What is MRK's IV rank?

At the last close, MRK's IV rank was 41 with 30-day implied volatility of 28.9%. IV sits 41% of the way from its one-year low to its one-year high. Its IV percentile was 47: IV is higher than 47% of the past year's readings.

What is the expected move for MRK?

Based on the last close, options expiring Dec 11, 2026 priced a one standard deviation move of $11.60 (7.9%), a range of $136.16 to $159.36. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.

Which option screens have trades on MRK?

At the last close, these OptionClaws preset screens had passing trades on MRK: Cash-Secured Put Entries on Mega Caps (19), Married Put Protection (2), Long Call Butterflies for Pinning (2). Open a screen in the app to see the individual trades, refreshed intraday.

Is MRK option volume above average?

At the last close, MRK option volume was 0.4x its average, much quieter than usual.

MRK options: IV rank, expected move and trade screens

Merck & Co., Inc. · Healthcare

In the app, stock prices are live and options data is refreshed intraday.

MRK last closed at $147.76 with 30-day implied volatility of 28.9%. That is in the lower half of its one-year range (IV rank 41), so premiums are on the modest side for MRK. Measured by IV percentile, IV is higher than 47% of the past year's readings. Options expiring Dec 11 (28 days out) price a one standard deviation move of about $11.60, or 7.9%.

The price is above both its 50-day (+1.1%) and 200-day (+14.9%) moving averages. It is 5.6% below its 52-week high and 59.1% above its 52-week low. The 14-day RSI of 52.5 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $4.15, about 2.8% of the price, a measure of a typical day's range.

Option volume at the close (8.33K contracts) was 0.4x its average, much quieter than usual. A beta of 0.21 means MRK has tended to move about 0.2 times as much as the broad market. 3 of our preset screens found trades on MRK at the close, led by Cash-Secured Put Entries on Mega Caps with 19 trades.

MRK stats at the close

Price: $147.76; Market cap $364B
Implied volatility: 28.9%; 30-day, at the money
IV rank: 41; IV sits 41% of the way from its one-year low to its one-year high.
IV percentile: 47; IV is higher than 47% of the past year's readings.
ATR (14-day): $4.15; 2.8% of the price on a typical day
RSI (14-day): 52.5; Between 30 and 70, neutral
52-week range: -5.6% from high; +59.1% from the 52-week low
Moving averages: +1.1% vs 50-day; +14.9% vs the 200-day
Beta: 0.21; Sensitivity to the broad market
Option volume: 0.4x avg; 8.33K contracts vs 21.7K average

MRK expected move by expiration

Expected move = price x at-the-money IV x the square root of (days to expiration / 365), a one standard deviation range. The straddle is the at-the-money call plus put, the market's own price for a move. Compare expected moves across stocks.

Expiration	IV	Expected move	1 SD range	Straddle
Nov 20, 20267 days	28.8%	±$5.89 (4.0%)	$141.87 to $153.65	$4.70
Dec 11, 202628 days	28.4%	±$11.60 (7.9%)	$136.16 to $159.36	$9.25
Jan 15, 202763 days	30.5%	±$18.74 (12.7%)	$129.02 to $166.50	$15.03
Feb 19, 202798 days	30.9%	±$23.64 (16.0%)	$124.12 to $171.40	$18.88

Each expiration has its own implied volatility, and short-dated IV reacts more to near-term events, so the nearest expiration can differ a lot from the 30-day figure.

Trades that pass our screens as of the close

Counts and ranges for MRK from our preset scans at the last close. Open a preset in the app to see each trade with its strikes, prices, and risk, refreshed intraday. Income strategies show annualized return; the rest show return on risk.

Cash-Secured Put Entries on Mega Caps

Cash-Secured Put

19 trades pass on MRK

Annualized return: 4.2% to 25.5%
Probability of profit: 77.5% to 97.1%

Cash-secured put screener

Married Put Protection

Married Put

2 trades pass on MRK

Probability of profit: 37.8% to 43.1%

Married put screener

Long Call Butterflies for Pinning

Call Butterfly

2 trades pass on MRK

Return on risk: 155.5% to 273.8%
Probability of profit: 51.6% to 71.3%

Butterfly spread screener

MRK options FAQ

What is MRK's IV rank?: At the last close, MRK's IV rank was 41 with 30-day implied volatility of 28.9%. IV sits 41% of the way from its one-year low to its one-year high. Its IV percentile was 47: IV is higher than 47% of the past year's readings.
What is the expected move for MRK?: Based on the last close, options expiring Dec 11, 2026 priced a one standard deviation move of $11.60 (7.9%), a range of $136.16 to $159.36. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.
Which option screens have trades on MRK?: At the last close, these OptionClaws preset screens had passing trades on MRK: Cash-Secured Put Entries on Mega Caps (19), Married Put Protection (2), Long Call Butterflies for Pinning (2). Open a screen in the app to see the individual trades, refreshed intraday.
Is MRK option volume above average?: At the last close, MRK option volume was 0.4x its average, much quieter than usual.

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Market data as of the prior close, for information and education only. Not investment advice. Options involve substantial risk and are not suitable for every investor. See our Terms of Service.