MARA cadena de opciones Marathon Digital Holdings, Inc.
Cada fila corresponde a un strike. La mitad izquierda es el call, la mitad derecha el put. El bid/ask es lo que compradores y vendedores cotizan actualmente; el volumen son los contratos negociados en la sesión; el open interest son los contratos vigentes. La fila resaltada es la más cercana al precio de la acción.
Este vencimiento descuenta un movimiento de aproximadamente ±20.5% (8.30–12.60) · ATM IV 80.8% · P/C interés abierto 0.08
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Preguntar | 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 | Preguntar | Vol | OI | IV | Δ | Γ | Θ | |
| 3.40 | 4.65 | 2 | 0.97 | 0.0187 | -0.002 | 6 | 0.0200 | 0.0500 | 4 | 1 | 98.0% | -0.03 | 0.0188 | -0.003 | ||
| 3.60 | 4.70 | 121.2% | 0.96 | 0.0276 | -0.003 | 6.5 | 0.0400 | 0.0600 | 8 | 91.9% | -0.04 | 0.0277 | -0.004 | |||
| 3.00 | 3.90 | 0.94 | 0.0396 | -0.004 | 7 | 0.0700 | 0.0900 | 9 | 8 | 88.6% | -0.06 | 0.0398 | -0.005 | |||
| 2.64 | 3.25 | 0.91 | 0.0550 | -0.006 | 7.5 | 0.1100 | 0.1300 | 32 | 14 | 84.8% | -0.09 | 0.0552 | -0.006 | |||
| 2.15 | 3.10 | 3 | 73.5% | 0.87 | 0.0733 | -0.007 | 8 | 0.1800 | 0.2100 | 13 | 11 | 84.0% | -0.13 | 0.0736 | -0.008 | |
| 1.97 | 2.42 | 1 | 70.7% | 0.83 | 0.0934 | -0.009 | 8.5 | 0.2800 | 0.3100 | 225 | 65 | 82.8% | -0.17 | 0.0938 | -0.009 | |
| 1.82 | 2.02 | 21 | 49 | 81.0% | 0.77 | 0.1133 | -0.011 | 9 | 0.4100 | 0.4500 | 12 | 61 | 82.0% | -0.23 | 0.1138 | -0.011 |
| 1.49 | 1.69 | 2 | 80.1% | 0.70 | 0.1304 | -0.012 | 9.5 | 0.5700 | 0.6200 | 10 | 31 | 80.7% | -0.30 | 0.1310 | -0.013 | |
| 1.23 | 1.36 | 34 | 37 | 78.6% | 0.63 | 0.1426 | -0.013 | 10 | 0.7800 | 0.8600 | 115 | 128 | 82.1% | -0.37 | 0.1434 | -0.014 |
| 1.01 | 1.12 | 15 | 47 | 80.1% | 0.55 | 0.1487 | -0.014 | 10.5 | 1.02 | 1.14 | 13 | 19 | 81.5% | -0.45 | 0.1497 | -0.014 |
| 0.8300 | 0.9000 | 20 | 159 | 80.5% | 0.48 | 0.1489 | -0.014 | 11 | 1.31 | 1.44 | 5 | 23 | 81.7% | -0.52 | 0.1501 | -0.014 |
| 0.6600 | 0.7400 | 2 | 9 | 81.1% | 0.41 | 0.1441 | -0.014 | 11.5 | 1.63 | 1.78 | 3 | 5 | 82.0% | -0.59 | 0.1455 | -0.014 |
| 0.5500 | 0.6100 | 5 | 12 | 82.2% | 0.35 | 0.1359 | -0.014 | 12 | 1.99 | 2.14 | 2 | 23 | 82.4% | -0.65 | 0.1374 | -0.014 |
| 0.3900 | 0.4800 | 64 | 91 | 80.7% | 0.30 | 0.1256 | -0.013 | 12.5 | 2.39 | 2.54 | 2 | 84.0% | -0.70 | 0.1273 | -0.013 | |
| 0.3400 | 0.4000 | 52 | 858 | 83.5% | 0.26 | 0.1143 | -0.012 | 13 | 2.70 | 2.98 | 21 | 87.1% | -0.75 | 0.1162 | -0.012 | |
| 0.2400 | 0.3400 | 2 | 4,004 | 83.4% | 0.22 | 0.1030 | -0.011 | 13.5 | 3.20 | 3.45 | 87.8% | -0.79 | 0.1050 | -0.011 | ||
| 0.2400 | 0.2700 | 8 | 30 | 86.0% | 0.19 | 0.0921 | -0.010 | 14 | 3.60 | 4.70 | 125.6% | -0.82 | 0.0942 | -0.010 | ||
| 0.1700 | 0.2200 | 8 | 85.8% | 0.16 | 0.0819 | -0.009 | 14.5 | 4.00 | 5.20 | 128.7% | -0.85 | 0.0842 | -0.009 | |||
| 0.1600 | 0.1800 | 1 | 24 | 88.2% | 0.14 | 0.0727 | -0.009 | 15 | 4.55 | 5.65 | 8 | 3 | 135.8% | -0.87 | 0.0750 | -0.009 |
| 0.1100 | 0.1600 | 88.3% | 0.12 | 0.0644 | -0.008 | 15.5 | 4.95 | 6.15 | 137.7% | -0.89 | 0.0668 | -0.008 | ||||
Strikes mostrados: dentro del ±50% del precio del subyacente. Valor intrínseco = máx(0, precio − strike) para calls, máx(0, strike − precio) para puts; extrínseco = precio de la opción − intrínseco. Griegas e IV según los calcula el feed del mercado.
Sonrisa de volatilidad — Oct 09, 2026
Página de volatilidad →Volatilidad implícita por strike para este vencimiento. Los puts fuera del dinero suelen tener una IV más alta que los calls — el skew.