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Mercury General Corporation MCY

FINANCIAL SERVICES · INSURANCE - PROPERTY & CASUALTY
i

Market dataready · fetched 2026-10-25T16:39:03.112Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-23T23:00:00.003385532Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-25T16:39:03.247903+00:00

Share price$102.85
1D-3.0%
AH$102.59$103.54$104.49$105.43$106.385:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMCY
Sold putSold callAH

Mercury General Corporation options

Live interpolated MCY call and put midpoint premiums by absolute delta.Mercury General Corporation$0.87$3.80$6.73$9.65$12.58$91.21$97.70$104.19$110.69$117.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MCY spot · $102.85MCY PRICE$1.21$1.60$2.01$2.59$3.17$3.75$4.37$4.99$5.62$6.62$8.43$10.24$11.73$1.19$1.62$2.06$2.49$2.94$3.38$3.83$4.28$4.92$5.67$6.41$7.16$10.10
PutsExpensive1.42×
CallsExpensive1.79×
SkewBullish-9.77 pp
Implied moveBullish±$8.20
TiltBullish8.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ113.9840.9%12.0%95.3936.6%8.4%
25Δ111.8340.6%10.3%96.8636.5%7.4%
30Δ109.7840.4%8.7%98.3336.4%6.4%
35Δ108.2941.2%7.8%99.8036.3%5.4%
40Δ106.8142.0%6.9%101.0235.3%4.6%
45Δ105.3242.8%6.0%102.2034.1%3.9%
50Δ103.8742.3%5.2%103.3832.8%3.2%
55Δ102.4341.4%4.4%104.5531.6%2.5%
60Δ100.9940.5%3.7%105.7130.8%2.0%
65Δ99.3341.3%3.0%106.8430.2%1.6%
70Δ97.2045.7%2.7%107.9829.7%1.3%
75Δ95.0750.1%2.4%109.1129.1%0.9%
80Δ93.0449.0%1.9%112.3931.8%0.5%

20Δ

Calls
Pseudo strike
113.98
IV
40.9%
B/E move
12.0%
Puts
Pseudo strike
95.39
IV
36.6%
B/E move
8.4%

25Δ

Calls
Pseudo strike
111.83
IV
40.6%
B/E move
10.3%
Puts
Pseudo strike
96.86
IV
36.5%
B/E move
7.4%

30Δ

Calls
Pseudo strike
109.78
IV
40.4%
B/E move
8.7%
Puts
Pseudo strike
98.33
IV
36.4%
B/E move
6.4%

35Δ

Calls
Pseudo strike
108.29
IV
41.2%
B/E move
7.8%
Puts
Pseudo strike
99.80
IV
36.3%
B/E move
5.4%

40Δ

Calls
Pseudo strike
106.81
IV
42.0%
B/E move
6.9%
Puts
Pseudo strike
101.02
IV
35.3%
B/E move
4.6%

45Δ

Calls
Pseudo strike
105.32
IV
42.8%
B/E move
6.0%
Puts
Pseudo strike
102.20
IV
34.1%
B/E move
3.9%

50Δ

Calls
Pseudo strike
103.87
IV
42.3%
B/E move
5.2%
Puts
Pseudo strike
103.38
IV
32.8%
B/E move
3.2%

55Δ

Calls
Pseudo strike
102.43
IV
41.4%
B/E move
4.4%
Puts
Pseudo strike
104.55
IV
31.6%
B/E move
2.5%

60Δ

Calls
Pseudo strike
100.99
IV
40.5%
B/E move
3.7%
Puts
Pseudo strike
105.71
IV
30.8%
B/E move
2.0%

65Δ

Calls
Pseudo strike
99.33
IV
41.3%
B/E move
3.0%
Puts
Pseudo strike
106.84
IV
30.2%
B/E move
1.6%

70Δ

Calls
Pseudo strike
97.20
IV
45.7%
B/E move
2.7%
Puts
Pseudo strike
107.98
IV
29.7%
B/E move
1.3%

75Δ

Calls
Pseudo strike
95.07
IV
50.1%
B/E move
2.4%
Puts
Pseudo strike
109.11
IV
29.1%
B/E move
0.9%

80Δ

Calls
Pseudo strike
93.04
IV
49.0%
B/E move
1.9%
Puts
Pseudo strike
112.39
IV
31.8%
B/E move
0.5%

Options history

MCY32.5932.6232.662026-10-23: 32.62%Oct 23Oct 23
Table
DateIV
32.62%