MARA option chain Marathon Digital Holdings, Inc.
Cboe delayed options data · as of 09:39 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 ±28.8% (5.20–9.40) · ATM IV 90.1% · P/C open interest 0.56
| 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 | |
| 3.45 | 3.50 | 48 | 630 | 106.1% | 0.95 | 0.0328 | -0.002 | 4 | 0.0600 | 0.0700 | 26 | 1,260 | 102.0% | -0.05 | 0.0329 | -0.003 |
| 2.57 | 2.62 | 30 | 1,975 | 96.2% | 0.88 | 0.0667 | -0.004 | 5 | 0.1700 | 0.1900 | 59 | 3,270 | 94.5% | -0.12 | 0.0669 | -0.005 |
| 1.83 | 1.87 | 8 | 677 | 92.4% | 0.77 | 0.1076 | -0.007 | 6 | 0.4300 | 0.4400 | 893 | 3,471 | 92.1% | -0.23 | 0.1082 | -0.007 |
| 1.25 | 1.28 | 300 | 545 | 90.4% | 0.63 | 0.1399 | -0.008 | 7 | 0.8300 | 0.8500 | 11.6K | 10.6K | 89.8% | -0.37 | 0.1410 | -0.008 |
| 0.8200 | 0.8500 | 1,693 | 2,267 | 89.1% | 0.49 | 0.1506 | -0.009 | 8 | 1.40 | 1.43 | 1,257 | 8,661 | 89.3% | -0.51 | 0.1524 | -0.009 |
| 0.5400 | 0.5500 | 563 | 1,886 | 89.0% | 0.36 | 0.1410 | -0.008 | 9 | 2.10 | 2.14 | 275 | 9,024 | 89.1% | -0.64 | 0.1434 | -0.008 |
| 0.3400 | 0.3600 | 1,305 | 11.7K | 88.8% | 0.26 | 0.1211 | -0.007 | 10 | 2.91 | 2.95 | 81 | 10.9K | 89.7% | -0.74 | 0.1243 | -0.007 |
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 — Dec 18, 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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