MRCY · Expected Move
Mercury Systems Inc.
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).
MRCY 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 MRCY Expected Move
30-Day Straddle
$14.05
7-Day Straddle
$14.05
30-Day ATM IV
78.9%
IV Rank
57%
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 | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261026 | $14.05 | $14.05 | 78.9% | 57% |
| 20261023 | $14.65 | $14.65 | 86.0% | 71% |
| 20261022 | $14.20 | $14.20 | 83.1% | 66% |
| 20261021 | $13.45 | $13.45 | 78.9% | 57% |
| 20261020 | $13.05 | $13.05 | 76.5% | 53% |
| 20261019 | $12.60 | $12.60 | 72.7% | 45% |
| 20261016 | $12.50 | $1.78 | 67.8% | 36% |
| 20261015 | $11.75 | $3.00 | 62.4% | 26% |
| 20261014 | $13.15 | $3.48 | 68.0% | 36% |
| 20261013 | $12.60 | $3.95 | 65.1% | 31% |
| 20261012 | $12.25 | $3.55 | 61.4% | 24% |
| 20261009 | $14.05 | $4.58 | 63.1% | 27% |
| 20261008 | $13.80 | $4.28 | 62.8% | 26% |
| 20261007 | $13.85 | $5.10 | 61.2% | 23% |
| 20261006 | $14.40 | $4.35 | 59.8% | 21% |
| 20261005 | $14.95 | $6.22 | 62.1% | 25% |
| 20261002 | $7.20 | $7.20 | 60.4% | 22% |
| 20261001 | $6.92 | $6.92 | 59.9% | 21% |
| 20260930 | $6.67 | $6.67 | 56.7% | 15% |
| 20260929 | $6.95 | $6.95 | 57.3% | 16% |
| 20260928 | $7.65 | $7.65 | 59.5% | 20% |
| 20260925 | $8.50 | $8.50 | 57.2% | 16% |
| 20260924 | $8.05 | $8.05 | 53.7% | 9% |
| 20260923 | $7.65 | $7.65 | 52.3% | 6% |
| 20260922 | $8.95 | $8.95 | 55.9% | 13% |
| 20260921 | $9.90 | $9.90 | 57.2% | 16% |
| 20260918 | $10.00 | $2.05 | 53.3% | 8% |
| 20260917 | $10.00 | $2.65 | 51.3% | 4% |
| 20260916 | $10.25 | $4.45 | 51.1% | 4% |
| 20260915 | $11.20 | $4.53 | 56.0% | 13% |
| 20260914 | $11.00 | $4.15 | 56.0% | 13% |
| 20260911 | $10.15 | $4.72 | 52.0% | 6% |
| 20260910 | $10.15 | $4.90 | 51.0% | 4% |
| 20260909 | $10.60 | $5.28 | 52.5% | 6% |
| 20260908 | $11.90 | $6.17 | 55.2% | 12% |
| 20260904 | $11.70 | $6.40 | 52.1% | 6% |
| 20260903 | $11.20 | $7.15 | 49.2% | 0% |
| 20260902 | $7.95 | $7.95 | 54.0% | 6% |
| 20260901 | $7.62 | $7.62 | 51.8% | 2% |
| 20260831 | $8.53 | $8.53 | 53.6% | 6% |
| 20260828 | $9.60 | $9.60 | 52.6% | 4% |
| 20260827 | $10.00 | $10.00 | 55.9% | 10% |
| 20260826 | $9.25 | $9.25 | 53.9% | 6% |
| 20260825 | $10.20 | $10.20 | 57.1% | 13% |
| 20260824 | $10.65 | $10.65 | 56.6% | 12% |
| 20260821 | $11.30 | $2.15 | 55.8% | 10% |
| 20260820 | $11.85 | $3.92 | 56.2% | 11% |
| 20260819 | $12.85 | $4.00 | 55.4% | 9% |
| 20260818 | $20.60 | $15.85 | 84.9% | 68% |
| 20260817 | $22.30 | $16.90 | 81.1% | 60% |
| 20260814 | $21.25 | $17.70 | 80.7% | 60% |
| 20260813 | $21.70 | $17.45 | 83.4% | 65% |
| 20260812 | $22.65 | $19.10 | 84.6% | 67% |
| 20260811 | $22.85 | $18.50 | 86.4% | 71% |
| 20260810 | $23.40 | $18.45 | 88.1% | 74% |
| 20260807 | — | — | 88.7% | 76% |
| 20260806 | $27.70 | $20.80 | 97.4% | 93% |
| 20260805 | $19.25 | $19.25 | 92.8% | 84% |
| 20260804 | $22.95 | $22.95 | 101.0% | 100% |
| 20260803 | $19.20 | $19.20 | 95.7% | 100% |
More on MRCY
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.