MMC · Expected Move
Marsh & McLennan Companies, Inc.
The expected move for MMC is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
MMC straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current MMC Expected Move
30-Day Straddle
$11.55
7-Day Straddle
$4.75
30-Day ATM IV
24.8%
IV Rank
74%
Implied one-standard-deviation move through the next 30 days. Compare to MMC's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
MMC Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20260113 | $11.55 | $4.75 | 24.8% | 74% |
| 20260112 | $12.35 | $2.73 | 25.6% | 83% |
| 20260109 | $12.25 | $5.08 | 24.2% | 67% |
| 20260108 | $12.10 | $5.30 | 23.0% | 54% |
| 20260107 | $13.20 | $5.55 | 25.4% | 81% |
| 20260106 | $12.80 | $5.32 | 24.0% | 65% |
| 20260105 | $11.85 | $6.10 | 22.1% | 44% |
| 20260102 | $5.82 | $5.82 | 21.9% | 46% |
| 20251231 | $6.15 | $6.15 | 22.0% | 47% |
| 20251230 | $5.95 | $5.95 | 20.9% | 46% |
| 20251229 | $6.15 | $6.15 | 21.5% | 51% |
| 20251226 | $7.00 | $7.00 | 20.4% | 42% |
| 20251224 | $7.73 | $7.73 | 20.1% | 39% |
| 20251223 | $7.55 | $7.55 | 20.3% | 40% |
| 20251222 | $7.70 | $7.70 | 20.3% | 41% |
| 20251219 | $7.28 | $1.93 | 18.0% | 21% |
| 20251218 | $8.80 | $3.28 | 20.7% | 44% |
| 20251217 | $9.45 | $2.80 | 21.2% | 49% |
| 20251216 | $9.18 | $5.38 | 19.8% | 36% |
| 20251215 | $9.18 | $4.55 | 20.0% | 38% |
| 20251212 | $11.00 | $4.30 | 22.6% | 61% |
| 20251211 | $9.50 | $4.17 | 20.6% | 44% |
| 20251210 | $9.70 | $4.43 | 20.5% | 42% |
| 20251209 | $10.10 | $5.42 | 21.2% | 48% |
| 20251208 | $10.47 | $6.15 | 21.3% | 49% |
| 20251205 | $10.90 | $6.40 | 21.3% | 49% |
| 20251204 | $11.25 | $7.30 | 22.1% | 56% |
| 20251203 | $7.05 | $7.05 | 21.8% | 53% |
| 20251202 | $7.03 | $7.03 | 21.4% | 50% |
| 20251201 | $7.93 | $7.93 | 22.4% | 59% |
| 20251128 | $7.65 | $7.65 | 21.6% | 52% |
| 20251126 | $8.28 | $8.28 | 21.9% | 54% |
| 20251125 | $8.68 | $8.68 | 22.1% | 56% |
| 20251124 | $9.55 | $9.55 | 24.6% | 77% |
| 20251121 | $9.45 | $1.88 | 23.3% | 66% |
| 20251120 | $10.25 | $2.98 | 25.8% | 88% |
| 20251119 | $10.60 | $4.83 | 26.0% | 89% |
| 20251118 | $10.60 | $4.30 | 25.3% | 84% |
| 20251117 | $11.75 | $4.72 | 27.2% | 100% |
| 20251114 | $10.50 | $4.55 | 23.1% | 67% |
| 20251113 | $10.75 | $5.32 | 22.8% | 64% |
| 20251112 | $10.90 | $6.10 | 24.1% | 76% |
| 20251111 | $12.00 | $7.07 | 24.8% | 82% |
| 20251110 | $10.65 | $6.22 | 23.5% | 71% |
| 20251107 | $11.25 | $6.85 | 23.5% | 70% |
| 20251106 | $12.00 | $8.05 | 24.8% | 82% |
| 20251105 | $7.80 | $7.80 | 24.4% | 79% |
| 20251104 | $7.50 | $7.50 | 23.1% | 67% |
| 20251103 | $8.07 | $8.07 | 23.5% | 70% |
| 20251031 | $7.70 | $7.70 | 22.4% | 61% |
| 20251030 | $9.10 | $9.10 | 23.9% | 74% |
| 20251029 | $8.90 | $8.90 | 24.3% | 78% |
| 20251028 | $7.40 | $7.40 | 20.9% | 47% |
| 20251027 | $8.30 | $8.30 | 21.2% | 50% |
| 20251024 | $9.60 | $9.60 | 22.1% | 58% |
| 20251023 | $9.30 | $9.30 | 21.3% | 51% |
| 20251022 | $9.60 | $9.60 | 22.5% | 61% |
| 20251021 | $9.70 | $9.70 | 22.1% | 58% |
| 20251020 | $9.60 | $9.60 | 21.5% | 53% |
| 20251017 | $9.85 | $0.97 | 21.3% | 51% |
More on MMC
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.