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
$9.20
7-Day Straddle
$4.95
Avg IV
0.5%
IV Rank
9%
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
20260605 $9.20 $4.95 0.5% 9%
20260604 $9.90 $6.17 0.6% 28%
20260603 $9.60 $6.07 0.6% 20%
20260602 $6.03 $6.03 1.1% 100%
20260601 $6.38 $6.38 0.8% 68%
20260529 $6.20 $6.20 0.9% 80%
20260528 $6.05 $6.05 0.7% 52%
20260527 $6.05 $6.05 0.9% 86%
20260526 $6.75 $6.75 0.8% 62%
20260510 $7.85 $3.40 0.6% 33%
20260508 $7.85 $3.40 0.6% 25%
20260507 $8.65 $4.42 0.6% 16%
20260506 $9.00 $5.15 0.6% 17%
20260505 $10.57 $8.35 0.6% 24%
20260504 $9.43 $6.85 0.6% 16%
20260502 $8.10 $8.10 1.0% 82%
20260501 $8.10 $8.10 1.0% 78%
20260430 $8.20 $8.20 0.8% 54%
20260429 $8.62 $8.62 0.8% 58%
20260428 $7.80 $7.80 0.7% 39%
20260427 $8.32 $8.32 0.7% 32%
20260424 $8.10 $8.10 0.7% 33%
20260423 $8.25 $8.25 0.7% 37%
20260422 $8.32 $8.32 0.7% 30%
20260421 $8.38 $8.38 0.6% 27%
20260420 $7.67 $7.67 0.6% 28%
20260417 $8.25 $2.52 0.6% 16%
20260416 $7.60 $2.88 0.5% 7%
20260415 $8.22 $2.95 0.6% 20%
20260414 $8.80 $3.05 0.6% 25%
20260413 $8.57 $3.90 0.6% 14%
20260410 $9.50 $4.25 0.6% 23%
20260409 $8.90 $3.45 0.5% 9%
20260408 $8.88 $4.08 0.5% 5%
20260407 $10.28 $5.50 0.6% 16%
20260406 $9.60 $4.35 0.5% 7%
20260402 $9.50 $5.10 0.6% 13%
20260401 $5.65 $5.65 0.7% 29%
20260331 $5.60 $5.60 0.7% 25%
20260330 $7.00 $7.00 0.6% 19%
20260327 $6.95 $6.95 0.6% 17%
20260326 $6.50 $6.50 0.6% 17%
20260325 $6.10 $6.10 0.6% 11%
20260324 $6.25 $6.25 0.6% 13%
20260323 $6.15 $6.15 0.6% 19%
20260320 $7.70 $3.57 0.6% 17%
20260319 $6.50 $3.52 0.6% 11%
20260318 $7.08 $3.72 0.5% 9%
20260317 $6.58 $1.75 0.6% 13%
20260316 $8.45 $2.70 0.5% 7%
20260313 $8.68 $4.12 0.5% 7%
20260312 $8.95 $5.28 0.5% 7%
20260311 $9.47 $4.78 0.5% 4%
20260310 $9.80 $5.50 0.5% 6%
20260309 $9.55 $5.70 0.5% 7%
20260308 $9.75 $5.58 0.5% 3%
20260306 $9.85 $5.58 0.5% 0%
20260305 $9.53 $5.08 0.5% 2%
20260304 $6.05 $6.05 0.9% 48%
20260303 $4.85 $4.85 0.9% 57%