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Merck & Company Inc MRK

HEALTHCARE · DRUG MANUFACTURERS - GENERAL
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Market dataready · fetched 2026-10-15T21:07:38.532Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T21:05:44.180412158Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T21:07:36.837144+00:00

Share price$147.68
1D-2.7%
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$5.60$11.19$16.79$22.38$-0.15$0.18$0.50$0.82$1.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $147.68OPTION PRICEMRK PRICE$0.25$0.32$0.35$0.34$0.60$0.82$1.01$1.25$1.66$2.14$2.66$3.20$4.55$6.01$7.96$11.94$20.74
PutsExpensive1.91×
CallsCheap0.36×
SkewBearish+81.16 pp
Implied move——
TiltBearish96.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ149.6228.4%1.5%143.5666.0%3.2%
25Δ149.2027.8%1.2%144.1670.2%2.9%
30Δ148.7924.8%1.0%145.0967.0%2.4%
35Δ148.3819.8%0.7%145.7967.4%2.1%
40Δ146.4372.5%2.0%
45Δ147.0679.5%1.9%
50Δ147.8583.7%1.7%
55Δ148.6986.2%1.5%
60Δ150.00105.2%1.5%
65Δ151.64118.1%1.4%
70Δ153.75135.4%1.3%
75Δ157.72174.5%1.3%
80Δ166.40257.1%1.4%

20Δ

Calls
Pseudo strike
149.62
IV
28.4%
B/E move
1.5%
Puts
Pseudo strike
143.56
IV
66.0%
B/E move
3.2%

25Δ

Calls
Pseudo strike
149.20
IV
27.8%
B/E move
1.2%
Puts
Pseudo strike
144.16
IV
70.2%
B/E move
2.9%

30Δ

Calls
Pseudo strike
148.79
IV
24.8%
B/E move
1.0%
Puts
Pseudo strike
145.09
IV
67.0%
B/E move
2.4%

35Δ

Calls
Pseudo strike
148.38
IV
19.8%
B/E move
0.7%
Puts
Pseudo strike
145.79
IV
67.4%
B/E move
2.1%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
146.43
IV
72.5%
B/E move
2.0%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
147.06
IV
79.5%
B/E move
1.9%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
147.85
IV
83.7%
B/E move
1.7%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
148.69
IV
86.2%
B/E move
1.5%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
150.00
IV
105.2%
B/E move
1.5%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
151.64
IV
118.1%
B/E move
1.4%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
153.75
IV
135.4%
B/E move
1.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
157.72
IV
174.5%
B/E move
1.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
166.40
IV
257.1%
B/E move
1.4%