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Marsh MRSH

FINANCIAL SERVICES · INSURANCE BROKERS
i

Market dataready · fetched 2026-11-13T02:14:46.393Z

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

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 · 2026-11-13T00:00:00.002113825Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T02:14:42.087478+00:00

Share price$205.69
1D-1.6%
AH$205.42$206.39$207.35$208.31$209.275:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMRSH
Sold putSold callAH

Marsh options

Live interpolated MRSH call and put midpoint premiums by absolute delta.Marsh$0.79$3.81$6.83$9.84$12.86$190.70$197.88$205.07$212.25$219.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive MRSH spot · $205.69MRSH PRICE$1.30$1.66$2.01$2.37$3.03$3.73$4.42$5.12$5.81$6.51$7.20$8.91$11.99$1.12$1.44$1.87$2.31$2.75$3.19$3.63$4.07$4.51$4.95$5.39
Puts——
CallsFair0.97×
Skew——
Implied moveBullish±$8.05
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ217.4339.8%6.3%197.8331.9%4.4%
25Δ215.0337.9%5.3%199.7830.9%3.6%
30Δ212.6335.9%4.4%200.9830.1%3.2%
35Δ210.2333.9%3.4%202.0929.4%2.9%
40Δ208.7933.7%3.0%203.2028.6%2.5%
45Δ207.4533.7%2.7%204.3127.8%2.2%
50Δ206.1133.6%2.4%205.4227.1%1.9%
55Δ204.7833.6%2.0%206.5326.3%1.6%
60Δ203.4433.5%1.7%207.6425.6%1.2%
65Δ202.1033.5%1.4%208.7524.8%0.9%
70Δ200.7733.5%1.1%209.8624.0%0.6%
75Δ198.6236.4%0.9%
80Δ195.3843.3%0.8%

20Δ

Calls
Pseudo strike
217.43
IV
39.8%
B/E move
6.3%
Puts
Pseudo strike
197.83
IV
31.9%
B/E move
4.4%

25Δ

Calls
Pseudo strike
215.03
IV
37.9%
B/E move
5.3%
Puts
Pseudo strike
199.78
IV
30.9%
B/E move
3.6%

30Δ

Calls
Pseudo strike
212.63
IV
35.9%
B/E move
4.4%
Puts
Pseudo strike
200.98
IV
30.1%
B/E move
3.2%

35Δ

Calls
Pseudo strike
210.23
IV
33.9%
B/E move
3.4%
Puts
Pseudo strike
202.09
IV
29.4%
B/E move
2.9%

40Δ

Calls
Pseudo strike
208.79
IV
33.7%
B/E move
3.0%
Puts
Pseudo strike
203.20
IV
28.6%
B/E move
2.5%

45Δ

Calls
Pseudo strike
207.45
IV
33.7%
B/E move
2.7%
Puts
Pseudo strike
204.31
IV
27.8%
B/E move
2.2%

50Δ

Calls
Pseudo strike
206.11
IV
33.6%
B/E move
2.4%
Puts
Pseudo strike
205.42
IV
27.1%
B/E move
1.9%

55Δ

Calls
Pseudo strike
204.78
IV
33.6%
B/E move
2.0%
Puts
Pseudo strike
206.53
IV
26.3%
B/E move
1.6%

60Δ

Calls
Pseudo strike
203.44
IV
33.5%
B/E move
1.7%
Puts
Pseudo strike
207.64
IV
25.6%
B/E move
1.2%

65Δ

Calls
Pseudo strike
202.10
IV
33.5%
B/E move
1.4%
Puts
Pseudo strike
208.75
IV
24.8%
B/E move
0.9%

70Δ

Calls
Pseudo strike
200.77
IV
33.5%
B/E move
1.1%
Puts
Pseudo strike
209.86
IV
24.0%
B/E move
0.6%

75Δ

Calls
Pseudo strike
198.62
IV
36.4%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
195.38
IV
43.3%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend24.64%
Daily close
MRSH21.2%27.5%33.7%2026-08-14: 22.28%2026-08-17: 23.39%2026-08-18: 24.17%2026-08-19: 24.13%2026-08-21: 22.52%2026-08-24: 22.73%2026-08-25: 22.70%2026-08-26: 22.90%2026-08-27: 24.83%2026-08-28: 22.49%2026-08-31: 23.48%2026-09-01: 23.95%2026-09-02: 24.96%2026-09-03: 22.71%2026-09-04: 24.09%2026-09-08: 26.03%2026-09-09: 25.61%2026-09-10: 25.94%2026-09-11: 24.59%2026-09-14: 25.92%2026-09-15: 26.24%2026-09-16: 27.76%2026-09-18: 25.56%2026-09-21: 26.01%2026-09-22: 26.37%2026-09-23: 25.84%2026-09-24: 26.96%2026-09-25: 25.78%2026-09-28: 26.06%2026-09-29: 25.74%2026-09-30: 25.42%2026-10-01: 25.86%2026-10-02: 26.01%2026-10-05: 26.02%2026-10-06: 26.58%2026-10-07: 26.75%2026-10-08: 27.85%2026-10-09: 28.55%2026-10-12: 29.67%2026-10-13: 31.63%2026-10-14: 32.86%2026-10-16: 22.32%2026-10-19: 22.18%2026-10-20: 22.15%2026-10-21: 22.08%2026-10-22: 22.89%2026-10-23: 23.97%2026-10-26: 23.75%2026-10-27: 22.89%2026-10-28: 23.16%2026-10-29: 24.26%2026-10-30: 24.64%Aug 14Sep 23Oct 30
52 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
22.28%
23.39%
24.17%
24.13%
22.52%
22.73%
22.70%
22.90%
24.83%
22.49%
23.48%
23.95%
24.96%
22.71%
24.09%
26.03%
25.61%
25.94%
24.59%
25.92%
26.24%
27.76%
25.56%
26.01%
26.37%
25.84%
26.96%
25.78%
26.06%
25.74%
25.42%
25.86%
26.01%
26.02%
26.58%
26.75%
27.85%
28.55%
29.67%
31.63%
32.86%
22.32%
22.18%
22.15%
22.08%
22.89%
23.97%
23.75%
22.89%
23.16%
24.26%
24.64%