Consumer Discretionary · Consumer
MAR Implied Volatility, IV Rank & Options Chain
Marriott International (MAR) options data: IV rank, options chain, GEX and Greeks. Comprehensive options market data for Marriott International (MAR).
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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.
MAR implied volatility
As of 2026-10-26As of 2026-10-26, MAR's 30-day implied volatility is 31.2%, placing its 1-year IV percentile at 13.0 — above 13.0% of the past year's daily IV readings, a low-IV, premium-buying regime favoring long calls/puts and debit spreads.
MAR live chain, Greeks and GEX
TerminalEvery figure above is reference data. The live MAR chain, its Greeks, the gamma profile and the flow tape update through the session inside the Terminal.
MAR options at a glance
- Daily volume
- N/A
- IV range
- 20% - 42%
- Bid-ask spread
- N/A
- Expirations
- Weekly, monthly, LEAPS
- Open interest
- N/A
- Next earnings
- See earnings calendar
About Marriott International (MAR)
Marriott International (MAR) is a hotels company listed on NASDAQ.
Company profile
- Sector
- Consumer Discretionary
- Industry
- Hotels
- Market cap
- See live data
- Exchange
- NASDAQ
Key dates
- Next earnings
- See earnings calendar
- Earnings frequency
- Quarterly
- Dividend schedule
- See company page
- Fiscal year end
- December
Marriott International is a Hotels) company in the Consumer Discretionary sector.
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Chains, IV rank, expected move and dealer positioning for 5,500+ US stocks and ETFs.
- Live chains and Greeks
- IV rank and percentile
- Expected move and GEX
- Screener and strategy P&L
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MAR options market overview
MAR options provide trading opportunities for options traders.
- Average daily volume
- N/A
- Total open interest
- N/A
- Put/call ratio
- N/A
- Typical ATM spread
- N/A
- Weekly options
- Available
- LEAPS available
- Yes
Liquidity assessment: Very Good
MAR options provide trading opportunities across multiple expirations.
MAR implied volatility and 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.
The smile, the term structure and the cone for MAR, on today's chain.
Open MAR in IV IntelligenceMAR 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.
Where the gamma sits on MAR right now, strike by strike.
See live MAR GEXCommon MAR options strategies
These are strategies commonly used by traders on MAR options, based on typical market characteristics. This is not investment advice.
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
MAR key events
Earnings months. January, April, July, October
MAR options data by API, or in Claude
Every number on this page is one request away. The implied volatility API returns MAR's IV rank and percentile, the gamma exposure API its dealer positioning by strike, and the chain API every strike with Greeks. Connected to the ApexVol MCP server, Claude, Cursor or ChatGPT can ask for them in plain English.
curl -H "Authorization: Bearer avmcp_YOUR_TOKEN" \
"https://apexvol.com/api/mcp/data/iv-rank/MAR"What is MAR's IV rank right now, and where is its gamma flip?
Claude calls get_iv_rank and get_gexTry GEX on MAR in the console, more prompts for MAR, or set the server up in Claude Desktop, Claude Code, Cursor or ChatGPT.
- Written by
- ApexVol Research Team
Quantitative options research. All calculations use live institutional-grade data — the same source professional volatility desks use. - Reviewed by
- Ryan Silk, ApexVol Founder
Reviewed for technical accuracy. 10+ years trading options; built ApexVol's pricing engine, Greeks model and IV-rank methodology.
Revised as market conditions and institutional data change. Last revised 2026-10-26. How we research →
Track this name's volatility weekly. The week's biggest IV movers and the expected earnings moves, straight from the data.
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Questions
Frequently asked
about 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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MAR analytics
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