Marsh (MRSH) Expected Move

Tracking the MRSH expected move helps you see how far Marsh's options market is pricing the stock to travel over a given period — whether that's the next day, week, or earnings cycle. Marsh's expected move is derived directly from option premiums and gives you an objective range to plan trades, set strikes, and manage risk. Use our scanner to monitor the MRSH expected move for this week's options, in real time.

The expected move is typically calculated from at-the-money straddle prices (or a blend of straddles and strangles) and represents roughly a one-standard-deviation range over the chosen timeframe. For MRSH, comparing the implied expected move to actual realized moves over similar windows tells you whether the options market has historically overestimated or underestimated volatility. The MRSH expected move for this week's options pricing is especially useful for short-dated traders, earnings players, and anyone selling premium who needs to know where the market thinks Marsh is unlikely to go.

Marsh & McLennan Cos., Inc. is a professional services firm, which offers clients advice and solutions in risk, strategy and people. The company is headquartered in New York, New York and currently employs 65,000 full-time employees. The firm is the parent company of various risk advisors and specialty consultants, including Marsh, the insurance broker; Guy Carpenter, the risk and reinsurance specialist; Mercer, the provider of human resource and investment related financial advice and services, and Oliver Wyman Group, the management and economic consultancy. The company conducts business through two segments: Risk and Insurance Services, which includes risk management activities, as well as insurance and reinsurance broking and services, and Consulting includes health, retirement, talent and investments consulting services and products, and specialized management, economic and brand consulting services.

The company conducts business in the Risk and Insurance Services segment through Marsh and Guy Carpenter. The company conducts business in the Consulting segment through Mercer and Oliver Wyman Group.

Iron condors, weekly premium sales, directional swing trades — they all live or die by where the market thinks the stock won't go. Our scanner tracks the MRSH expected move across every expiration, benchmarks it against realized moves, and shows you when implied ranges are out of line with history. The Marsh expected move for this week's options is the fastest read on short-term risk, which gives you a quick way to interpret what the options market thinks about MRSH.