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Implied Volatility Stats
Showing results for 2026-11-20(m), calls & puts
| Expiration Date | Avg IV |
|---|---|
MCY Volatility Skew FAQ
What is volatility skew?
Volatility skew is the difference in implied volatility between options at different strike prices. A steeper skew means traders are paying more for options on one side, usually downside puts used as protection.
What is MCY's one-year implied volatility range?
Over the past year, Mercury General 30-day implied volatility ranged from 26.0% on Aug 28, 2026 to 179.2% on Jan 16, 2026.
How has MCY implied volatility changed recently?
Mercury General 30-day implied volatility went from 34.8% on Oct 7, 2026 to 31.4% on Nov 4, 2026. See the MCY implied volatility history for a longer view.
What is Mercury General Corp?
Mercury General Corp is an insurance holding company.