ThetaOwl

MRK

Merck & Company, Inc.Healthcare
$120.87
Bullish
Mkt Cap: $298.84B|Float: 2.47B|SI: 1.2%|DTC: 3.0
Data as of market close Apr 2, 2026
IV Rank
99
IV Pctl
67%
HV 20d
16.5%
52W Range
$71-$124
ATR(14)
$2.63
Exp. Move
±3.0%
P/C Ratio
0.72
Earnings
Apr 30
GEX Positive
DEX Long
Net Call Premium
IV High
Max Pain Below
Exp. Move Moderate

MRK Key Options Data

IV Rank
99%
Total GEX
$0.04B
Total DEX
$16.9M
Max Pain
$115.00
Expected Move
±3.0%
Put/Call OI
0.72
Net Premium
$46.7M
Spot Price
$120.87

Gamma Exposure (GEX)

Delta Exposure (DEX)

Expected Move by Expiration

ExpirationDTEExpected MoveMove %LowerUpper
2026-04-108±$3.56±3.0%$117.31$124.43
2026-04-1715±$5.42±4.5%$115.46$126.29
2026-04-2422±$6.53±5.4%$114.35$127.40
2026-05-0129±$4.47±3.7%$116.40$125.35
2026-05-0836±$4.83±4.0%$116.05$125.70
2026-05-1543±$10.65±8.8%$110.22$131.52

Explore MRK options data including implied volatility rankings, gamma and delta exposure, max pain levels, and expected price moves. AI-generated reports provide directional, income, and earnings analysis.