Home Options MARChain

MAR

Marriott InternationalClose $358.96EOD only

Max Pain

$340.00

Next expiry Oct 9, 2026

Expected Move

±$9.30

2.6% from close

Price Gap

-18.96

Distance to max pain

IV Rank

Low premium

P/C OI

0.95

Balanced positioning

Consensus

—

No reports available

Published snapshot: Oct 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

Oct 2, 2026 close

MAR Options Chain

Data as of market close Oct 2, 2026

Expiration

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

Control Row

Next expiry (DTE 7)

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
265.00	70.82	92.20	96.20	0.00	0	1	95.0%	0.991	0.0005	-0.110	0.012	0.050
305.00	34.84	52.40	56.30	0.00	0	1	60.1%	0.978	0.0018	-0.148	0.026	0.057
320.00	18.12	37.30	40.80	0.00	3	3	64.9%	0.909	0.0051	-0.412	0.082	0.055
325.00	24.10	32.30	36.00	0.00	1	0	60.3%	0.893	0.0062	-0.429	0.092	0.055
330.00	29.85	27.40	31.00	18.16	1	1	53.7%	0.881	0.0075	-0.413	0.099	0.055
335.00	21.75	23.10	25.90	0.00	1	62	46.2%	0.870	0.0092	-0.382	0.105	0.055
340.00	20.15	18.20	21.10	2.80	1	49	40.9%	0.842	0.0119	-0.384	0.120	0.054
345.00	6.30	13.60	16.40	0.00	5	18	35.7%	0.800	0.0157	-0.386	0.139	0.052
350.00	13.45	9.20	12.10	0.00	1	12	31.9%	0.730	0.0208	-0.405	0.164	0.048
352.50	8.50	7.30	10.20	1.90	3	20	30.8%	0.680	0.0234	-0.418	0.178	0.045
355.00	7.00	5.50	8.40	1.80	29	51	29.5%	0.623	0.0259	-0.423	0.189	0.041
360.00	5.30	2.70	5.70	0.00	22	42	29.2%	0.488	0.0274	-0.434	0.198	0.033
362.50	2.70	0.95	4.60	-3.70	82	4	29.2%	0.420	0.0270	-0.422	0.194	0.028
365.00	4.11	0.10	3.90	0.00	1	27	30.3%	0.361	0.0249	-0.418	0.186	0.024
367.50	3.18	0.00	2.10	0.00	1	6	24.8%	0.260	0.0263	-0.296	0.161	0.018
370.00	0.76	0.00	3.00	-1.59	4	42	33.5%	0.270	0.0199	-0.405	0.164	0.018
375.00	0.55	0.10	0.55	-0.95	2	14	22.6%	0.088	0.0142	-0.131	0.079	0.006
400.00	0.83	0.00	2.20	0.00	0	5	52.5%	0.075	0.0054	-0.267	0.070	0.005

Puts

Strike	Last	Bid	Ask	Chg	Vol	OI	IV	Delta	Gamma	Theta	Vega	Rho
285.00	0.75	0.00	2.15	0.00	0	1	97.5%	-0.037	0.0017	-0.281	0.041	-0.003
300.00	0.48	0.00	2.15	0.00	1	6	79.6%	-0.045	0.0024	-0.268	0.048	-0.003
305.00	1.75	0.00	2.15	0.00	0	3	73.7%	-0.049	0.0028	-0.264	0.050	-0.004
310.00	1.12	0.00	2.15	0.00	1	5	67.9%	-0.053	0.0032	-0.258	0.054	-0.004
315.00	0.39	0.00	2.15	0.00	6	7	62.0%	-0.058	0.0038	-0.252	0.057	-0.004
317.50	1.31	0.00	2.20	0.00	0	2	59.4%	-0.061	0.0041	-0.253	0.060	-0.004
320.00	0.10	0.00	0.15	-0.76	2	9	38.2%	-0.013	0.0018	-0.046	0.017	-0.001
322.50	0.72	0.00	2.20	0.00	2	2	53.5%	-0.068	0.0049	-0.246	0.065	-0.005
325.00	0.98	0.00	2.25	0.00	1	2	50.9%	-0.073	0.0055	-0.246	0.069	-0.005
330.00	0.65	0.00	2.35	0.00	1	11	56.3%	-0.130	0.0075	-0.417	0.105	-0.009
332.50	0.50	0.00	2.40	0.00	33	61	53.3%	-0.139	0.0084	-0.413	0.110	-0.010
335.00	0.70	0.00	2.45	0.00	19	205	50.2%	-0.149	0.0093	-0.407	0.115	-0.011
340.00	1.25	0.00	1.60	0.00	1	31	36.8%	-0.134	0.0118	-0.277	0.108	-0.009
345.00	0.80	0.00	1.60	-1.00	2	36	30.1%	-0.160	0.0163	-0.253	0.121	-0.011
350.00	1.80	0.10	3.40	-2.00	5	11	33.4%	-0.278	0.0202	-0.386	0.167	-0.020
355.00	5.90	1.20	4.30	0.00	1	5	28.8%	-0.375	0.0265	-0.372	0.189	-0.027
360.00	4.94	3.80	6.40	0.00	1	2	27.6%	-0.514	0.0290	-0.369	0.198	-0.037

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.