MARA option chain Marathon Digital Holdings, Inc.
Cboe delayed options data · as of 00:36 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 ±22.4% (8.11–12.79) · ATM IV 82.0% · P/C open interest 0.30
| 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 | |
| 4.40 | 4.65 | 5 | 96.7% | 0.97 | 0.0211 | -0.002 | 6 | 0.0400 | 0.0500 | 5 | 533 | 94.1% | -0.03 | 0.0210 | -0.003 | |
| 3.35 | 3.70 | 478 | 72.0% | 0.93 | 0.0423 | -0.004 | 7 | 0.1000 | 0.1200 | 10 | 242 | 87.8% | -0.07 | 0.0423 | -0.005 | |
| 2.45 | 2.83 | 135 | 71.5% | 0.86 | 0.0729 | -0.007 | 8 | 0.2400 | 0.2600 | 691 | 1,659 | 83.9% | -0.14 | 0.0731 | -0.008 | |
| 1.94 | 2.04 | 27 | 482 | 80.9% | 0.75 | 0.1055 | -0.010 | 9 | 0.5000 | 0.5500 | 79 | 1,342 | 81.6% | -0.25 | 0.1059 | -0.011 |
| 1.38 | 1.45 | 300 | 2,821 | 81.8% | 0.62 | 0.1278 | -0.013 | 10 | 0.9100 | 0.9500 | 292 | 1,145 | 82.3% | -0.38 | 0.1284 | -0.013 |
| 0.9500 | 1.01 | 273 | 3,737 | 82.2% | 0.49 | 0.1333 | -0.013 | 11 | 1.45 | 1.53 | 124 | 1,314 | 82.7% | -0.51 | 0.1342 | -0.013 |
| 0.6500 | 0.7000 | 370 | 2,194 | 83.4% | 0.38 | 0.1247 | -0.013 | 12 | 2.09 | 2.23 | 86 | 2,556 | 82.2% | -0.62 | 0.1259 | -0.013 |
| 0.4600 | 0.4800 | 256 | 9,978 | 85.2% | 0.28 | 0.1089 | -0.012 | 13 | 2.90 | 3.05 | 5 | 162 | 85.8% | -0.72 | 0.1104 | -0.011 |
| 0.3200 | 0.3400 | 87 | 3,767 | 87.1% | 0.21 | 0.0913 | -0.010 | 14 | 3.75 | 3.90 | 704 | 123 | 86.9% | -0.79 | 0.0930 | -0.010 |
| 0.2300 | 0.2500 | 82 | 1,852 | 89.0% | 0.16 | 0.0749 | -0.009 | 15 | 4.00 | 4.90 | 8 | 60 | -0.84 | 0.0769 | -0.008 | |
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 16, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
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