MCY · Expected Move
Mercury General Corp.
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).
MCY straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current MCY Expected Move
30-Day Straddle
$8.30
7-Day Straddle
$8.30
30-Day ATM IV
33.4%
IV Rank
45%
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
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261019 | $8.30 | $8.30 | 33.4% | 45% |
| 20261016 | $8.55 | $2.70 | 32.8% | 41% |
| 20261015 | $8.35 | $2.88 | 32.1% | 37% |
| 20261014 | $8.43 | $2.88 | 31.8% | 34% |
| 20261013 | $8.88 | $2.98 | 33.2% | 44% |
| 20261012 | $8.38 | $3.02 | 31.8% | 35% |
| 20261009 | $9.25 | $3.55 | 34.1% | 50% |
| 20261008 | $9.93 | $4.12 | 31.9% | 35% |
| 20261007 | $10.43 | $4.50 | 34.6% | 53% |
| 20261006 | $9.80 | $3.88 | 32.5% | 39% |
| 20261005 | $10.62 | $4.25 | 34.7% | 54% |
| 20261002 | $4.47 | $4.47 | 32.2% | 37% |
| 20261001 | $4.20 | $4.20 | 33.6% | 47% |
| 20260930 | $4.58 | $4.58 | 32.5% | 39% |
| 20260929 | $4.50 | $4.50 | 29.7% | 20% |
| 20260928 | $4.80 | $4.80 | 29.3% | 18% |
| 20260925 | $4.95 | $4.95 | 28.1% | 10% |
| 20260924 | $5.25 | $5.25 | 28.8% | 13% |
| 20260923 | $5.70 | $5.70 | 29.6% | 18% |
| 20260922 | $5.33 | $5.33 | 29.2% | 15% |
| 20260921 | $5.95 | $5.95 | 29.5% | 16% |
| 20260918 | $5.93 | $0.90 | 26.7% | 0% |
| 20260917 | $6.30 | $2.43 | 27.2% | 1% |
| 20260916 | $6.60 | $3.10 | 27.1% | 0% |
| 20260915 | $7.28 | $3.52 | 29.8% | 14% |
| 20260914 | $7.22 | $3.38 | 29.6% | 13% |
| 20260911 | $7.68 | $4.00 | 27.4% | 0% |
| 20260910 | $7.90 | $4.75 | 30.7% | 19% |
| 20260909 | $7.68 | $3.88 | 29.5% | 12% |
| 20260908 | $8.07 | $4.60 | 30.4% | 17% |
| 20260904 | $8.10 | $4.60 | 28.8% | 7% |
| 20260903 | $9.00 | $5.07 | 29.9% | 14% |
| 20260902 | $5.10 | $5.10 | 28.7% | 7% |
| 20260901 | $5.93 | $5.93 | 31.4% | 23% |
| 20260831 | $6.82 | $6.82 | 30.8% | 19% |
| 20260828 | $5.62 | $5.62 | 27.6% | 0% |
| 20260827 | $6.90 | $6.90 | 33.1% | 32% |
| 20260826 | $6.93 | $6.93 | 32.2% | 27% |
| 20260825 | $7.25 | $7.25 | 33.5% | 34% |
| 20260824 | $7.12 | $7.12 | 31.5% | 22% |
| 20260821 | $7.35 | $1.98 | 31.1% | 19% |
| 20260820 | $7.33 | $2.30 | 32.3% | 26% |
| 20260819 | $7.72 | $2.88 | 32.7% | 29% |
| 20260818 | $7.60 | $3.08 | 29.3% | 9% |
| 20260817 | $6.92 | $3.12 | 27.8% | 0% |
| 20260814 | $7.70 | $3.35 | 29.4% | 2% |
| 20260813 | $8.25 | $4.05 | 31.6% | 16% |
| 20260812 | $8.55 | $4.83 | 31.8% | 17% |
| 20260811 | $8.55 | $4.92 | 31.4% | 15% |
| 20260810 | $8.95 | $4.78 | 32.4% | 21% |
| 20260807 | — | — | 30.8% | 11% |
| 20260806 | $9.68 | $5.88 | 32.2% | 19% |
| 20260805 | $5.62 | $5.62 | 31.1% | 13% |
| 20260804 | $8.95 | $8.95 | 41.6% | 80% |
| 20260803 | $9.35 | $9.35 | 41.4% | 79% |
| 20260731 | $9.07 | $9.07 | 39.1% | 64% |
| 20260730 | $10.10 | $10.10 | 41.2% | 78% |
| 20260729 | $9.52 | $9.52 | 40.9% | 75% |
| 20260728 | $9.15 | $9.15 | 39.1% | 64% |
| 20260727 | $9.82 | $9.82 | 41.3% | 78% |
More on MCY
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.