MAR Gamma Exposure, IV Rank & Implied Volatility
Marriott International (MAR) options data — GEX, IV rank, options chain & Greeks
MAR options trade with implied volatility typically in the 20% - 42% range, averaging N/A in daily volume with very good liquidity. Next earnings: See earnings calendar. Weekly options and LEAPS are available.
An IV rank near 55.1 (the value shown here is illustrative) would mean implied volatility is in roughly the 55.1th percentile of its 1-year range — middle range, neutral on premium selling vs buying. For today's live MAR IV rank from ORATS, open the dashboard.
Chart shows simulated data for display purposes. View the real MAR IV history on the live platform →
Comprehensive options market data for Marriott International (MAR).
MAR Options at a Glance
What's Covered in This Guide
1 About Marriott International (MAR)
Marriott International (MAR) is a hotels company listed on NASDAQ.
Company Profile
Key Dates
Marriott International is a Hotels) company in the Consumer Discretionary sector.
2 MAR Options Market Overview
MAR options provide trading opportunities for options traders.
Liquidity Assessment: Very Good
MAR options provide trading opportunities across multiple expirations.
3 MAR Implied Volatility & IV Rank
MAR implied volatility patterns reflect the hotels sector dynamics.
Earnings Impact
IV typically expands before earnings and contracts after the announcement.
The post-earnings volatility drop is known as IV crush. Holders of short MAR options should also understand early assignment risk around dividends and expiration.
Historical Volatility vs IV
MAR IV generally trades near historical volatility, with premiums expanding around earnings.
Term Structure
Typically upward sloping under normal conditions.
MAR Gamma Exposure (GEX)
Gamma Exposure analysis for MAR reveals dealer hedging dynamics at key strike levels.
Typical GEX Profile: MAR tends to operate in a positive gamma environment during normal conditions.
Key Levels:
Dealer Hedging:
4 Common MAR Options Strategies
These are strategies commonly used by traders on MAR options, based on typical market characteristics. This is not investment advice.
Popular for MAR shareholders seeking additional income.
Defined-risk directional exposure on MAR.
Range-bound strategy for MAR between events.
Key Considerations for MAR Options
- Monitor MAR earnings dates for IV expansion/contraction patterns
- Consider the stock's beta when sizing options positions
- MAR options liquidity varies by expiration - prefer near-term and monthly expirations
Frequently Asked Questions: MAR Options
What is MAR's typical implied volatility?
MAR implied volatility typically ranges from 20% - 42%. IV patterns are influenced by earnings, sector events, and market conditions.
Does MAR have weekly options?
Yes, MAR offers weekly options expirations.
What is MAR's options trading profile?
MAR (Marriott International) options trade with very good liquidity, averaging N/A in daily volume, typical bid-ask spreads of N/A. Implied volatility typically falls in the 20% - 42% range. The position sits in the Consumer Discretionary category for portfolio diversification and options strategy design.
How does MAR implied volatility behave around earnings?
IV typically expands before earnings and contracts after the announcement. Next scheduled earnings: See earnings calendar. Traders often size short premium positions for the post-earnings IV crush, while long premium buyers should be aware that the IV decline can outweigh small directional moves.
What options strategies work well on MAR?
Popular strategies on MAR options include Covered Calls, Vertical Spreads, Iron Condors. Strategy selection depends on the current IV environment versus the 20% - 42% typical range, days to next earnings, and the trader's directional outlook. Higher IV regimes favour premium-selling strategies; lower IV regimes favour directional debit spreads or long premium plays.
What is MAR's gamma exposure (GEX)?
Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence MAR's intraday price action. MAR tends to operate in a positive gamma environment during normal conditions. Positive GEX tends to dampen volatility and create mean-reverting moves, while negative GEX can amplify swings. View live MAR GEX levels and the gamma-flip point on ApexVol.
What is MAR's IV rank?
MAR's IV rank shows where MAR's current implied volatility sits within its trailing 1-year range, scored 0–100. A reading near 100 means IV is near its yearly high — options are relatively expensive, which favors premium-selling strategies like credit spreads and iron condors. A reading near 0 means IV is near its yearly low, favoring premium-buying. MAR implied volatility typically ranges from 20% - 42%. Check MAR's live IV rank and percentile on ApexVol's IV analytics.
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