MRK option chain Merck & Co., Inc.
Cboe delayed options data · as of 15:41 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 ±10.7% (129.65–160.60) · ATM IV 32.5% · P/C open interest 0.54
| 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 | |
| 69.75 | 72.65 | 56 | 94.3% | 1.00 | 0.0001 | 0.000 | 75 | 0 | 0.1200 | 1,338 | 66.1% | -0.00 | 0.0001 | -0.001 | ||
| 64.75 | 67.10 | 71 | 75.6% | 1.00 | 0.0001 | 0.000 | 80 | 0 | 0.1300 | 839 | 60.7% | -0.00 | 0.0002 | -0.001 | ||
| 60.15 | 62.75 | 303 | 82.8% | 1.00 | 0.0002 | 0.000 | 85 | 0.0100 | 0.0700 | 1 | 585 | 52.0% | -0.00 | 0.0003 | -0.002 | |
| 55.20 | 57.75 | 232 | 75.1% | 1.00 | 0.0004 | 0.000 | 90 | 0 | 0.1600 | 860 | 50.9% | -0.00 | 0.0005 | -0.003 | ||
| 50.25 | 52.40 | 284 | 64.1% | 0.99 | 0.0006 | 0.000 | 95 | 0 | 0.1900 | 2,044 | 46.8% | -0.01 | 0.0008 | -0.004 | ||
| 45.25 | 47.90 | 628 | 61.7% | 0.99 | 0.0010 | 0.000 | 100 | 0.0600 | 0.2300 | 10 | 2,561 | 44.2% | -0.01 | 0.0012 | -0.006 | |
| 40.10 | 42.95 | 2,234 | 53.7% | 0.98 | 0.0017 | -0.002 | 105 | 0.1200 | 0.1800 | 6 | 2,109 | 39.4% | -0.02 | 0.0020 | -0.009 | |
| 35.65 | 38.15 | 1 | 2,359 | 52.2% | 0.97 | 0.0028 | -0.007 | 110 | 0.1400 | 0.5400 | 2,754 | 39.6% | -0.03 | 0.0031 | -0.013 | |
| 30.85 | 32.55 | 582 | 42.9% | 0.95 | 0.0044 | -0.013 | 115 | 0.4400 | 0.6300 | 5 | 1,373 | 37.7% | -0.05 | 0.0049 | -0.019 | |
| 26.25 | 28.80 | 520 | 44.7% | 0.93 | 0.0068 | -0.021 | 120 | 0.7100 | 0.9700 | 1,534 | 35.9% | -0.08 | 0.0073 | -0.027 | ||
| 21.95 | 23.60 | 968 | 39.6% | 0.88 | 0.0098 | -0.031 | 125 | 1.30 | 1.50 | 11 | 1,013 | 34.9% | -0.13 | 0.0103 | -0.036 | |
| 17.75 | 19.30 | 1,408 | 37.4% | 0.82 | 0.0131 | -0.042 | 130 | 2.16 | 2.42 | 10 | 1,534 | 34.3% | -0.19 | 0.0136 | -0.046 | |
| 13.95 | 15.25 | 1,620 | 35.8% | 0.74 | 0.0165 | -0.052 | 135 | 3.40 | 3.70 | 10 | 1,282 | 33.7% | -0.27 | 0.0168 | -0.054 | |
| 10.65 | 12.95 | 4 | 3,494 | 37.2% | 0.65 | 0.0193 | -0.059 | 140 | 5.05 | 5.40 | 5 | 1,345 | 32.9% | -0.37 | 0.0194 | -0.060 |
| 7.90 | 8.20 | 980 | 32.5% | 0.55 | 0.0210 | -0.062 | 145 | 7.25 | 7.60 | 17 | 1,433 | 32.4% | -0.47 | 0.0208 | -0.062 | |
| 5.60 | 5.85 | 13 | 1,915 | 32.0% | 0.44 | 0.0212 | -0.062 | 150 | 10.00 | 10.40 | 426 | 32.0% | -0.57 | 0.0208 | -0.060 | |
| 3.85 | 4.05 | 13 | 3,679 | 31.7% | 0.35 | 0.0199 | -0.057 | 155 | 13.30 | 13.75 | 446 | 32.1% | -0.67 | 0.0194 | -0.055 | |
| 2.56 | 2.81 | 8 | 1,874 | 31.8% | 0.26 | 0.0175 | -0.050 | 160 | 17.05 | 17.50 | 4 | 49 | 32.2% | -0.75 | 0.0170 | -0.047 |
| 1.70 | 1.86 | 19 | 4,016 | 31.8% | 0.19 | 0.0145 | -0.041 | 165 | 19.90 | 21.75 | 4 | 24 | 28.6% | -0.82 | 0.0141 | -0.037 |
| 1.11 | 1.16 | 29 | 13.8K | 31.8% | 0.13 | 0.0115 | -0.033 | 170 | 23.65 | 26.05 | 2 | -0.88 | 0.0114 | -0.029 | ||
| 0.7000 | 0.7600 | 24 | 10.9K | 32.0% | 0.09 | 0.0087 | -0.025 | 175 | 28.25 | 30.65 | 3 | -0.92 | 0.0096 | -0.024 | ||
| 0.4400 | 0.5000 | 6 | 819 | 32.3% | 0.06 | 0.0064 | -0.019 | 180 | 33.00 | 35.85 | -0.95 | 0.0087 | -0.021 | |||
| 0.2300 | 0.3300 | 120 | 32.3% | 0.04 | 0.0047 | -0.014 | 185 | 37.85 | 40.40 | -0.98 | 0.0063 | -0.019 | ||||
| 0.1000 | 0.2400 | 966 | 32.4% | 0.03 | 0.0034 | -0.011 | 190 | 42.80 | 45.80 | -1.00 | 0.0024 | -0.018 | ||||
| 0.1300 | 0.1600 | 7 | 191 | 34.2% | 0.02 | 0.0025 | -0.008 | 195 | 47.80 | 50.65 | -1.00 | 0.0000 | -0.018 | |||
| 0.0400 | 0.1500 | 24 | 34.6% | 0.02 | 0.0019 | -0.006 | 200 | 52.80 | 55.65 | -1.00 | 0.0000 | -0.018 | ||||
| 0 | 0.2000 | 1 | 39.4% | 0.01 | 0.0011 | -0.004 | 210 | 62.80 | 65.70 | -1.00 | 0.0000 | -0.018 | ||||
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 — Dec 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs