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Mercury Systems Inc MRCY 71.76 -8.56 -10.66%

Previous-day view · Wed Nov 4 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in
ATM IV
0.678
Put Call Ratio (OI)
0.422
Put Call Ratio (Vol)
0.743
IV Rank
50.5
IV Percentile
68
Max pain
82.5

Gamma exposure (2026-11-04)

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}
16.0
807.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-119.3
119.3
View values by strike
MRCY · Gamma exposure · 2026-11-04. USD of exposure per 1% underlying move.
StrikeCallsPuts
35.00 0 -22.8
37.50 0 -13.9
40.00 0 -36.2
42.50 15.1 -3.79 K
45.00 1.25 K -804
47.50 133 -1.13 K
50.00 305 -1.31 K
55.00 212 -6.05 K
60.00 253 -13.5 K
62.50 0 -11.2 K
65.00 734 -7.73 K
67.50 606 -3.49 K
70.00 1.55 K -4.74 K
72.50 3.38 K -13 K
75.00 5.98 K -35.1 K
77.50 6 K -5.68 K
80.00 20.9 K -17.6 K
82.50 20.8 K -3.78 K
85.00 2.17 K -4.89 K
87.50 4.13 K -7.33 K
90.00 21.4 K -5.17 K
92.50 9.22 K -1.53 K
95.00 17.2 K -3.57 K
97.50 5.65 K -502
100.00 17.6 K -5.47 K
105.00 6.98 K -644
110.00 10.9 K -244
115.00 4.03 K -143
120.00 19.4 K -30
125.00 3.36 K 0
130.00 12.9 K -86.6
135.00 2.37 K 0
140.00 3.11 K -67.8
145.00 551 0
150.00 9.47 K 0
155.00 1.03 K 0
160.00 1.08 K 0
165.00 797 0
170.00 142 0
175.00 285 0
180.00 760 0
185.00 497 0
190.00 166 0