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 ±16.9% (6.44–9.05) · ATM IV 95.4% · P/C open interest 0.94
| 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 | 3.85 | 15 | 164.5% | 0.99 | 0.0144 | -0.002 | 4 | 0 | 0.0200 | 139.0% | -0.01 | 0.0142 | -0.002 | |||
| 2.74 | 2.81 | 3 | 113.5% | 0.96 | 0.0428 | -0.005 | 5 | 0.0200 | 0.0400 | 32 | 255 | 116.3% | -0.04 | 0.0428 | -0.005 | |
| 2.26 | 2.34 | 106.0% | 0.93 | 0.0692 | -0.007 | 5.5 | 0.0500 | 0.0600 | 3 | 108.3% | -0.07 | 0.0692 | -0.007 | |||
| 1.82 | 1.89 | 2 | 1 | 103.0% | 0.88 | 0.1060 | -0.010 | 6 | 0.1000 | 0.1200 | 102 | 86 | 104.8% | -0.12 | 0.1061 | -0.010 |
| 1.41 | 1.47 | 4 | 98.8% | 0.81 | 0.1518 | -0.013 | 6.5 | 0.1900 | 0.2000 | 232 | 100.4% | -0.19 | 0.1520 | -0.013 | ||
| 1.05 | 1.10 | 309 | 355 | 95.8% | 0.72 | 0.1994 | -0.015 | 7 | 0.3100 | 0.3400 | 258 | 1,548 | 98.1% | -0.28 | 0.1998 | -0.016 |
| 0.7700 | 0.7900 | 127 | 552 | 95.1% | 0.60 | 0.2357 | -0.017 | 7.5 | 0.5200 | 0.5300 | 909 | 723 | 95.7% | -0.40 | 0.2363 | -0.017 |
| 0.5300 | 0.5400 | 438 | 371 | 92.8% | 0.48 | 0.2483 | -0.018 | 8 | 0.7800 | 0.7900 | 159 | 1,531 | 94.3% | -0.52 | 0.2491 | -0.018 |
| 0.3500 | 0.3700 | 150 | 363 | 92.4% | 0.37 | 0.2349 | -0.017 | 8.5 | 1.10 | 1.11 | 154 | 2,412 | 92.4% | -0.63 | 0.2360 | -0.017 |
| 0.2300 | 0.2400 | 1,258 | 909 | 92.0% | 0.27 | 0.2046 | -0.015 | 9 | 1.47 | 1.52 | 7 | 768 | 94.8% | -0.73 | 0.2059 | -0.015 |
| 0.1500 | 0.1600 | 585 | 994 | 93.0% | 0.20 | 0.1690 | -0.013 | 9.5 | 1.87 | 1.94 | 1,419 | 94.3% | -0.80 | 0.1704 | -0.013 | |
| 0.1000 | 0.1100 | 483 | 1,727 | 95.0% | 0.15 | 0.1356 | -0.011 | 10 | 2.32 | 2.39 | 19 | 1,708 | 96.6% | -0.85 | 0.1372 | -0.010 |
| 0.0700 | 0.0800 | 3 | 834 | 98.1% | 0.11 | 0.1075 | -0.009 | 10.5 | 2.80 | 2.86 | 2 | 383 | 101.6% | -0.89 | 0.1092 | -0.009 |
| 0.0500 | 0.0600 | 507 | 2,330 | 101.4% | 0.08 | 0.0852 | -0.007 | 11 | 3.25 | 3.35 | 7 | 556 | 101.6% | -0.92 | 0.0871 | -0.007 |
| 0.0300 | 0.0500 | 3 | 894 | 103.9% | 0.07 | 0.0678 | -0.006 | 11.5 | 3.75 | 3.85 | 156 | 111.4% | -0.94 | 0.0698 | -0.006 | |
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 — Nov 06, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs