Home Options MARChain

MAR

Marriott InternationalClose $372.95EOD only

Max Pain

$390.00

Next expiry Jul 10, 2026

Expected Move

±$5.80

1.6% from close

Price Gap

+17.05

Distance to max pain

IV Rank

Low premium

P/C OI

0.66

Slightly call-heavy

Consensus

—

No reports available

Published snapshot: Jul 2, 2026 close

End-of-day snapshot

This page reflects MAR options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.

Published Snapshot

Jul 2, 2026 close

MAR Options Chain

Data as of market close Jul 2, 2026

Expiration

Compare calls and puts side by side with OI, volume, IV, and positioning context.

Control Row

Next expiry (DTE 8)

Blank greek cells usually mean usable implied volatility was unavailable for that contract in the market-close snapshot.

Open Interest by Strike

IV Skew

Volume by Strike

Calls

Strike	Last	Bid	Ask	Chg	Vol	OI	IV	Delta	Gamma	Theta	Vega	Rho
280.00	107.84	91.30	95.30	0.00	1	1	95.1%	0.988	0.0006	-0.144	0.016	0.053
295.00	96.50	76.30	80.30	0.00	0	1	79.9%	0.985	0.0009	-0.143	0.019	0.055
380.00	2.92	1.10	5.00	-6.08	3	5	36.2%	0.370	0.0202	-0.519	0.195	0.026
385.00	1.95	0.05	4.00	0.52	8	7	39.0%	0.293	0.0171	-0.507	0.178	0.020
387.50	1.55	0.00	3.60	-4.95	2	2	40.4%	0.261	0.0156	-0.496	0.168	0.018
390.00	0.98	0.00	1.25	0.10	18	15	28.9%	0.141	0.0150	-0.245	0.116	0.010
395.00	1.48	0.00	2.55	0.00	1	10	43.7%	0.183	0.0117	-0.435	0.137	0.013
397.50	6.30	0.00	2.45	0.00	0	1	45.9%	0.169	0.0106	-0.434	0.130	0.012
400.00	0.60	0.00	2.35	0.00	53	140	48.0%	0.157	0.0097	-0.432	0.124	0.011
405.00	0.26	0.00	2.25	-6.74	2	4	52.6%	0.139	0.0082	-0.436	0.114	0.010
410.00	2.00	0.00	2.20	0.00	1	11	57.3%	0.126	0.0070	-0.444	0.107	0.009
415.00	2.60	0.00	2.15	0.00	1	6	51.2%	0.072	0.0052	-0.264	0.071	0.005
420.00	0.15	0.00	2.15	0.00	1	3	55.5%	0.067	0.0045	-0.269	0.067	0.005
422.50	1.55	0.00	2.15	0.00	0	1	57.6%	0.065	0.0043	-0.272	0.065	0.004
425.00	3.20	0.00	2.15	0.00	46	47	59.6%	0.063	0.0040	-0.274	0.064	0.004

Puts

Strike	Last	Bid	Ask	Chg	Vol	OI	IV	Delta	Gamma	Theta	Vega	Rho
285.00	0.09	0.00	2.20	0.00	30	50	110.2%	-0.033	0.0013	-0.295	0.038	-0.002
330.00	2.57	0.00	2.55	0.00	5	6	60.9%	-0.067	0.0041	-0.287	0.067	-0.005
335.00	0.35	0.00	1.15	-0.05	1	2	53.7%	-0.068	0.0047	-0.257	0.068	-0.005
340.00	0.73	0.05	2.40	0.00	1	10	59.7%	-0.121	0.0065	-0.438	0.104	-0.009
345.00	1.35	0.00	2.55	0.00	1	1	54.3%	-0.139	0.0079	-0.438	0.115	-0.010
350.00	1.16	0.00	1.60	0.16	1	5	40.4%	-0.120	0.0096	-0.292	0.103	-0.009
355.00	1.10	0.00	3.30	-0.35	85	19	45.4%	-0.204	0.0121	-0.465	0.146	-0.015
360.00	1.84	0.20	2.55	-0.56	13	16	33.6%	-0.211	0.0167	-0.349	0.149	-0.016
365.00	4.50	1.20	4.70	0.07	6	9	37.0%	-0.322	0.0188	-0.475	0.185	-0.024
367.50	4.30	1.50	5.50	0.00	1	5	36.3%	-0.369	0.0201	-0.488	0.195	-0.027
370.00	6.60	2.40	6.00	0.00	4	12	33.6%	-0.416	0.0224	-0.465	0.201	-0.031
375.00	9.42	4.50	7.10	0.00	1	4	27.3%	-0.542	0.0282	-0.374	0.205	-0.040
377.50	8.93	6.00	8.70	0.86	5	25	27.8%	-0.608	0.0268	-0.366	0.198	-0.045
380.00	6.31	7.50	11.20	0.00	1	3	32.1%	-0.648	0.0224	-0.409	0.192	-0.048
385.00	12.00	11.40	15.00	0.00	1	6	33.4%	-0.741	0.0188	-0.365	0.167	-0.056
390.00	21.50	15.70	19.20	0.00	1	111	35.2%	-0.810	0.0150	-0.315	0.140	-0.061
395.00	13.82	20.40	24.30	0.00	2	1	41.7%	-0.829	0.0118	-0.351	0.131	-0.064
400.00	8.10	25.10	29.10	0.00	0	1	45.8%	-0.855	0.0096	-0.344	0.118	-0.067
410.00	23.30	35.00	39.00	0.00	0	10	55.2%	-0.883	0.0069	-0.357	0.102	-0.070

How to Read the Chain

Use this market-close chain snapshot to compare liquidity, pricing, IV, and per-contract greeks across the active expiration.

How to scan it

Start with strike, bid/ask spread, open interest, and volume. Then use IV and greeks to decide whether a contract fits your directional, income, or volatility idea.

What matters first

Clean fills matter before a contract looks mathematically attractive. A thin market can erase the edge you think you found.

What can mislead you

Low premium, high IV, or one convenient delta do not make a trade by themselves. Check how far the strike sits from spot, expected move, and the event calendar.

Greeks are close-of-day estimates, and blank greek cells usually mean usable implied volatility was unavailable for that contract.