MCY Moves

Mercury General Corp MCY 84.48 -4.45 -5.0%

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Expected move

November 05, 2026 close · $84.63

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±1.4% ±$1.22	$83.41 – $85.85	$83.17 – $86.09	$82.01 – $87.25
2 sessions	±2.0% ±$1.70	$82.93 – $86.33	$82.57 – $86.69	$80.97 – $88.29
3 sessions	±2.5% ±$2.14	$82.49 – $86.77	$82.07 – $87.19	$80.07 – $89.19
1 week	±3.2% ±$2.73	$81.90 – $87.36	$81.30 – $87.96	$78.83 – $90.43
2 weeks	±4.5% ±$3.82	$80.81 – $88.45	$79.91 – $89.35	$76.48 – $92.78
3 weeks	±5.5% ±$4.67	$79.96 – $89.30	$78.82 – $90.44	$74.75 – $94.51
1 month	±6.5% ±$5.52	$79.11 – $90.15	$77.74 – $91.52	$72.93 – $96.33

Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. Draw the cone on the chart →

Volatility premium

Beta

The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move

±16.27%

Average actual move

9.28%

Beyond the implied move

0 / 1

Median IV change

-39.25%

Reaction session	Implied	Actual	Used	ATM IV before → after
February 12, 2025	±16.27%	+9.28%	0.57×	123.4% → 75.0%

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →