 26.4% 39.6% 39.6% 26.4% HV 20d 119.1% 78.7% 168.2% 168.2% 78.7% HV 60d 114.7% 110.7% 118.4% 112.5% 117.2% IV Rank 26.8% 13.2% 43.0% 43.0% 16.0% IV Percentile 55.5% 29.0% 81.0% 81.0% 29.0% Term Structure 1.5% -0.7% 5.3% -0.4% 3.2% VWIV 121.7% 100.5% 139.7% 139.7% 100.5% Skew 25d -19.6% -32.1% -5.8% -15.4% -5.8% Skew 10d -32.5% -76.5% -11.2% -76.5% -13.7% Call IV 25d 126.0% 100.9% 144.7% 140.7% 100.9% Put IV 25d 106.4% 93.1% 125.3% 125.3% 95.1% Bid-Ask Spread % 4.58 2.73 11.43 4.15 4.02 Gamma HHI 0.09 0.05 0.18 0.11 0.05 Net GEX 9.1M -816.9K 23.3M 11.4M 2.1M Net DEX -810.7M -1.57B -60.1M -1.29B -60.1M Net VEX -4.6M -5.5M -3.4M -5.1M -3.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.39 0.30 0.56 0.44 0.36 Total Volume 332,269.286 164,856 597,222 597,222 235,205 Total OI 1,892,232.619 1,643,093 2,093,434 1,662,911 1,746,219
Daily Data (21 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 2024-12-02 $25.26 $19.00 129.9% 39.6% 168.2% 43.0% 139.7% -15.4% -0.4% 11.4M -1.29B -5.1M 0.44 4.15 N/A N/A 413,714 183,508 1,103,551 559,360 2024-12-03 $24.98 $19.00 120.0% 35.6% 167.0% 34.4% 128.2% -21.8% 0.9% 12.7M -1.29B -5.3M 0.38 4.23 N/A N/A 179,054 67,330 1,228,115 643,627 2024-12-04 $25.95 $19.00 127.1% 37.9% 167.0% 40.5% 139.2% -24.4% 1.7% 15.6M -1.53B -5.5M 0.32 3.29 N/A N/A 254,508 80,657 1,263,354 662,384 2024-12-05 $25.04 $20.00 123.6% 36.9% 158.1% 37.5% 139.4% -27.1% -0.3% 13.4M -1.35B -5.5M 0.30 3.24 N/A N/A 370,030 112,075 1,298,787 693,571 2024-12-06 $26.19 $20.00 119.9% 36.0% 158.4% 34.3% 134.6% -24.5% 4.5% 23.3M -1.57B -5.5M 0.56 2.91 N/A N/A 331,893 185,172 1,320,689 716,213 2024-12-09 $24.02 $20.00 117.4% 34.7% 162.3% 32.1% 134.5% -31.4% 2.9% 11.7M -1.13B -5.1M 0.35 2.80 N/A N/A 262,342 91,886 1,198,656 639,779 2024-12-10 $22.82 $20.00 119.4% 34.5% 128.3% 33.9% 134.8% -27.1% 0.1% 8.9M -911.2M -5.0M 0.45 3.32 N/A N/A 203,538 92,531 1,249,147 677,440 2024-12-11 $23.48 $20.00 116.0% 34.2% 128.8% 30.9% 130.5% -26.6% 3.6% 11.1M -1.03B -5.0M 0.30 2.73 N/A N/A 233,272 69,761 1,282,287 699,436 2024-12-12 $22.81 $20.00 116.5% 33.4% 116.9% 31.3% 128.7% -27.8% -0.2% 9.4M -894.6M -5.0M 0.31 4.11 N/A N/A 234,146 72,475 1,329,334 711,700 2024-12-13 $22.62 $20.00 110.8% 32.1% 115.4% 26.4% 123.1% -28.6% 1.5% 7.2M -814.8M -4.9M 0.39 3.37 N/A N/A 248,031 95,912 1,362,376 731,058 2024-12-16 $24.21 $20.00 115.0% 33.1% 117.6% 30.0% 129.7% -32.1% 0.0% 15.2M -1.19B -5.0M 0.35 3.25 N/A N/A 313,821 111,202 1,232,271 656,119 2024-12-17 $24.71 $20.00 115.6% 33.3% 99.2% 30.5% 121.0% -30.9% 0.4% 19.2M -1.30B -5.2M 0.33 3.81 N/A N/A 218,551 71,361 1,290,249 677,635 2024-12-18 $21.49 $20.00 107.2% 30.7% 107.2% 23.2% 122.0% -22.7% -0.7% 7.4M -638.5M -4.6M 0.35 11.43 N/A N/A 231,457 81,683 1,313,492 692,551 2024-12-19 $20.51 $20.00 110.7% 31.7% 97.4% 26.3% 120.7% -11.2% -0.2% 4.6M -436.5M -4.4M 0.38 5.33 N/A N/A 301,796 115,014 1,331,105 717,089 2024-12-20 $19.94 $20.00 104.6% 30.0% 95.3% 20.9% 112.5% -7.0% 0.4% -816.9K -341.1M -4.1M 0.38 8.01 N/A N/A 276,438 103,689 1,353,993 725,729 2024-12-23 $19.32 $20.00 99.2% 28.3% 88.1% 16.2% 106.7% -8.9% 2.0% 4.1M -299.8M -4.0M 0.46 4.51 N/A N/A 152,440 69,860 1,087,104 584,927 2024-12-24 $20.04 $20.00 95.8% 27.0% 89.8% 13.2% 102.3% -10.5% 2.4% 6.3M -390.4M -4.2M 0.41 7.61 N/A N/A 130,634 54,157 1,124,946 613,960 2024-12-26 $19.57 $20.00 97.2% 27.2% 89.0% 14.5% 102.8% -10.6% 5.0% 5.4M -292.8M -4.0M 0.50 5.76 N/A N/A 110,139 54,717 1,141,570 631,109 2024-12-27 $18.45 $20.00 96.6% 27.1% 84.5% 14.0% 101.9% -9.7% -0.4% -31.7K -161.4M -3.7M 0.52 4.62 N/A N/A 140,111 73,103 1,161,817 641,043 2024-12-30 $17.46 $20.00 96.3% 27.0% 83.0% 13.7% 102.2% -7.3% 5.3% 2.3M -99.2M -3.4M 0.32 3.72 N/A N/A 265,643 84,799 1,048,938 594,155 2024-12-31 $16.81 $20.00 94.5% 26.4% 78.7% 16.0% 100.5% -5.8% 3.2% 2.1M -60.1M -3.4M 0.36 4.02 N/A N/A 173,347 61,858 1,121,345 624,874
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