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
$10.05
7-Day Straddle
$10.05
Avg IV
0.7%
IV Rank
33%
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
20260721 $10.05 $10.05 0.7% 33%
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%
20260609 $9.90 $4.00 0.6% 20%
20260608 $9.95 $4.42 0.6% 24%
20260605 $9.15 $5.03 0.6% 16%
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%