MCY · Mercury General Corp

Track MCY — free Ask ALVIS about MCY

$107.14 +1.68 (+1.59%) At close · Jul 24

Market Cap

$5.94B

55.39M

Options Chain

15-min delayed Underlying $107.14 · today Options Calculator

Positioning

Aug 21, 2026 · 26 days to expiry · 44 contracts

Put / call OI

0.52

Call-heavy positioning

Open interest

761

contracts outstanding

Volume

165

traded today

Max pain

$85.00

$22.14 below spot

ATM implied vol

41.6%

market's expected move

Open interest by strike

Calls Puts

100

105

110

115

120

125

130

135

140

145

150

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 26d Sep 18 54d Dec 18 145d Mar 19 236d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
0	—	—	—	—		—	-0.019	178.7%	—	0
Call · $45 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $45 Last — Breakeven — Implied vol 178.7% Delta -0.019 ≈2% ITM Gamma 0.001 Theta -0.045 Vega 0.018 Open interest 0 Model this put
0	—	—	—	—		—	-0.021	158.5%	—	0
Call · $50 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $50 Last — Breakeven — Implied vol 158.5% Delta -0.021 ≈2% ITM Gamma 0.001 Theta -0.044 Vega 0.02 Open interest 0 Model this put
0	—	—	—	—		$1.50	-0.026	142.8%	1	1
Call · $55 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $55 Last $1.50 Breakeven $53.50 Implied vol 142.8% Delta -0.026 ≈3% ITM Gamma 0.001 Theta -0.047 Vega 0.021 Open interest 1 Model this put
2	2	—	—	$50.03		$0.15	-0.029	126.2%	1	3
Call · $60 In the money Last $50.03 Breakeven $110.03 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this call Put · $60 Last $0.15 Breakeven $59.85 Implied vol 126.2% Delta -0.029 ≈3% ITM Gamma 0.002 Theta -0.045 Vega 0.022 Open interest 3 Model this put
4	3	—	—	$31.65		$2.50	-0.03	108.7%	1	2
Call · $65 In the money Last $31.65 Breakeven $96.65 Implied vol — Delta — Gamma — Theta — Vega — Open interest 4 Model this call Put · $65 Last $2.50 Breakeven $62.50 Implied vol 108.7% Delta -0.03 ≈3% ITM Gamma 0.002 Theta -0.041 Vega 0.022 Open interest 2 Model this put
0	—	—	—	—		$2.05	-0.035	94.8%	1	2
Call · $70 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $70 Last $2.05 Breakeven $67.95 Implied vol 94.8% Delta -0.035 ≈3% ITM Gamma 0.003 Theta -0.04 Vega 0.023 Open interest 2 Model this put
0	—	—	—	—		$2.70	-0.04	81.8%	1	14
Call · $75 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $75 Last $2.70 Breakeven $72.30 Implied vol 81.8% Delta -0.04 ≈4% ITM Gamma 0.004 Theta -0.038 Vega 0.024 Open interest 14 Model this put
0	—	57.8%	0.977	—		$2.05	-0.05	71.7%	1	6
Call · $80 In the money Last — Breakeven — Implied vol 57.8% Delta 0.977 ≈98% ITM Gamma 0.003 Theta -0.021 Vega 0.012 Open interest 0 Model this call Put · $80 Last $2.05 Breakeven $77.95 Implied vol 71.7% Delta -0.05 ≈5% ITM Gamma 0.005 Theta -0.041 Vega 0.025 Open interest 6 Model this put
326	50	60.1%	0.939	$23.80		$0.40	-0.055	58.4%	1	6
Call · $85 In the money Last $23.80 Breakeven $108.80 Implied vol 60.1% Delta 0.939 ≈94% ITM Gamma 0.007 Theta -0.044 Vega 0.044 Open interest 326 Model this call Put · $85 Last $0.40 Breakeven $84.60 Implied vol 58.4% Delta -0.055 ≈6% ITM Gamma 0.007 Theta -0.036 Vega 0.026 Open interest 6 Model this put
24	4	53%	0.905	$16.63		$5.70	-0.121	61.3%	1	14
Call · $90 In the money Last $16.63 Breakeven $106.63 Implied vol 53% Delta 0.905 ≈91% ITM Gamma 0.011 Theta -0.053 Vega 0.046 Open interest 24 Model this call Put · $90 Last $5.70 Breakeven $84.30 Implied vol 61.3% Delta -0.121 ≈12% ITM Gamma 0.012 Theta -0.068 Vega 0.069 Open interest 14 Model this put
17	2	47.4%	0.848	$16.00		$2.21	-0.17	51.8%	60	166
Call · $95 In the money Last $16.00 Breakeven $111.00 Implied vol 47.4% Delta 0.848 ≈85% ITM Gamma 0.017 Theta -0.066 Vega 0.071 Open interest 17 Model this call Put · $95 Last $2.21 Breakeven $92.79 Implied vol 51.8% Delta -0.17 ≈17% ITM Gamma 0.017 Theta -0.071 Vega 0.071 Open interest 166 Model this put
76	2	40.1%	0.765	$9.60		$1.80	-0.262	46.4%	2	20
Call · $100 In the money Last $9.60 Breakeven $109.60 Implied vol 40.1% Delta 0.765 ≈76% ITM Gamma 0.027 Theta -0.073 Vega 0.095 Open interest 76 Model this call Put · $100 Last $1.80 Breakeven $98.20 Implied vol 46.4% Delta -0.262 ≈26% ITM Gamma 0.025 Theta -0.081 Vega 0.096 Open interest 20 Model this put
10	2	38%	0.609	$8.65		$3.10	-0.402	45.3%	10	11
Call · $105 In the money Last $8.65 Breakeven $113.65 Implied vol 38% Delta 0.609 ≈61% ITM Gamma 0.035 Theta -0.084 Vega 0.112 Open interest 10 Model this call Put · $105 Last $3.10 Breakeven $101.90 Implied vol 45.3% Delta -0.402 ≈40% ITM Gamma 0.03 Theta -0.093 Vega 0.113 Open interest 11 Model this put
Underlying $107.14
13	2	41.4%	0.439	$2.40		$6.40	-0.55	46.6%	10	13
Call · $110 Last $2.40 Breakeven $112.40 Implied vol 41.4% Delta 0.439 ≈44% ITM Gamma 0.033 Theta -0.092 Vega 0.116 Open interest 13 Model this call Put · $110 In the money Last $6.40 Breakeven $103.60 Implied vol 46.6% Delta -0.55 ≈55% ITM Gamma 0.03 Theta -0.097 Vega 0.116 Open interest 13 Model this put
14	1	41.1%	0.288	$1.60		$6.97	-0.711	41.6%	1	1
Call · $115 Last $1.60 Breakeven $116.60 Implied vol 41.1% Delta 0.288 ≈29% ITM Gamma 0.029 Theta -0.079 Vega 0.104 Open interest 14 Model this call Put · $115 In the money Last $6.97 Breakeven $108.03 Implied vol 41.6% Delta -0.711 ≈71% ITM Gamma 0.029 Theta -0.073 Vega 0.104 Open interest 1 Model this put
13	2	40.4%	0.167	$0.73		—	-0.807	44.7%	—	0
Call · $120 Last $0.73 Breakeven $120.73 Implied vol 40.4% Delta 0.167 ≈17% ITM Gamma 0.022 Theta -0.057 Vega 0.082 Open interest 13 Model this call Put · $120 In the money Last — Breakeven — Implied vol 44.7% Delta -0.807 ≈81% ITM Gamma 0.022 Theta -0.062 Vega 0.081 Open interest 0 Model this put
0	—	49.5%	0.14	—		—	-0.892	44.4%	—	0
Call · $125 Last — Breakeven — Implied vol 49.5% Delta 0.14 ≈14% ITM Gamma 0.016 Theta -0.062 Vega 0.056 Open interest 0 Model this call Put · $125 In the money Last — Breakeven — Implied vol 44.4% Delta -0.892 ≈89% ITM Gamma 0.016 Theta -0.04 Vega 0.054 Open interest 0 Model this put
0	2	44.9%	0.064	$0.03		—	-0.916	50.7%	—	0
Call · $130 Last $0.03 Breakeven $130.03 Implied vol 44.9% Delta 0.064 ≈6% ITM Gamma 0.01 Theta -0.031 Vega 0.033 Open interest 0 Model this call Put · $130 In the money Last — Breakeven — Implied vol 50.7% Delta -0.916 ≈92% ITM Gamma 0.012 Theta -0.038 Vega 0.053 Open interest 0 Model this put
2	1	53.7%	0.065	$2.00		—	-0.935	55.4%	—	0
Call · $135 Last $2.00 Breakeven $137.00 Implied vol 53.7% Delta 0.065 ≈7% ITM Gamma 0.008 Theta -0.038 Vega 0.034 Open interest 2 Model this call Put · $135 In the money Last — Breakeven — Implied vol 55.4% Delta -0.935 ≈93% ITM Gamma 0.009 Theta -0.033 Vega 0.032 Open interest 0 Model this put
1	1	—	—	$0.05		—	-0.952	58.7%	—	0
Call · $140 Last $0.05 Breakeven $140.05 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $140 In the money Last — Breakeven — Implied vol 58.7% Delta -0.952 ≈95% ITM Gamma 0.007 Theta -0.027 Vega 0.031 Open interest 0 Model this put
0	—	—	—	—		—	-0.945	68%	—	0
Call · $145 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $145 In the money Last — Breakeven — Implied vol 68% Delta -0.945 ≈94% ITM Gamma 0.006 Theta -0.036 Vega 0.032 Open interest 0 Model this put
0	—	—	—	—		—	-0.948	74%	—	0
Call · $150 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $150 In the money Last — Breakeven — Implied vol 74% Delta -0.948 ≈95% ITM Gamma 0.006 Theta -0.037 Vega 0.033 Open interest 0 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 64996 CUSIP 589400100 13F (30d) 56 filings 56 filers Visit website Investor relations