MAR option chain Marriott International, Inc.
Cboe delayed options data · as of 06:36 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 ±10.6% (297.69–368.59) · ATM IV 28.4% · P/C open interest 0.54
| 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 | |
| 158.50 | 162.20 | 2 | 60.3% | 0.99 | 0.0003 | -0.004 | 175 | 0 | 0.9000 | 4 | 66.4% | -0.01 | 0.0003 | -0.019 | ||
| 153.50 | 157.30 | 8 | 58.0% | 0.99 | 0.0003 | -0.004 | 180 | 0 | 0.8500 | 4 | 4 | 63.3% | -0.01 | 0.0003 | -0.020 | |
| 148.60 | 152.40 | 4 | 8 | 57.2% | 0.99 | 0.0004 | -0.005 | 185 | 0 | 2.15 | 8 | 70.5% | -0.01 | 0.0004 | -0.020 | |
| 143.70 | 147.40 | 8 | 54.9% | 0.99 | 0.0004 | -0.006 | 190 | 0 | 1.10 | 4 | 6 | 60.6% | -0.01 | 0.0004 | -0.021 | |
| 138.80 | 142.30 | 2 | 4 | 51.3% | 0.99 | 0.0004 | -0.007 | 195 | 0 | 2.20 | 4 | 65.3% | -0.02 | 0.0004 | -0.021 | |
| 133.80 | 137.60 | 2 | 51.8% | 0.98 | 0.0005 | -0.009 | 200 | 0 | 2.15 | 4 | 62.4% | -0.02 | 0.0005 | -0.022 | ||
| 124.00 | 127.70 | 4 | 48.4% | 0.98 | 0.0006 | -0.011 | 210 | 0 | 1.15 | 4 | 51.4% | -0.02 | 0.0006 | -0.024 | ||
| 114.20 | 117.90 | 2 | 45.9% | 0.98 | 0.0007 | -0.014 | 220 | 0 | 2.35 | 2 | 53.3% | -0.02 | 0.0007 | -0.025 | ||
| 104.50 | 108.10 | 43.6% | 0.97 | 0.0009 | -0.017 | 230 | 0 | 2.45 | 48.9% | -0.03 | 0.0009 | -0.028 | ||||
| 94.40 | 98.40 | 39.4% | 0.97 | 0.0012 | -0.021 | 240 | 0.2000 | 2.75 | 26 | 46.0% | -0.04 | 0.0012 | -0.032 | |||
| 85.00 | 88.70 | 38.4% | 0.96 | 0.0015 | -0.027 | 250 | 0 | 3.10 | 41.8% | -0.05 | 0.0016 | -0.036 | ||||
| 75.50 | 79.20 | 36.7% | 0.94 | 0.0020 | -0.034 | 260 | 0 | 3.50 | 1 | 38.3% | -0.06 | 0.0020 | -0.043 | |||
| 66.10 | 69.90 | 35.1% | 0.92 | 0.0026 | -0.043 | 270 | 0.1000 | 4.00 | 22 | 35.2% | -0.08 | 0.0027 | -0.050 | |||
| 57.00 | 60.80 | 33.7% | 0.90 | 0.0035 | -0.053 | 280 | 0.6500 | 4.70 | 1 | 1 | 33.0% | -0.11 | 0.0036 | -0.059 | ||
| 48.30 | 52.00 | 32.4% | 0.86 | 0.0045 | -0.064 | 290 | 2.10 | 5.00 | 12 | 9 | 31.0% | -0.14 | 0.0046 | -0.070 | ||
| 40.00 | 43.70 | 2 | 31.3% | 0.81 | 0.0057 | -0.077 | 300 | 4.50 | 6.20 | 13 | 30.4% | -0.19 | 0.0058 | -0.082 | ||
| 32.30 | 35.30 | 29.6% | 0.75 | 0.0070 | -0.090 | 310 | 5.60 | 9.60 | 16 | 29.6% | -0.26 | 0.0071 | -0.094 | |||
| 25.30 | 29.00 | 4 | 29.4% | 0.67 | 0.0081 | -0.100 | 320 | 8.80 | 12.50 | 1 | 10 | 28.9% | -0.34 | 0.0083 | -0.103 | |
| 19.00 | 22.90 | 2 | 2 | 28.6% | 0.59 | 0.0090 | -0.105 | 330 | 12.50 | 16.50 | 1 | 36 | 28.2% | -0.42 | 0.0092 | -0.109 |
| 13.60 | 17.50 | 4 | 27.7% | 0.50 | 0.0094 | -0.105 | 340 | 17.30 | 21.00 | 14 | 27.4% | -0.52 | 0.0098 | -0.109 | ||
| 9.20 | 11.90 | 1 | 25.9% | 0.40 | 0.0094 | -0.100 | 350 | 22.80 | 26.20 | 4 | 26.1% | -0.62 | 0.0099 | -0.105 | ||
| 5.80 | 9.50 | 13 | 18 | 26.2% | 0.31 | 0.0087 | -0.090 | 360 | 29.60 | 33.00 | 8 | 25.6% | -0.71 | 0.0095 | -0.096 | |
| 3.20 | 7.00 | 12 | 25.8% | 0.24 | 0.0077 | -0.078 | 370 | 37.20 | 41.00 | 25.3% | -0.80 | 0.0087 | -0.085 | |||
| 1.35 | 5.50 | 21 | 25.8% | 0.17 | 0.0064 | -0.064 | 380 | 45.80 | 49.40 | 24.7% | -0.87 | 0.0074 | -0.072 | |||
| 0.2000 | 4.30 | 1 | 203 | 25.8% | 0.13 | 0.0051 | -0.053 | 390 | 54.90 | 58.50 | -0.93 | 0.0066 | -0.057 | |||
| 0 | 3.20 | 33 | 26.5% | 0.10 | 0.0040 | -0.044 | 400 | 64.70 | 68.50 | -0.97 | 0.0058 | -0.068 | ||||
| 0.2500 | 2.95 | 17 | 29.2% | 0.08 | 0.0033 | -0.039 | 410 | 74.70 | 78.70 | 2 | -0.99 | 0.0035 | -0.035 | |||
| 0.0500 | 2.65 | 4 | 30.6% | 0.06 | 0.0027 | -0.035 | 420 | 84.70 | 88.80 | -0.99 | 0.0012 | -0.035 | ||||
| 0 | 2.45 | 1 | 32.4% | 0.05 | 0.0023 | -0.033 | 430 | 94.70 | 98.80 | -1.00 | 0.0003 | -0.035 | ||||
| 0 | 2.30 | 2 | 34.3% | 0.05 | 0.0020 | -0.032 | 440 | 104.70 | 108.80 | -1.00 | 0.0000 | -0.035 | ||||
| 0 | 2.25 | 1 | 36.4% | 0.04 | 0.0017 | -0.030 | 450 | 114.70 | 118.70 | -1.00 | 0.0000 | -0.035 | ||||
| 0 | 2.20 | 38.4% | 0.04 | 0.0015 | -0.029 | 460 | 124.70 | 128.80 | -1.00 | 0.0000 | -0.035 | |||||
| 0 | 2.15 | 40.3% | 0.04 | 0.0013 | -0.028 | 470 | 134.70 | 138.80 | -1.00 | 0.0000 | -0.035 | |||||
| 0 | 2.15 | 42.3% | 0.03 | 0.0012 | -0.027 | 480 | 144.70 | 148.80 | -1.00 | 0.0000 | -0.035 | |||||
| 0 | 2.15 | 44.2% | 0.03 | 0.0011 | -0.026 | 490 | 154.70 | 158.80 | -1.00 | 0.0000 | -0.035 | |||||
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 — Nov 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs