MARA option chain Marathon Digital Holdings, Inc.
Cboe delayed options data · as of 03:36 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 ±39.8% (6.29–14.61) · ATM IV 84.4% · P/C open interest 0.75
| 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 | |
| 4.45 | 5.00 | 62 | 72.9% | 0.91 | 0.0291 | -0.002 | 6 | 0.3000 | 0.3400 | 622 | 7,760 | 90.0% | -0.10 | 0.0293 | -0.004 | |
| 4.05 | 4.25 | 53 | 87.4% | 0.85 | 0.0409 | -0.004 | 7 | 0.5200 | 0.5800 | 625 | 11.6K | 87.8% | -0.15 | 0.0413 | -0.005 | |
| 3.35 | 3.55 | 51 | 2,886 | 85.5% | 0.79 | 0.0524 | -0.005 | 8 | 0.8400 | 0.9000 | 11 | 14.7K | 86.4% | -0.21 | 0.0530 | -0.006 |
| 2.78 | 2.95 | 171 | 1,573 | 84.3% | 0.72 | 0.0619 | -0.006 | 9 | 1.24 | 1.31 | 174 | 1,245 | 85.2% | -0.28 | 0.0628 | -0.006 |
| 2.30 | 2.46 | 51 | 9,590 | 84.0% | 0.65 | 0.0687 | -0.007 | 10 | 1.72 | 1.83 | 63 | 21.4K | 84.7% | -0.36 | 0.0699 | -0.007 |
| 1.91 | 2.06 | 198 | 435 | 84.4% | 0.58 | 0.0724 | -0.007 | 11 | 2.29 | 2.43 | 6 | 3,351 | 84.6% | -0.43 | 0.0741 | -0.007 |
| 1.61 | 1.73 | 289 | 4,456 | 85.2% | 0.51 | 0.0735 | -0.007 | 12 | 2.99 | 3.10 | 46 | 1,286 | 85.8% | -0.49 | 0.0756 | -0.007 |
| 1.32 | 1.52 | 38 | 10.4K | 84.4% | 0.45 | 0.0726 | -0.008 | 13 | 3.70 | 3.85 | 48 | 10.8K | 86.6% | -0.56 | 0.0750 | -0.007 |
| 1.12 | 1.20 | 25 | 2,606 | 85.4% | 0.40 | 0.0702 | -0.007 | 14 | 4.45 | 4.60 | 1 | 733 | 86.2% | -0.61 | 0.0730 | -0.007 |
| 0.9500 | 1.04 | 51 | 24.9K | 86.6% | 0.35 | 0.0669 | -0.007 | 15 | 5.25 | 5.45 | 1 | 2,662 | 87.2% | -0.66 | 0.0701 | -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 — Jan 15, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs