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Merck & Company Inc MRK

HEALTHCARE · DRUG MANUFACTURERS - GENERAL
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Market dataready · fetched 2026-10-15T20:35:30.078Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:30:27.571407081Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:35:29.641225+00:00

Share price$144.18
1D-3.3%
AH$144$146$148$150$1525:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMRK
Sold putSold callAH

Merck & Company Inc options

Live interpolated MRK call and put midpoint premiums by absolute delta.Merck & Company Inc$0.00$3.42$6.84$10.25$13.67$138.52$142.03$145.53$149.04$152.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $144.18OPTION PRICELive MRK spot · $144.18MRK PRICE$0.45$0.61$0.87$1.14$1.49$1.87$2.39$2.97$3.69$4.76$6.14$8.76$12.68$0.25$0.32$0.41$0.53$0.65$0.77$0.82$0.85$0.88$0.91$0.94$0.98$1.01
PutsCheap0.42×
CallsExpensive1.89×
SkewBullish-68.20 pp
Implied moveBullish±$3.21
TiltBullish67.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ147.6252.1%2.7%142.2830.3%1.5%
25Δ147.0954.9%2.4%142.7528.4%1.2%
30Δ146.6159.5%2.3%143.1227.6%1.0%
35Δ146.1564.5%2.2%143.4028.2%0.9%
40Δ145.6169.5%2.0%143.6728.9%0.8%
45Δ145.0274.6%1.9%143.9429.5%0.7%
50Δ144.3180.7%1.7%144.1327.7%0.6%
55Δ143.5186.5%1.6%144.3125.3%0.5%
60Δ142.5793.5%1.4%144.4822.9%0.4%
65Δ141.36105.3%1.3%144.6520.4%0.3%
70Δ139.83119.1%1.2%144.8318.0%0.2%
75Δ137.18149.2%1.2%145.0015.6%0.1%
80Δ133.21193.1%1.2%145.1813.1%0.0%

20Δ

Calls
Pseudo strike
147.62
IV
52.1%
B/E move
2.7%
Puts
Pseudo strike
142.28
IV
30.3%
B/E move
1.5%

25Δ

Calls
Pseudo strike
147.09
IV
54.9%
B/E move
2.4%
Puts
Pseudo strike
142.75
IV
28.4%
B/E move
1.2%

30Δ

Calls
Pseudo strike
146.61
IV
59.5%
B/E move
2.3%
Puts
Pseudo strike
143.12
IV
27.6%
B/E move
1.0%

35Δ

Calls
Pseudo strike
146.15
IV
64.5%
B/E move
2.2%
Puts
Pseudo strike
143.40
IV
28.2%
B/E move
0.9%

40Δ

Calls
Pseudo strike
145.61
IV
69.5%
B/E move
2.0%
Puts
Pseudo strike
143.67
IV
28.9%
B/E move
0.8%

45Δ

Calls
Pseudo strike
145.02
IV
74.6%
B/E move
1.9%
Puts
Pseudo strike
143.94
IV
29.5%
B/E move
0.7%

50Δ

Calls
Pseudo strike
144.31
IV
80.7%
B/E move
1.7%
Puts
Pseudo strike
144.13
IV
27.7%
B/E move
0.6%

55Δ

Calls
Pseudo strike
143.51
IV
86.5%
B/E move
1.6%
Puts
Pseudo strike
144.31
IV
25.3%
B/E move
0.5%

60Δ

Calls
Pseudo strike
142.57
IV
93.5%
B/E move
1.4%
Puts
Pseudo strike
144.48
IV
22.9%
B/E move
0.4%

65Δ

Calls
Pseudo strike
141.36
IV
105.3%
B/E move
1.3%
Puts
Pseudo strike
144.65
IV
20.4%
B/E move
0.3%

70Δ

Calls
Pseudo strike
139.83
IV
119.1%
B/E move
1.2%
Puts
Pseudo strike
144.83
IV
18.0%
B/E move
0.2%

75Δ

Calls
Pseudo strike
137.18
IV
149.2%
B/E move
1.2%
Puts
Pseudo strike
145.00
IV
15.6%
B/E move
0.1%

80Δ

Calls
Pseudo strike
133.21
IV
193.1%
B/E move
1.2%
Puts
Pseudo strike
145.18
IV
13.1%
B/E move
0.0%