MARA option chain Marathon Digital Holdings, Inc.
Cboe delayed options data · as of 09:36 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 ±35.5% (6.76–14.20) · ATM IV 84.6% · P/C open interest 0.85
| 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 | |
| 4.35 | 5.10 | 7 | 171 | 86.0% | 0.92 | 0.0291 | -0.002 | 6 | 0.2300 | 0.2600 | 40 | 796 | 92.2% | -0.08 | 0.0292 | -0.004 |
| 3.45 | 4.30 | 11 | 290 | 80.2% | 0.86 | 0.0432 | -0.004 | 7 | 0.4000 | 0.4500 | 6 | 20.1K | 88.0% | -0.14 | 0.0435 | -0.005 |
| 3.15 | 3.35 | 1,412 | 85.5% | 0.80 | 0.0574 | -0.005 | 8 | 0.6900 | 0.7700 | 62 | 6,119 | 87.6% | -0.20 | 0.0579 | -0.006 | |
| 2.57 | 2.74 | 18 | 843 | 85.1% | 0.72 | 0.0693 | -0.007 | 9 | 1.03 | 1.13 | 34 | 4,418 | 84.6% | -0.28 | 0.0701 | -0.007 |
| 2.07 | 2.23 | 84 | 5,196 | 84.7% | 0.64 | 0.0774 | -0.008 | 10 | 1.52 | 1.62 | 96 | 9,282 | 84.5% | -0.36 | 0.0785 | -0.008 |
| 1.70 | 1.78 | 95 | 2,983 | 84.8% | 0.56 | 0.0814 | -0.008 | 11 | 2.14 | 2.24 | 573 | 5,111 | 86.3% | -0.44 | 0.0829 | -0.008 |
| 1.34 | 1.45 | 66 | 4,816 | 84.4% | 0.49 | 0.0818 | -0.009 | 12 | 2.79 | 2.92 | 21 | 1,859 | 86.7% | -0.52 | 0.0837 | -0.008 |
| 1.08 | 1.22 | 59 | 3,740 | 85.8% | 0.42 | 0.0796 | -0.009 | 13 | 3.45 | 3.65 | 2 | 1,479 | 85.6% | -0.59 | 0.0818 | -0.008 |
| 0.9100 | 0.9700 | 14 | 2,776 | 86.4% | 0.36 | 0.0756 | -0.008 | 14 | 4.25 | 4.45 | 1,150 | 87.0% | -0.64 | 0.0782 | -0.007 | |
| 0.7200 | 0.8500 | 91 | 5,099 | 87.7% | 0.31 | 0.0707 | -0.008 | 15 | 5.05 | 5.30 | 1 | 1,498 | 87.5% | -0.70 | 0.0736 | -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.
callsputs