MARA option chain Marathon Digital Holdings, Inc.
Cboe delayed options data · as of 15:40 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 ±13.2% (6.72–8.77) · ATM IV 93.8% · P/C open interest 0.70
| 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 | |
| 3.70 | 3.80 | 10 | 123.8% | 0.99 | 0.0092 | -0.001 | 4 | 0 | 0.0200 | 1 | 177.4% | -0.01 | 0.0092 | -0.002 | ||
| 2.69 | 2.79 | 1 | 3 | 0.97 | 0.0327 | -0.004 | 5 | 0.0100 | 0.0200 | 20 | 111 | 131.0% | -0.03 | 0.0327 | -0.005 | |
| 2.21 | 2.35 | 1 | 118.9% | 0.95 | 0.0584 | -0.007 | 5.5 | 0.0200 | 0.0400 | 106 | 185 | 120.8% | -0.05 | 0.0584 | -0.007 | |
| 1.73 | 1.87 | 14 | 31 | 105.4% | 0.91 | 0.0999 | -0.011 | 6 | 0.0500 | 0.0600 | 47 | 1,112 | 109.7% | -0.09 | 0.1000 | -0.011 |
| 1.28 | 1.38 | 9 | 16 | 91.0% | 0.85 | 0.1608 | -0.015 | 6.5 | 0.1000 | 0.1200 | 38 | 459 | 102.7% | -0.15 | 0.1612 | -0.015 |
| 0.9200 | 0.9800 | 31 | 604 | 93.7% | 0.75 | 0.2358 | -0.019 | 7 | 0.2000 | 0.2200 | 166 | 1,542 | 97.0% | -0.25 | 0.2364 | -0.019 |
| 0.6300 | 0.6400 | 1,980 | 1,529 | 93.4% | 0.61 | 0.3001 | -0.022 | 7.5 | 0.3800 | 0.3900 | 216 | 4,001 | 94.3% | -0.39 | 0.3011 | -0.022 |
| 0.3800 | 0.3900 | 1,660 | 1,049 | 90.5% | 0.46 | 0.3188 | -0.022 | 8 | 0.6300 | 0.6500 | 696 | 2,945 | 92.3% | -0.55 | 0.3199 | -0.022 |
| 0.2200 | 0.2300 | 3,984 | 6,707 | 90.6% | 0.31 | 0.2838 | -0.020 | 8.5 | 0.9600 | 0.9800 | 240 | 1,646 | 90.5% | -0.69 | 0.2849 | -0.020 |
| 0.1200 | 0.1300 | 815 | 2,275 | 90.9% | 0.21 | 0.2233 | -0.016 | 9 | 1.35 | 1.42 | 89 | 8,691 | 94.7% | -0.79 | 0.2244 | -0.016 |
| 0.0700 | 0.0800 | 221 | 1,240 | 94.4% | 0.14 | 0.1650 | -0.013 | 9.5 | 1.80 | 1.87 | 67 | 11.9K | 99.2% | -0.86 | 0.1664 | -0.013 |
| 0.0400 | 0.0500 | 324 | 3,029 | 97.5% | 0.09 | 0.1194 | -0.010 | 10 | 2.27 | 2.38 | 1 | 2,448 | 112.1% | -0.91 | 0.1211 | -0.010 |
| 0.0200 | 0.0400 | 86 | 2,730 | 102.3% | 0.06 | 0.0866 | -0.008 | 10.5 | 2.76 | 2.87 | 52 | 1,152 | 122.7% | -0.94 | 0.0884 | -0.008 |
| 0.0200 | 0.0300 | 1,113 | 2,131 | 110.6% | 0.05 | 0.0636 | -0.006 | 11 | 3.25 | 3.35 | 2 | 1,509 | 128.8% | -0.96 | 0.0655 | -0.006 |
| 0.0100 | 0.0200 | 23 | 2,945 | 111.8% | 0.03 | 0.0475 | -0.005 | 11.5 | 3.75 | 3.85 | 203 | 2,177 | 141.0% | -0.97 | 0.0496 | -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 — Oct 30, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs