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.