MARA volatility Marathon Digital Holdings, Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.93.7%
HV20How much the stock actually moved, measured from daily closing prices over a past window (annualized). Compare with implied volatility to see what the options market priced versus what happened.52.2%
HV6090.9%
IV − HV20 spread
+41.6pt
Universe percentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
98
Own-history percentileWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
28/60 days recorded
Cboe delayed options data · as of 09:39 UTC · How these are computed
IV term structure
At-the-money implied volatility for each listed expiration, plotted by days remaining.
| Expires | DTE | ATM IV | 25Δ skewThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Implied move |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 95.5% | +5.5pt | ±10.4% |
| Oct 30, 2026 | 11 | 92.2% | +5.2pt | ±14.2% |
| Nov 06, 2026 | 18 | 97.3% | +5.1pt | ±18.1% |
| Nov 13, 2026 | 25 | 96.5% | +6.4pt | ±20.7% |
| Nov 20, 2026 | 32 | 92.8% | +5.4pt | ±23.5% |
| Nov 27, 2026 | 39 | 89.7% | +1.6pt | ±23.5% |
| Dec 18, 2026 | 60 | 89.6% | +3.0pt | ±30.1% |
| Jan 15, 2027 | 88 | 88.2% | +2.4pt | ±35.4% |
| Mar 19, 2027 | 151 | 87.8% | +1.8pt | ±45.3% |
| Jun 17, 2027 | 241 | 86.5% | -1.2pt | ±55.4% |
| Oct 15, 2027 | 361 | 85.4% | -6.4pt | ±62.3% |
| Nov 19, 2027 | 396 | 86.2% | -3.6pt | ±66.5% |
| Dec 17, 2027 | 424 | 84.7% | -1.5pt | ±70.5% |
| Jan 21, 2028 | 459 | 85.3% | -2.6pt | ±73.2% |
Volatility smile — Nov 20, 2026
Implied volatility by strike. The tilt toward puts (left side higher) is the skew: downside protection priced richer than upside.
callsputs
Implied vs realized, daily record
IV30HV20