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Marathon Digital Holdings Inc MARA

FINANCIAL SERVICES · CAPITAL MARKETS
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Market dataready · fetched 2026-10-16T00:18:30.298Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:59:40.11676162Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:18:29.595220+00:00

Share price$8.35
1D+3.5%
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$0.07$1.53$2.99$4.44$5.90$4.96$7.45$9.95$12.45$14.9520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MARA spot · $8.35MARA PRICE$0.23$0.31$0.38$0.48$0.58$0.67$0.80$0.93$1.06$1.23$1.43$1.64$1.93$0.32$0.43$0.55$0.67$0.81$0.98$1.15$1.32$1.55$1.77$2.01$2.51$5.48
PutsExpensive1.10×
CallsExpensive1.17×
SkewBearish+3.04 pp
Implied moveBearish±$1.95
TiltBearish25.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.0589.3%35.0%6.8292.5%22.1%
25Δ10.5588.6%30.1%7.1891.7%19.1%
30Δ10.0787.9%25.2%7.5091.3%16.8%
35Δ9.7188.0%22.0%7.8190.9%14.5%
40Δ9.3788.2%19.1%8.1290.4%12.5%
45Δ9.0288.5%16.1%8.4289.9%10.9%
50Δ8.7288.6%14.0%8.7289.4%9.3%
55Δ8.4288.8%12.0%9.0388.9%7.7%
60Δ8.1288.9%9.9%9.3687.9%6.5%
65Δ7.8189.9%8.3%9.6986.9%5.2%
70Δ7.4991.3%6.9%10.0286.1%4.0%
75Δ7.1792.8%5.5%10.5989.7%3.2%
80Δ6.7896.1%4.2%13.59130.9%3.0%

20Δ

Calls
Pseudo strike
11.05
IV
89.3%
B/E move
35.0%
Puts
Pseudo strike
6.82
IV
92.5%
B/E move
22.1%

25Δ

Calls
Pseudo strike
10.55
IV
88.6%
B/E move
30.1%
Puts
Pseudo strike
7.18
IV
91.7%
B/E move
19.1%

30Δ

Calls
Pseudo strike
10.07
IV
87.9%
B/E move
25.2%
Puts
Pseudo strike
7.50
IV
91.3%
B/E move
16.8%

35Δ

Calls
Pseudo strike
9.71
IV
88.0%
B/E move
22.0%
Puts
Pseudo strike
7.81
IV
90.9%
B/E move
14.5%

40Δ

Calls
Pseudo strike
9.37
IV
88.2%
B/E move
19.1%
Puts
Pseudo strike
8.12
IV
90.4%
B/E move
12.5%

45Δ

Calls
Pseudo strike
9.02
IV
88.5%
B/E move
16.1%
Puts
Pseudo strike
8.42
IV
89.9%
B/E move
10.9%

50Δ

Calls
Pseudo strike
8.72
IV
88.6%
B/E move
14.0%
Puts
Pseudo strike
8.72
IV
89.4%
B/E move
9.3%

55Δ

Calls
Pseudo strike
8.42
IV
88.8%
B/E move
12.0%
Puts
Pseudo strike
9.03
IV
88.9%
B/E move
7.7%

60Δ

Calls
Pseudo strike
8.12
IV
88.9%
B/E move
9.9%
Puts
Pseudo strike
9.36
IV
87.9%
B/E move
6.5%

65Δ

Calls
Pseudo strike
7.81
IV
89.9%
B/E move
8.3%
Puts
Pseudo strike
9.69
IV
86.9%
B/E move
5.2%

70Δ

Calls
Pseudo strike
7.49
IV
91.3%
B/E move
6.9%
Puts
Pseudo strike
10.02
IV
86.1%
B/E move
4.0%

75Δ

Calls
Pseudo strike
7.17
IV
92.8%
B/E move
5.5%
Puts
Pseudo strike
10.59
IV
89.7%
B/E move
3.2%

80Δ

Calls
Pseudo strike
6.78
IV
96.1%
B/E move
4.2%
Puts
Pseudo strike
13.59
IV
130.9%
B/E move
3.0%