Marsh & McLennan Companies, Inc.
(MMC)
New York Stock Exchange - Financial Services - Insurance - Brokers
Total Open Interest
Report Date: 2025-07-16
Total Volume
Report Date: 2025-07-16
Earnings
Next Earnings:
2025-10-15
Dividends
Next Dividend:
-
Key Fundamentals
Volume
2,962
Vol 5D
2,339
Vol 20D
2,495
Vol 60D
2,202
52 High
$248.00
52 Low
$207.21
$ Target
$228.00
Mkt Cap
105.1B
Beta
0.83
Profit %
16.13%
Divd %
1.55%
P/E
25.68
Fwd P/E
-
PEG
-53.02
RoA
7.09%
RoE
29.68%
RoOM
23.54%
Rev/S
50.91%
P/S
4.15
P/B
7.38
Bk Value
$29.00
EPS
$2.79
EPS Est.
$2.63
EPS Next
$1.77
EV/R
4.98
EV/EB
17.80
F/SO
99.90%
IVol Rank
100
1D
-1.25%
5D
-1.06%
10D
-3.54%
1M
-3.87%
3M
-9.62%
6M
1.23%
1Y
-
Open Interest by Expiration
Report Date: 2025-07-16
30D RVOL & IVOL
Report Date: 2025-07-16
Balance Sheet
Report Date:
2025-03-31
Income
Report Date:
2025-03-31
Options Market
Report Date: 2025-07-16
Upcoming OpEx: 2025-07-18
Open Interest by Expiration and Strike
Delta
Gamma
Implied Volatility Distribution
Max Pain
OpEx Largest OI
| Expiration Date | Type | Strike | Open Interest |
|---|---|---|---|
| 2025-07-18 | CALL | 220.0 | 2,657.0 |
| 2025-07-18 | PUT | 200.0 | 2,503.0 |
| 2025-07-18 | PUT | 210.0 | 894.0 |
| 2025-07-18 | CALL | 230.0 | 660.0 |
| 2025-07-18 | CALL | 240.0 | 503.0 |
| 2025-07-18 | PUT | 220.0 | 502.0 |
| 2025-07-18 | CALL | 250.0 | 209.0 |
| 2025-07-18 | PUT | 230.0 | 147.0 |
| 2025-07-18 | PUT | 195.0 | 140.0 |
| 2025-07-18 | CALL | 270.0 | 133.0 |
| 2025-07-18 | PUT | 175.0 | 127.0 |
| 2025-07-18 | CALL | 260.0 | 108.0 |
| 2025-07-18 | CALL | 210.0 | 54.0 |
| 2025-07-18 | PUT | 135.0 | 45.0 |
| 2025-07-18 | PUT | 180.0 | 45.0 |
| 2025-07-18 | PUT | 165.0 | 44.0 |
| 2025-07-18 | PUT | 145.0 | 40.0 |
| 2025-07-18 | PUT | 185.0 | 40.0 |
| 2025-07-18 | PUT | 160.0 | 39.0 |
| 2025-07-18 | PUT | 155.0 | 38.0 |
Largest OI
| Expiration Date | Type | Strike | Open Interest |
|---|---|---|---|
| 2025-07-18 | CALL | 220.0 | 2,657.0 |
| 2025-07-18 | PUT | 200.0 | 2,503.0 |
| 2025-07-18 | PUT | 210.0 | 894.0 |
| 2025-10-17 | CALL | 250.0 | 694.0 |
| 2025-12-19 | PUT | 210.0 | 686.0 |
| 2025-07-18 | CALL | 230.0 | 660.0 |
| 2025-07-18 | CALL | 240.0 | 503.0 |
| 2025-07-18 | PUT | 220.0 | 502.0 |
| 2025-09-19 | CALL | 240.0 | 469.0 |
| 2025-12-19 | CALL | 290.0 | 458.0 |
| 2025-09-19 | PUT | 210.0 | 289.0 |
| 2026-01-16 | CALL | 230.0 | 229.0 |
| 2025-07-18 | CALL | 250.0 | 209.0 |
| 2025-09-19 | CALL | 230.0 | 204.0 |
| 2026-01-16 | PUT | 195.0 | 201.0 |
| 2025-12-19 | PUT | 190.0 | 189.0 |
| 2025-09-19 | PUT | 230.0 | 186.0 |
| 2025-09-19 | CALL | 220.0 | 182.0 |
| 2025-12-19 | PUT | 240.0 | 169.0 |
| 2025-09-19 | PUT | 200.0 | 168.0 |
Options Table
Probability and Expected Value by Expiration Date
| Expiration | Strike | Type | Open Interest | Gamma | P/L | P/L % | Probability | EV |
|---|---|---|---|---|---|---|---|---|
| 2025-07-18 | 195.00 | PUT | 140 | 0.35 | $895.00 | 716.0% | 0.0% | $0.23 |
| 2025-07-18 | 200.00 | PUT | 2,503 | 10.62 | $860.00 | 538.0% | 1.0% | $9.26 |
| 2025-07-18 | 210.00 | PUT | 894 | 9.16 | $690.00 | 209.0% | 80.0% | $553.79 |
| 2025-07-18 | 220.00 | CALL | 2,657 | 12.35 | $355.00 | 284.0% | 3.0% | $11.20 |
| 2025-08-15 | 170.00 | PUT | 0 | 0.00 | $1,025.00 | 436.0% | 0.0% | $0.08 |
| 2025-08-15 | 175.00 | PUT | 0 | 0.00 | $1,020.00 | 425.0% | 0.0% | $0.57 |
| 2025-08-15 | 180.00 | PUT | 0 | 0.00 | $1,180.00 | 1475.0% | 0.0% | $3.75 |
| 2025-08-15 | 185.00 | PUT | 0 | 0.00 | $995.00 | 375.0% | 1.0% | $14.22 |
| 2025-08-15 | 190.00 | PUT | 1 | 0.00 | $1,030.00 | 448.0% | 4.0% | $41.57 |
| 2025-08-15 | 195.00 | PUT | 0 | 0.00 | $975.00 | 342.0% | 12.0% | $118.11 |
| 2025-08-15 | 200.00 | PUT | 16 | 0.06 | $980.00 | 350.0% | 29.0% | $287.85 |
| 2025-08-15 | 210.00 | PUT | 45 | 0.23 | $690.00 | 121.0% | 88.0% | $607.72 |
| 2025-08-15 | 220.00 | CALL | 124 | 0.64 | $425.00 | 173.0% | 34.0% | $145.40 |
| 2025-08-15 | 230.00 | CALL | 22 | 0.06 | $565.00 | 538.0% | 6.0% | $36.34 |
| 2025-08-15 | 240.00 | CALL | 0 | 0.00 | $435.00 | 185.0% | 1.0% | $2.59 |
| 2025-08-15 | 250.00 | CALL | 1 | 0.00 | $450.00 | 205.0% | 0.0% | $0.08 |
| 2025-09-19 | 160.00 | PUT | 0 | 0.00 | $1,020.00 | 408.0% | 0.0% | $0.12 |
| 2025-09-19 | 165.00 | PUT | 1 | 0.00 | $1,010.00 | 388.0% | 0.0% | $0.57 |
| 2025-09-19 | 170.00 | PUT | 1 | 0.00 | $1,000.00 | 370.0% | 0.0% | $1.63 |
| 2025-09-19 | 175.00 | PUT | 1 | 0.00 | $980.00 | 338.0% | 1.0% | $5.84 |
| 2025-09-19 | 180.00 | PUT | 42 | 0.04 | $950.00 | 297.0% | 2.0% | $17.83 |
| 2025-09-19 | 185.00 | PUT | 2 | 0.00 | $920.00 | 263.0% | 5.0% | $47.09 |
| 2025-09-19 | 190.00 | PUT | 3 | 0.01 | $880.00 | 226.0% | 10.0% | $87.07 |
| 2025-09-19 | 195.00 | PUT | 23 | 0.06 | $975.00 | 331.0% | 21.0% | $206.02 |
| 2025-09-19 | 200.00 | PUT | 168 | 0.54 | $870.00 | 218.0% | 40.0% | $343.94 |
| 2025-09-19 | 210.00 | PUT | 289 | 1.10 | $550.00 | 76.0% | 88.0% | $484.42 |
| 2025-09-19 | 220.00 | CALL | 182 | 0.81 | $470.00 | 109.0% | 45.0% | $213.03 |
| 2025-09-19 | 230.00 | CALL | 204 | 0.64 | $725.00 | 414.0% | 15.0% | $106.62 |
| 2025-09-19 | 240.00 | CALL | 469 | 0.79 | $830.00 | 1186.0% | 2.0% | $20.29 |
| 2025-09-19 | 250.00 | CALL | 127 | 0.09 | $665.00 | 283.0% | 0.0% | $2.11 |
| 2025-09-19 | 260.00 | CALL | 112 | 0.03 | $680.00 | 309.0% | 0.0% | $0.12 |
| 2025-10-17 | 160.00 | PUT | 1 | 0.00 | $1,250.00 | 481.0% | 0.0% | $0.15 |
| 2025-10-17 | 165.00 | PUT | 10 | 0.01 | $1,230.00 | 439.0% | 0.0% | $0.48 |
| 2025-10-17 | 170.00 | PUT | 5 | 0.00 | $1,200.00 | 387.0% | 0.0% | $1.96 |
| 2025-10-17 | 175.00 | PUT | 30 | 0.03 | $1,170.00 | 344.0% | 1.0% | $6.97 |
| 2025-10-17 | 180.00 | PUT | 36 | 0.04 | $1,130.00 | 297.0% | 2.0% | $21.21 |
| 2025-10-17 | 185.00 | PUT | 2 | 0.00 | $1,080.00 | 251.0% | 4.0% | $43.59 |
| 2025-10-17 | 190.00 | PUT | 3 | 0.01 | $1,020.00 | 208.0% | 10.0% | $100.92 |
| 2025-10-17 | 195.00 | PUT | 9 | 0.02 | $940.00 | 165.0% | 21.0% | $198.62 |
| 2025-10-17 | 200.00 | PUT | 25 | 0.06 | $840.00 | 125.0% | 40.0% | $332.08 |
| 2025-10-17 | 210.00 | PUT | 101 | 0.32 | $480.00 | 47.0% | 88.0% | $422.76 |
| 2025-10-17 | 220.00 | CALL | 103 | 0.41 | $620.00 | 102.0% | 45.0% | $281.02 |
| 2025-10-17 | 230.00 | CALL | 41 | 0.13 | $920.00 | 297.0% | 15.0% | $135.30 |
| 2025-10-17 | 240.00 | CALL | 48 | 0.10 | $920.00 | 297.0% | 2.0% | $22.49 |
| 2025-10-17 | 250.00 | CALL | 694 | 1.08 | $980.00 | 392.0% | 0.0% | $3.12 |
| 2025-10-17 | 260.00 | CALL | 52 | 0.06 | $1,005.00 | 447.0% | 0.0% | $0.18 |
Call/Put Open Interest and Volatility Skew
Vega