MRCY (Mercury Systems Inc.)

Expected Move & Straddle Price History

The expected move for MRCY 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 MRCY Expected Move
30-Day Straddle
$17.10
7-Day Straddle
$17.10
Avg IV
1.0%
IV Rank
40%
Implied one-standard-deviation move through the next 30 days. Compare to MRCY'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.
MRCY Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260728 $17.10 $17.10 1.0% 40%
20260727 $18.30 $18.30 0.9% 34%
20260724 $18.30 $18.30 0.9% 29%
20260723 $18.25 $18.25 0.9% 24%
20260722 $16.65 $16.65 0.9% 26%
20260721 $17.20 $17.20 0.9% 26%
20260720 $16.55 $16.55 0.9% 26%
20260716 $17.25 $3.75 0.8% 19%
20260715 $17.75 $5.10 0.8% 17%
20260714 $18.55 $5.68 0.8% 16%
20260713 $18.35 $4.47 0.8% 21%
20260710 $19.35 $6.60 0.8% 13%
20260709 $21.25 $7.15 0.8% 13%
20260708 $21.45 $8.20 0.8% 13%
20260707 $22.15 $8.70 0.8% 13%
20260706 $23.35 $10.60 0.8% 15%
20260702 $11.85 $11.85 1.2% 72%
20260701 $11.90 $11.90 1.2% 61%
20260630 $12.20 $12.20 1.2% 71%
20260629 $11.25 $11.25 1.0% 36%
20260626 $11.80 $11.80 1.0% 47%
20260625 $11.55 $11.55 0.9% 30%
20260624 $12.10 $12.10 1.0% 37%
20260623 $13.00 $13.00 1.1% 51%
20260622 $13.60 $13.60 1.0% 44%
20260618 $14.30 $1.85 1.0% 38%
20260617 $15.55 $4.40 0.9% 24%
20260616 $14.35 $5.20 1.0% 42%
20260615 $15.60 $6.20 0.8% 18%
20260613 $16.85 $7.85 0.9% 25%
20260612 $16.80 $7.90 0.8% 15%
20260611 $17.85 $9.05 0.8% 13%
20260610 $15.55 $8.00 0.9% 29%
20260609 $15.90 $8.35 1.0% 41%
20260608 $16.50 $9.10 0.9% 32%
20260605 $16.70 $10.45 0.7% 4%
20260604 $19.30 $12.20 1.2% 63%
20260603 $18.15 $11.20 0.9% 30%
20260602 $11.90 $11.90 1.2% 67%
20260601 $11.85 $11.85 1.3% 74%
20260529 $12.15 $12.15 1.2% 71%
20260528 $11.85 $11.85 1.0% 45%
20260527 $10.85 $10.85 0.9% 24%
20260526 $11.15 $11.15 0.9% 26%
20260522 $11.35 $11.35 0.8% 13%
20260521 $11.40 $11.40 0.9% 27%
20260520 $11.55 $11.55 0.8% 19%
20260519 $11.60 $11.60 0.9% 31%
20260518 $11.30 $11.30 0.7% 9%
20260515 $12.20 $0.88 0.7% 4%
20260514 $12.70 $2.55 0.8% 16%
20260513 $13.15 $4.05 0.8% 12%
20260512 $13.25 $4.53 0.7% 10%
20260511 $13.50 $5.12 0.7% 11%
20260510 $14.20 $6.03 0.8% 18%
20260508 $14.00 $5.65 0.7% 9%
20260507 $13.50 $6.12 0.7% 5%
20260506 $13.85 $6.12 0.7% 2%
20260505 $16.05 $11.95 0.8% 13%
20260504 $15.15 $10.10 0.8% 18%