MARA cadena de opciones Marathon Digital Holdings, Inc.
Cada fila corresponde a un strike. La mitad izquierda es el call, la mitad derecha el put. El bid/ask es lo que compradores y vendedores cotizan actualmente; el volumen son los contratos negociados en la sesión; el open interest son los contratos vigentes. La fila resaltada es la más cercana al precio de la acción.
Este vencimiento descuenta un movimiento de aproximadamente ±14.2% (10.04–13.37) · ATM IV 87.4% · P/C interés abierto 0.64
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Preguntar | 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 | Preguntar | Vol | OI | IV | Δ | Γ | Θ | |
| 5.65 | 5.85 | 283 | 171.7% | 0.99 | 0.0050 | 0.000 | 6 | 0 | 0.0200 | 85 | 4,785 | 145.5% | -0.01 | 0.0050 | -0.002 | |
| 4.65 | 4.85 | 424 | 134.7% | 0.99 | 0.0123 | -0.001 | 7 | 0.0100 | 0.0300 | 13 | 22.0K | 127.0% | -0.01 | 0.0123 | -0.003 | |
| 4.20 | 4.35 | 133.3% | 0.98 | 0.0188 | -0.002 | 7.5 | 0.0100 | 0.0400 | 8 | 316 | 116.1% | -0.02 | 0.0189 | -0.004 | ||
| 3.70 | 3.85 | 12 | 874 | 116.5% | 0.97 | 0.0285 | -0.004 | 8 | 0.0200 | 0.0300 | 31 | 11.6K | 101.5% | -0.03 | 0.0286 | -0.006 |
| 3.20 | 3.35 | 2 | 11 | 100.5% | 0.95 | 0.0424 | -0.006 | 8.5 | 0.0400 | 0.0500 | 77 | 423 | 98.1% | -0.05 | 0.0425 | -0.008 |
| 2.76 | 2.84 | 95 | 4,945 | 93.9% | 0.92 | 0.0616 | -0.009 | 9 | 0.0700 | 0.0800 | 361 | 15.3K | 94.0% | -0.08 | 0.0618 | -0.011 |
| 2.30 | 2.40 | 119 | 133 | 90.8% | 0.89 | 0.0869 | -0.013 | 9.5 | 0.1100 | 0.1200 | 480 | 6,259 | 88.8% | -0.11 | 0.0871 | -0.014 |
| 1.91 | 1.96 | 747 | 12.4K | 89.5% | 0.83 | 0.1173 | -0.017 | 10 | 0.1900 | 0.2000 | 828 | 36.5K | 87.3% | -0.17 | 0.1177 | -0.017 |
| 1.53 | 1.57 | 323 | 1,899 | 87.4% | 0.76 | 0.1495 | -0.020 | 10.5 | 0.3100 | 0.3200 | 346 | 1,338 | 86.4% | -0.24 | 0.1500 | -0.021 |
| 1.20 | 1.24 | 3,563 | 14.4K | 87.1% | 0.68 | 0.1772 | -0.024 | 11 | 0.4800 | 0.5000 | 187 | 10.9K | 86.9% | -0.32 | 0.1778 | -0.024 |
| 0.9300 | 0.9700 | 3,809 | 2,921 | 88.0% | 0.58 | 0.1936 | -0.026 | 11.5 | 0.7000 | 0.7200 | 340 | 1,597 | 86.7% | -0.42 | 0.1944 | -0.026 |
| 0.7100 | 0.7300 | 3,111 | 27.4K | 88.0% | 0.48 | 0.1956 | -0.027 | 12 | 0.9800 | 1.00 | 101 | 8,027 | 87.8% | -0.52 | 0.1965 | -0.027 |
| 0.5300 | 0.5600 | 489 | 4,309 | 89.1% | 0.40 | 0.1851 | -0.026 | 12.5 | 1.27 | 1.32 | 3 | 72 | 86.7% | -0.61 | 0.1861 | -0.026 |
| 0.4000 | 0.4300 | 1,192 | 24.6K | 90.9% | 0.32 | 0.1672 | -0.025 | 13 | 1.66 | 1.69 | 18 | 3,291 | 89.6% | -0.68 | 0.1682 | -0.025 |
| 0.2900 | 0.3300 | 633 | 823 | 92.0% | 0.26 | 0.1465 | -0.023 | 13.5 | 2.02 | 2.09 | 13 | 88.5% | -0.74 | 0.1476 | -0.023 | |
| 0.2300 | 0.2400 | 3,373 | 14.5K | 93.8% | 0.21 | 0.1262 | -0.021 | 14 | 2.43 | 2.54 | 20 | 3,005 | 90.5% | -0.79 | 0.1273 | -0.020 |
| 0.1600 | 0.1900 | 11 | 1,306 | 95.0% | 0.17 | 0.1078 | -0.019 | 14.5 | 2.89 | 3.05 | 13 | 98.8% | -0.83 | 0.1088 | -0.018 | |
| 0.1300 | 0.1400 | 707 | 30.9K | 97.1% | 0.14 | 0.0918 | -0.018 | 15 | 3.35 | 3.45 | 16 | 9,165 | 95.4% | -0.86 | 0.0928 | -0.016 |
| 0.1000 | 0.1200 | 46 | 228 | 100.4% | 0.12 | 0.0784 | -0.016 | 15.5 | 3.75 | 3.95 | 91.5% | -0.89 | 0.0793 | -0.014 | ||
| 0.0800 | 0.0900 | 24 | 6,276 | 102.1% | 0.10 | 0.0671 | -0.014 | 16 | 4.30 | 4.45 | 1,202 | 106.3% | -0.90 | 0.0679 | -0.013 | |
| 0.0600 | 0.0800 | 9 | 100 | 105.0% | 0.08 | 0.0577 | -0.013 | 16.5 | 4.75 | 4.90 | 97.5% | -0.92 | 0.0584 | -0.011 | ||
| 0.0500 | 0.0600 | 7 | 5,795 | 106.7% | 0.07 | 0.0499 | -0.012 | 17 | 5.25 | 5.40 | 630 | 104.2% | -0.93 | 0.0504 | -0.009 | |
| 0.0300 | 0.0600 | 133 | 109.0% | 0.06 | 0.0434 | -0.011 | 17.5 | 5.70 | 5.90 | 94.7% | -0.94 | 0.0439 | -0.008 | |||
Strikes mostrados: dentro del ±50% del precio del subyacente. Valor intrínseco = máx(0, precio − strike) para calls, máx(0, strike − precio) para puts; extrínseco = precio de la opción − intrínseco. Griegas e IV según los calcula el feed del mercado.
Sonrisa de volatilidad — Sep 18, 2026
Página de volatilidad →Volatilidad implícita por strike para este vencimiento. Los puts fuera del dinero suelen tener una IV más alta que los calls — el skew.