BoardMARAMARA HoldingsWatch

MARA reports Mon 9 Nov. See how it is priced with a free account.

Over its last 12 reports MARA’s options priced a 8.7% move on average and the stock moved 7.6% by the close. For Mon 9 Nov a free account shows the implied volatility behind it now, and the priced move and how rich it is against those twelve on the day MARA reports. The settled history below is public.

Open with a free account, on the report day

Priced movefor Mon 9 Nov, the report’s own share

Richness · own historyagainst MARA’s own last 12

Ratiopriced over what it typically moves

Ordinary volwith the report taken out

Forecast crushwritten the day before the report

Sellableat the bid, after the spread

MARA · priced for Mon 9 Nov · with a free accountMARA · priced for Mon 9 Nov

Next report

How MARA’s options price it

Read at 15:46 ET from every expiry that holds the report, and split into the report’s own share and ordinary movement.

A free account opens

MARA for Mon 9 Novthe implied volatility now; the priced move and its richness the day it reports
What selling it keptat the open, at 10:00 and at the close, report by report
Every other tickerwith no limit, and today’s board

Create a free account

We email you a link that signs you in. Already have one? Sign in

MARA · history · 17 reports · priced vs actual · collapse vs forecastMARA · history

Columns shown on a phoneMoveChartCrushForecast · P&L

Report	Report’s partPriced	RealizedC2C	By 10:00	CrushATM	As-sold	Open	ForecastPred.	Error
Aug 6 ’26AMC	±7.3%	−5.3%	−6.8%	−23%	−18%	−13%	−15%^rec	−8pt
May 11 ’26AMC	±7.8%	−5.0%	−5.5%	−16%	−13%	−6%	−13%^rec	−3pt
Feb 26 ’26AMC	±8.6%	+5.8%	+11.7%	−19%	−12%	−8%	−20%^rec	+1pt
Nov 4 ’25AMC	±4.6%	+3.1%	+7.7%	−10%	−9%	−4%	−5%^rec	−6pt
Jul 29 ’25AMC	±6.7%	−0.4%	+3.8%	−16%	−16%	−12%	−17%^rec	+1pt
May 8 ’25AMC	±6.2%	+10.3%	+10.6%	−14%	−14%	1%	−12%^rec	−2pt
Feb 26 ’25AMC	±10.0%	+5.5%	+7.9%	−13%	−12%	−12%	−22%^rec	+8pt
Nov 12 ’24AMC	±13.7%	−14.0%	−2.2%	−19%	−9%	−24%	−24%^rec	+5pt
Aug 1 ’24AMC	±7.0%	−5.2%	+0.1%	−7%	−9%	1%	−14%^rec	+7pt
May 9 ’24AMC	±8.7%	−12.7%	−4.4%	−23%	−18%	−14%	−18%^rec	−6pt
Feb 28 ’24AMC	±16.8%	−16.5%	−10.1%	−27%	−18%	−29%	−27%^rec	0pt
Nov 8 ’23AMC	±7.3%	+8.0%	+18.6%	−10%	−11%	5%	−10%^rec	0pt
Aug 8 ’23AMC	±6.1%	−1.3%	+3.5%	−8%	−5%	6%	−6%^rec	−2pt
May 10 ’23AMC	±6.8%	−14.6%	−5.5%	1%	15%	−4%	−9%^rec	+10pt
Mar 16 ’23AMC	—	+7.1%	—	11%	15%	—	—	—
Feb 28 ’23AMC	—	−8.3%	—	−3%	−2%	—	—	—
Nov 8 ’22AMC	±13.2%	−2.3%	—	11%	11%	—	−16%^rec	+27pt
All · 17	±8.7% avg	7.3% avg either way	7.0% avg either way	−13% median	−11% median	−7% median	−15% median	5.7 average

What the columns mean6 groups · 10 columns

Report’s part: The report’s own share of what the options priced the day before, taken from two or more expiries.; ColumnsPriced
Realized: C2C is the previous close to the next close; By 10:00, the 09:55–10:05 ET average price against the previous close, never substituted from the open when it is missing.; ColumnsC2CBy 10:00
Chart: The grey band is what the options priced and the marks are what happened, on a ±25% scale.; ColumnsPriced · realized · ±25%
Crush: How far implied volatility fell in the report’s expiry. ATM is at the strike nearest the price, day before to day after at 15:46, read late in the session, so it does not compare with a figure read at the open. As-sold is at the strike a position was already holding; a blank there is not a small crush, because after a big move that strike is often no longer quoted the day after. Open is backed out of the option’s own 10:00 price the next morning.; ColumnsATMAs-soldOpen
Forecast: Pred. is the crush we wrote the day before the report and never changed, marked rec where it was rebuilt from history. Error is what happened minus the forecast, graded against the collapse at the new strike, in points of the crush.; ColumnsPred.Error
Sold: P&L: sold at the bid the day before and bought back at the 10:00 ask, as a share of the premium collected. A record of what happened, not a recommendation.; ColumnsP&L

The stock closed past the priced move on 5 of 15 reports, and was past it at 10:00 the next morning on 4 of 14. It held 80% or more of its 10:00 move into the close on 7 of 14. Sold P&L, locked here, is what selling the straddle kept at each report. It opens with a free account. A record of what happened, not a recommendation. A dash is a number we do not have, not a zero.

Reports17Next morning14 of 17OldestNov 202210:00 anchor = the 09:55–10:05 average price against the previous close

MARA · three more tables · open with a free accountMARA · three more tables

The rest of each reportThe quoted move before the split, the drift from the open to three sessions after, the 10:00 as-sold and 30-day crushes, the skew before and after, and the cover mark, for each of MARA’s 17 reports.
What selling it keptWhat selling MARA’s straddle the day before kept when it was bought back at the open, at 10:00 and at the close: the average, the median, the worst report and the losses, over its last 12 reports.
After the openWhether MARA kept moving after the open or faded back by 10:00, and what the stored numbers say about the wings and the calendar: the typical distance to a wing, the slope at entry and the front-leg crush that followed.

Create a free accountWe email you a link that signs you in. Already have one? Sign in

MARA · data quality on this name · every marker, countedMARA · data quality on this name

We publish flagged reports instead of dropping them. A marker on one report says little about the company and one on most of them says a lot, so the count is what tells them apart.

Every marker on this name, counted against the report it touched, newest first as in the history above. The first column is the current reading.

nowAug 6
’26May 11
’26Feb 26
’26Nov 4
’25Jul 29
’25May 8
’25Feb 26
’25Nov 12
’24Aug 1
’24May 9
’24Feb 28
’24Nov 8
’23Aug 8
’23May 10
’23Mar 16
’23Feb 28
’23Nov 8
’22reports

crush expiry substituted17 of 17

macro event in the window17 of 17

held to expiry16 of 17

gapped past the wings6 of 17

iV rose through the print4 of 17

skew contamination3 of 17

no trade at the cover3 of 17

no re-struck cover IV3 of 17

no 10:00 tape3 of 17

no prediction2 of 17

overlapping event2 of 17

thin trade at the cover2 of 17

noisy IV rank1 of 17

prices from a second source1 of 17

What each marker means14 markers

crush expiry substituted The expiry that would have been measured was not available on both sides of the print, so a neighbouring one stood in. The crush is real; it is measured on a slightly different contract than the label implies.Affects Crush (re-struck)

macro event in the window A scheduled macro event (a CPI print, an FOMC day) falls inside the decomposition window, so a little of the volatility attributed to the event belongs to the calendar instead.Affects Implied (event)

held to expiry The straddle that was sold expired at one of these closes, so its price there is its settlement value: the distance from the stock to the strike. That exit pays no bid/ask spread, and it ignores the cost of being assigned stock on the in-the-money leg.Affects Short-straddle P&L

gapped past the wings The stock gapped far enough that the contract sold at T−1 is no longer near the money at the cover, so the as-sold crush there is partly a move along the smile rather than a collapse in volatility.Affects Crush at 10:00 (as sold)

iV rose through the print Implied volatility went up across the event rather than collapsing — rare but real, usually guidance withdrawn or a second catalyst introduced. Shown, and kept out of the scored accuracy record rather than corrected.Affects Accuracy record

skew contamination The gap between the strike sold and where the stock ended up is large enough that the as-sold crush cannot stand in for the comparable one, so this print carries no scored open crush.Affects Accuracy record

no trade at the cover The option legs did not trade at the 10:00 cover anchor, so the crush there could not be measured. It comes from the tape, not an outage, so it is permanent and counts in the published coverage ratio.Affects Crush at 10:00

no re-struck cover IV The comparable at-the-money volatility could not be read at the 10:00 anchor, so only the as-sold contract is available there.Affects Crush at 10:00

no 10:00 tape The equity minute bars behind the 10:00 anchor do not exist for this session, so the anchor is blank and stays blank. It is never substituted from the opening price: a history with two different anchors mixed together is worse than a shorter one.Affects By 10:00 · Crush at 10:00

no prediction No predicted crush could be frozen for this print, so it has no entry in the scored accuracy record. Never filled in afterwards — a prediction written after the outcome is not one.Affects Predicted crush · Error

overlapping event A second earnings report or a suppressing macro event falls inside the solve window, so the volatility priced there cannot be attributed to this print alone.Affects Implied (event)

thin trade at the cover Too few prints stand behind the 10:00 anchor for it to be a reliable price. The crush is shown and kept out of the rankings.Affects Crush at 10:00

noisy IV rank This name’s quote width is large against its own 52-week volatility range, so the rank carries a read error worth noting. A true property of a quiet name, not a defect — the rank itself is computed normally.Affects IV rank

prices from a second source Our main supplier's closing prices for this report belonged to a different company or were wrong for that day, checked against an independent trade record. The actual moves here are worked out from that record instead: the same trades, but its closing figure is the last trade rather than the official closing auction.Affects At the open · By 10:00 · T+1 close · T+2 · T+3 · Cover mark

How to read this page

History table: Its columns are explained right under it: What the columns mean ↑
Coverage: MARA’s 17 reports.
Priced move: Read at 15:46 ET.

A number looks wrong? Tell us what you expected and we’ll check it.Report a data issue