MARA cadeia de opções Marathon Digital Holdings, Inc.
Cada linha corresponde a um strike. A metade esquerda é a call, a metade direita é a put. Bid/ask são as cotações atuais de compradores e vendedores; volume é o número de contratos negociados na sessão; open interest são os contratos em aberto. A linha destacada é a mais próxima do preço da ação.
Este vencimento precifica um movimento de aproximadamente ±13.8% (9.98–13.18) · IV ATM 85.0% · P/C open interest 0.64
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Perguntar | 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 | Perguntar | 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 exibidos: dentro de ±50% do preço do ativo subjacente. Valor intrínseco = max(0, preço − strike) para calls, max(0, strike − preço) para puts; extrínseco = preço da opção − intrínseco. Greeks e IV conforme calculados pelo feed da bolsa.
Sorriso de volatilidade — Sep 18, 2026
Página de volatilidade →Volatilidade implícita por strike para este vencimento. Puts fora do dinheiro geralmente apresentam IV mais alta do que calls — o skew.