Marsh (MRSH) Historical Volatility

Tracking MRSH historical volatility helps you see how much Marsh's stock price has actually moved over past periods, giving you a baseline to judge whether current option premiums are fair, cheap, or expensive. While implied volatility tells you what the market expects, Marsh's HV tells you what really happened. Use our scanner to monitor MRSH 30 day historical volatility alongside longer lookback windows and spot the moments when realized and implied diverge.

Historical volatility is the annualized standard deviation of an underlying's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. The MRSH 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Marsh's HV to its implied volatility reveals the volatility risk premium — when IV sits well above HV, option sellers tend to have an edge; when HV runs hot relative to IV, buyers may be underpaying for movement.

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.

Sizing a long premium trade, modeling a covered call, or hunting volatility arbitrage all come back to one question: how much has the stock actually moved? Our scanner puts Marsh's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where MRSH HV is running hot, cold, or in line. Make the MRSH 30 day historical volatility — and every other window — work for your edge instead of against it.