MRK volatiliteit Merck & Co., Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.35.9%
HV20How much the stock actually moved, measured from daily closing prices over a past window (annualized). Compare with implied volatility to see what the options market priced versus what happened.27.5%
HV6033.9%
IV − HV20 spreiding
+8.4pt
UniversepercentielWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
41
Percentiel ten opzichte van eigen historieWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 dagen vastgelegd
Cboe delayed options data · per 06:40 UTC · Hoe deze worden berekend
IV termijnstructuur
At-the-money implied volatility per genoteerde expiratie, uitgezet op resterende dagen.
| Vervalt | DTE | ATM IV | 25Δ skewThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Impliciete beweging |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 32.9% | +0.6pt | ±2.8% |
| Oct 30, 2026 | 10 | 47.1% | +0.4pt | ±6.6% |
| Nov 06, 2026 | 17 | 41.3% | -0.5pt | ±7.4% |
| Nov 13, 2026 | 24 | 38.7% | +2.3pt | ±8.1% |
| Nov 20, 2026 | 31 | 35.5% | +1.6pt | ±8.4% |
| Nov 27, 2026 | 38 | 33.9% | +0.2pt | ±8.8% |
| Dec 18, 2026 | 59 | 32.2% | +1.6pt | ±10.6% |
| Jan 15, 2027 | 87 | 32.0% | +1.9pt | ±12.6% |
| Mar 19, 2027 | 150 | 32.3% | +1.6pt | ±16.6% |
| Apr 16, 2027 | 178 | 32.7% | +2.8pt | ±18.1% |
| Jun 17, 2027 | 240 | 33.0% | +2.0pt | ±21.2% |
| Sep 17, 2027 | 332 | 33.4% | +1.9pt | ±25.0% |
| Dec 17, 2027 | 423 | 32.6% | +2.9pt | ±27.3% |
| Jan 21, 2028 | 458 | 33.2% | +2.1pt | ±28.8% |
Volatiliteitsglimlach — Nov 20, 2026
Impliciete volatiliteit per strike. De helling richting puts (linkerkant hoger) is de skew: neerwaartse bescherming wordt duurder geprijsd dan opwaartse.
callsputs
Impliciet vs. gerealiseerd, dagelijks overzicht
IV30HV20