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Mercury General Corp. MCY

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Market datapartial · fetched 2026-10-22T18:25:36.668Z

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 · 2026-10-22T18:25:02.394834175Z

FundamentalsAlpha Vantage · unavailable

Share price$107.24
1D+1.3%
$105.69$106.13$106.56$107.00$107.435:30 AM6:30 AM9:00 AM1:00 PMMCY
Sold putSold call

Mercury General Corp. options

Live interpolated MCY call and put midpoint premiums by absolute delta.Mercury General Corp.$0.76$3.99$7.22$10.45$13.69$93.47$99.95$106.44$112.93$119.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MCY spot · $107.24MCY PRICE$1.11$1.40$1.82$2.25$2.67$3.22$3.86$4.51$5.15$5.76$6.35$6.93$7.52$1.26$1.72$2.25$2.77$3.33$4.00$4.67$5.34$6.62$8.30$9.95$11.35$12.75
PutsExpensive1.71×
CallsExpensive1.34×
SkewBearish+5.28 pp
Implied moveBearish±$8.53
TiltBearish17.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ117.6234.7%10.7%99.2235.7%8.7%
25Δ114.9132.4%8.5%101.0435.2%7.4%
30Δ113.4832.4%7.5%102.4935.5%6.5%
35Δ112.0432.4%6.6%103.9435.9%5.7%
40Δ110.6132.3%5.6%105.3736.1%4.9%
45Δ109.2732.5%4.9%106.7335.8%4.2%
50Δ108.0132.8%4.3%108.1035.5%3.6%
55Δ106.7533.1%3.7%109.4635.3%2.9%
60Δ105.4933.4%3.2%111.2336.8%2.5%
65Δ104.3532.4%2.7%113.2639.6%2.1%
70Δ103.2830.7%2.2%115.2741.9%1.8%
75Δ102.2129.0%1.8%117.1640.8%1.3%
80Δ101.1527.3%1.3%119.0639.7%0.9%

20Δ

Calls
Pseudo strike
117.62
IV
34.7%
B/E move
10.7%
Puts
Pseudo strike
99.22
IV
35.7%
B/E move
8.7%

25Δ

Calls
Pseudo strike
114.91
IV
32.4%
B/E move
8.5%
Puts
Pseudo strike
101.04
IV
35.2%
B/E move
7.4%

30Δ

Calls
Pseudo strike
113.48
IV
32.4%
B/E move
7.5%
Puts
Pseudo strike
102.49
IV
35.5%
B/E move
6.5%

35Δ

Calls
Pseudo strike
112.04
IV
32.4%
B/E move
6.6%
Puts
Pseudo strike
103.94
IV
35.9%
B/E move
5.7%

40Δ

Calls
Pseudo strike
110.61
IV
32.3%
B/E move
5.6%
Puts
Pseudo strike
105.37
IV
36.1%
B/E move
4.9%

45Δ

Calls
Pseudo strike
109.27
IV
32.5%
B/E move
4.9%
Puts
Pseudo strike
106.73
IV
35.8%
B/E move
4.2%

50Δ

Calls
Pseudo strike
108.01
IV
32.8%
B/E move
4.3%
Puts
Pseudo strike
108.10
IV
35.5%
B/E move
3.6%

55Δ

Calls
Pseudo strike
106.75
IV
33.1%
B/E move
3.7%
Puts
Pseudo strike
109.46
IV
35.3%
B/E move
2.9%

60Δ

Calls
Pseudo strike
105.49
IV
33.4%
B/E move
3.2%
Puts
Pseudo strike
111.23
IV
36.8%
B/E move
2.5%

65Δ

Calls
Pseudo strike
104.35
IV
32.4%
B/E move
2.7%
Puts
Pseudo strike
113.26
IV
39.6%
B/E move
2.1%

70Δ

Calls
Pseudo strike
103.28
IV
30.7%
B/E move
2.2%
Puts
Pseudo strike
115.27
IV
41.9%
B/E move
1.8%

75Δ

Calls
Pseudo strike
102.21
IV
29.0%
B/E move
1.8%
Puts
Pseudo strike
117.16
IV
40.8%
B/E move
1.3%

80Δ

Calls
Pseudo strike
101.15
IV
27.3%
B/E move
1.3%
Puts
Pseudo strike
119.06
IV
39.7%
B/E move
0.9%

Options history

No recorded observations