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 ±18.7% (8.50–12.40) · ATM IV 81.7% · P/C open interest 1.67
| 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 | |
| 4.20 | 6.20 | 4 | 5 | 190.8% | 0.99 | 0.0100 | -0.001 | 5.5 | 0.0100 | 0.0200 | 5 | 107.5% | -0.01 | 0.0096 | -0.002 | |
| 3.15 | 5.70 | 2 | 4 | 0.98 | 0.0159 | -0.002 | 6 | 0.0100 | 0.0300 | 17 | 33 | 98.6% | -0.02 | 0.0155 | -0.002 | |
| 3.60 | 4.20 | 5 | 0.97 | 0.0245 | -0.003 | 6.5 | 0.0200 | 0.0500 | 33 | 13 | 94.8% | -0.03 | 0.0242 | -0.003 | ||
| 3.15 | 4.55 | 156.9% | 0.95 | 0.0368 | -0.004 | 7 | 0.0500 | 0.0600 | 5 | 38 | 90.0% | -0.05 | 0.0365 | -0.005 | ||
| 2.15 | 3.55 | 0.92 | 0.0532 | -0.006 | 7.5 | 0.0800 | 0.1000 | 10 | 40 | 86.7% | -0.07 | 0.0530 | -0.006 | |||
| 2.32 | 2.76 | 11 | 49 | 68.6% | 0.89 | 0.0737 | -0.008 | 8 | 0.1300 | 0.1600 | 23 | 387 | 84.2% | -0.11 | 0.0736 | -0.008 |
| 1.89 | 2.34 | 4 | 69.7% | 0.84 | 0.0970 | -0.010 | 8.5 | 0.2200 | 0.2400 | 25 | 314 | 82.7% | -0.16 | 0.0971 | -0.010 | |
| 1.76 | 1.89 | 1 | 55 | 81.6% | 0.78 | 0.1208 | -0.012 | 9 | 0.3400 | 0.3700 | 53 | 11.6K | 82.1% | -0.22 | 0.1209 | -0.012 |
| 1.43 | 1.53 | 58 | 80.1% | 0.70 | 0.1415 | -0.014 | 9.5 | 0.5000 | 0.5200 | 19 | 364 | 80.7% | -0.29 | 0.1418 | -0.014 | |
| 1.16 | 1.25 | 219 | 388 | 81.3% | 0.62 | 0.1562 | -0.015 | 10 | 0.7100 | 0.7600 | 663 | 789 | 82.0% | -0.37 | 0.1567 | -0.015 |
| 0.9200 | 1.00 | 137 | 106 | 81.3% | 0.54 | 0.1631 | -0.016 | 10.5 | 0.9600 | 1.02 | 76 | 380 | 82.0% | -0.46 | 0.1637 | -0.016 |
| 0.7300 | 0.7800 | 320 | 664 | 81.2% | 0.46 | 0.1623 | -0.016 | 11 | 1.26 | 1.33 | 5 | 837 | 83.0% | -0.54 | 0.1630 | -0.016 |
| 0.5700 | 0.6300 | 14 | 233 | 82.3% | 0.39 | 0.1552 | -0.016 | 11.5 | 1.58 | 1.67 | 520 | 82.9% | -0.61 | 0.1559 | -0.016 | |
| 0.4700 | 0.4900 | 83 | 651 | 83.9% | 0.33 | 0.1439 | -0.015 | 12 | 1.87 | 2.05 | 8 | 56 | 85.0% | -0.67 | 0.1448 | -0.015 |
| 0.3500 | 0.4000 | 43 | 187 | 84.5% | 0.27 | 0.1304 | -0.014 | 12.5 | 2.32 | 2.47 | 11 | 84.8% | -0.73 | 0.1314 | -0.014 | |
| 0.2900 | 0.3100 | 54 | 411 | 85.9% | 0.23 | 0.1163 | -0.013 | 13 | 2.73 | 2.90 | 1 | 63 | 85.8% | -0.77 | 0.1175 | -0.013 |
| 0.2300 | 0.2500 | 29 | 191 | 87.2% | 0.19 | 0.1027 | -0.012 | 13.5 | 2.95 | 3.60 | 2 | 89.6% | -0.81 | 0.1040 | -0.012 | |
| 0.1800 | 0.2000 | 261 | 729 | 88.2% | 0.16 | 0.0900 | -0.011 | 14 | 3.55 | 3.90 | 12 | 90.9% | -0.84 | 0.0914 | -0.010 | |
| 0.1400 | 0.1600 | 7 | 60 | 89.0% | 0.13 | 0.0786 | -0.010 | 14.5 | 4.00 | 4.30 | 14 | 86.4% | -0.87 | 0.0801 | -0.009 | |
| 0.1100 | 0.1400 | 22 | 397 | 90.9% | 0.11 | 0.0685 | -0.009 | 15 | 4.50 | 4.75 | 36 | 88.0% | -0.89 | 0.0701 | -0.008 | |
| 0.0800 | 0.1200 | 9 | 29 | 91.8% | 0.10 | 0.0598 | -0.008 | 15.5 | 4.95 | 6.15 | 151.0% | -0.91 | 0.0613 | -0.007 | ||
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 — Oct 02, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs