MARA option chain Marathon Digital Holdings, Inc.
Cboe delayed options data · as of 06:39 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 ±8.7% (6.75–8.03) · ATM IV 101.5% · P/C open interest 0.32
| 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 | |
| 3.30 | 3.45 | 29 | 41 | 1.00 | 0.0057 | -0.001 | 4 | 0 | 0.0100 | 2 | 3 | 253.2% | -0.00 | 0.0057 | -0.001 | |
| 2.33 | 2.42 | 8 | 10 | 0.99 | 0.0258 | -0.004 | 5 | 0 | 0.0100 | 4 | 24 | 168.3% | -0.01 | 0.0258 | -0.004 | |
| 1.84 | 1.93 | 5 | 25 | 98.3% | 0.97 | 0.0549 | -0.008 | 5.5 | 0 | 0.0100 | 62 | 73 | 131.4% | -0.03 | 0.0549 | -0.008 |
| 1.35 | 1.43 | 18 | 22 | 96.9% | 0.94 | 0.1166 | -0.014 | 6 | 0.0100 | 0.0200 | 263 | 1,315 | 116.9% | -0.06 | 0.1168 | -0.014 |
| 0.8900 | 0.9600 | 18 | 84 | 100.3% | 0.87 | 0.2404 | -0.024 | 6.5 | 0.0400 | 0.0500 | 562 | 801 | 104.0% | -0.13 | 0.2412 | -0.024 |
| 0.5300 | 0.5400 | 804 | 246 | 101.1% | 0.71 | 0.4313 | -0.035 | 7 | 0.1500 | 0.1600 | 3,792 | 2,048 | 103.1% | -0.29 | 0.4335 | -0.036 |
| 0.2500 | 0.2600 | 9,695 | 5,454 | 99.1% | 0.46 | 0.5266 | -0.040 | 7.5 | 0.3700 | 0.4000 | 9,028 | 4,517 | 103.9% | -0.54 | 0.5300 | -0.040 |
| 0.1000 | 0.1100 | 12.3K | 59.1K | 100.5% | 0.25 | 0.3977 | -0.032 | 8 | 0.6900 | 0.7600 | 2,933 | 4,390 | 102.0% | -0.76 | 0.4002 | -0.032 |
| 0.0300 | 0.0500 | 9,354 | 64.5K | 107.2% | 0.13 | 0.2422 | -0.022 | 8.5 | 1.12 | 1.20 | 671 | 3,466 | 105.1% | -0.88 | 0.2433 | -0.022 |
| 0.0100 | 0.0200 | 7,780 | 8,169 | 108.0% | 0.07 | 0.1447 | -0.015 | 9 | 1.58 | 1.68 | 174 | 5,684 | 99.4% | -0.93 | 0.1454 | -0.015 |
| 0.0100 | 0.0200 | 4,634 | 9,356 | 131.0% | 0.04 | 0.0899 | -0.010 | 9.5 | 2.11 | 2.18 | 88 | 22.8K | 145.3% | -0.96 | 0.0912 | -0.010 |
| 0 | 0.0100 | 921 | 4,040 | 129.1% | 0.03 | 0.0586 | -0.007 | 10 | 2.61 | 2.68 | 174 | 7,197 | 167.8% | -0.98 | 0.0604 | -0.007 |
| 0 | 0.0100 | 121 | 1,876 | 146.5% | 0.02 | 0.0400 | -0.005 | 10.5 | 3.10 | 3.15 | 88 | 1,962 | 68.8% | -0.98 | 0.0414 | -0.005 |
| 0 | 0.0100 | 65 | 2,146 | 162.8% | 0.01 | 0.0284 | -0.004 | 11 | 3.60 | 3.65 | 52 | 1,868 | 17.9% | -0.99 | 0.0286 | -0.004 |
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 23, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs