MRK option chain Merck & Co., Inc.
Cboe delayed options data · as of 09:36 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±7.8% (139.87–163.41) · ATM IV 28.0% · P/C open interest 0.88
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 69.90 | 73.85 | 18 | 96.7% | 1.00 | 0.0000 | 0.000 | 80 | 0 | 1.38 | 106 | 105.9% | -0.00 | 0.0000 | -0.000 | ||
| 64.90 | 68.85 | 116 | 87.8% | 1.00 | 0.0000 | 0.000 | 85 | 0 | 1.28 | 362 | 95.7% | -0.00 | 0.0000 | -0.000 | ||
| 59.90 | 63.85 | 60 | 79.5% | 1.00 | 0.0000 | 0.000 | 90 | 0 | 0.3500 | 308 | 71.0% | -0.00 | 0.0001 | -0.001 | ||
| 54.90 | 58.85 | 3 | 71.7% | 1.00 | 0.0000 | 0.000 | 95 | 0 | 0.0100 | 2,347 | 43.8% | -0.00 | 0.0001 | -0.001 | ||
| 49.95 | 53.70 | 79 | 1.00 | 0.0000 | 0.000 | 100 | 0 | 0.1100 | 2 | 2,564 | 49.8% | -0.00 | 0.0002 | -0.001 | ||
| 44.90 | 47.80 | 641 | 1.00 | 0.0000 | 0.000 | 105 | 0 | 0.1600 | 4,429 | 46.6% | -0.00 | 0.0004 | -0.002 | |||
| 40.50 | 42.90 | 520 | 1.00 | 0.0002 | 0.000 | 110 | 0 | 0.0900 | 25 | 2,098 | 38.4% | -0.00 | 0.0007 | -0.003 | ||
| 34.95 | 37.60 | 653 | 1.00 | 0.0006 | 0.000 | 115 | 0 | 0.1900 | 10 | 2,183 | 37.0% | -0.01 | 0.0014 | -0.005 | ||
| 30.30 | 32.80 | 1 | 452 | 0.99 | 0.0019 | -0.001 | 120 | 0.0600 | 0.1700 | 5 | 992 | 32.9% | -0.02 | 0.0027 | -0.009 | |
| 25.35 | 27.90 | 1,722 | 0.98 | 0.0045 | -0.009 | 125 | 0.1700 | 0.3400 | 57 | 1,580 | 32.0% | -0.04 | 0.0050 | -0.016 | ||
| 21.05 | 22.55 | 3,548 | 22.1% | 0.94 | 0.0086 | -0.022 | 130 | 0.4100 | 0.6100 | 48 | 1,782 | 30.8% | -0.07 | 0.0084 | -0.025 | |
| 16.70 | 18.00 | 29 | 2,067 | 28.2% | 0.89 | 0.0138 | -0.036 | 135 | 0.8100 | 1.09 | 49 | 1,057 | 29.5% | -0.12 | 0.0131 | -0.036 |
| 12.35 | 14.10 | 19 | 1,766 | 28.5% | 0.80 | 0.0192 | -0.048 | 140 | 1.71 | 1.95 | 20 | 1,179 | 29.1% | -0.20 | 0.0188 | -0.049 |
| 9.05 | 10.05 | 34 | 1,842 | 28.0% | 0.69 | 0.0240 | -0.059 | 145 | 3.00 | 3.35 | 35 | 1,457 | 28.5% | -0.31 | 0.0241 | -0.060 |
| 6.35 | 6.95 | 124 | 3,934 | 28.2% | 0.56 | 0.0269 | -0.065 | 150 | 4.90 | 5.35 | 47 | 1,724 | 27.9% | -0.45 | 0.0274 | -0.066 |
| 4.20 | 4.50 | 174 | 1,517 | 28.0% | 0.43 | 0.0268 | -0.064 | 155 | 7.55 | 8.25 | 247 | 28.0% | -0.58 | 0.0276 | -0.066 | |
| 2.60 | 2.80 | 137 | 1,799 | 27.9% | 0.31 | 0.0239 | -0.058 | 160 | 10.80 | 11.65 | 89 | 27.7% | -0.71 | 0.0248 | -0.058 | |
| 1.30 | 1.70 | 109 | 3,397 | 27.3% | 0.20 | 0.0194 | -0.047 | 165 | 14.60 | 16.45 | 15 | 30.1% | -0.81 | 0.0201 | -0.046 | |
| 0.9500 | 1.13 | 91 | 1,032 | 29.1% | 0.13 | 0.0144 | -0.035 | 170 | 18.85 | 21.00 | 5 | 31.2% | -0.89 | 0.0146 | -0.032 | |
| 0.2400 | 0.6100 | 99 | 1,477 | 27.2% | 0.08 | 0.0101 | -0.025 | 175 | 23.75 | 26.05 | 36.0% | -0.94 | 0.0098 | -0.021 | ||
| 0.2300 | 0.3600 | 1 | 1,707 | 29.0% | 0.06 | 0.0071 | -0.019 | 180 | 28.55 | 30.85 | 54 | 38.6% | -0.96 | 0.0064 | -0.013 | |
| 0.1000 | 0.4200 | 13 | 31.9% | 0.04 | 0.0051 | -0.015 | 185 | 32.75 | 35.80 | 36.7% | -0.98 | 0.0043 | -0.007 | |||
| 0.0500 | 0.3300 | 24 | 33.5% | 0.03 | 0.0037 | -0.012 | 190 | 38.05 | 40.75 | 41.4% | -0.98 | 0.0029 | -0.003 | |||
| 0 | 0.2600 | 34.6% | 0.02 | 0.0028 | -0.010 | 195 | 42.15 | 45.75 | -0.99 | 0.0020 | 0.000 | |||||
| 0 | 0.2300 | 4 | 36.8% | 0.02 | 0.0021 | -0.008 | 200 | 47.15 | 50.75 | 40.0% | -0.99 | 0.0013 | 0.000 | |||
| 0 | 0.3800 | 45.3% | 0.01 | 0.0012 | -0.005 | 210 | 57.20 | 60.70 | 40.6% | -1.00 | 0.0006 | 0.000 | ||||
| 0 | 0.6400 | 54.8% | 0.01 | 0.0007 | -0.003 | 220 | 67.20 | 70.00 | -1.00 | 0.0003 | 0.000 | |||||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Oct 16, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs