MRSN (Mersana Therapeutics, Inc. Common Stock)
Expected Move & Straddle Price History
The expected move for MRSN 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 MRSN Expected Move
30-Day Straddle
$0.00
7-Day Straddle
$0.00
Avg IV
2.9%
IV Rank
15%
Implied one-standard-deviation move through the next 30 days. Compare to MRSN'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.
MRSN Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260107 | $0.00 | $0.00 | 2.9% | 15% |
| 20260106 | $0.00 | $0.00 | 8.2% | 41% |
| 20260105 | $2.40 | $11.70 | 8.1% | 41% |
| 20260102 | $11.70 | $11.70 | 2.3% | 11% |
| 20251231 | $11.70 | $11.70 | 2.1% | 11% |
| 20251230 | $13.15 | $13.15 | 2.0% | 10% |
| 20251229 | $10.90 | $10.90 | 2.0% | 10% |
| 20251226 | $11.67 | $11.67 | 1.8% | 9% |
| 20251224 | $9.72 | $9.72 | 3.6% | 18% |
| 20251223 | $13.47 | $13.47 | 1.7% | 9% |
| 20251222 | $12.77 | $12.77 | 1.7% | 8% |
| 20251219 | $11.67 | $11.67 | 1.6% | 8% |
| 20251218 | $11.67 | $11.67 | 1.6% | 8% |
| 20251217 | $11.67 | $11.67 | 1.6% | 8% |
| 20251216 | $11.70 | $11.70 | 1.5% | 8% |
| 20251215 | $11.70 | $11.70 | 1.5% | 7% |
| 20251212 | $11.70 | $11.70 | 1.4% | 7% |
| 20251211 | $11.70 | $11.70 | 1.4% | 7% |
| 20251210 | $11.70 | $11.70 | 1.4% | 7% |
| 20251209 | $11.70 | $11.70 | 1.4% | 7% |
| 20251208 | $13.55 | $13.55 | 1.4% | 7% |
| 20251205 | $12.07 | $12.07 | 1.3% | 7% |
| 20251204 | $11.72 | $11.72 | 4.0% | 20% |
| 20251203 | $11.72 | $11.72 | 4.0% | 20% |
| 20251202 | $11.72 | $11.72 | 4.0% | 20% |
| 20251201 | $11.72 | $11.72 | 3.9% | 20% |
| 20251128 | $11.72 | $11.72 | 3.8% | 19% |
| 20251126 | $12.60 | $12.60 | 3.7% | 19% |
| 20251125 | $11.75 | $11.75 | 3.7% | 18% |
| 20251124 | $11.75 | $11.75 | 3.6% | 18% |
| 20251121 | $11.75 | $3.17 | 3.5% | 18% |
| 20251120 | $11.75 | $3.17 | 3.5% | 18% |
| 20251119 | $5.78 | $5.78 | 0.0% | 0% |
| 20251118 | $5.78 | $5.78 | 0.0% | 0% |
| 20251117 | $5.78 | $5.78 | 0.0% | 0% |
| 20251114 | $5.50 | $5.50 | 0.0% | 0% |
| 20251113 | $5.78 | $5.78 | 0.0% | 0% |
| 20251112 | $2.20 | $2.20 | 6.6% | 33% |
| 20251111 | $2.20 | $2.20 | 12.8% | 64% |
| 20251110 | $2.20 | $2.20 | 18.6% | 93% |
| 20251107 | $2.25 | $2.25 | 17.1% | 85% |
| 20251106 | $2.20 | $2.20 | 15.9% | 79% |
| 20251105 | $2.20 | $2.20 | 15.5% | 77% |
| 20251104 | $2.20 | $2.20 | 15.0% | 75% |
| 20251103 | $2.15 | $2.15 | 14.4% | 72% |
| 20251031 | $2.20 | $2.20 | 13.5% | 68% |
| 20251030 | $2.20 | $2.20 | 13.2% | 66% |
| 20251029 | $2.15 | $2.15 | 12.6% | 63% |
| 20251028 | $2.15 | $2.15 | 12.4% | 62% |
| 20251027 | $2.17 | $2.17 | 12.4% | 62% |
| 20251024 | $2.20 | $2.20 | 11.8% | 59% |
| 20251023 | $2.20 | $2.20 | 11.6% | 58% |
| 20251022 | $2.20 | $2.20 | 11.3% | 56% |
| 20251021 | $2.15 | $2.15 | 10.9% | 55% |
| 20251020 | $2.15 | $2.15 | 10.8% | 54% |
| 20251017 | $2.15 | $2.15 | 10.3% | 51% |
| 20251016 | $2.15 | $2.15 | 10.2% | 51% |
| 20251015 | $2.15 | $2.15 | 10.1% | 50% |
| 20251014 | $2.17 | $2.17 | 10.1% | 50% |
| 20251013 | $2.20 | $2.20 | 10.0% | 50% |