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
$15.20
7-Day Straddle
$8.75
Avg IV
0.9%
IV Rank
32%
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
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260609 | $15.20 | $8.75 | 0.9% | 32% |
| 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% |
| 20260502 | $11.20 | $11.20 | 1.5% | 82% |
| 20260501 | $11.15 | $11.15 | 1.3% | 69% |
| 20260430 | $11.25 | $11.25 | 1.2% | 57% |
| 20260429 | $10.30 | $10.30 | 1.2% | 55% |
| 20260428 | $11.35 | $11.35 | 1.2% | 57% |
| 20260427 | $10.95 | $10.95 | 1.3% | 60% |
| 20260424 | $13.05 | $13.05 | 1.1% | 44% |
| 20260423 | $11.75 | $11.75 | 1.1% | 41% |
| 20260422 | $12.85 | $12.85 | 1.1% | 44% |
| 20260421 | $12.70 | $12.70 | 1.0% | 39% |
| 20260420 | $12.95 | $12.95 | 1.0% | 33% |
| 20260417 | $13.10 | $2.17 | 1.0% | 33% |
| 20260416 | $13.25 | $2.67 | 1.0% | 40% |
| 20260415 | $13.70 | $4.08 | 0.9% | 30% |
| 20260414 | $14.05 | $3.30 | 0.9% | 24% |
| 20260413 | $13.60 | $4.18 | 0.9% | 27% |
| 20260410 | $13.85 | $4.78 | 0.9% | 29% |
| 20260409 | $13.80 | $5.03 | 0.9% | 31% |
| 20260408 | $14.15 | $6.00 | 0.9% | 25% |
| 20260407 | $13.60 | $6.08 | 0.9% | 30% |
| 20260406 | $13.40 | $6.35 | 0.9% | 27% |
| 20260402 | $13.75 | $7.12 | 0.9% | 25% |
| 20260401 | $6.60 | $6.60 | 1.2% | 52% |
| 20260331 | $7.18 | $7.18 | 1.2% | 53% |
| 20260330 | $7.70 | $7.70 | 1.1% | 47% |
| 20260327 | $8.35 | $8.35 | 1.1% | 44% |
| 20260326 | $8.65 | $8.65 | 1.3% | 70% |
| 20260325 | $8.45 | $8.45 | 1.0% | 33% |
| 20260324 | $8.10 | $8.10 | 1.0% | 35% |
| 20260323 | $8.80 | $8.80 | 1.0% | 39% |
| 20260320 | $8.95 | $1.57 | 0.8% | 21% |
| 20260319 | $9.00 | $3.33 | 0.9% | 27% |
| 20260318 | $9.00 | $3.25 | 0.9% | 29% |