MARSH & MCLENNAN COMPANIES, INC. (MRSH) Options Risk Score

Run a full MRSH options risk analysis

See the complete risk breakdown — news catalysts, SEC filings, legal proceedings, earnings overlap, IV vs HV, options flow and Expected Move — all in one scan.

Is it risky to sell options on MARSH & MCLENNAN COMPANIES, INC. (MRSH) right now?

For a 4-week expiry, MARSH & MCLENNAN COMPANIES, INC. (MRSH) carries an options catalyst-risk score of 10 out of 100 (LOW). That score is driven by an upcoming earnings report, 1 recent news item and 2 recent SEC events falling inside the 4-week window. On TickerRisk's scale anything below 45 is LOW, meaning no major scheduled catalyst was found in this window. That is not a guarantee against an unscheduled move — it means the calendar is clear, not that MRSH cannot fall.

MRSH shows an IV Rank of 56, putting implied volatility in the middle of its one-year range — options are moderately priced, with a current implied volatility of about 31%. IV Rank is the most useful figure for deciding whether to sell or buy premium on MRSH.

The 2026-10-15 earnings report sits inside a standard monthly expiry for MRSH, so implied volatility should stay bid into the date and drop sharply once it passes.

MARSH & MCLENNAN COMPANIES, INC. (MRSH) current implied volatility and IV Rank

As of the latest scan, MARSH & MCLENNAN COMPANIES, INC. (MRSH) shows an IV Rank of 56 with implied volatility around 31%, alongside a TickerRisk options-risk score of 10/100. That is roughly mid-range for this stock, meaning implied volatility offers neither a clear selling edge nor a bargain. Directional conviction matters more than vol here.

IV Rank is an index, not a percentage — it says where MRSH's implied volatility sits inside its own 1-year range. How to read IV Rank →

MARSH & MCLENNAN COMPANIES, INC. (MRSH) next earnings date — 2026-10-15

MARSH & MCLENNAN COMPANIES, INC. (MRSH) reports earnings on 2026-10-15 — about 39 days away, which falls inside a typical options expiry window. MRSH's IV Rank is currently 56. Earnings are the single biggest scheduled catalyst for an overnight gap: implied volatility usually runs up into the report and collapses immediately after (the IV crush). Selling premium into the event captures that crush but exposes you to the gap; buying premium needs a move large enough to beat the elevated IV you paid.

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