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Mercury General Corp. MCY

FINANCIAL SERVICES · INSURANCE - PROPERTY & CASUALTY
i

Market dataready · fetched 2026-11-05T19:07:53.804Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-05T19:07:15.645851989Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-05T19:07:52.686698+00:00

Share price$84.99
1D-3.1%
$84$85$87$88$895:30 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.$0.62$2.52$4.42$6.33$8.23$71.86$81.67$91.48$101.30$111.1120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive MCY spot · $84.98MCY PRICE$0.82$0.98$1.28$1.58$1.89$2.20$2.51$3.07$3.84$4.61$5.38$6.15$7.69$0.94$1.16$1.38$1.61$1.83$2.05$2.43$3.02$3.62$4.21$4.80$5.40
Puts——
CallsExpensive1.26×
Skew——
Implied moveBalanced±$4.94
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ92.7545.5%10.1%77.2950.0%10.2%
25Δ90.2640.0%7.4%78.6746.8%8.8%
30Δ89.1639.1%6.4%80.0643.7%7.4%
35Δ88.2338.8%5.7%81.4440.6%6.1%
40Δ87.2938.5%4.9%82.8337.4%4.7%
45Δ86.3638.2%4.2%84.2234.3%3.3%
50Δ85.4237.9%3.5%85.3732.7%2.4%
55Δ84.4238.7%3.0%86.2233.2%2.1%
60Δ83.3740.6%2.6%87.0833.7%1.8%
65Δ82.3242.4%2.3%87.9334.1%1.5%
70Δ81.2644.3%1.9%88.7834.6%1.2%
75Δ80.2146.1%1.6%89.6335.1%0.9%
80Δ78.4149.0%1.3%

20Δ

Calls
Pseudo strike
92.75
IV
45.5%
B/E move
10.1%
Puts
Pseudo strike
77.29
IV
50.0%
B/E move
10.2%

25Δ

Calls
Pseudo strike
90.26
IV
40.0%
B/E move
7.4%
Puts
Pseudo strike
78.67
IV
46.8%
B/E move
8.8%

30Δ

Calls
Pseudo strike
89.16
IV
39.1%
B/E move
6.4%
Puts
Pseudo strike
80.06
IV
43.7%
B/E move
7.4%

35Δ

Calls
Pseudo strike
88.23
IV
38.8%
B/E move
5.7%
Puts
Pseudo strike
81.44
IV
40.6%
B/E move
6.1%

40Δ

Calls
Pseudo strike
87.29
IV
38.5%
B/E move
4.9%
Puts
Pseudo strike
82.83
IV
37.4%
B/E move
4.7%

45Δ

Calls
Pseudo strike
86.36
IV
38.2%
B/E move
4.2%
Puts
Pseudo strike
84.22
IV
34.3%
B/E move
3.3%

50Δ

Calls
Pseudo strike
85.42
IV
37.9%
B/E move
3.5%
Puts
Pseudo strike
85.37
IV
32.7%
B/E move
2.4%

55Δ

Calls
Pseudo strike
84.42
IV
38.7%
B/E move
3.0%
Puts
Pseudo strike
86.22
IV
33.2%
B/E move
2.1%

60Δ

Calls
Pseudo strike
83.37
IV
40.6%
B/E move
2.6%
Puts
Pseudo strike
87.08
IV
33.7%
B/E move
1.8%

65Δ

Calls
Pseudo strike
82.32
IV
42.4%
B/E move
2.3%
Puts
Pseudo strike
87.93
IV
34.1%
B/E move
1.5%

70Δ

Calls
Pseudo strike
81.26
IV
44.3%
B/E move
1.9%
Puts
Pseudo strike
88.78
IV
34.6%
B/E move
1.2%

75Δ

Calls
Pseudo strike
80.21
IV
46.1%
B/E move
1.6%
Puts
Pseudo strike
89.63
IV
35.1%
B/E move
0.9%

80Δ

Calls
Pseudo strike
78.41
IV
49.0%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend34.62%
Daily EOD
MCY31.1%33.0%34.9%2026-10-19: 31.78%2026-10-20: 31.95%2026-10-21: 32.10%2026-10-22: 31.34%2026-10-23: 32.62%2026-10-26: 33.45%2026-10-27: 33.77%2026-10-28: 32.36%2026-10-29: 33.78%2026-10-30: 34.62%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
31.78%
31.95%
32.10%
31.34%
32.62%
33.45%
33.77%
32.36%
33.78%
34.62%