Implied Volatility (Mean) (90-Day)

Implied Volatility (Mean): The forecasted future volatility of the security over the selected time frame, derived from the average of the put and call implied volatilities for options with the relevant expiration date.

Marathon Digital Holdings, Inc. (MARA) had 90-Day Implied Volatility (Mean) of 0.6905 for 2025-06-27.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.8206
Historical Volatility (Parkinson)	0.7518
Implied Volatility (Calls)	0.6865
Implied Volatility (Puts)	0.6945
Implied Volatility (Mean)	0.6905
Put-Call Implied Volatility Ratio	1.0116
Implied Volatility Skew	0.0071
Option Statistics
Put-Call Ratio (Volume)	0.0731
Put-Call Ratio (Open Interest)	0.3926