Eureka

options premium scanner

MARA — MARA Holdings, Inc.

Spot

7.25

Realized vol 30d

71.3%

Strategy

cash-secured puts

Next earnings

2026-11-04 12d

Analyse the IV crush setup for MARA →

Best put at each risk tolerance

Profile	Delta band	Expiry	DTE	Strike	Δ	Credit	Collateral	ARoC	VAY	POP	Unassigned	IV/RV	Verdict
conservative	0.05–0.15	— no qualifying contract —											no trade
moderate	0.15–0.25	— no qualifying contract —											no trade
aggressive	0.25–0.40	2026-11-13 ⚠	21	6.5	-0.28	0.37	$613	104%	0.99	71%	62%	1.47×	sell

conservative declines

Most contracts were rejected because: expiry spans the next earnings report (13 of them).
MARA reports on 2026-11-04, so every expiry in the horizon follows it. This profile skips earnings entirely — wait until after the report, or use a profile that flags rather than excludes.
A more permissive risk profile, or looser individual filters, may surface candidates here.

moderate declines

Best chance of expiring unassigned is 73%, under the 75% floor for this profile.

Read it as a ladder: a higher delta pays a larger credit precisely because it is likelier to be assigned. The profiles differ in what they accept, not in how much edge they find.

Term structure — every expiry, 7 to 92 days

Expiry	DTE	ATM IV	Ern	Strike	Δ	Credit	ARoC	VAY	Unassigned	IV/RV	Γ risk
10-30	7	106%		no qualifying strike
11-06	14	106%	⚠	no qualifying strike
11-13	21	102%	⚠	6	-0.19	0.22	67%	0.63	73%	1.51×	0.011
11-20	28	102%	⚠	6	-0.21	0.28	65%	0.62	70%	1.46×	0.010
11-27	35	96%	⚠	6	-0.22	0.32	58%	0.59	68%	1.38×	0.010
12-18	56	95%	⚠	6	-0.24	0.47	55%	0.57	63%	1.35×	0.008
01-15	84	92%	⚠	no qualifying strike

Annualized return is not neutral across the term: at constant delta a short-dated contract annualizes far higher simply because a small credit over a few days extrapolates hugely. Γ risk — the delta change per 1% move — shows what the short end costs you.

Timing

20:26 EDT · after hours

Market is closed. Quotes are the closing marks.

2 consecutive up closes (+5.6%). 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).

Freshly scanned. Generated 2026-10-23 00:26 UTC. JSON

Screening output only — not investment advice. Quotes are delayed roughly 15 minutes and can be stale; verify everything with your broker before trading. Selling options carries risk of substantial loss: a cash-secured put can leave you owning a falling stock, and a covered call caps your upside. Nothing here accounts for your portfolio, position sizing, or circumstances.