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MRK - Merck & Co
Implied Volatility Analysis

Implied Volatility:
27.2%
Put/Call-Ratio:
0.92

Merck & Co has an Implied Volatility (IV) of 27.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for MRK is 48 and the Implied Volatility Percentile (IVP) is 84. The current Implied Volatility Index for MRK is 1.02 standard deviations away from its 1 year mean.

Market Cap$271.32B
Dividend Yield2.59% ($2.77)
Next Earnings Date4/27/2023 (38d)
Implied Volatility (IV) 30d
27.24
Implied Volatility Rank (IVR) 1y
47.87
Implied Volatility Percentile (IVP) 1y
83.73
Historical Volatility (HV) 30d
26.66
IV / HV
1.02
Open Interest
465.66K
Option Volume
24.21K
Put/Call Ratio (Volume)
0.92

Data was calculated after the 3/17/2023 closing.

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