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Merck & Co., Inc. MRK

HEALTHCARE · DRUG MANUFACTURERS - GENERAL
i

Market dataready · fetched 2026-11-06T21:26:49.061Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-06T21:18:47.915544228Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-06T21:23:52.568975+00:00

Share price$146.79
1D+1.6%
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.$0.51$2.21$3.92$5.62$7.33$136.98$141.79$146.61$151.43$156.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ35Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive MRK spot · $146.79MRK PRICE$0.69$0.94$1.19$1.48$1.81$2.13$2.49$2.99$3.51$3.89$4.24$5.05$6.84$0.82$1.10$1.46$1.97$2.35$2.78$3.22$3.74$4.34$4.96$5.57$6.18
Puts——
CallsCheap0.85×
Skew——
Implied moveBearish±$5.28
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ152.4631.0%4.3%141.1235.4%4.4%
25Δ151.4531.1%3.8%142.3235.2%3.8%
30Δ150.4531.2%3.3%143.2436.6%3.4%
35Δ149.5431.6%2.9%
40Δ148.7031.9%2.5%145.3633.0%2.3%
45Δ147.8631.7%2.2%146.2133.0%2.0%
50Δ147.0431.6%1.9%147.0633.3%1.7%
55Δ146.2132.4%1.6%147.9033.1%1.4%
60Δ145.3533.0%1.4%148.7733.0%1.2%
65Δ144.5931.8%1.1%149.6933.2%1.0%
70Δ143.8530.0%0.9%150.6032.6%0.8%
75Δ142.8131.2%0.7%151.4931.6%0.6%
80Δ140.9136.8%0.7%152.3930.7%0.4%

20Δ

Calls
Pseudo strike
152.46
IV
31.0%
B/E move
4.3%
Puts
Pseudo strike
141.12
IV
35.4%
B/E move
4.4%

25Δ

Calls
Pseudo strike
151.45
IV
31.1%
B/E move
3.8%
Puts
Pseudo strike
142.32
IV
35.2%
B/E move
3.8%

30Δ

Calls
Pseudo strike
150.45
IV
31.2%
B/E move
3.3%
Puts
Pseudo strike
143.24
IV
36.6%
B/E move
3.4%

35Δ

Calls
Pseudo strike
149.54
IV
31.6%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
148.70
IV
31.9%
B/E move
2.5%
Puts
Pseudo strike
145.36
IV
33.0%
B/E move
2.3%

45Δ

Calls
Pseudo strike
147.86
IV
31.7%
B/E move
2.2%
Puts
Pseudo strike
146.21
IV
33.0%
B/E move
2.0%

50Δ

Calls
Pseudo strike
147.04
IV
31.6%
B/E move
1.9%
Puts
Pseudo strike
147.06
IV
33.3%
B/E move
1.7%

55Δ

Calls
Pseudo strike
146.21
IV
32.4%
B/E move
1.6%
Puts
Pseudo strike
147.90
IV
33.1%
B/E move
1.4%

60Δ

Calls
Pseudo strike
145.35
IV
33.0%
B/E move
1.4%
Puts
Pseudo strike
148.77
IV
33.0%
B/E move
1.2%

65Δ

Calls
Pseudo strike
144.59
IV
31.8%
B/E move
1.1%
Puts
Pseudo strike
149.69
IV
33.2%
B/E move
1.0%

70Δ

Calls
Pseudo strike
143.85
IV
30.0%
B/E move
0.9%
Puts
Pseudo strike
150.60
IV
32.6%
B/E move
0.8%

75Δ

Calls
Pseudo strike
142.81
IV
31.2%
B/E move
0.7%
Puts
Pseudo strike
151.49
IV
31.6%
B/E move
0.6%

80Δ

Calls
Pseudo strike
140.91
IV
36.8%
B/E move
0.7%
Puts
Pseudo strike
152.39
IV
30.7%
B/E move
0.4%

Options history

IV · four-Friday blend31.96%
Daily close
MRK22.9%35.9%48.9%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 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
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%