MAR option chain Marriott International, Inc.
Cboe delayed options data · as of 15:40 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 ±8.4% (358.50–424.50) · ATM IV 25.9% · P/C open interest 0.62
| 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 | |
| 190.30 | 194.40 | 5 | 1.00 | 0.0001 | 0.000 | 200 | 0 | 2.15 | 124 | 87.8% | -0.00 | 0.0001 | -0.010 | |||
| 180.50 | 184.50 | 3 | 56.3% | 1.00 | 0.0001 | 0.000 | 210 | 0 | 2.10 | 153 | 81.8% | -0.00 | 0.0001 | -0.011 | ||
| 170.50 | 174.50 | 122 | 0.99 | 0.0002 | 0.000 | 220 | 0 | 0.9000 | 39 | 67.0% | -0.01 | 0.0002 | -0.012 | |||
| 160.50 | 164.60 | 21 | 0.99 | 0.0002 | 0.000 | 230 | 0 | 0.8000 | 240 | 61.3% | -0.01 | 0.0002 | -0.013 | |||
| 150.70 | 154.70 | 291 | 0.99 | 0.0003 | 0.000 | 240 | 0 | 0.9000 | 59 | 57.9% | -0.01 | 0.0003 | -0.015 | |||
| 140.70 | 144.80 | 10 | 0.99 | 0.0003 | 0.000 | 250 | 0 | 0.5500 | 72 | 50.1% | -0.01 | 0.0003 | -0.018 | |||
| 131.30 | 134.20 | 63 | 0.99 | 0.0004 | -0.003 | 260 | 0 | 0.7500 | 380 | 48.2% | -0.01 | 0.0004 | -0.020 | |||
| 121.00 | 125.10 | 83 | 38.8% | 0.98 | 0.0005 | -0.006 | 270 | 0 | 1.25 | 148 | 48.0% | -0.02 | 0.0005 | -0.022 | ||
| 111.20 | 115.20 | 76 | 37.4% | 0.98 | 0.0007 | -0.009 | 280 | 0 | 1.25 | 208 | 43.9% | -0.02 | 0.0007 | -0.024 | ||
| 101.50 | 105.40 | 77 | 37.0% | 0.98 | 0.0009 | -0.014 | 290 | 0.0500 | 1.20 | 57 | 40.0% | -0.02 | 0.0009 | -0.027 | ||
| 92.10 | 94.90 | 249 | 33.0% | 0.97 | 0.0012 | -0.021 | 300 | 0.1500 | 1.40 | 409 | 37.6% | -0.03 | 0.0012 | -0.033 | ||
| 82.40 | 85.20 | 329 | 32.0% | 0.96 | 0.0016 | -0.032 | 310 | 0.7000 | 1.25 | 1 | 168 | 35.3% | -0.04 | 0.0016 | -0.043 | |
| 72.70 | 75.60 | 182 | 30.5% | 0.94 | 0.0022 | -0.044 | 320 | 0.8500 | 2.00 | 173 | 34.1% | -0.06 | 0.0022 | -0.053 | ||
| 63.60 | 66.30 | 1 | 197 | 30.7% | 0.92 | 0.0029 | -0.056 | 330 | 1.40 | 2.25 | 130 | 31.8% | -0.08 | 0.0029 | -0.064 | |
| 54.00 | 56.70 | 114 | 28.0% | 0.89 | 0.0038 | -0.068 | 340 | 2.45 | 3.20 | 1 | 191 | 31.2% | -0.11 | 0.0038 | -0.076 | |
| 45.90 | 48.00 | 119 | 28.5% | 0.85 | 0.0049 | -0.085 | 350 | 3.60 | 5.50 | 1 | 214 | 31.4% | -0.15 | 0.0050 | -0.092 | |
| 37.50 | 39.90 | 118 | 27.8% | 0.79 | 0.0062 | -0.106 | 360 | 5.20 | 7.30 | 4 | 83 | 30.2% | -0.21 | 0.0062 | -0.112 | |
| 29.50 | 32.50 | 99 | 26.9% | 0.72 | 0.0073 | -0.122 | 370 | 7.10 | 9.50 | 32 | 28.6% | -0.28 | 0.0075 | -0.128 | ||
| 23.40 | 25.40 | 143 | 26.7% | 0.65 | 0.0085 | -0.132 | 380 | 10.10 | 12.40 | 1 | 9 | 27.5% | -0.36 | 0.0087 | -0.136 | |
| 17.10 | 19.50 | 1 | 682 | 25.9% | 0.56 | 0.0094 | -0.134 | 390 | 13.70 | 15.70 | 1 | 25 | 25.9% | -0.45 | 0.0097 | -0.138 |
| 12.10 | 13.70 | 1 | 266 | 24.7% | 0.46 | 0.0099 | -0.131 | 400 | 18.60 | 21.20 | 20 | 25.6% | -0.55 | 0.0101 | -0.133 | |
| 8.20 | 9.90 | 1,057 | 24.4% | 0.36 | 0.0096 | -0.120 | 410 | 24.60 | 27.50 | 25.3% | -0.65 | 0.0099 | -0.121 | |||
| 5.30 | 6.40 | 2 | 433 | 23.7% | 0.27 | 0.0087 | -0.104 | 420 | 31.80 | 34.50 | 2 | 25.1% | -0.75 | 0.0090 | -0.104 | |
| 3.40 | 4.70 | 131 | 24.1% | 0.19 | 0.0073 | -0.085 | 430 | 39.50 | 42.50 | 24.8% | -0.83 | 0.0079 | -0.087 | |||
| 1.90 | 2.70 | 2 | 158 | 23.2% | 0.13 | 0.0058 | -0.066 | 440 | 48.30 | 51.00 | 24.8% | -0.90 | 0.0069 | -0.073 | ||
| 1.10 | 1.70 | 22 | 23.2% | 0.09 | 0.0044 | -0.051 | 450 | 57.90 | 60.60 | 26.6% | -0.95 | 0.0060 | -0.063 | |||
| 0.3500 | 1.10 | 7 | 22.6% | 0.06 | 0.0032 | -0.039 | 460 | 66.70 | 70.70 | 26.9% | -0.98 | 0.0034 | -0.055 | |||
| 0.2500 | 0.7500 | 29 | 23.5% | 0.05 | 0.0025 | -0.032 | 470 | 76.60 | 80.60 | 29.6% | -1.00 | 0.0012 | -0.050 | |||
| 0 | 1.30 | 18 | 26.9% | 0.04 | 0.0020 | -0.028 | 480 | 86.60 | 90.60 | 32.3% | -1.00 | 0.0001 | -0.050 | |||
| 0 | 0.9500 | 15 | 27.7% | 0.03 | 0.0016 | -0.026 | 490 | 96.60 | 100.60 | 34.9% | -1.00 | 0.0000 | -0.050 | |||
| 0 | 0.6500 | 1 | 28.1% | 0.03 | 0.0014 | -0.025 | 500 | 106.60 | 110.60 | 37.4% | -1.00 | 0.0000 | -0.050 | |||
| 0 | 1.00 | 32.0% | 0.03 | 0.0012 | -0.024 | 510 | 116.60 | 120.60 | 39.8% | -1.00 | 0.0000 | -0.050 | ||||
| 0 | 0.5500 | 5 | 31.1% | 0.02 | 0.0010 | -0.023 | 520 | 126.60 | 130.60 | 42.2% | -1.00 | 0.0000 | -0.050 | |||
| 0 | 0.9500 | 11 | 37.5% | 0.02 | 0.0008 | -0.021 | 540 | 146.60 | 150.60 | 46.7% | -1.00 | 0.0000 | -0.050 | |||
| 0 | 1.30 | 1 | 43.0% | 0.02 | 0.0006 | -0.020 | 560 | 166.60 | 170.60 | 51.0% | -1.00 | 0.0000 | -0.050 | |||
| 0 | 1.30 | 2 | 46.5% | 0.01 | 0.0005 | -0.018 | 580 | 186.60 | 190.60 | 55.1% | -1.00 | 0.0000 | -0.050 | |||
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 — Dec 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs