Tour v473
MRSH
MARSH & MCLENNAN COS
$191.51 -3.08%
$186.87 (-2.42%)🌙
as of 07/30 07:10 PM
7/30 19:10

Option Volume

Detail
Current (07/30) 1,910
Calls: 847 (44%)
Puts: 1,063 (56%)
Prior (07/29) 2,600
Calls: 582 (22%)
Puts: 2,018 (78%)
Current vs Prior -26.54%
Calls: +45.53% (Calls)
Puts: -47.32% (Puts)
Prior 7-Day Total 7,112
Calls: 1,833 (26%)
Puts: 5,279 (74%)
Prior 7-Day Average 1,016
Calls: 261 (26%)
Puts: 754 (74%)
Current vs Prior 7-Day Avg +87.99%
Calls: +223.46%
Puts: +40.95%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/30) $1.05M
Calls: $326.6K (31%)
Puts: $720.2K (69%)
Prior (07/29) $1.24M
Calls: $733.4K (59%)
Puts: $507.2K (41%)
Current vs Prior -15.62%
Calls: -55.47%
Puts: +42.00%
Prior 7-Day Total $2.70M
Calls: $1.35M (50%)
Puts: $1.35M (50%)
Prior 7-Day Average $386.3K
Calls: $193.4K (50%)
Puts: $192.9K (50%)
Current vs Prior 7-Day Avg +170.97%
Calls: +68.87%
Puts: +273.33%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/30) 1.25
Prior (07/29) 3.47
Current vs Prior -63.80%
Prior 7-Day Average 2.39
Current vs Prior 7-Day Avg -47.40%
Sentiment BEARISH

Open Interest

Detail
Current (07/30) 4,738
Calls: 2,890 (61%)
Puts: 1,848 (39%)
Prior (07/29) 5,703
Calls: 4,603 (81%)
Puts: 1,100 (19%)
Current vs Prior -16.92%
Prior 7-Day Total 31,567
Calls: 22,258 (71%)
Puts: 9,309 (29%)
Prior 7-Day Average 4,509
Calls: 3,179 (71%)
Puts: 1,329 (29%)
Current vs Prior 7-Day Avg +5.07%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 6.32% | 8.30%
Prior 5.95% | 8.05%
Current vs Prior +6.25% | +3.17%
Prior 7-Day Avg 6.64% | 8.84%
Current vs 7-Day Avg -4.81% | -6.03%
Prior 7-Day Eod 5.95% | 8.05%
Current vs 7-Day Eod +6.25% | +3.17%
Sentiment BEARISH

Relative Spread

Detail
Expiry | Next
Current -- | --
Calls: -- | --
Puts: -- | --
Prior -- | --
Calls: -- | --
Puts: -- | --
Current vs Prior -- | --
Prior 7-Day Avg -- | --
Calls: -- | --
Puts: -- | --
Current vs 7-Day Avg -- | --
Liquidity Excellent
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🤖 AI Insights

Moderately bearish flow with 69% put dollar volume ($720.2K). Dollar volume significantly above 7-day average (171% higher). Volume explosion - 88% above 7-day average (1,910 vs avg 1,016). Bearish P/C ratio of 1.25 indicates protective positioning.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH

📈 Options Analysis

🎯 Tightest Spreads
💰 Best Value Under $1
📊 High Delta (ITM)
🔥 High Volume
Backwardation
📈 Debit Spreads
📉 Credit Spreads
📅 Calendar Spreads
Straddles
🔀 Strangles
🦅 Iron Condors
🦋 Butterflies
⚖️ Ratio Spreads
🛡️ Covered Calls
💧 Low Volume

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 1 of results (avg 7.8%, best 7.8%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$180.00Aug 2112.4013.40$12.907.8%10.84--
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. -- found (avg $--, cheapest $--)

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 3 found (avg delta 0.67, highest 0.84)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$180.00Aug 2112.4013.40$12.907.8%10.84--
$190.00Aug 215.206.10$5.6515.9%150.57--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$195.00Aug 215.707.20$6.4523.3%7740.60785

Most actively traded options today. High liquidity = easy entry/exit. 11 active (total vol 1.2K, top 774)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Aug 211.302.75$2.0371.4%2010.27398
$210.00Aug 210.000.70$0.35200.0%1960.0724
$190.00Aug 215.206.10$5.6515.9%150.57--
$180.00Aug 2112.4013.40$12.907.8%10.84--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$195.00Aug 215.707.20$6.4523.3%7740.60785
$175.00Aug 210.451.15$0.8087.5%140.11256
$185.00Aug 211.702.35$2.0332.0%100.27504
$190.00Aug 213.204.10$3.6524.7%40.43134
$160.00Aug 210.000.80$0.40200.0%30.04--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. -- strikes (avg --%, max --%)

No setups found for this strategy

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 7 found (best R:R 37.46, avg 12.89)

BULL CALL (2)
BuySellExpiryDebitMax GainMax LossR:RBE
$200.00$210.00Aug 21$1.68$8.32$1.684.95$201.68
$190.00$200.00Aug 21$3.62$6.38$3.621.76$193.62
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$165.00$160.00Aug 21$0.13$4.87$0.1337.46$164.87
$175.00$165.00Aug 21$0.27$9.73$0.2736.04$174.73
$185.00$175.00Aug 21$1.23$8.77$1.237.13$183.77
$190.00$185.00Aug 21$1.62$3.38$1.622.09$188.38
$195.00$190.00Aug 21$2.80$2.20$2.800.79$192.20

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 8 found (best R:R 2.64, avg 0.67)

BEAR CALL (3)
SellBuyExpiryCreditMax GainMax LossR:RBE
$180.00$190.00Aug 21$7.25$7.25$2.752.64$187.25
$190.00$200.00Aug 21$3.62$3.62$6.380.57$193.62
$200.00$210.00Aug 21$1.68$1.68$8.320.20$201.68
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$195.00$190.00Aug 21$2.80$2.80$2.201.27$192.20
$190.00$185.00Aug 21$1.62$1.62$3.380.48$188.38
$185.00$175.00Aug 21$1.23$1.23$8.770.14$183.77
$165.00$160.00Aug 21$0.13$0.13$4.870.03$164.87
$175.00$165.00Aug 21$0.27$0.27$9.730.03$174.73

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. -- found (avg debit $--, cheapest $--)

No setups found for this strategy

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1 found (cheapest 4.86% of stock, avg 4.86%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$190.00Aug 21$5.65$3.65$9.30$180.70$199.304.86%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 10 found (cheapest 0.46% of stock, avg 1.44%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$210.00$165.00Aug 21$0.35$0.53$0.88$164.12$210.88
$210.00$175.00Aug 21$0.35$0.80$1.15$173.85$211.15
$210.00$155.00Aug 21$0.35$0.83$1.18$153.82$211.18
$210.00$185.00Aug 21$0.35$2.03$2.38$182.62$212.38
$200.00$165.00Aug 21$2.03$0.53$2.56$162.44$202.56
$200.00$175.00Aug 21$2.03$0.80$2.83$172.17$202.83
$200.00$155.00Aug 21$2.03$0.83$2.86$152.14$202.86
$210.00$190.00Aug 21$0.35$3.65$4.00$186.00$214.00
$200.00$185.00Aug 21$2.03$2.03$4.06$180.94$204.06
$200.00$190.00Aug 21$2.03$3.65$5.68$184.32$205.68

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 10 found (best R:R 3.03, avg credit $4.18)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
165/175180/190Aug 21$7.52$2.483.03$167.48$187.52
160/165180/190Aug 21$7.38$2.622.82$157.62$187.38
175/185190/200Aug 21$4.85$5.150.94$180.15$194.85
190/195200/210Aug 21$4.48$5.520.81$190.52$204.48
165/175190/200Aug 21$3.89$6.110.64$171.11$193.89
160/165190/200Aug 21$3.75$6.250.60$161.25$193.75
185/190200/210Aug 21$3.30$6.700.49$186.70$203.30
175/185200/210Aug 21$2.91$7.090.41$182.09$202.91
165/175200/210Aug 21$1.95$8.050.24$173.05$201.95
160/165200/210Aug 21$1.81$8.190.22$163.19$201.81

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 5 found (best R:R 9.42, cheapest $0.56)

CALLS (2)
LowMidHighExpiryDebitMax GainR:R
$190.00$200.00$210.00Aug 21$1.94$8.064.15
$180.00$190.00$200.00Aug 21$3.63$6.371.75
PUTS (3)
LowMidHighExpiryDebitMax GainR:R
$165.00$175.00$185.00Aug 21$0.96$9.049.42
$155.00$160.00$165.00Aug 21$0.56$4.447.93
$185.00$190.00$195.00Aug 21$1.18$3.823.24

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 9 found (best net $-0.26, 5 credits)

CALLS (3)
Buy KSell KRatioExpiryNetMax Gain
$200.00$210.001:2Aug 21$1.33$8.67
$190.00$200.001:2Aug 21$1.59$8.41
$180.00$190.001:2Aug 21$1.60$8.40
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$175.00$165.001:2Aug 21-$0.26$9.74
$165.00$160.001:2Aug 21-$0.27$4.73
$190.00$185.001:2Aug 21-$0.41$4.59
$195.00$190.001:2Aug 21-$0.85$4.15
$160.00$155.001:2Aug 21-$1.26$3.74

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 1 found (best yield 0.68%, avg 0.68%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$200.00Aug 21$1.300.274.4%0.68%5.11%201398

Historical option prices for this thinly-traded ticker. Live quotes are wide and stale — use where each contract actually traded plus its 30-day range to place a limit order. 94 contracts (avg 400 vol/day, 82 traded recently)

MRSH averages only 400 option contracts/day, so quotes are thin and bid/ask spreads run wide. Use the last actually-traded price below to set a limit order rather than chasing the displayed ask. Most tradeable call: the $190.00 10-16 call last traded $3.20 on 07/23 (now $9.30/$10.50) — try a limit near $9.30. Also watch the $190.00 09-18 call last traded $1.67 on 07/23 (now $7.40/$8.40) — try a limit near $7.40; the $195.00 10-16 call last traded $2.40 on 07/24 (now $6.70/$8.00) — try a limit near $6.70. Most tradeable put: the $180.00 10-16 put last traded $7.90 on 07/21 (now $3.60/$4.00) — try a limit near $3.80.
CALLS (44)
StrikeExpiryBidAskMarkLast Traded30d RangeHistorySugg. LimitOI
$190.00Aug 21$5.20$6.10$5.65$1.25 07/24$0.68–$9.95$5.20--
$190.00Sep 18$7.40$8.40$7.90$1.67 07/23$2.05–$11.40$7.4034
$190.00Oct 16$9.30$10.50$9.90$3.20 07/23$3.08–$13.20$9.30128
$190.00Jan 15$13.10$15.80$14.45$9.10 07/24$6.50–$18.20$13.10--
$190.00Mar 19$15.40$17.90$16.65$9.41 07/23$9.25–$21.15$15.40--
$190.00Jan 21$25.50$30.50$28.00$19.00 07/22$18.10–$31.60$25.50--
$195.00Aug 21$2.80$3.80$3.30$0.35 07/23$0.28–$5.95$2.80--
$195.00Sep 18$4.80$6.30$5.55$2.00 07/21$0.88–$8.55$4.80--
$195.00Oct 16$6.70$8.00$7.35$2.40 07/24$2.15–$10.00$6.701.5K
$185.00Aug 21$6.90$9.80$8.35$1.67 07/24$1.42–$13.70$6.90--
$185.00Sep 18$8.80$12.20$10.50$3.51 07/24$2.88–$15.25$8.80--
$185.00Oct 16$11.10$14.20$12.65$6.60 07/24$4.72–$16.60$11.10--
$185.00Jan 15$15.60$19.20$17.40$11.50 07/24$8.40–$21.35$15.60--
$185.00Jan 21$28.50$33.00$30.75$22.80 07/24$21.35–$34.35$28.50--
$200.00Aug 21$1.30$2.75$2.03$0.11 07/23$0.13–$3.08$1.30398
$200.00Oct 16$4.70$6.40$5.55$1.25 07/23$1.35–$7.15$4.70--
$200.00Jan 15$9.00$10.90$9.95$5.30 07/24$3.53–$12.20$9.00208
$200.00Sep 18$3.00$4.80$3.90--$3.90–$3.90$3.003
$180.00Aug 21$12.40$13.40$12.90$3.50 07/24$2.93–$17.90$12.40--
$180.00Oct 16$14.00$17.50$15.75$6.80 07/23$6.75–$20.80$14.00--
$180.00Jan 15$18.80$22.50$20.65$11.30 07/23$10.75–$25.25$18.80--
$180.00Jan 21$31.00$36.00$33.50$23.50 07/22$23.25–$37.50$31.00--
$175.00Aug 21$15.40$18.40$16.90$5.01 07/23$5.55–$22.80$15.40--
$175.00Sep 18$17.10$20.40$18.75$7.90 07/22$7.65–$23.95$17.10--
$175.00Oct 16$18.40$21.60$20.00$9.50 07/23$8.85–$25.00$18.40--
$175.00Jan 15$22.30$25.90$24.10$14.00 07/22$13.40–$28.95$22.30--
$175.00Jan 21$34.00$39.00$36.50$26.00 07/22$25.75–$40.75$34.00--
$210.00Oct 16$2.10$3.70$2.90$0.61 07/23$0.55–$3.47$2.1041
$210.00Jan 15$6.20$7.90$7.05$2.70 07/24$2.03–$7.65$6.20188
$210.00Aug 21$0.00$0.70$0.35--$0.35–$0.83--24
$210.00Jan 21$17.20$20.90$19.05--$19.05–$22.25$17.2092
$170.00Aug 21$20.30$23.20$21.75$17.20 07/21$8.50–$27.55$20.30--
$170.00Jan 15$26.90$28.80$27.85$22.86 07/21$16.50–$32.85$26.90--
$170.00Mar 19$28.20$31.70$29.95$23.60 07/21$19.00–$34.95$28.20--
$165.00Aug 21$25.00$28.00$26.50$12.89 07/22$12.25–$32.35$25.00--
$165.00Oct 16$26.90$29.80$28.35$22.56 07/21$15.65–$33.95$26.90--
$220.00Oct 16$0.15$2.20$1.18$0.20 07/23$0.35–$1.95$0.20--
$220.00Jan 15$3.70$4.50$4.10$1.61 07/23$1.10–$5.60$3.70277
$160.00Oct 16$31.60$35.10$33.35$20.30 07/23$19.35–$38.60$31.60--
$155.00Mar 19$40.10$43.40$41.75$32.44 07/24$29.35–$47.20$40.10--
$155.00Jan 21$47.50$52.00$49.75$45.80 07/21$37.00–$54.75$47.50--
$150.00Mar 19$44.40$47.50$45.95$33.14 07/23$32.70–$51.75$44.40--
$145.00Sep 18$45.50$49.40$47.45$31.57 07/22$31.90–$52.90$45.50--
$145.00Mar 19$48.70$51.80$50.25--$50.25–$55.95$48.704
PUTS (50)
StrikeExpiryBidAskMarkLast Traded30d RangeHistorySugg. LimitOI
$190.00Aug 21$3.20$4.10$3.65--$2.20–$3.65$3.20134
$190.00Oct 16$7.20$7.40$7.30--$5.10–$7.30$7.208
$190.00Sep 18$4.90$6.20$5.55--$5.55–$5.55$4.9010
$195.00Aug 21$5.70$7.20$6.45--$6.45–$6.45$5.70785
$195.00Mar 19$13.80$17.20$15.50--$15.50–$15.50$13.801
$185.00Aug 21$1.70$2.35$2.03$4.94 07/21$1.27–$10.90$2.03504
$185.00Oct 16$4.90$5.60$5.25$10.30 07/21$4.40–$13.60$5.2543
$185.00Mar 19$9.10$12.80$10.95$14.10 07/21$9.40–$18.10$10.959
$185.00Jan 21$15.00$19.50$17.25$20.50 07/21$15.70–$24.00$17.25--
$200.00Sep 18$10.50$12.80$11.65$24.93 07/23$7.35–$24.65$11.65--
$200.00Jan 15$14.70$17.00$15.85$22.20 07/21$12.90–$26.30$15.85--
$200.00Mar 19$17.60$20.00$18.80$24.72 07/24$15.10–$27.65$18.80--
$200.00Jan 21$22.00$26.50$24.25--$24.25–$24.25$22.0025
$180.00Aug 21$0.85$1.35$1.10$6.40 07/23$0.80–$7.10$1.10--
$180.00Oct 16$3.60$4.00$3.80$7.90 07/21$2.80–$10.85$3.8048
$180.00Jan 15$5.20$8.20$6.70$11.60 07/24$5.55–$13.80$6.70--
$180.00Mar 19$8.00$11.00$9.50$11.38 07/21$7.95–$15.10$9.5020
$175.00Aug 21$0.45$1.15$0.80$3.70 07/23$0.55–$4.40$0.80256
$175.00Sep 18$1.30$2.05$1.67$5.60 07/22$1.60–$6.15$1.67--
$175.00Oct 16$2.50$2.95$2.73$5.70 07/24$2.13–$7.90$2.73--
$175.00Jan 15$5.20$6.10$5.65$9.30 07/24$5.00–$11.20$5.65--
$210.00Jan 21$27.50$32.00$29.75--$29.75–$29.75$27.501
$170.00Aug 21$0.00$0.80$0.40$1.28 07/24$0.40–$2.60$0.40--
$170.00Sep 18$0.00$2.35$1.18$3.70 07/22$1.18–$4.30$1.18--
$170.00Oct 16$0.65$2.30$1.48$4.20 07/24$1.48–$5.95$1.48--
$170.00Jan 15$4.10$5.00$4.55$7.50 07/24$3.18–$8.85$4.55--
$170.00Jan 21$9.50$14.50$12.00$14.30 07/21$10.70–$16.75$12.00--
$165.00Aug 21$0.00$1.05$0.53$1.80 07/23$0.50–$1.45$0.53--
$165.00Sep 18$0.00$2.80$1.40$2.45 07/22$1.30–$2.88$1.40--
$165.00Oct 16$1.20$1.75$1.48$4.10 07/23$1.00–$4.45$1.48--
$165.00Jan 15$1.90$4.90$3.40$6.10 07/24$2.75–$7.25$3.40--
$165.00Jan 21$8.00$13.00$10.50$13.02 07/21$9.25–$14.95$10.50--
$160.00Aug 21$0.00$0.80$0.40$0.99 07/23$0.23–$1.08$0.40--
$160.00Oct 16$0.80$1.40$1.10$2.90 07/23$0.85–$3.45$1.10--
$160.00Jan 15$1.15$4.20$2.68$5.40 07/22$2.25–$6.05$2.68--
$160.00Mar 19$2.90$5.30$4.10--$4.10–$4.10$2.904
$155.00Aug 21$0.00$1.65$0.83$0.55 07/22$0.20–$0.83$0.55--
$155.00Oct 16$0.15$1.10$0.63$2.30 07/23$0.63–$2.45$0.63--
$230.00Mar 19$38.60$41.80$40.20$50.16 07/24$34.95–$54.75$40.20--
$150.00Aug 21$0.00$0.95$0.48$0.40 07/22$0.15–$1.10$0.40--
$150.00Sep 18$0.00$2.35$1.18$0.51 07/24$0.60–$1.38$0.51--
$150.00Oct 16$0.00$2.70$1.35$1.75 07/23$1.23–$2.03$1.35--
$145.00Jan 15$0.00$3.40$1.70$2.55 07/23$1.70–$2.80$1.70--
$140.00Sep 18$0.00$0.95$0.48$0.50 07/23$0.40–$1.18$0.48--
$135.00Aug 21$0.00$0.95$0.48$0.06 07/21$0.38–$1.13$0.06--
$130.00Mar 19$0.00$1.90$0.95$2.00 07/22$0.95–$2.25$0.95--
$125.00Aug 21$0.00$2.50$1.25$0.10 07/21$0.38–$1.25$0.10--
$120.00Aug 21$0.00$2.50$1.25$0.05 07/21$0.48–$1.25$0.05--
$110.00Jan 21$0.00$3.20$1.60$2.50 07/22$1.60–$2.73$1.60--
$85.00Jan 15$0.00$2.15$1.08$0.15 07/21$0.48–$1.10$0.15--

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Current Put/Call Breakdown

Total Calls 847
Total Puts 1,063
Put/Call Ratio 1.25
Net Difference -216

Prior's Put/Call Breakdown

Total Calls 582
Total Puts 2,018
Put/Call Ratio 3.47
Net Difference -1,436

Prior 7-Day Put/Call Summary

Total Calls 1,833
Total Puts 5,279
Average Put/Call Ratio 2.39
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
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Upcoming Earnings - 2 Weeks Prior

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Upcoming Earnings - 1 Week Prior

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Earnings This Week

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Earnings - Day Before / Day After

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Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
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Chart Title

Price — Past 7 Days

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