MRK option chain Merck & Co., Inc.
Cboe delayed options data · as of 15:36 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 ±4.2% (143.95–156.51) · ATM IV 24.8% · P/C open interest 0.45
| 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 | |
| 69.00 | 70.70 | 1 | 179 | 1.00 | 0.0000 | 0.000 | 80 | 0 | 0.7500 | 3,439 | 160.2% | -0.00 | 0.0001 | -0.002 | ||
| 63.90 | 66.25 | 2,055 | 1.00 | 0.0001 | 0.000 | 85 | 0 | 0.0300 | 1,228 | 98.0% | -0.00 | 0.0001 | -0.003 | |||
| 58.50 | 61.25 | 1,083 | 1.00 | 0.0001 | 0.000 | 90 | 0 | 0.9500 | 4,086 | 139.0% | -0.00 | 0.0002 | -0.003 | |||
| 53.55 | 56.25 | 708 | 1.00 | 0.0001 | 0.000 | 95 | 0 | 0.5500 | 4,215 | 114.7% | -0.00 | 0.0002 | -0.004 | |||
| 49.05 | 50.75 | 15.3K | 1.00 | 0.0002 | 0.000 | 100 | 0 | 0.3300 | 5,894 | 95.4% | -0.00 | 0.0003 | -0.005 | |||
| 43.85 | 45.95 | 1,082 | 1.00 | 0.0003 | 0.000 | 105 | 0 | 0.5800 | 3,521 | 93.3% | -0.00 | 0.0005 | -0.005 | |||
| 39.00 | 40.95 | 1 | 2,072 | 1.00 | 0.0004 | 0.000 | 110 | 0 | 0.0100 | 5,613 | 50.5% | -0.00 | 0.0007 | -0.006 | ||
| 33.95 | 36.25 | 2,091 | 1.00 | 0.0006 | 0.000 | 115 | 0 | 0.0800 | 2,119 | 54.0% | -0.01 | 0.0010 | -0.008 | |||
| 28.95 | 31.25 | 2,665 | 1.00 | 0.0010 | 0.000 | 120 | 0 | 0.0800 | 4,482 | 46.2% | -0.01 | 0.0016 | -0.009 | |||
| 23.95 | 25.60 | 2,799 | 0.99 | 0.0017 | 0.000 | 125 | 0.0100 | 0.0700 | 5 | 2,030 | 38.5% | -0.01 | 0.0027 | -0.012 | ||
| 18.75 | 21.30 | 13 | 4,122 | 0.99 | 0.0034 | -0.001 | 130 | 0.0200 | 0.1400 | 1,471 | 34.3% | -0.02 | 0.0050 | -0.018 | ||
| 14.05 | 15.85 | 12 | 4,402 | 0.97 | 0.0082 | -0.015 | 135 | 0.1400 | 0.3900 | 4 | 1,204 | 33.1% | -0.05 | 0.0108 | -0.031 | |
| 9.40 | 10.95 | 13 | 12.0K | 0.91 | 0.0203 | -0.045 | 140 | 0.5000 | 0.7700 | 5 | 1,692 | 30.2% | -0.12 | 0.0232 | -0.058 | |
| 8.35 | 10.75 | 1 | 21.2% | 0.89 | 0.0238 | -0.053 | 141 | 0.3500 | 1.06 | 266 | 28.9% | -0.15 | 0.0265 | -0.065 | ||
| 7.50 | 9.90 | 4 | 23.1% | 0.86 | 0.0275 | -0.062 | 142 | 0.5400 | 1.07 | 284 | 27.9% | -0.17 | 0.0299 | -0.072 | ||
| 6.55 | 9.05 | 22.9% | 0.83 | 0.0315 | -0.071 | 143 | 0.8500 | 1.31 | 326 | 28.7% | -0.21 | 0.0334 | -0.079 | |||
| 5.90 | 8.30 | 13 | 25.0% | 0.80 | 0.0355 | -0.080 | 144 | 1.15 | 1.57 | 231 | 29.1% | -0.24 | 0.0369 | -0.086 | ||
| 5.15 | 7.25 | 8,841 | 23.7% | 0.76 | 0.0395 | -0.088 | 145 | 1.14 | 1.83 | 2,740 | 27.5% | -0.28 | 0.0402 | -0.092 | ||
| 4.40 | 6.85 | 3 | 25.6% | 0.72 | 0.0432 | -0.096 | 146 | 0.9800 | 2.16 | 839 | 25.3% | -0.32 | 0.0432 | -0.098 | ||
| 3.80 | 5.55 | 4 | 23.2% | 0.68 | 0.0464 | -0.102 | 147 | 1.55 | 2.46 | 169 | 26.1% | -0.36 | 0.0458 | -0.102 | ||
| 3.10 | 5.30 | 64 | 24.8% | 0.63 | 0.0491 | -0.107 | 148 | 1.52 | 3.35 | 100 | 26.3% | -0.41 | 0.0477 | -0.105 | ||
| 2.96 | 4.60 | 104 | 26.3% | 0.58 | 0.0510 | -0.111 | 149 | 1.84 | 3.95 | 12 | 26.3% | -0.46 | 0.0489 | -0.106 | ||
| 2.46 | 3.45 | 11 | 5,788 | 23.8% | 0.53 | 0.0518 | -0.112 | 150 | 2.85 | 3.80 | 1 | 1,070 | 25.7% | -0.51 | 0.0494 | -0.106 |
| 1.56 | 3.20 | 1 | 1,573 | 28.3% | 0.40 | 0.0501 | -0.108 | 152.5 | 4.30 | 6.05 | 123 | 28.9% | -0.63 | 0.0470 | -0.100 | |
| 1.10 | 1.52 | 17 | 2,953 | 26.0% | 0.29 | 0.0437 | -0.094 | 155 | 5.65 | 8.10 | 99 | 28.7% | -0.73 | 0.0407 | -0.085 | |
| 0.6000 | 0.9700 | 1 | 190 | 26.3% | 0.19 | 0.0348 | -0.075 | 157.5 | 8.05 | 10.00 | 13 | 31.1% | -0.82 | 0.0323 | -0.066 | |
| 0.3500 | 0.5700 | 2,814 | 26.7% | 0.13 | 0.0258 | -0.058 | 160 | 10.25 | 12.05 | 57 | 31.7% | -0.88 | 0.0240 | -0.049 | ||
| 0.1600 | 0.4100 | 133 | 27.5% | 0.09 | 0.0185 | -0.044 | 162.5 | 12.30 | 14.60 | 1 | 33.3% | -0.92 | 0.0173 | -0.035 | ||
| 0.1300 | 0.2300 | 71 | 43.6K | 28.5% | 0.06 | 0.0133 | -0.035 | 165 | 14.65 | 17.10 | 18 | 36.2% | -0.94 | 0.0125 | -0.025 | |
| 0.0100 | 0.3200 | 25 | 31.4% | 0.04 | 0.0098 | -0.028 | 167.5 | 17.15 | 19.80 | 42.2% | -0.96 | 0.0092 | -0.018 | |||
| 0 | 0.1500 | 520 | 30.5% | 0.03 | 0.0074 | -0.023 | 170 | 19.55 | 22.05 | 26 | 42.5% | -0.97 | 0.0070 | -0.012 | ||
| 0 | 0.1900 | 16 | 34.6% | 0.03 | 0.0057 | -0.020 | 172.5 | 22.00 | 24.45 | 44.3% | -0.98 | 0.0054 | -0.007 | |||
| 0 | 0.1300 | 281 | 35.5% | 0.02 | 0.0045 | -0.017 | 175 | 24.50 | 27.20 | 1 | 51.1% | -0.98 | 0.0043 | -0.004 | ||
| 0 | 0.1600 | 2 | 39.4% | 0.02 | 0.0036 | -0.015 | 177.5 | 27.00 | 29.45 | 51.3% | -0.98 | 0.0034 | -0.001 | |||
| 0.0100 | 0.0500 | 9 | 812 | 37.1% | 0.01 | 0.0030 | -0.013 | 180 | 29.55 | 32.30 | 59.9% | -0.99 | 0.0028 | 0.000 | ||
| 0 | 0.1300 | 46.1% | 0.01 | 0.0020 | -0.011 | 185 | 34.55 | 37.20 | 65.4% | -0.99 | 0.0019 | 0.000 | ||||
| 0 | 0.1200 | 50.5% | 0.01 | 0.0015 | -0.009 | 190 | 39.55 | 41.95 | 68.1% | -0.99 | 0.0014 | 0.000 | ||||
| 0 | 0.1200 | 1 | 55.1% | 0.01 | 0.0011 | -0.008 | 195 | 44.55 | 47.10 | 76.5% | -0.99 | 0.0010 | 0.000 | |||
| 0 | 0.1200 | 152 | 59.7% | 0.00 | 0.0009 | -0.007 | 200 | 49.45 | 51.90 | 77.0% | -1.00 | 0.0008 | 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 — Sep 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