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Mercury General Corp MCY 84.48 -4.45 -5.0%

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ATM IV
0.326
Put Call Ratio (OI)
0.0527
Put Call Ratio (Vol)
0.0415
IV Rank
17.2
IV Percentile
34
Max pain
100

Gamma exposure (2026-11-05)

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}
15.0
316.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-80.4
80.4
View values by strike
MCY · Gamma exposure · 2026-11-05. USD of exposure per 1% underlying move.
StrikeCallsPuts
55.00 72.3 -175
60.00 47.4 -932
65.00 841 -54.9
70.00 366 -453
75.00 137 K -19.4 K
80.00 328 K -4.46 K
85.00 71.8 K -40.5 K
90.00 340 K -49.1 K
95.00 274 K -24 K
100.00 3.57 K -3.74 K
105.00 10.3 K 0
110.00 2.3 K 0
115.00 36.2 K 0
120.00 135 K 0
125.00 142 K 0
130.00 34.3 K 0
135.00 173 0
145.00 54.9 0
150.00 37.2 0