MMC (Marsh & McLennan Companies, Inc.)
Historical IV Rank & Volatility Regime
IV Rank measures where MMC's current 30-day implied volatility sits in its trailing 90-day distribution (0% = lowest in 90 days, 100% = highest). It's the most reliable signal for whether options on MMC are priced rich or cheap relative to its own recent regime.
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.
MMC IV Rank Summary
Current
5%
Compressed — premium buying regime
30-Day Avg
29%
60-Day Avg
53%
90-Day Avg
49%
90-Day Low
0%
90-Day High
100%
IV Rank is bounded 0%–100% by construction. Sustained levels above 75% historically
precede mean reversion in MMC's implied vol; sustained sub-25% readings
often coincide with low-realized regimes ahead of catalyst events. See the
Vol Arb Screener for symbols where current IV
rank diverges most from realized volatility.
MMC IV Rank — Last 90 Trading Days
| Date | IV Rank | Avg IV |
|---|---|---|
| 20260609 | 5% | 0.7% |
| 20260608 | 6% | 0.8% |
| 20260605 | 5% | 0.7% |
| 20260604 | 6% | 0.8% |
| 20260603 | 7% | 0.8% |
| 20260602 | 6% | 0.7% |
| 20260601 | 5% | 0.7% |
| 20260529 | 6% | 0.7% |
| 20260528 | 5% | 0.7% |
| 20260527 | 5% | 0.7% |
| 20260526 | 5% | 0.7% |
| 20260502 | 3% | 0.5% |
| 20260501 | 3% | 0.5% |
| 20260430 | 2% | 0.5% |
| 20260429 | 2% | 0.5% |
| 20260428 | 2% | 0.5% |
| 20260427 | 2% | 0.5% |
| 20260424 | 2% | 0.5% |
| 20260423 | 1% | 0.4% |
| 20260422 | 1% | 0.4% |
| 20260421 | 1% | 0.3% |
| 20260420 | 1% | 0.4% |
| 20260417 | 100% | 8.3% |
| 20260416 | 83% | 2.2% |
| 20260415 | 100% | 2.6% |
| 20260414 | 100% | 2.3% |
| 20260413 | 100% | 2.0% |
| 20260410 | 100% | 1.7% |
| 20260409 | 100% | 1.4% |
| 20260408 | 98% | 1.3% |
| 20260407 | 100% | 1.3% |
| 20260406 | 100% | 1.2% |
| 20260402 | 96% | 1.0% |
| 20260401 | 100% | 1.1% |
| 20260331 | 99% | 1.0% |
| 20260330 | 89% | 0.9% |
| 20260327 | 100% | 1.0% |
| 20260326 | 100% | 0.9% |
| 20260325 | 100% | 0.8% |
| 20260324 | 100% | 0.8% |
| 20260323 | 94% | 0.8% |
| 20260320 | 82% | 0.7% |
| 20260319 | 98% | 0.8% |
| 20260318 | 100% | 0.8% |
| 20260317 | 100% | 0.8% |
| 20260316 | 97% | 0.7% |
| 20260313 | 98% | 0.7% |
| 20260312 | 100% | 0.7% |
| 20260311 | 100% | 0.7% |
| 20260310 | 96% | 0.7% |
| 20260309 | 63% | 0.5% |
| 20260308 | 52% | 0.5% |
| 20260306 | 49% | 0.5% |
| 20260305 | 58% | 0.5% |
| 20260304 | 51% | 0.5% |
| 20260303 | 50% | 0.5% |
| 20260114 | 29% | 0.4% |
| 20260113 | 10% | 0.3% |
| 20260112 | 7% | 0.3% |
| 20260109 | 9% | 0.3% |
| 20260108 | 11% | 0.3% |
| 20260107 | 14% | 0.4% |
| 20260106 | 12% | 0.3% |
| 20260105 | 0% | 0.3% |
| 20260102 | 79% | 0.7% |
| 20251231 | 75% | 0.6% |
| 20251230 | 61% | 0.6% |
| 20251229 | 54% | 0.6% |
| 20251226 | 58% | 0.6% |
| 20251224 | 44% | 0.5% |
| 20251223 | 40% | 0.5% |
| 20251222 | 49% | 0.5% |
| 20251219 | 42% | 0.5% |
| 20251218 | 33% | 0.5% |
| 20251217 | 32% | 0.5% |
| 20251216 | 32% | 0.5% |
| 20251215 | 37% | 0.5% |
| 20251212 | 31% | 0.5% |
| 20251211 | 33% | 0.5% |
| 20251210 | 31% | 0.5% |
| 20251209 | 32% | 0.5% |
| 20251208 | 30% | 0.5% |
| 20251205 | 25% | 0.4% |
| 20251204 | 27% | 0.5% |
| 20251203 | 58% | 0.6% |
| 20251202 | 63% | 0.6% |
| 20251201 | 58% | 0.6% |
| 20251128 | 57% | 0.6% |
| 20251126 | 36% | 0.5% |
| 20251125 | 42% | 0.5% |