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Merck Making Moves, to Acquire Imago Biosciences

MRK is coming off an all-time high

Deputy Editor
Nov 21, 2022 at 9:05 AM
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Merck & Co., Inc. (NYSE:MRK) is set to acquire biopharmaceutical company Imago Biosciences Inc (NASDAQ:IMGO) in a cash deal worth $1.35 billion. Merck will pay $36 per share, or a 106.9% premium to IMGO's Friday close, with an implied market capitalization of $1.22 billion. 

While the news boosted Imago Biosciences stock 104.8% in premarketing trading, Merck stock was last seen 0.5% lower to trade at $103.72. On Friday, MRK scored an all-time high of $104.60. Further back, the equity's 20-day moving average helped guide  the shares higher in October. Year-to-date, Merck stock is up 36%.

Per the security's Schaeffer's put/call open interest ratio (SOIR) of 0.85, which sits in the 91st percentile of annual readings, short-term options traders are unusually bearish. An unwinding of this pessimism is likely to provide tailwinds.

Those looking to join these traders are in luck, as premiums are looking affordable right now. The security's Schaeffer's Volatility Index (SVI) of 22% stands higher than just 23% of readings from the past 12 months, suggesting that these players are pricing in low volatility expectations right now. What's more, the stock's Schaeffer's Volatility Scorecard (SVS) stands at 90 out of 100, meaning MRK has tended to outperform these volatility estimates. 

 

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