MRK Option Chain
End of day data from March 8, 2021 for MRK options expiring on March 12, 2021.
| Symbol | Type | Strike | Last | Bid / Size | Ask / Size | Volume | OI | IV | Delta | Theta | Gamma | Vega | Rho |
| MRK12Mar21C74.00 | CALL | 74.00 | $0.80 | $0.76 / 1 | $0.87 / 11 | 3,800 | 3,397 | 22.569123% | 0.521681 | -0.057594 | 0.258253 | 0.034532 | 0.005207 |
| MRK12Mar21C75.00 | CALL | 75.00 | $0.47 | $0.34 / 11 | $0.73 / 82 | 1,821 | 1,411 | 26.643084% | 0.277393 | -0.049634 | 0.217302 | 0.029056 | 0.002780 |
| MRK12Mar21C75.50 | CALL | 75.50 | $0.31 | $0.07 / 33 | $0.56 / 68 | 1,423 | 432 | 24.192594% | 0.181432 | -0.039331 | 0.171020 | 0.022868 | 0.001821 |
| MRK12Mar21P74.00 | PUT | 74.00 | $0.70 | $0.47 / 564 | $1.19 / 114 | 914 | 287 | 24.992612% | -0.477825 | -0.064848 | 0.258253 | 0.034532 | -0.004930 |
| MRK12Mar21C76.00 | CALL | 76.00 | $0.24 | $0.11 / 437 | $0.44 / 224 | 839 | 401 | 26.891397% | 0.109883 | -0.028165 | 0.121858 | 0.016294 | 0.001104 |
| MRK12Mar21C73.00 | CALL | 73.00 | $1.52 | $1.15 / 97 | $1.65 / 109 | 701 | 2,403 | 21.762857% | 0.760467 | -0.042291 | 0.201160 | 0.026898 | 0.007543 |
| MRK12Mar21C74.50 | CALL | 74.50 | $0.70 | $0.35 / 33 | $0.60 / 6 | 565 | 297 | 19.277224% | 0.393898 | -0.056436 | 0.249476 | 0.033359 | 0.003940 |
| MRK12Mar21C73.50 | CALL | 73.50 | $1.25 | $0.85 / 78 | $1.49 / 291 | 470 | 687 | 24.839548% | 0.648043 | -0.052468 | 0.240545 | 0.032164 | 0.006450 |
| MRK12Mar21C76.50 | CALL | 76.50 | $0.18 | $0.04 / 190 | $0.20 / 22 | 454 | 191 | 23.362296% | 0.061499 | -0.018274 | 0.078765 | 0.010532 | 0.000619 |
| MRK12Mar21P75.00 | PUT | 75.00 | $1.46 | $1.56 / 30 | $3.10 / 56 | 379 | 713 | 52.496135% | -0.722113 | -0.056887 | 0.217302 | 0.029056 | -0.007494 |
| MRK12Mar21C77.00 | CALL | 77.00 | $0.12 | $0.09 / 12 | $0.21 / 13 | 342 | 378 | 28.376032% | 0.031767 | -0.010767 | 0.046273 | 0.006187 | 0.000320 |
| MRK12Mar21C72.50 | CALL | 72.50 | $1.87 | $1.58 / 123 | $2.98 / 144 | 253 | 341 | 39.559113% | 0.850266 | -0.029646 | 0.150701 | 0.020151 | 0.008400 |
| MRK12Mar21C72.00 | CALL | 72.00 | $3.07 | $0.30 / 313 | $3.55 / 236 | 205 | 269 | 29.405150% | 0.914521 | -0.017345 | 0.100909 | 0.013493 | 0.008992 |
| MRK12Mar21C78.00 | CALL | 78.00 | $0.08 | $0.07 / 9 | $0.10 / 1 | 190 | 102 | 30.151602% | 0.006650 | -0.002823 | 0.012080 | 0.001615 | 0.000067 |
| MRK12Mar21C77.50 | CALL | 77.50 | $0.10 | $0.08 / 10 | $0.15 / 11 | 174 | 217 | 29.421193% | 0.015136 | -0.005773 | 0.024753 | 0.003310 | 0.000153 |
| MRK12Mar21P73.00 | PUT | 73.00 | $0.43 | $0.40 / 94 | $0.94 / 766 | 163 | 397 | 32.752839% | -0.239040 | -0.049546 | 0.201160 | 0.026898 | -0.002457 |
| MRK12Mar21P70.00 | PUT | 70.00 | $0.08 | $0.02 / 97 | $0.12 / 155 | 145 | 412 | 31.283824% | -0.003202 | -0.001519 | 0.006294 | 0.000842 | -0.000033 |
| MRK12Mar21P72.50 | PUT | 72.50 | $0.33 | $0.19 / 103 | $0.54 / 341 | 128 | 501 | 27.776528% | -0.149241 | -0.036901 | 0.150701 | 0.020151 | -0.001531 |
| MRK12Mar21C79.00 | CALL | 79.00 | $0.07 | $0.05 / 11 | $0.07 / 1 | 111 | 213 | 33.193077% | 0.001008 | -0.000515 | 0.002200 | 0.000294 | 0.000010 |
| MRK12Mar21C100.00 | CALL | 100.00 | $0.01 | | $0.01 / 105 | 108 | 48 | 94.864707% | 0.000001 | 0.000000 | 0.000001 | 0.000000 | 0.000000 |
| MRK12Mar21P74.50 | PUT | 74.50 | $1.18 | $1.01 / 170 | $2.98 / 73 | 94 | 76 | 51.066984% | -0.605609 | -0.063689 | 0.249476 | 0.033359 | -0.006265 |
| MRK12Mar21P71.00 | PUT | 71.00 | $0.05 | $0.03 / 163 | $0.74 / 336 | 92 | 267 | 42.024705% | -0.020451 | -0.007755 | 0.032003 | 0.004279 | -0.000209 |
| MRK12Mar21P72.00 | PUT | 72.00 | $0.28 | $0.17 / 94 | $0.40 / 11 | 87 | 286 | 29.199071% | -0.084985 | -0.024601 | 0.100909 | 0.013493 | -0.000871 |
| MRK12Mar21P71.50 | PUT | 71.50 | $0.15 | $0.12 / 130 | $0.35 / 239 | 83 | 178 | 31.160523% | -0.043890 | -0.014639 | 0.060252 | 0.008057 | -0.000449 |
| MRK12Mar21C78.50 | CALL | 78.50 | $0.09 | $0.01 / 33 | $0.07 / 5 | 75 | 66 | 28.245196% | 0.002695 | -0.001261 | 0.005387 | 0.000720 | 0.000027 |
| MRK12Mar21P73.50 | PUT | 73.50 | $0.46 | $0.22 / 81 | $0.91 / 56 | 72 | 152 | 23.746820% | -0.351463 | -0.059722 | 0.240545 | 0.032164 | -0.003618 |
| MRK12Mar21C82.50 | CALL | 82.50 | $0.03 | $0.01 / 6 | $0.03 / 4 | 44 | 54 | 42.255177% | 0.000001 | 0.000000 | 0.000001 | 0.000000 | 0.000000 |
| MRK12Mar21C80.00 | CALL | 80.00 | $0.04 | $0.01 / 10 | $0.06 / 1 | 43 | 690 | 34.723700% | 0.000111 | -0.000067 | 0.000283 | 0.000038 | 0.000001 |
| MRK12Mar21C82.00 | CALL | 82.00 | $0.02 | $0.03 / 1 | $0.48 / 94 | 28 | 8 | 65.391047% | 0.000001 | 0.000000 | 0.000002 | 0.000000 | 0.000000 |
| MRK12Mar21C71.00 | CALL | 71.00 | $3.90 | $3.00 / 104 | $3.50 / 106 | 25 | 41 | 32.313661% | 0.979056 | -0.000499 | 0.032003 | 0.004279 | 0.009517 |
| MRK12Mar21P76.00 | PUT | 76.00 | $2.04 | $2.13 / 143 | $3.10 / 253 | 21 | 486 | 41.373434% | -0.889624 | -0.035418 | 0.121858 | 0.016294 | -0.009307 |
| MRK12Mar21P77.50 | PUT | 77.50 | $3.29 | $3.10 / 117 | $4.80 / 123 | 20 | 6 | 48.491127% | -0.984371 | -0.013025 | 0.024753 | 0.003310 | -0.010464 |
| MRK12Mar21P67.00 | PUT | 67.00 | $0.02 | $0.01 / 18 | $0.08 / 90 | 20 | 43 | 45.805255% | -0.000001 | -0.000001 | 0.000002 | 0.000000 | 0.000000 |
| MRK12Mar21P75.50 | PUT | 75.50 | $1.57 | $1.87 / 234 | $3.75 / 266 | 17 | 70 | 57.688265% | -0.818075 | -0.046583 | 0.171020 | 0.022868 | -0.008521 |
| MRK12Mar21C81.00 | CALL | 81.00 | $0.03 | $0.03 / 1 | $0.07 / 11 | 16 | 53 | 41.752139% | 0.000009 | -0.000006 | 0.000026 | 0.000003 | 0.000000 |
| MRK12Mar21C80.50 | CALL | 80.50 | $0.04 | $0.03 / 41 | $0.05 / 10 | 15 | 72 | 37.871991% | 0.000033 | -0.000021 | 0.000090 | 0.000012 | 0.000000 |
| MRK12Mar21C70.00 | CALL | 70.00 | $5.05 | $2.12 / 58 | $5.25 / 30 | 15 | 44 | 50.111774% | 0.996304 | 0.005738 | 0.006294 | 0.000842 | 0.009556 |
| MRK12Mar21P78.50 | PUT | 78.50 | $4.28 | $2.82 / 124 | $6.85 / 138 | 13 | 20 | 51.227938% | -0.996812 | -0.008511 | 0.005387 | 0.000720 | -0.010726 |
| MRK12Mar21C81.50 | CALL | 81.50 | $0.04 | $0.03 / 1 | $0.07 / 11 | 11 | 22 | 44.082659% | 0.000002 | -0.000002 | 0.000007 | 0.000001 | 0.000000 |
| MRK12Mar21P69.00 | PUT | 69.00 | $0.01 | $0.04 / 16 | $0.55 / 204 | 11 | 52 | 53.890371% | -0.000316 | -0.000181 | 0.000752 | 0.000101 | -0.000003 |
| MRK12Mar21P76.50 | PUT | 76.50 | $2.26 | $2.46 / 65 | $4.90 / 117 | 8 | 46 | 64.292929% | -0.938008 | -0.025526 | 0.078765 | 0.010532 | -0.009861 |
| MRK12Mar21C71.50 | CALL | 71.50 | $3.60 | $1.96 / 65 | $3.95 / 65 | 6 | 6 | 37.709815% | 0.955617 | -0.007383 | 0.060252 | 0.008057 | 0.009345 |
| MRK12Mar21C85.00 | CALL | 85.00 | $0.01 | $0.02 / 2 | $0.10 / 11 | 5 | 547 | 61.317505% | 0.000001 | 0.000000 | 0.000001 | 0.000000 | 0.000000 |
| MRK12Mar21C68.00 | CALL | 68.00 | $5.67 | $4.55 / 30 | $8.40 / 30 | 4 | 7 | 67.928194% | 0.999488 | 0.007246 | 0.000053 | 0.000007 | 0.009315 |
| MRK12Mar21P77.00 | PUT | 77.00 | $2.30 | $3.30 / 61 | $4.50 / 214 | 3 | 206 | 60.122213% | -0.967739 | -0.018019 | 0.046273 | 0.006187 | -0.010228 |
| MRK12Mar21P65.00 | PUT | 65.00 | $0.01 | $0.01 / 1 | $0.05 / 88 | 3 | 629 | 53.712488% | -0.000001 | 0.000000 | 0.000001 | 0.000000 | 0.000000 |
| MRK12Mar21C79.50 | CALL | 79.50 | $0.07 | $0.01 / 33 | $0.56 / 120 | 1 | 93 | 52.130424% | 0.000348 | -0.000193 | 0.000824 | 0.000110 | 0.000004 |
| MRK12Mar21P78.00 | PUT | 78.00 | $4.09 | $3.70 / 78 | $5.55 / 118 | 1 | 50 | 59.157391% | -0.992856 | -0.010074 | 0.012080 | 0.001615 | -0.010618 |
| MRK12Mar21P68.00 | PUT | 68.00 | $0.01 | $0.01 / 2 | $0.74 / 307 | 1 | 118 | 66.217619% | -0.000019 | -0.000013 | 0.000053 | 0.000007 | 0.000000 |
| MRK12Mar21P60.00 | PUT | 60.00 | $0.01 | | $0.01 / 1 | 1 | 7 | 71.036233% | -0.000001 | 0.000000 | 0.000001 | 0.000000 | 0.000000 |
| MRK12Mar21P100.00 | PUT | 100.00 | | $24.25 / 30 | $28.20 / 30 | 0 | 0 | 152.610811% | -0.999507 | -0.007234 | 0.000001 | 0.000000 | -0.013699 |
| MRK12Mar21P95.00 | PUT | 95.00 | | $19.00 / 31 | $23.65 / 30 | 0 | 0 | 140.723148% | -0.999507 | -0.007238 | 0.000001 | 0.000000 | -0.013014 |
| MRK12Mar21C95.00 | CALL | 95.00 | $0.01 | | $0.03 / 13 | 0 | 80 | 91.263459% | 0.000001 | 0.000000 | 0.000001 | 0.000000 | 0.000000 |
| MRK12Mar21C90.00 | CALL | 90.00 | | | $1.57 / 72 | 0 | 0 | 176.944823% | 0.000001 | 0.000000 | 0.000001 | 0.000000 | 0.000000 |
| MRK12Mar21P90.00 | PUT | 90.00 | | $14.00 / 31 | $18.65 / 30 | 0 | 0 | 117.324448% | -0.999507 | -0.007242 | 0.000001 | 0.000000 | -0.012329 |
| MRK12Mar21P85.00 | PUT | 85.00 | | $9.05 / 33 | $13.20 / 32 | 0 | 0 | 76.749189% | -0.999507 | -0.007245 | 0.000001 | 0.000000 | -0.011644 |
| MRK12Mar21P84.00 | PUT | 84.00 | $11.45 | $8.45 / 37 | $11.70 / 34 | 0 | 10 | 67.159206% | -0.999507 | -0.007246 | 0.000001 | 0.000000 | -0.011507 |
| MRK12Mar21C84.00 | CALL | 84.00 | $0.12 | $0.02 / 1 | $0.12 / 40 | 0 | 6 | 58.492188% | 0.000001 | 0.000000 | 0.000001 | 0.000000 | 0.000000 |
| MRK12Mar21P83.00 | PUT | 83.00 | | $7.30 / 45 | $10.95 / 74 | 0 | 0 | 66.440590% | -0.999507 | -0.007247 | 0.000001 | 0.000000 | -0.011370 |
| MRK12Mar21C83.00 | CALL | 83.00 | $0.11 | $0.02 / 4 | $0.20 / 33 | 0 | 3 | 58.780787% | 0.000001 | 0.000000 | 0.000001 | 0.000000 | 0.000000 |
| MRK12Mar21P82.50 | PUT | 82.50 | $8.95 | $7.05 / 30 | $10.95 / 30 | 0 | 5 | 85.885738% | -0.999506 | -0.007247 | 0.000001 | 0.000000 | -0.011301 |
| MRK12Mar21P82.00 | PUT | 82.00 | $9.65 | $6.35 / 30 | $10.40 / 30 | 0 | 16 | 76.417941% | -0.999506 | -0.007248 | 0.000002 | 0.000000 | -0.011233 |
| MRK12Mar21P81.50 | PUT | 81.50 | $9.22 | $6.25 / 30 | $9.10 / 72 | 0 | 2 | 61.778611% | -0.999504 | -0.007250 | 0.000007 | 0.000001 | -0.011164 |
| MRK12Mar21P81.00 | PUT | 81.00 | $9.10 | $5.35 / 50 | $8.25 / 117 | 0 | 119 | 31.639325% | -0.999498 | -0.007255 | 0.000026 | 0.000003 | -0.011096 |
| MRK12Mar21P80.50 | PUT | 80.50 | $6.63 | $4.95 / 30 | $8.85 / 30 | 0 | 2 | 68.021719% | -0.999474 | -0.007270 | 0.000090 | 0.000012 | -0.011027 |
| MRK12Mar21P80.00 | PUT | 80.00 | $8.24 | $6.00 / 64 | $7.65 / 90 | 0 | 48 | 82.398234% | -0.999396 | -0.007316 | 0.000283 | 0.000038 | -0.010958 |
| MRK12Mar21P79.50 | PUT | 79.50 | $5.42 | $4.30 / 61 | $7.00 / 72 | 0 | 29 | 48.310001% | -0.999159 | -0.007443 | 0.000824 | 0.000110 | -0.010887 |
| MRK12Mar21P79.00 | PUT | 79.00 | $6.12 | $3.75 / 70 | $7.30 / 85 | 0 | 6 | 63.005666% | -0.998499 | -0.007766 | 0.002200 | 0.000294 | -0.010812 |
| MRK12Mar21C69.00 | CALL | 69.00 | $3.95 | $3.35 / 30 | $7.30 / 30 | 0 | 15 | 51.648619% | 0.999191 | 0.007077 | 0.000752 | 0.000101 | 0.009449 |
| MRK12Mar21C67.00 | CALL | 67.00 | | $5.75 / 30 | $9.15 / 41 | 0 | 0 | 74.516808% | 0.999506 | 0.007259 | 0.000002 | 0.000000 | 0.009178 |
| MRK12Mar21C65.00 | CALL | 65.00 | | $7.05 / 30 | $11.90 / 30 | 0 | 0 | 91.905034% | 0.999507 | 0.007261 | 0.000001 | 0.000000 | 0.008904 |
| MRK12Mar21C60.00 | CALL | 60.00 | | $12.05 / 30 | $16.15 / 30 | 0 | 0 | 81.868797% | 0.999507 | 0.007265 | 0.000001 | 0.000000 | 0.008219 |
| MRK12Mar21C55.00 | CALL | 55.00 | | $17.45 / 30 | $21.35 / 30 | 0 | 0 | 165.432316% | 0.999507 | 0.007268 | 0.000001 | 0.000000 | 0.007534 |
| MRK12Mar21P55.00 | PUT | 55.00 | | | $0.29 / 69 | 0 | 0 | 160.731587% | -0.000001 | 0.000000 | 0.000001 | 0.000000 | 0.000000 |
| MRK12Mar21C50.00 | CALL | 50.00 | | $22.10 / 30 | $26.50 / 31 | 0 | 0 | 193.700508% | 0.999507 | 0.007272 | 0.000001 | 0.000000 | 0.006849 |
| MRK12Mar21P50.00 | PUT | 50.00 | | | $0.01 / 2 | 0 | 0 | 125.185804% | -0.000001 | 0.000000 | 0.000001 | 0.000000 | 0.000000 |