← Back to Stock / ETF implied volatility screenerMMC - Marsh & McLennan Cos.
MMC - Marsh & McLennan Cos.
Implied Volatility Analysis
Implied Volatility:
21.1%
21.1%
Put/Call-Ratio:
0.01
0.01
Marsh & McLennan Cos. has an Implied Volatility (IV) of 21.1% 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 8. The current Implied Volatility Index for MMC is -1.31 standard deviations away from its 1 year mean.
| Market Cap | $84.56B |
|---|---|
| Dividend Yield | 1.31% ($2.24) |
| Next Earnings Date | 1/26/2023 (59d) |
| Implied Volatility (IV) 30d | 21.12 |
| Implied Volatility Rank (IVR) 1y | 12.77 |
| Implied Volatility Percentile (IVP) 1y | 8.33 |
| Historical Volatility (HV) 30d | 29.93 |
| IV / HV | 0.71 |
| Open Interest | 8.19K |
| Option Volume | 254.00 |
| Put/Call Ratio (Volume) | 0.01 |
Data was calculated after the 11/25/2022 closing.
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