MRK · Options
Merck & Company, Inc. Common Stock (new) (MRK) options chain & liquidity
Term structure, skew and the liquidity of the published chain.
Update time unavailable
Loading graph — the exact table is available below.
2026-10-23ATM IV 27.87%16 DTE · ATM strike $143.00 · No stored earnings markerUpdate time unavailable
Event / reference markers
- Earnings expiry 2026-10-30: 23
Exact data table
| Observation | ATM IV (%) | Context | Updated |
|---|---|---|---|
| 27.87% | 16 DTE · ATM strike $143.00 · No stored earnings marker | Update time unavailable | |
| 37.615% | 23 DTE · ATM strike $143.00 · Contains earnings | Update time unavailable | |
| 35.705% | 30 DTE · ATM strike $143.00 · No stored earnings marker | Update time unavailable | |
| 35.305% | 37 DTE · ATM strike $140.00 · No stored earnings marker | Update time unavailable |
- Liquidity classification
- ACCEPTABLE
- Median bid-ask width
- 20.3%
- 25-delta put IV
- 37.6%
- 25-delta call IV
- 37.0%
- Downside skew
- 0.0%
Next steps
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.