MRK · Expected Move
Merck & Co., Inc.
The expected move for MRK 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).
MRK 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 MRK Expected Move
30-Day Straddle
$11.27
7-Day Straddle
$7.75
30-Day ATM IV
34.3%
IV Rank
67%
Implied one-standard-deviation move through the next 30 days. Compare to MRK'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.
MRK Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261023 | $11.27 | $7.75 | 34.3% | 67% |
| 20261022 | $12.15 | $8.12 | 36.3% | 80% |
| 20261021 | $12.78 | $9.78 | 37.4% | 87% |
| 20261020 | $12.88 | $10.10 | 37.8% | 90% |
| 20261019 | $12.10 | $3.98 | 36.4% | 80% |
| 20261016 | $12.48 | $5.05 | 37.6% | 89% |
| 20261015 | $13.18 | $5.89 | 39.4% | 100% |
| 20261014 | $13.05 | $5.90 | 38.3% | 100% |
| 20261013 | $12.05 | $5.45 | 36.9% | 90% |
| 20261012 | $12.22 | $3.87 | 36.1% | 85% |
| 20261009 | $12.55 | $4.25 | 37.2% | 93% |
| 20261008 | $11.27 | $4.79 | 35.2% | 78% |
| 20261007 | $11.65 | $4.61 | 35.7% | 82% |
| 20261006 | $11.88 | $5.27 | 36.3% | 86% |
| 20261005 | $11.75 | $3.50 | 35.9% | 83% |
| 20261002 | $11.23 | $4.11 | 35.1% | 78% |
| 20261001 | $11.75 | $4.78 | 36.1% | 85% |
| 20260930 | $12.72 | $5.59 | 38.3% | 100% |
| 20260929 | $12.20 | $5.56 | 34.7% | 100% |
| 20260928 | $12.35 | $4.04 | 33.9% | 93% |
| 20260925 | $9.40 | $4.62 | 31.0% | 65% |
| 20260924 | $9.27 | $6.49 | 29.1% | 48% |
| 20260923 | $9.55 | $5.45 | 28.4% | 41% |
| 20260922 | $10.12 | $5.57 | 28.3% | 40% |
| 20260921 | $9.35 | $3.69 | 26.9% | 27% |
| 20260918 | $8.60 | $3.71 | 26.3% | 21% |
| 20260917 | $8.97 | $4.46 | 26.9% | 27% |
| 20260916 | $8.85 | $4.86 | 26.9% | 27% |
| 20260915 | $9.60 | $5.33 | 27.9% | 36% |
| 20260914 | $9.32 | $3.98 | 27.1% | 29% |
| 20260911 | $8.75 | $4.47 | 27.5% | 32% |
| 20260910 | $9.20 | $5.01 | 28.2% | 39% |
| 20260909 | $9.43 | $5.60 | 27.9% | 36% |
| 20260908 | $10.78 | $5.91 | 30.3% | 59% |
| 20260904 | $9.28 | $4.00 | 27.9% | 36% |
| 20260903 | $9.62 | $4.29 | 28.1% | 37% |
| 20260902 | $9.68 | $4.77 | 27.7% | 34% |
| 20260901 | $10.10 | $5.19 | 28.2% | 38% |
| 20260831 | $9.85 | $3.64 | 28.6% | 41% |
| 20260828 | $9.22 | $4.26 | 28.2% | 38% |
| 20260827 | $9.55 | $4.94 | 28.2% | 37% |
| 20260826 | $9.88 | $5.47 | 27.7% | 33% |
| 20260825 | $10.88 | $7.42 | 30.7% | 61% |
| 20260824 | $11.15 | $4.59 | 30.8% | 62% |
| 20260821 | $9.90 | $4.85 | 28.4% | 40% |
| 20260820 | $10.35 | $5.64 | 31.0% | 63% |
| 20260819 | $11.95 | $7.55 | 34.4% | 94% |
| 20260818 | $8.20 | $4.59 | 26.0% | 18% |
| 20260817 | $8.43 | $3.55 | 25.9% | 17% |
| 20260814 | $7.35 | $3.65 | 25.0% | 9% |
| 20260813 | $7.01 | $4.04 | 24.0% | 0% |
| 20260812 | $7.73 | $4.46 | 25.6% | 13% |
| 20260811 | $7.44 | $4.53 | 24.3% | 1% |
| 20260810 | $8.15 | $3.11 | 25.2% | 9% |
| 20260807 | — | — | 24.2% | 0% |
| 20260806 | $8.36 | $5.27 | 29.1% | 37% |
| 20260805 | $8.12 | $5.45 | 27.1% | 18% |
| 20260804 | $9.10 | $5.96 | 30.7% | 51% |
| 20260803 | $10.05 | $6.27 | 33.7% | 79% |
| 20260731 | $9.68 | $6.33 | 32.9% | 72% |
More on MRK
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.