MAR option chain Marriott International, Inc.
Cboe delayed options data · as of 18:36 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 ±17.4% (274.35–390.14) · ATM IV 27.7% · P/C open interest 0.65
| 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 | |
| 118.70 | 122.10 | 3 | 38.7% | 0.95 | 0.0011 | -0.007 | 220 | 1.75 | 3.20 | 2 | 37.9% | -0.05 | 0.0011 | -0.023 | ||
| 109.20 | 113.00 | 36.8% | 0.94 | 0.0013 | -0.012 | 230 | 2.25 | 3.90 | 36.6% | -0.07 | 0.0014 | -0.027 | ||||
| 100.20 | 104.00 | 35.6% | 0.92 | 0.0016 | -0.017 | 240 | 2.85 | 4.80 | 35.4% | -0.08 | 0.0017 | -0.030 | ||||
| 91.30 | 95.10 | 34.2% | 0.90 | 0.0020 | -0.022 | 250 | 3.60 | 5.60 | 33.9% | -0.10 | 0.0020 | -0.034 | ||||
| 83.00 | 86.50 | 33.5% | 0.88 | 0.0023 | -0.027 | 260 | 4.60 | 7.30 | 1 | 33.3% | -0.12 | 0.0024 | -0.038 | |||
| 74.50 | 78.10 | 32.3% | 0.86 | 0.0028 | -0.032 | 270 | 6.00 | 8.20 | 31.9% | -0.15 | 0.0028 | -0.043 | ||||
| 66.00 | 70.10 | 31.1% | 0.83 | 0.0032 | -0.037 | 280 | 7.70 | 10.10 | 31.1% | -0.18 | 0.0033 | -0.047 | ||||
| 58.70 | 61.90 | 30.3% | 0.79 | 0.0037 | -0.043 | 290 | 9.60 | 12.20 | 1 | 30.2% | -0.22 | 0.0038 | -0.051 | |||
| 51.80 | 54.60 | 11 | 29.8% | 0.75 | 0.0042 | -0.047 | 300 | 11.90 | 14.70 | 29.4% | -0.26 | 0.0044 | -0.055 | |||
| 44.70 | 47.80 | 29.0% | 0.71 | 0.0046 | -0.051 | 310 | 14.90 | 17.50 | 28.6% | -0.31 | 0.0049 | -0.058 | ||||
| 38.20 | 41.30 | 2 | 28.2% | 0.66 | 0.0050 | -0.055 | 320 | 18.50 | 21.20 | 28.2% | -0.36 | 0.0054 | -0.061 | |||
| 32.50 | 35.40 | 8 | 27.7% | 0.60 | 0.0054 | -0.057 | 330 | 22.70 | 25.20 | 1 | 27.6% | -0.42 | 0.0058 | -0.063 | ||
| 27.00 | 30.30 | 1 | 27.2% | 0.55 | 0.0056 | -0.058 | 340 | 27.30 | 30.00 | 7 | 27.2% | -0.48 | 0.0061 | -0.063 | ||
| 22.10 | 25.50 | 1 | 26.6% | 0.49 | 0.0058 | -0.058 | 350 | 31.70 | 35.10 | 26.2% | -0.54 | 0.0063 | -0.063 | |||
| 18.10 | 21.20 | 26.2% | 0.44 | 0.0058 | -0.057 | 360 | 37.50 | 41.10 | 25.7% | -0.60 | 0.0065 | -0.062 | ||||
| 14.20 | 17.50 | 25.6% | 0.38 | 0.0057 | -0.055 | 370 | 44.60 | 47.50 | 5 | 25.5% | -0.66 | 0.0066 | -0.059 | |||
| 11.50 | 14.50 | 25.5% | 0.33 | 0.0055 | -0.052 | 380 | 51.90 | 54.70 | 25.3% | -0.72 | 0.0066 | -0.057 | ||||
| 9.10 | 11.90 | 25.3% | 0.28 | 0.0052 | -0.048 | 390 | 59.50 | 62.60 | 24.9% | -0.79 | 0.0066 | -0.054 | ||||
| 7.10 | 9.80 | 25.2% | 0.24 | 0.0048 | -0.043 | 400 | 67.70 | 70.90 | 24.4% | -0.85 | 0.0065 | -0.051 | ||||
| 5.50 | 7.90 | 25.1% | 0.20 | 0.0043 | -0.039 | 410 | 76.50 | 80.20 | 24.4% | -0.90 | 0.0062 | -0.049 | ||||
| 3.80 | 6.50 | 24.7% | 0.16 | 0.0039 | -0.034 | 420 | 85.80 | 89.30 | -0.96 | 0.0061 | -0.037 | |||||
| 2.75 | 5.00 | 24.3% | 0.14 | 0.0034 | -0.030 | 430 | 95.70 | 99.90 | 26.0% | -0.99 | 0.0021 | -0.049 | ||||
| 2.05 | 4.00 | 24.3% | 0.11 | 0.0030 | -0.026 | 440 | 105.70 | 109.70 | -1.00 | 0.0000 | -0.049 | |||||
| 1.45 | 3.30 | 24.3% | 0.09 | 0.0025 | -0.022 | 450 | 115.70 | 119.70 | -1.00 | 0.0000 | -0.049 | |||||
| 1.05 | 3.10 | 25.0% | 0.07 | 0.0022 | -0.019 | 460 | 125.70 | 129.70 | -1.00 | 0.0000 | -0.049 | |||||
| 0.7500 | 2.40 | 24.9% | 0.06 | 0.0018 | -0.016 | 470 | 135.70 | 140.00 | 32.9% | -1.00 | 0.0000 | -0.049 | ||||
| 0.5500 | 1.80 | 24.7% | 0.05 | 0.0016 | -0.014 | 480 | 145.70 | 149.70 | -1.00 | 0.0000 | -0.049 | |||||
| 0.3500 | 1.55 | 24.9% | 0.04 | 0.0013 | -0.012 | 490 | 155.70 | 159.70 | -1.00 | 0.0000 | -0.049 | |||||
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 — Apr 16, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs