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Mercury General Corp MCY 100.34 -0.6 -0.59%

MCY Gamma Exposure (GEX)

MCY (Mercury General Corp): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.274
Put Call Ratio (OI)
0.0455
Put Call Ratio (Vol)
0.0375
IV Rank
5.04
IV Percentile
2.71
Max Pain
100

Gamma exposure (2026-09-21)

GEX estimates dealer hedging flow at each strike.

Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility.

DTE \text{DTE}
25.0
179.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-64.4
64.4
View values by strike
MCY · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
55.00 53.2 -117
60.00 29.2 -564
65.00 389 -37.4
70.00 209 -40.6
75.00 64 K -1.09 K
80.00 67.8 K -1.45 K
85.00 30.1 K -11 K
90.00 388 K -33.2 K
95.00 1.62 K -7.6 K
100.00 4.68 K -7.75 K
105.00 16.8 K -4.07 K
110.00 4.08 K 0
115.00 1.16 K 0
120.00 161 K -160
125.00 191 K 0
130.00 120 K 0
135.00 266 0
145.00 50.2 0