MARA option chain Marathon Digital Holdings, 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 ±5.3% (9.90–11.00) · ATM IV 89.8% · P/C open interest 0.69
| 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 | |
| 3.70 | 4.55 | 13 | 30 | 1.00 | 0.0020 | -0.000 | 6 | 0 | 0.0100 | 9 | 55 | 313.2% | -0.00 | 0.0020 | -0.001 | |
| 2.52 | 3.55 | 3 | 59 | 1.00 | 0.0064 | -0.001 | 7 | 0 | 0.0100 | 9 | 140 | 233.5% | -0.00 | 0.0064 | -0.002 | |
| 2.06 | 3.05 | 3 | 21 | 0.99 | 0.0120 | -0.002 | 7.5 | 0 | 0.0100 | 449 | 197.3% | -0.01 | 0.0120 | -0.003 | ||
| 2.09 | 2.52 | 317 | 532 | 0.99 | 0.0231 | -0.004 | 8 | 0 | 0.0100 | 5 | 1,172 | 163.1% | -0.01 | 0.0231 | -0.005 | |
| 1.38 | 2.39 | 173 | 148 | 0.98 | 0.0464 | -0.008 | 8.5 | 0 | 0.0100 | 120 | 4,103 | 130.3% | -0.02 | 0.0464 | -0.008 | |
| 1.33 | 1.88 | 193 | 373 | 203.8% | 0.96 | 0.0978 | -0.015 | 9 | 0 | 0.0200 | 260 | 4,128 | 110.4% | -0.04 | 0.0979 | -0.015 |
| 0.9400 | 1.05 | 156 | 568 | 95.2% | 0.90 | 0.2134 | -0.030 | 9.5 | 0.0200 | 0.0300 | 2,105 | 5,147 | 93.3% | -0.10 | 0.2136 | -0.030 |
| 0.5400 | 0.5800 | 2,453 | 6,524 | 84.7% | 0.76 | 0.4361 | -0.057 | 10 | 0.1000 | 0.1100 | 6,033 | 9,605 | 92.3% | -0.24 | 0.4376 | -0.057 |
| 0.2500 | 0.2700 | 9,790 | 5,775 | 89.3% | 0.50 | 0.5941 | -0.077 | 10.5 | 0.2800 | 0.3000 | 1,691 | 9,695 | 90.3% | -0.50 | 0.5989 | -0.078 |
| 0.1000 | 0.1100 | 22.8K | 26.7K | 93.2% | 0.25 | 0.4372 | -0.061 | 11 | 0.6200 | 0.6700 | 601 | 26.1K | 96.0% | -0.75 | 0.4409 | -0.062 |
| 0.0300 | 0.0400 | 2,421 | 18.1K | 96.1% | 0.13 | 0.2519 | -0.038 | 11.5 | 1.04 | 1.13 | 154 | 32.1K | 109.5% | -0.88 | 0.2527 | -0.038 |
| 0.0100 | 0.0200 | 17.8K | 41.7K | 105.9% | 0.07 | 0.1444 | -0.024 | 12 | 1.52 | 1.61 | 74 | 1,479 | 130.8% | -0.93 | 0.1444 | -0.023 |
| 0.0100 | 0.0200 | 15.5K | 30.9K | 130.7% | 0.04 | 0.0868 | -0.015 | 12.5 | 1.97 | 2.53 | 47 | 13.2K | 263.0% | -0.96 | 0.0867 | -0.014 |
| 0 | 0.0100 | 171 | 9,799 | 130.4% | 0.03 | 0.0549 | -0.010 | 13 | 2.25 | 2.84 | 108 | 240 | 150.9% | -0.98 | 0.0546 | -0.009 |
| 0 | 0.0100 | 21 | 3,212 | 149.6% | 0.02 | 0.0364 | -0.007 | 13.5 | 2.43 | 3.65 | 6 | 120 | 158.5% | -0.98 | 0.0359 | -0.007 |
| 0 | 0.0100 | 21 | 4,631 | 167.7% | 0.01 | 0.0251 | -0.005 | 14 | 2.73 | 4.35 | 1 | 48 | 177.3% | -0.99 | 0.0243 | -0.005 |
| 0 | 0.0100 | 15 | 1,720 | 185.0% | 0.01 | 0.0179 | -0.004 | 14.5 | 2.87 | 5.35 | 7 | 51 | 294.3% | -0.99 | 0.0168 | -0.004 |
| 0 | 0.0100 | 13 | 2,577 | 201.4% | 0.01 | 0.0131 | -0.003 | 15 | 2.57 | 6.60 | 3 | 5 | 292.3% | -1.00 | 0.0119 | -0.003 |
| 0 | 0.0100 | 428 | 217.1% | 0.01 | 0.0098 | -0.002 | 15.5 | 3.30 | 7.15 | 2 | 1 | 420.0% | -1.00 | 0.0085 | -0.003 | |
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 — Sep 04, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs