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
$10.15
7-Day Straddle
$4.72
Avg IV
0.8%
IV Rank
21%
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 |
|---|---|---|---|---|
| 20260911 | $10.15 | $4.72 | 0.8% | 21% |
| 20260910 | $10.15 | $4.90 | 0.8% | 19% |
| 20260909 | $10.60 | $5.28 | 0.8% | 13% |
| 20260908 | $11.90 | $6.17 | 0.8% | 14% |
| 20260904 | $11.70 | $6.40 | 0.8% | 11% |
| 20260903 | $11.20 | $7.15 | 0.7% | 3% |
| 20260902 | $7.95 | $7.95 | 1.1% | 59% |
| 20260901 | $7.62 | $7.62 | 1.1% | 51% |
| 20260831 | $8.53 | $8.53 | 1.0% | 43% |
| 20260828 | $9.60 | $9.60 | 0.9% | 32% |
| 20260827 | $10.00 | $10.00 | 1.0% | 37% |
| 20260826 | $9.25 | $9.25 | 0.9% | 26% |
| 20260825 | $10.20 | $10.20 | 1.0% | 40% |
| 20260824 | $10.65 | $10.65 | 1.0% | 38% |
| 20260821 | $11.30 | $2.15 | 0.9% | 35% |
| 20260820 | $11.85 | $3.92 | 0.9% | 34% |
| 20260819 | $12.85 | $4.00 | 0.8% | 22% |
| 20260818 | $20.60 | $15.85 | 1.1% | 54% |
| 20260817 | $22.30 | $16.90 | 1.0% | 48% |
| 20260814 | $21.25 | $17.70 | 0.9% | 33% |
| 20260813 | $21.70 | $17.45 | 0.9% | 30% |
| 20260812 | $22.65 | $19.10 | 1.0% | 41% |
| 20260811 | $22.85 | $18.50 | 1.0% | 42% |
| 20260810 | $23.40 | $18.45 | 1.0% | 46% |
| 20260806 | $27.70 | $20.80 | 1.1% | 48% |
| 20260805 | $19.25 | $19.25 | 1.2% | 69% |
| 20260804 | $22.95 | $22.95 | 1.2% | 63% |
| 20260803 | $19.20 | $19.20 | 1.1% | 57% |
| 20260731 | $17.20 | $17.20 | 1.0% | 46% |
| 20260730 | $17.85 | $17.85 | 1.1% | 50% |
| 20260729 | $16.35 | $16.35 | 1.1% | 53% |
| 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% |