MCY (Mercury General Corp.)

Expected Move & Straddle Price History

The expected move for MCY is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.

Current MCY Expected Move
30-Day Straddle
$8.10
7-Day Straddle
$4.60
Avg IV
0.5%
IV Rank
5%
Implied one-standard-deviation move through the next 30 days. Compare to MCY's realized move over the same window to gauge whether options are pricing in too much (premium-selling regime) or too little (premium-buying regime). The Expected Move Tracker ranks every symbol by this measure.
MCY Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260904 $8.10 $4.60 0.5% 5%
20260903 $9.00 $5.07 0.4% 0%
20260902 $5.10 $5.10 0.8% 52%
20260901 $5.93 $5.93 0.9% 68%
20260831 $6.82 $6.82 0.7% 41%
20260828 $5.62 $5.62 0.7% 37%
20260827 $6.90 $6.90 0.8% 46%
20260826 $6.93 $6.93 0.7% 26%
20260825 $7.25 $7.25 0.7% 39%
20260824 $7.12 $7.12 0.7% 26%
20260821 $7.35 $1.98 0.6% 17%
20260820 $7.33 $2.30 0.6% 23%
20260819 $7.72 $2.88 0.7% 39%
20260818 $7.60 $3.08 0.7% 32%
20260817 $6.92 $3.12 0.6% 16%
20260814 $7.70 $3.35 0.5% 4%
20260813 $8.25 $4.05 0.7% 28%
20260812 $8.55 $4.83 0.7% 29%
20260811 $8.55 $4.92 0.6% 16%
20260810 $8.95 $4.78 0.6% 15%
20260806 $9.68 $5.88 0.6% 21%
20260805 $5.62 $5.62 0.8% 52%
20260804 $8.95 $8.95 0.8% 58%
20260803 $9.35 $9.35 0.9% 74%
20260731 $9.07 $9.07 0.8% 58%
20260730 $10.10 $10.10 0.7% 44%
20260729 $9.52 $9.52 0.8% 59%
20260728 $9.15 $9.15 0.7% 35%
20260727 $9.82 $9.82 0.6% 27%
20260724 $9.78 $9.78 0.7% 30%
20260723 $9.45 $9.45 0.6% 24%
20260722 $9.80 $9.80 0.7% 30%
20260721 $10.00 $10.00 0.7% 34%
20260720 $10.40 $10.40 0.8% 49%
20260716 $10.40 $3.57 0.6% 18%
20260715 $10.55 $3.23 0.6% 25%
20260714 $10.90 $3.00 0.7% 44%
20260713 $10.35 $3.08 0.6% 14%
20260710 $10.90 $4.25 0.7% 41%
20260709 $11.15 $4.20 0.7% 32%
20260708 $11.25 $4.10 0.7% 34%
20260707 $11.65 $5.22 0.7% 32%
20260706 $11.15 $4.53 0.6% 25%
20260702 $5.12 $5.12 0.8% 63%
20260701 $4.83 $4.83 0.7% 45%
20260630 $6.00 $6.00 1.0% 85%
20260629 $5.62 $5.62 0.7% 40%
20260626 $5.92 $5.92 0.7% 45%
20260625 $6.03 $6.03 0.7% 31%
20260624 $7.20 $7.20 0.8% 49%
20260623 $7.00 $7.00 0.7% 38%
20260622 $6.35 $6.35 0.6% 27%
20260618 $7.15 $4.05 0.6% 30%
20260617 $7.03 $1.85 0.6% 29%
20260616 $9.03 $2.75 0.6% 27%
20260615 $7.85 $2.83 0.6% 23%
20260613 $9.05 $3.23 0.6% 17%
20260612 $9.20 $3.33 0.6% 29%
20260611 $8.80 $3.30 0.6% 26%
20260610 $8.88 $3.48 0.6% 19%