Closed
⌘K
Sign in Sign up

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

Expected move

November 04, 2026 close · $70.74
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.3% ±$1.59 $69.15 – $72.33 $68.83 – $72.65 $67.33 – $74.15
2 sessions ±3.1% ±$2.21 $68.53 – $72.95 $68.06 – $73.42 $65.97 – $75.51
3 sessions ±3.9% ±$2.78 $67.96 – $73.52 $67.42 – $74.06 $64.81 – $76.67
1 week Earnings ±13.8% ±$9.73 $61.01 – $80.47 $58.65 – $82.83 $50.27 – $91.21
2 weeks Earnings ±14.8% ±$10.43 $60.31 – $81.17 $57.85 – $83.63 $48.75 – $92.73
3 weeks Earnings ±15.6% ±$11.03 $59.71 – $81.77 $57.09 – $84.39 $47.56 – $93.92
1 month Earnings ±16.5% ±$11.69 $59.05 – $82.43 $56.23 – $85.25 $46.16 – $95.32
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. MRCY reports in 5 sessions; only the horizons marked Earnings include its jump. 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
±12.58%
Average actual move
13.88%
Beyond the implied move
2 / 5
Median IV change
-44.63%
Reaction session Implied Actual Used ATM IV before → after
August 19, 2026 ±14.05% -3.57% 0.25× —
May 06, 2026 ±13.62% +10.49% 0.77× —
August 12, 2025 ±11.24% +26.95% 2.40× —
May 07, 2025 ±10.81% -4.88% 0.45× 82.0% → 45.4%
November 06, 2024 ±13.16% +23.49% 1.78× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →