Trading a MRSH straddle lets you take a pure volatility position on Marsh without committing to a direction. Marsh's straddle involves buying (or selling) a call and a put at the same strike and expiration, profiting when the stock moves more (or less) than the combined premium implies. Use our scanner to evaluate MRSH straddle pricing in real time and find the moments when expected moves are mispriced.
A long straddle on MRSH profits from large moves in either direction and is a classic play into binary events like earnings, product announcements, or macro releases. A short straddle profits when Marsh stays range-bound and implied volatility contracts. The breakeven points are simple: strike plus total premium on the upside, strike minus total premium on the downside. Comparing the MRSH straddle price to historical realized moves helps you judge whether the market is overpaying or underpaying for volatility.
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.
Earnings, product cycles, macro prints — any time volatility itself is the trade, the MRSH straddle is the cleanest expression of that view. Our scanner prices every MRSH straddle against historical realized moves, flags expirations where the market is overpaying or underpaying for vol, and ranks setups by breakeven width and IV rank. Whether you're long a MRSH straddle into a catalyst or short a MRSH straddle to harvest decay, the options straddle setups that matter are all in one place.
