MARA option chain Marathon Digital Holdings, Inc.
Cboe delayed options data · as of 12:38 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 ±34.7% (5.12–10.56) · ATM IV 88.2% · P/C open interest 0.81
| 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 | |
| 3.35 | 4.10 | 1 | 120 | 103.6% | 0.93 | 0.0331 | -0.003 | 4 | 0.0700 | 0.1700 | 6 | 1,431 | 99.2% | -0.07 | 0.0333 | -0.003 |
| 2.85 | 2.99 | 27 | 2,104 | 99.0% | 0.87 | 0.0587 | -0.004 | 5 | 0.2700 | 0.3800 | 635 | 48.9K | 99.0% | -0.13 | 0.0591 | -0.004 |
| 2.08 | 2.21 | 12 | 114 | 88.2% | 0.77 | 0.0862 | -0.006 | 6 | 0.5700 | 0.5800 | 341 | 23.1K | 91.4% | -0.23 | 0.0870 | -0.006 |
| 1.61 | 1.62 | 115 | 463 | 89.7% | 0.66 | 0.1082 | -0.007 | 7 | 0.9900 | 1.01 | 1,026 | 10.3K | 89.6% | -0.34 | 0.1095 | -0.007 |
| 1.16 | 1.18 | 644 | 3,810 | 88.2% | 0.55 | 0.1192 | -0.007 | 8 | 1.54 | 1.56 | 1,252 | 18.5K | 88.2% | -0.46 | 0.1212 | -0.007 |
| 0.8400 | 0.8600 | 1,556 | 3,391 | 88.0% | 0.44 | 0.1191 | -0.007 | 9 | 2.21 | 2.24 | 429 | 4,445 | 88.1% | -0.57 | 0.1219 | -0.007 |
| 0.5900 | 0.6200 | 685 | 11.5K | 88.0% | 0.35 | 0.1112 | -0.007 | 10 | 2.87 | 3.00 | 621 | 27.1K | 88.3% | -0.66 | 0.1148 | -0.007 |
| 0.4400 | 0.4500 | 188 | 4,624 | 88.0% | 0.28 | 0.0994 | -0.006 | 11 | 3.70 | 3.95 | 46 | 5,019 | 88.9% | -0.74 | 0.1038 | -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