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Mercury General Corp. MCY

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Market datapartial · fetched 2026-10-22T23:11:45.752Z

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 · 2026-10-22T23:00:00.002510268Z

FundamentalsAlpha Vantage · unavailable

Share price$106.71
1D+0.9%
AH$105.69$106.13$106.56$107.00$107.435:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMCY
Sold putSold callAH

Mercury General Corp. options

Live interpolated MCY call and put midpoint premiums by absolute delta.Mercury General Corp.$0.80$3.59$6.37$9.16$11.95$93.95$100.23$106.52$112.80$119.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MCY spot · $106.71MCY PRICE$1.10$1.40$1.76$2.13$2.55$3.28$4.01$4.75$5.48$6.19$6.91$7.62$8.53$1.27$1.67$2.16$2.64$3.13$3.74$4.36$4.99$5.62$7.01$8.39$9.78$11.14
PutsExpensive1.59×
CallsExpensive1.43×
SkewBearish+1.30 pp
Implied moveBearish±$8.38
TiltBearish8.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ116.9934.6%10.7%98.5636.1%8.8%
25Δ114.3932.2%8.5%100.5934.9%7.3%
30Δ112.8631.7%7.4%102.0434.7%6.4%
35Δ111.3331.2%6.3%103.4834.6%5.5%
40Δ109.8330.9%5.3%104.9334.4%4.6%
45Δ108.5932.3%4.8%106.2133.9%4.0%
50Δ107.3533.7%4.4%107.4833.5%3.4%
55Δ106.1135.0%3.9%108.7533.0%2.8%
60Δ104.8636.1%3.4%110.0232.5%2.2%
65Δ103.5934.9%2.9%111.7833.9%1.8%
70Δ102.3133.8%2.3%113.5435.2%1.5%
75Δ101.0332.6%1.8%115.2936.1%1.1%
80Δ99.6131.7%1.3%117.0434.8%0.8%

20Δ

Calls
Pseudo strike
116.99
IV
34.6%
B/E move
10.7%
Puts
Pseudo strike
98.56
IV
36.1%
B/E move
8.8%

25Δ

Calls
Pseudo strike
114.39
IV
32.2%
B/E move
8.5%
Puts
Pseudo strike
100.59
IV
34.9%
B/E move
7.3%

30Δ

Calls
Pseudo strike
112.86
IV
31.7%
B/E move
7.4%
Puts
Pseudo strike
102.04
IV
34.7%
B/E move
6.4%

35Δ

Calls
Pseudo strike
111.33
IV
31.2%
B/E move
6.3%
Puts
Pseudo strike
103.48
IV
34.6%
B/E move
5.5%

40Δ

Calls
Pseudo strike
109.83
IV
30.9%
B/E move
5.3%
Puts
Pseudo strike
104.93
IV
34.4%
B/E move
4.6%

45Δ

Calls
Pseudo strike
108.59
IV
32.3%
B/E move
4.8%
Puts
Pseudo strike
106.21
IV
33.9%
B/E move
4.0%

50Δ

Calls
Pseudo strike
107.35
IV
33.7%
B/E move
4.4%
Puts
Pseudo strike
107.48
IV
33.5%
B/E move
3.4%

55Δ

Calls
Pseudo strike
106.11
IV
35.0%
B/E move
3.9%
Puts
Pseudo strike
108.75
IV
33.0%
B/E move
2.8%

60Δ

Calls
Pseudo strike
104.86
IV
36.1%
B/E move
3.4%
Puts
Pseudo strike
110.02
IV
32.5%
B/E move
2.2%

65Δ

Calls
Pseudo strike
103.59
IV
34.9%
B/E move
2.9%
Puts
Pseudo strike
111.78
IV
33.9%
B/E move
1.8%

70Δ

Calls
Pseudo strike
102.31
IV
33.8%
B/E move
2.3%
Puts
Pseudo strike
113.54
IV
35.2%
B/E move
1.5%

75Δ

Calls
Pseudo strike
101.03
IV
32.6%
B/E move
1.8%
Puts
Pseudo strike
115.29
IV
36.1%
B/E move
1.1%

80Δ

Calls
Pseudo strike
99.61
IV
31.7%
B/E move
1.3%
Puts
Pseudo strike
117.04
IV
34.8%
B/E move
0.8%

Options history

No recorded observations