MRK · Expected-Move

Merck & Company, Inc. Common Stock (new) (MRK) expected move

The priced move, its boundaries and how it compares with past earnings moves.

$142.79
Expected move
$10.75
Expected move %
7.5%
Lower boundary
$132.04
Upper boundary
$153.54
Median historical move
2.0%
Method
ATM_STRADDLE_MIDPOINT
Implied versus actual earnings moveAbsolute realized movement and stored implied move share one scale. Signed actual returns and reconstruction status are preserved in the readout/table. Missing quotes are not zero.

Update time unavailable

Loading graph — the exact table is available below.

2023-10-26Realized move 1.8528%Implied move UnavailableSigned actual 1.8528% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
Exact data table
Implied versus actual earnings move · full stored dataset, independent of graph range/toggles
ObservationRealized move (%)Implied move (%)ContextUpdated
1.8528%UnavailableSigned actual 1.8528% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
4.6366%UnavailableSigned actual 4.6366% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
2.9292%UnavailableSigned actual 2.9292% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
9.806%UnavailableSigned actual 9.806% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
2.3943%UnavailableSigned actual 2.3943% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
9.0691%UnavailableSigned actual 9.0691% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
1.397%UnavailableSigned actual 1.397% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
1.7011%UnavailableSigned actual 1.7011% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
0.3465%UnavailableSigned actual 0.3465% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
2.1788%UnavailableSigned actual 2.1788% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
1.5953%UnavailableSigned actual 1.5953% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
0.1801%UnavailableSigned actual 0.1801% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable

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Data provenance

Figures are from published, reviewed research as of Oct 7, 2026, 4:00 PM EDT. Modelled option premiums use Black-Scholes with the published at-the-money implied volatility and are labelled as modelled, not as live quotes.

Merck & Company, Inc. Common Stock (new) (MRK) Expected move | Options Whale