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Marathon Digital Holdings Inc MARA

FINANCIAL SERVICES · CAPITAL MARKETS
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Market dataready · fetched 2026-10-15T20:37:09.679Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:36:57.603313275Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:37:09.321267+00:00

Share price$8.43
1D+4.5%
AH$7.62$7.84$8.05$8.27$8.495:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMARA
Sold putSold callAH

Marathon Digital Holdings Inc options

Live interpolated MARA call and put midpoint premiums by absolute delta.Marathon Digital Holdings Inc$0.02$0.33$0.65$0.96$1.27$7.54$7.90$8.27$8.63$9.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $8.43OPTION PRICELive MARA spot · $8.43MARA PRICE$0.05$0.07$0.09$0.10$0.12$0.14$0.15$0.17$0.19$0.20$0.22$0.24$0.25$0.07$0.10$0.14$0.17$0.21$0.25$0.28$0.35$0.46$0.56$0.66$0.88$1.18
PutsExpensive1.55×
CallsCheap0.93×
SkewBearish+74.87 pp
Implied moveBearish±$0.43
TiltBearish45.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.90109.4%6.3%7.93138.2%6.7%
25Δ8.82106.4%5.5%8.05138.4%5.7%
30Δ8.74103.4%4.7%8.13140.4%5.2%
35Δ8.66100.3%3.9%8.21142.4%4.7%
40Δ8.5797.3%3.1%8.29144.4%4.1%
45Δ8.4994.3%2.3%8.38146.4%3.6%
50Δ8.4191.3%1.6%8.46148.4%3.0%
55Δ8.3388.3%0.8%8.56155.1%2.6%
60Δ8.2485.2%0.0%8.69166.8%2.3%
65Δ8.1682.2%0.8%8.82178.6%2.1%
70Δ8.0879.2%1.6%8.94190.3%1.8%
75Δ8.0076.2%2.4%9.18216.7%1.6%
80Δ7.9173.2%3.1%9.50254.1%1.4%

20Δ

Calls
Pseudo strike
8.90
IV
109.4%
B/E move
6.3%
Puts
Pseudo strike
7.93
IV
138.2%
B/E move
6.7%

25Δ

Calls
Pseudo strike
8.82
IV
106.4%
B/E move
5.5%
Puts
Pseudo strike
8.05
IV
138.4%
B/E move
5.7%

30Δ

Calls
Pseudo strike
8.74
IV
103.4%
B/E move
4.7%
Puts
Pseudo strike
8.13
IV
140.4%
B/E move
5.2%

35Δ

Calls
Pseudo strike
8.66
IV
100.3%
B/E move
3.9%
Puts
Pseudo strike
8.21
IV
142.4%
B/E move
4.7%

40Δ

Calls
Pseudo strike
8.57
IV
97.3%
B/E move
3.1%
Puts
Pseudo strike
8.29
IV
144.4%
B/E move
4.1%

45Δ

Calls
Pseudo strike
8.49
IV
94.3%
B/E move
2.3%
Puts
Pseudo strike
8.38
IV
146.4%
B/E move
3.6%

50Δ

Calls
Pseudo strike
8.41
IV
91.3%
B/E move
1.6%
Puts
Pseudo strike
8.46
IV
148.4%
B/E move
3.0%

55Δ

Calls
Pseudo strike
8.33
IV
88.3%
B/E move
0.8%
Puts
Pseudo strike
8.56
IV
155.1%
B/E move
2.6%

60Δ

Calls
Pseudo strike
8.24
IV
85.2%
B/E move
0.0%
Puts
Pseudo strike
8.69
IV
166.8%
B/E move
2.3%

65Δ

Calls
Pseudo strike
8.16
IV
82.2%
B/E move
0.8%
Puts
Pseudo strike
8.82
IV
178.6%
B/E move
2.1%

70Δ

Calls
Pseudo strike
8.08
IV
79.2%
B/E move
1.6%
Puts
Pseudo strike
8.94
IV
190.3%
B/E move
1.8%

75Δ

Calls
Pseudo strike
8.00
IV
76.2%
B/E move
2.4%
Puts
Pseudo strike
9.18
IV
216.7%
B/E move
1.6%

80Δ

Calls
Pseudo strike
7.91
IV
73.2%
B/E move
3.1%
Puts
Pseudo strike
9.50
IV
254.1%
B/E move
1.4%