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Marsh & McLennan Companies, Inc. MRSH

FINANCIAL SERVICES · INSURANCE BROKERS
i

Market dataready · fetched 2026-10-22T21:54:34.918Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:37:28.446181849Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-10-22T21:54:31.978372+00:00

Share price$199.27
1D+3.2%
AH$192$194$196$198$2005:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMRSH
Sold putSold callAH

Marsh & McLennan Companies, Inc. options

Live interpolated MRSH call and put midpoint premiums by absolute delta.Marsh & McLennan Companies, Inc.$1.36$5.56$9.75$13.94$18.13$162.34$177.14$191.95$206.76$221.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MRSH spot · $199.27MRSH PRICE$2.30$2.17$2.64$3.21$3.79$4.37$4.94$5.75$6.62$7.49$8.82$10.34$12.29$1.82$2.35$2.84$3.35$4.07$4.78$5.63$7.03$8.43$9.83$11.23$13.17$16.93
PutsExpensive1.26×
CallsCheap0.87×
SkewBullish-0.38 pp
Implied moveBearish±$10.57
TiltBearish10.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ235.2749.6%19.2%187.5827.7%6.8%
25Δ213.4528.8%8.2%190.3727.0%5.6%
30Δ208.3325.1%5.9%192.7725.6%4.7%
35Δ206.3424.5%5.2%195.1324.3%3.8%
40Δ204.3524.0%4.5%196.8724.1%3.2%
45Δ202.3623.4%3.7%198.6123.8%2.7%
50Δ200.3722.9%3.0%200.4023.7%2.3%
55Δ198.6922.6%2.6%202.4224.2%1.9%
60Δ197.0922.5%2.2%204.4324.6%1.6%
65Δ195.4822.3%1.9%206.4425.1%1.3%
70Δ193.5822.6%1.6%208.4525.6%1.0%
75Δ191.5523.1%1.3%210.9726.4%0.7%
80Δ189.1224.1%1.1%215.1728.3%0.5%

20Δ

Calls
Pseudo strike
235.27
IV
49.6%
B/E move
19.2%
Puts
Pseudo strike
187.58
IV
27.7%
B/E move
6.8%

25Δ

Calls
Pseudo strike
213.45
IV
28.8%
B/E move
8.2%
Puts
Pseudo strike
190.37
IV
27.0%
B/E move
5.6%

30Δ

Calls
Pseudo strike
208.33
IV
25.1%
B/E move
5.9%
Puts
Pseudo strike
192.77
IV
25.6%
B/E move
4.7%

35Δ

Calls
Pseudo strike
206.34
IV
24.5%
B/E move
5.2%
Puts
Pseudo strike
195.13
IV
24.3%
B/E move
3.8%

40Δ

Calls
Pseudo strike
204.35
IV
24.0%
B/E move
4.5%
Puts
Pseudo strike
196.87
IV
24.1%
B/E move
3.2%

45Δ

Calls
Pseudo strike
202.36
IV
23.4%
B/E move
3.7%
Puts
Pseudo strike
198.61
IV
23.8%
B/E move
2.7%

50Δ

Calls
Pseudo strike
200.37
IV
22.9%
B/E move
3.0%
Puts
Pseudo strike
200.40
IV
23.7%
B/E move
2.3%

55Δ

Calls
Pseudo strike
198.69
IV
22.6%
B/E move
2.6%
Puts
Pseudo strike
202.42
IV
24.2%
B/E move
1.9%

60Δ

Calls
Pseudo strike
197.09
IV
22.5%
B/E move
2.2%
Puts
Pseudo strike
204.43
IV
24.6%
B/E move
1.6%

65Δ

Calls
Pseudo strike
195.48
IV
22.3%
B/E move
1.9%
Puts
Pseudo strike
206.44
IV
25.1%
B/E move
1.3%

70Δ

Calls
Pseudo strike
193.58
IV
22.6%
B/E move
1.6%
Puts
Pseudo strike
208.45
IV
25.6%
B/E move
1.0%

75Δ

Calls
Pseudo strike
191.55
IV
23.1%
B/E move
1.3%
Puts
Pseudo strike
210.97
IV
26.4%
B/E move
0.7%

80Δ

Calls
Pseudo strike
189.12
IV
24.1%
B/E move
1.1%
Puts
Pseudo strike
215.17
IV
28.3%
B/E move
0.5%

Options history

No recorded observations