MCY Volatility Skew

Upgrade to view multiple expiration dates on this chart.

Upgrade now

       

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.

Give feedback on this chart