MARA option chain Marathon Digital Holdings, Inc.

Expiration Cboe delayed options data · as of 21:57 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 ±13.8% (9.98–13.18) · ATM IV 85.0% · P/C open interest 0.64

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
5.55	5.70		283	167.8%	0.99	0.0053	0.000	6	0	0.0200	93	4,785	144.5%	-0.01	0.0053	-0.002
4.55	4.70	17	424	130.9%	0.99	0.0130	-0.001	7	0.0100	0.0200	130	22.0K	120.3%	-0.01	0.0130	-0.003
4.05	4.20			114.4%	0.98	0.0199	-0.002	7.5	0.0100	0.0200	730	316	105.7%	-0.02	0.0199	-0.004
3.55	3.70	19	874	98.9%	0.97	0.0301	-0.004	8	0.0200	0.0300	60	11.6K	99.9%	-0.03	0.0302	-0.006
3.10	3.25	2	11	107.1%	0.95	0.0449	-0.006	8.5	0.0400	0.0500	1,080	423	96.2%	-0.05	0.0450	-0.008
2.61	2.75	130	4,945	92.5%	0.92	0.0656	-0.009	9	0.0600	0.0800	2,234	15.3K	90.4%	-0.08	0.0658	-0.011
2.17	2.30	121	133	92.0%	0.88	0.0932	-0.013	9.5	0.1000	0.1200	794	6,259	85.2%	-0.12	0.0934	-0.014
1.75	1.89	984	12.4K	87.8%	0.83	0.1266	-0.016	10	0.1900	0.2100	1,742	36.5K	85.3%	-0.17	0.1270	-0.017
1.41	1.46	396	1,899	85.6%	0.75	0.1619	-0.020	10.5	0.3000	0.3400	523	1,338	83.7%	-0.25	0.1624	-0.021
1.09	1.18	10.3K	14.4K	87.7%	0.66	0.1910	-0.023	11	0.4800	0.5100	610	10.9K	83.2%	-0.34	0.1917	-0.024
0.8300	0.8800	4,284	2,921	85.8%	0.56	0.2060	-0.025	11.5	0.7200	0.7600	664	1,597	84.3%	-0.45	0.2069	-0.025
0.6200	0.6500	4,994	27.4K	85.6%	0.46	0.2039	-0.026	12	1.00	1.04	169	8,027	84.7%	-0.55	0.2049	-0.026
0.4600	0.5000	734	4,309	87.6%	0.37	0.1887	-0.025	12.5	1.31	1.39	34	72	83.9%	-0.64	0.1897	-0.025
0.3400	0.3600	1,557	24.6K	88.2%	0.29	0.1668	-0.024	13	1.72	1.77	95	3,291	87.1%	-0.71	0.1679	-0.023
0.2400	0.2700	1,064	823	89.9%	0.23	0.1436	-0.022	13.5	2.06	2.36	13	13	85.0%	-0.77	0.1447	-0.021
0.1800	0.2000	6,241	14.5K	91.1%	0.19	0.1220	-0.020	14	2.50	2.79	32	3,005	87.0%	-0.81	0.1231	-0.019
0.1400	0.1600	88	1,306	94.4%	0.15	0.1032	-0.018	14.5	2.95	3.10	2	13	90.6%	-0.85	0.1042	-0.017
0.1000	0.1200	1,270	30.9K	95.5%	0.13	0.0873	-0.016	15	3.40	3.55	33	9,165	87.8%	-0.88	0.0883	-0.015
0.0700	0.1000	62	228	97.8%	0.11	0.0741	-0.015	15.5	3.85	4.75			87.9%	-0.90	0.0750	-0.013
0.0600	0.0800	37	6,276	101.2%	0.09	0.0633	-0.013	16	4.35	5.25	17	1,202	83.0%	-0.91	0.0640	-0.011
0.0400	0.0700	19	100	103.2%	0.08	0.0544	-0.012	16.5	4.85	5.80			89.5%	-0.93	0.0550	-0.010
0.0400	0.0600	42	5,795	108.0%	0.07	0.0470	-0.011	17	5.35	5.50	1	630	95.8%	-0.94	0.0474	-0.008

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 — Sep 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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MARA option chain Marathon Digital Holdings, Inc.

Volatility smile — Sep 18, 2026

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