MARA option chain Marathon Digital Holdings, Inc.
Cboe delayed options data · as of 03:36 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 ±9.5% (9.46–11.44) · ATM IV 76.0% · P/C open interest 0.59
| 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 | |
| 3.25 | 5.10 | 2 | 4 | 1.00 | 0.0024 | 0.000 | 5.5 | 0 | 0.0100 | 11 | 169.5% | -0.00 | 0.0024 | -0.001 | ||
| 2.85 | 6.45 | 2 | 5 | 285.3% | 1.00 | 0.0043 | -0.000 | 6 | 0 | 0.0100 | 9 | 148.3% | -0.00 | 0.0043 | -0.001 | |
| 3.60 | 4.50 | 51 | 203.8% | 0.99 | 0.0078 | -0.001 | 6.5 | 0 | 0.0100 | 4 | 181 | 128.8% | -0.01 | 0.0078 | -0.002 | |
| 2.49 | 4.05 | 2 | 8 | 0.99 | 0.0141 | -0.002 | 7 | 0 | 0.0100 | 79 | 110.6% | -0.01 | 0.0141 | -0.002 | ||
| 2.16 | 3.80 | 4 | 58 | 97.3% | 0.98 | 0.0255 | -0.003 | 7.5 | 0 | 0.0200 | 28 | 686 | 109.7% | -0.02 | 0.0255 | -0.004 |
| 2.10 | 2.54 | 53 | 118 | 0.97 | 0.0456 | -0.006 | 8 | 0.0100 | 0.0200 | 26 | 5,697 | 91.2% | -0.03 | 0.0456 | -0.006 | |
| 1.94 | 2.07 | 57 | 153 | 84.4% | 0.94 | 0.0804 | -0.009 | 8.5 | 0.0200 | 0.0400 | 70 | 1,820 | 84.1% | -0.06 | 0.0806 | -0.009 |
| 1.48 | 1.60 | 26 | 229 | 79.2% | 0.89 | 0.1369 | -0.013 | 9 | 0.0600 | 0.0700 | 199 | 1,693 | 79.3% | -0.11 | 0.1372 | -0.014 |
| 1.06 | 1.14 | 115 | 282 | 72.8% | 0.81 | 0.2158 | -0.019 | 9.5 | 0.1400 | 0.1500 | 641 | 2,729 | 77.5% | -0.19 | 0.2164 | -0.019 |
| 0.7400 | 0.7700 | 227 | 820 | 74.8% | 0.68 | 0.2948 | -0.025 | 10 | 0.2800 | 0.3100 | 799 | 3,610 | 77.5% | -0.32 | 0.2956 | -0.025 |
| 0.4700 | 0.5000 | 1,948 | 2,357 | 76.3% | 0.52 | 0.3283 | -0.027 | 10.5 | 0.4900 | 0.5200 | 343 | 5,770 | 75.7% | -0.49 | 0.3293 | -0.028 |
| 0.2700 | 0.3000 | 1,591 | 6,432 | 74.9% | 0.36 | 0.2999 | -0.026 | 11 | 0.8100 | 0.8800 | 100 | 712 | 80.7% | -0.64 | 0.3009 | -0.027 |
| 0.1700 | 0.1800 | 581 | 1,417 | 78.3% | 0.25 | 0.2408 | -0.023 | 11.5 | 1.18 | 1.27 | 73 | 537 | 84.2% | -0.75 | 0.2415 | -0.023 |
| 0.0900 | 0.1200 | 374 | 3,388 | 79.9% | 0.17 | 0.1821 | -0.019 | 12 | 1.60 | 1.70 | 51 | 344 | 86.1% | -0.83 | 0.1826 | -0.019 |
| 0.0600 | 0.0700 | 463 | 2,511 | 84.6% | 0.12 | 0.1352 | -0.016 | 12.5 | 2.06 | 2.16 | 2 | 251 | 91.0% | -0.88 | 0.1359 | -0.016 |
| 0.0400 | 0.0500 | 572 | 5,982 | 89.9% | 0.09 | 0.1006 | -0.013 | 13 | 2.54 | 2.64 | 4 | 134 | 97.9% | -0.91 | 0.1019 | -0.013 |
| 0.0300 | 0.0400 | 31 | 800 | 96.5% | 0.06 | 0.0758 | -0.011 | 13.5 | 3.00 | 3.15 | 60 | 103.8% | -0.94 | 0.0776 | -0.011 | |
| 0.0200 | 0.0300 | 33 | 8,276 | 100.7% | 0.05 | 0.0580 | -0.009 | 14 | 3.45 | 4.90 | 28 | 254.1% | -0.95 | 0.0601 | -0.009 | |
| 0.0100 | 0.0300 | 6 | 1,124 | 106.4% | 0.04 | 0.0450 | -0.007 | 14.5 | 3.95 | 6.15 | 1 | 32 | 332.6% | -0.97 | 0.0473 | -0.008 |
| 0.0100 | 0.0200 | 136 | 6,718 | 110.3% | 0.03 | 0.0355 | -0.006 | 15 | 4.40 | 5.35 | 18 | 224.6% | -0.97 | 0.0381 | -0.006 | |
| 0.0100 | 0.0300 | 122 | 123.8% | 0.02 | 0.0284 | -0.005 | 15.5 | 4.90 | 6.25 | 2 | 278.0% | -0.98 | 0.0310 | -0.005 | ||
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 11, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs