{"symbol":"MARA","name":"MARA Holdings, Inc.","spot":"11.26","strategy":"csp","strategy_label":"cash-secured puts","rv":"105.2","rv_window":30,"gap_distortion":null,"rv_all":"102.3","earnings":"2026-11-04","earnings_days":73,"any_sell":false,"rows":[{"profile":"conservative","band":"0.05–0.15","notes":"~5-15Δ. Assignment is genuinely unlikely; you are paid little for that. Skips anything spanning earnings and demands a real vol premium.","sell":false,"headline":"No puts clear the conservative profile's requirements.","reasons":["Most contracts were rejected because: no two-sided market (20 of them).","A more permissive risk profile, or looser individual filters, may surface candidates here."],"best":null},{"profile":"moderate","band":"0.15–0.25","notes":"~15-25Δ, 21-60 DTE. Where most premium-selling literature sits: meaningful credit, assignment a real but minority outcome.","sell":false,"headline":"Not worth selling puts on this name right now.","reasons":["Richest contract in the band prices vol at 0.94x realized, under the 1.05x this profile requires.","Implied vol (99%) is below realized vol (105%): you would be selling movement for less than the stock has actually been delivering."],"best":null},{"profile":"aggressive","band":"0.25–0.40","notes":"~25-40Δ. Roughly one trade in three finishes in the money, so only coherent if you are willing to own the stock (puts) or be called away (calls) and have sized the position for it.","sell":false,"headline":"Not worth selling puts on this name right now.","reasons":["Richest contract in the band prices vol at 0.90x realized, under the 1.00x this profile requires.","Implied vol (92%) is below realized vol (102%): you would be selling movement for less than the stock has actually been delivering."],"best":null}],"term":[{"expiry":"09-04","dte":12,"atm_iv":"99","iv_pct":100,"earnings":false,"strike":"10","delta":"-0.22","credit":"0.29","aroc":"89","vay":"0.90","p_otm":"72","iv_rv":"0.94","gamma":"0.017"},{"expiry":"09-11","dte":19,"atm_iv":"91","iv_pct":28,"earnings":false,"strike":null,"delta":null,"credit":null,"aroc":null,"vay":null,"p_otm":null,"iv_rv":null,"gamma":null},{"expiry":"09-18","dte":26,"atm_iv":"94","iv_pct":56,"earnings":false,"strike":"9","delta":"-0.15","credit":"0.25","aroc":"41","vay":"0.43","p_otm":"78","iv_rv":"0.90","gamma":"0.009"},{"expiry":"09-25","dte":33,"atm_iv":"89","iv_pct":0,"earnings":false,"strike":null,"delta":null,"credit":null,"aroc":null,"vay":null,"p_otm":null,"iv_rv":null,"gamma":null},{"expiry":"10-02","dte":40,"atm_iv":"91","iv_pct":26,"earnings":false,"strike":"9","delta":"-0.18","credit":"0.38","aroc":"40","vay":"0.45","p_otm":"73","iv_rv":"0.85","gamma":"0.009"},{"expiry":"10-16","dte":54,"atm_iv":"93","iv_pct":39,"earnings":false,"strike":"9","delta":"-0.20","credit":"0.53","aroc":"42","vay":"0.47","p_otm":"69","iv_rv":"0.86","gamma":"0.008"},{"expiry":"11-20","dte":89,"atm_iv":"92","iv_pct":32,"earnings":true,"strike":"9","delta":"-0.23","credit":"0.86","aroc":"43","vay":"0.47","p_otm":"62","iv_rv":"0.89","gamma":"0.007"}],"timing":{"window":"weekend","quality":"closed","advice":"Market is closed. Quotes are last week's close.","movement":null,"is_good":false,"clock":"03:50 EDT","streak":"3 consecutive up closes (+25.7%). Reported as context only: streak-based timing showed no measurable effect on the seller's edge (t = 0.02, measured over 33 years of index data)."},"cached":false,"age_minutes":0,"generated":"2026-08-23 07:50 UTC"}