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Merck & Co., Inc. MRK

i

Market dataready · fetched 2026-11-03T22:32:18.223Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-03T22:12:12.458297806Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-03T22:32:17.552751+00:00

Share price$144.67
1D-2.4%
AH$143$144$145$146$1475:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMRK
Sold putSold callAH

Merck & Co., Inc. options

Live interpolated MRK call and put midpoint premiums by absolute delta.Merck & Co., Inc.$0.38$2.11$3.85$5.58$7.32$137.53$141.03$144.54$148.04$151.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MRK spot · $144.67MRK PRICE$0.56$0.74$0.96$1.20$1.42$1.66$1.92$2.22$2.52$2.81$3.28$4.08$4.69$0.65$0.88$1.12$1.38$1.61$1.86$2.33$2.75$3.16$3.56$4.72$5.52$6.82
PutsExpensive1.42×
CallsExpensive1.44×
SkewBearish+6.79 pp
Implied moveBearish±$4.25
TiltBearish12.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ149.2039.0%3.5%140.1143.4%3.6%
25Δ148.2638.4%3.0%140.9944.0%3.2%
30Δ147.5239.0%2.6%141.8443.8%2.7%
35Δ146.8439.7%2.3%142.6343.6%2.4%
40Δ146.1038.7%2.0%143.4042.2%2.0%
45Δ145.4438.0%1.7%144.1640.7%1.6%
50Δ144.8037.4%1.4%144.8443.1%1.5%
55Δ144.1937.2%1.2%145.5643.8%1.3%
60Δ143.6036.4%1.0%146.2843.4%1.1%
65Δ143.0235.3%0.8%146.9942.5%0.9%
70Δ142.3435.7%0.7%148.2548.6%0.8%
75Δ141.4038.6%0.6%149.2949.2%0.6%
80Δ140.6138.5%0.4%150.8051.9%0.5%

20Δ

Calls
Pseudo strike
149.20
IV
39.0%
B/E move
3.5%
Puts
Pseudo strike
140.11
IV
43.4%
B/E move
3.6%

25Δ

Calls
Pseudo strike
148.26
IV
38.4%
B/E move
3.0%
Puts
Pseudo strike
140.99
IV
44.0%
B/E move
3.2%

30Δ

Calls
Pseudo strike
147.52
IV
39.0%
B/E move
2.6%
Puts
Pseudo strike
141.84
IV
43.8%
B/E move
2.7%

35Δ

Calls
Pseudo strike
146.84
IV
39.7%
B/E move
2.3%
Puts
Pseudo strike
142.63
IV
43.6%
B/E move
2.4%

40Δ

Calls
Pseudo strike
146.10
IV
38.7%
B/E move
2.0%
Puts
Pseudo strike
143.40
IV
42.2%
B/E move
2.0%

45Δ

Calls
Pseudo strike
145.44
IV
38.0%
B/E move
1.7%
Puts
Pseudo strike
144.16
IV
40.7%
B/E move
1.6%

50Δ

Calls
Pseudo strike
144.80
IV
37.4%
B/E move
1.4%
Puts
Pseudo strike
144.84
IV
43.1%
B/E move
1.5%

55Δ

Calls
Pseudo strike
144.19
IV
37.2%
B/E move
1.2%
Puts
Pseudo strike
145.56
IV
43.8%
B/E move
1.3%

60Δ

Calls
Pseudo strike
143.60
IV
36.4%
B/E move
1.0%
Puts
Pseudo strike
146.28
IV
43.4%
B/E move
1.1%

65Δ

Calls
Pseudo strike
143.02
IV
35.3%
B/E move
0.8%
Puts
Pseudo strike
146.99
IV
42.5%
B/E move
0.9%

70Δ

Calls
Pseudo strike
142.34
IV
35.7%
B/E move
0.7%
Puts
Pseudo strike
148.25
IV
48.6%
B/E move
0.8%

75Δ

Calls
Pseudo strike
141.40
IV
38.6%
B/E move
0.6%
Puts
Pseudo strike
149.29
IV
49.2%
B/E move
0.6%

80Δ

Calls
Pseudo strike
140.61
IV
38.5%
B/E move
0.4%
Puts
Pseudo strike
150.80
IV
51.9%
B/E move
0.5%

Options history

IV · four-Friday blend31.96%
Daily close
MRK22.9%35.9%48.9%2026-08-05: 34.52%2026-08-06: 31.17%2026-08-07: 24.77%2026-08-10: 26.09%2026-08-11: 25.20%2026-08-12: 25.66%2026-08-13: 29.22%2026-08-14: 24.91%2026-08-17: 28.81%2026-08-18: 26.50%2026-08-19: 42.07%2026-08-20: 32.74%2026-08-21: 28.11%2026-08-24: 32.52%2026-08-25: 31.46%2026-08-26: 28.43%2026-08-27: 28.10%2026-08-28: 26.54%2026-08-31: 27.05%2026-09-01: 27.88%2026-09-02: 27.52%2026-09-03: 27.31%2026-09-04: 27.08%2026-09-08: 29.96%2026-09-09: 29.64%2026-09-10: 30.04%2026-09-11: 27.20%2026-09-14: 28.85%2026-09-15: 28.78%2026-09-16: 28.56%2026-09-17: 28.24%2026-09-18: 24.70%2026-09-21: 27.26%2026-09-22: 28.39%2026-09-23: 29.46%2026-09-24: 32.39%2026-09-25: 28.52%2026-09-28: 29.80%2026-09-29: 28.65%2026-09-30: 30.49%2026-10-01: 29.06%2026-10-02: 28.06%2026-10-05: 30.00%2026-10-06: 30.85%2026-10-07: 30.33%2026-10-08: 31.77%2026-10-09: 32.74%2026-10-12: 34.03%2026-10-13: 35.06%2026-10-14: 36.67%2026-10-15: 39.39%2026-10-16: 38.91%2026-10-19: 40.28%2026-10-20: 43.10%2026-10-21: 42.45%2026-10-22: 45.98%2026-10-23: 39.70%2026-10-26: 44.23%2026-10-27: 43.98%2026-10-28: 47.12%2026-10-29: 35.32%2026-10-30: 31.96%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
34.52%
31.17%
24.77%
26.09%
25.20%
25.66%
29.22%
24.91%
28.81%
26.50%
42.07%
32.74%
28.11%
32.52%
31.46%
28.43%
28.10%
26.54%
27.05%
27.88%
27.52%
27.31%
27.08%
29.96%
29.64%
30.04%
27.20%
28.85%
28.78%
28.56%
28.24%
24.70%
27.26%
28.39%
29.46%
32.39%
28.52%
29.80%
28.65%
30.49%
29.06%
28.06%
30.00%
30.85%
30.33%
31.77%
32.74%
34.03%
35.06%
36.67%
39.39%
38.91%
40.28%
43.10%
42.45%
45.98%
39.70%
44.23%
43.98%
47.12%
35.32%
31.96%