ThetaOwl

MRCY

Mercury Systems IncIndustrials
$74.22
Bullish
Mkt Cap: $4.45B|Float: 55.5M|SI: 7.3%|DTC: 8.3
Data as of market close Apr 2, 2026
IV Rank
91
IV Pctl
67%
HV 20d
53.4%
52W Range
$40-$104
ATR(14)
$4.12
Exp. Move
±9.6%
P/C Ratio
0.67
Earnings
May 5
GEX Positive
DEX Long
Net Put Premium
IV High
Max Pain Above
Exp. Move Wide
Low Put/Call

MRCY Key Options Data

IV Rank
90.5%
Total GEX
$0.00B
Total DEX
$0.1M
Max Pain
$80.00
Expected Move
±9.6%
Put/Call OI
0.67
Net Premium
$-0.3M
Spot Price
$74.22

Gamma Exposure (GEX)

Delta Exposure (DEX)

Expected Move by Expiration

ExpirationDTEExpected MoveMove %LowerUpper
2026-04-1715±$7.12±9.6%$67.10$81.35
2026-05-1543±$13.75±18.5%$60.47$87.97
2026-06-1877±$14.90±20.1%$59.32$89.12
2026-07-17106±$21.60±29.1%$52.62$95.82
2026-09-18169±$21.85±29.4%$52.37$96.07
2026-10-16197±$28.50±38.4%$45.72$102.72

Explore MRCY options data including implied volatility rankings, gamma and delta exposure, max pain levels, and expected price moves. AI-generated reports provide directional, income, and earnings analysis.