← Back to Stock / ETF implied volatility screenerMMC - Marsh & McLennan Cos.
MMC - Marsh & McLennan Cos.
Implied Volatility Analysis
Implied Volatility:
22.9%
22.9%
Put/Call-Ratio:
0.83
0.83
Marsh & McLennan Cos. has an Implied Volatility (IV) of 22.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for MMC is 13 and the Implied Volatility Percentile (IVP) is 22. The current Implied Volatility Index for MMC is -0.87 standard deviations away from its 1 year mean.
| Market Cap | $81.54B |
|---|---|
| Dividend Yield | 1.39% ($2.29) |
| Next Earnings Date | 4/20/2023 (18d) |
| Next Dividend Date | 4/4/2023 (2d) ! |
| Implied Volatility (IV) 30d | 22.89 |
| Implied Volatility Rank (IVR) 1y | 13.29 |
| Implied Volatility Percentile (IVP) 1y | 22.09 |
| Historical Volatility (HV) 30d | 21.93 |
| IV / HV | 1.04 |
| Open Interest | 6.31K |
| Option Volume | 2.55K |
| Put/Call Ratio (Volume) | 0.83 |
Data was calculated after the 3/31/2023 closing.
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