MAR option chain Marriott International, Inc.

Expiration Cboe delayed options data · as of 00:36 UTC

Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.

This expiration prices a move of about ±7.7% (306.69–357.80) · ATM IV 25.7% · P/C open interest —

CALLS								Strike	PUTS
Bid	Ask	Vol	OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated.	IV	ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money).	Γ	Θ		Bid	Ask	Vol	OI	IV	Δ	Γ	Θ
67.80	71.70			37.0%	0.97	0.0017	0.000	265	0.2000	1.05			35.7%	-0.04	0.0018	-0.033
63.10	66.90			36.4%	0.96	0.0021	0.000	270	0.3000	1.20			34.5%	-0.04	0.0021	-0.037
58.10	62.10			34.4%	0.95	0.0025	-0.006	275	0.3000	1.40			32.9%	-0.05	0.0026	-0.042
53.60	57.40			34.2%	0.94	0.0031	-0.015	280	0.3000	1.85			32.0%	-0.06	0.0031	-0.048
48.70	52.70			32.4%	0.92	0.0037	-0.025	285	0.5000	3.50			34.5%	-0.08	0.0038	-0.055
44.30	48.10			31.9%	0.91	0.0045	-0.035	290	1.00	2.60			30.8%	-0.10	0.0045	-0.062
39.80	43.60			31.0%	0.88	0.0054	-0.046	295	1.15	3.30			29.8%	-0.12	0.0054	-0.071
35.40	39.20			30.1%	0.86	0.0064	-0.059	300	1.75	3.80			28.9%	-0.15	0.0064	-0.080
31.30	34.90			29.4%	0.82	0.0074	-0.071	305	1.50	4.80			27.1%	-0.18	0.0075	-0.090
27.20	30.80			28.6%	0.78	0.0085	-0.083	310	2.50	6.40			27.7%	-0.22	0.0087	-0.099
23.30	26.90			27.8%	0.74	0.0096	-0.094	315	3.50	7.50			26.9%	-0.26	0.0098	-0.107
19.80	23.30			27.3%	0.69	0.0107	-0.103	320	4.90	8.70			26.2%	-0.32	0.0110	-0.114
16.20	20.00			26.5%	0.63	0.0117	-0.110	325	6.50	10.40			25.7%	-0.37	0.0120	-0.118
13.10	17.00			26.0%	0.58	0.0124	-0.114	330	8.70	12.30			25.4%	-0.43	0.0128	-0.120
10.50	14.00			25.4%	0.51	0.0129	-0.116	335	10.90	14.50			24.8%	-0.50	0.0134	-0.120
8.00	11.80			25.1%	0.45	0.0130	-0.114	340	13.60	17.10			24.4%	-0.57	0.0135	-0.116
5.80	9.60			24.5%	0.38	0.0126	-0.110	345	16.60	20.00			23.9%	-0.63	0.0133	-0.110
4.10	7.80			24.1%	0.32	0.0120	-0.103	350	20.00	23.20			23.4%	-0.70	0.0128	-0.101
2.65	6.40			23.9%	0.27	0.0111	-0.095	355	24.00	26.80			23.4%	-0.76	0.0120	-0.090
1.65	5.50			24.1%	0.22	0.0099	-0.085	360	27.50	31.20			23.0%	-0.81	0.0109	-0.078
0.7500	4.70			24.2%	0.18	0.0087	-0.074	365	31.90	35.30			22.7%	-0.86	0.0097	-0.065
0.7000	3.40			24.2%	0.14	0.0075	-0.064	370	36.30	40.20			23.2%	-0.90	0.0084	-0.051
0.3000	2.60			23.9%	0.11	0.0063	-0.054	375	41.00	44.90			23.2%	-0.94	0.0083	-0.035
0.3000	1.80			23.9%	0.09	0.0052	-0.046	380	45.80	49.80				-0.97	0.0070	-0.050
0.0500	1.95			25.4%	0.07	0.0043	-0.039	385	50.70	54.80				-0.99	0.0047	-0.083
0.1000	2.80			29.6%	0.06	0.0036	-0.033	390	55.70	59.70				-1.00	0.0017	-0.144
0	2.65			30.7%	0.05	0.0030	-0.029	395	60.70	64.70				-1.00	0.0000	-0.180
0	1.30			28.0%	0.04	0.0026	-0.026	400	65.70	69.70				-1.00	0.0000	-0.193
0	0.8000			27.1%	0.03	0.0022	-0.024	405	70.70	74.70				-1.00	0.0000	-0.201

Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.

Volatility smile — Oct 23, 2026

Volatility page →

Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.

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MAR option chain Marriott International, Inc.

Volatility smile — Oct 23, 2026

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