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Merck & Company Inc MRK

HEALTHCARE · DRUG MANUFACTURERS - GENERAL
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Market dataready · fetched 2026-10-16T00:19:10.445Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:41:21.1076162Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:19:09.057540+00:00

Share price$145.20
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$1.29$5.48$9.66$13.85$18.03$125.90$135.98$146.07$156.15$166.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MRK spot · $145.20MRK PRICE$1.74$2.30$2.89$3.63$4.39$5.30$6.31$7.40$8.83$10.25$12.02$13.84$16.82$1.95$2.57$3.23$3.96$4.80$5.65$6.71$7.82$8.99$10.32$11.65$13.20$14.80
PutsExpensive1.10×
CallsExpensive1.32×
SkewBullish-3.81 pp
Implied moveBearish±$13.02
TiltBalanced0.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ161.4636.0%12.4%133.2935.8%9.5%
25Δ158.2935.6%10.6%135.9735.5%8.1%
30Δ155.4335.1%9.0%138.3434.9%6.9%
35Δ153.1435.4%8.0%140.6134.4%5.9%
40Δ150.9535.7%7.0%142.6234.3%5.1%
45Δ148.8136.2%6.1%144.6334.1%4.3%
50Δ146.7236.8%5.4%146.6234.0%3.6%
55Δ144.6037.5%4.7%148.6034.0%3.0%
60Δ142.3238.5%4.1%150.6133.8%2.5%
65Δ140.0439.5%3.5%152.6733.4%2.0%
70Δ137.4640.0%2.9%154.7232.9%1.5%
75Δ134.8340.6%2.4%156.8932.0%1.0%
80Δ131.2142.9%2.0%159.0731.1%0.6%

20Δ

Calls
Pseudo strike
161.46
IV
36.0%
B/E move
12.4%
Puts
Pseudo strike
133.29
IV
35.8%
B/E move
9.5%

25Δ

Calls
Pseudo strike
158.29
IV
35.6%
B/E move
10.6%
Puts
Pseudo strike
135.97
IV
35.5%
B/E move
8.1%

30Δ

Calls
Pseudo strike
155.43
IV
35.1%
B/E move
9.0%
Puts
Pseudo strike
138.34
IV
34.9%
B/E move
6.9%

35Δ

Calls
Pseudo strike
153.14
IV
35.4%
B/E move
8.0%
Puts
Pseudo strike
140.61
IV
34.4%
B/E move
5.9%

40Δ

Calls
Pseudo strike
150.95
IV
35.7%
B/E move
7.0%
Puts
Pseudo strike
142.62
IV
34.3%
B/E move
5.1%

45Δ

Calls
Pseudo strike
148.81
IV
36.2%
B/E move
6.1%
Puts
Pseudo strike
144.63
IV
34.1%
B/E move
4.3%

50Δ

Calls
Pseudo strike
146.72
IV
36.8%
B/E move
5.4%
Puts
Pseudo strike
146.62
IV
34.0%
B/E move
3.6%

55Δ

Calls
Pseudo strike
144.60
IV
37.5%
B/E move
4.7%
Puts
Pseudo strike
148.60
IV
34.0%
B/E move
3.0%

60Δ

Calls
Pseudo strike
142.32
IV
38.5%
B/E move
4.1%
Puts
Pseudo strike
150.61
IV
33.8%
B/E move
2.5%

65Δ

Calls
Pseudo strike
140.04
IV
39.5%
B/E move
3.5%
Puts
Pseudo strike
152.67
IV
33.4%
B/E move
2.0%

70Δ

Calls
Pseudo strike
137.46
IV
40.0%
B/E move
2.9%
Puts
Pseudo strike
154.72
IV
32.9%
B/E move
1.5%

75Δ

Calls
Pseudo strike
134.83
IV
40.6%
B/E move
2.4%
Puts
Pseudo strike
156.89
IV
32.0%
B/E move
1.0%

80Δ

Calls
Pseudo strike
131.21
IV
42.9%
B/E move
2.0%
Puts
Pseudo strike
159.07
IV
31.1%
B/E move
0.6%