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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Mercury General Corporation (MCY) - NYSE Next Earnings Date: OS Estimate: June 30, 2026 AC
OS Projected Window: June 29, 2026 to July 4, 2026
EVR: 3.5
Avg Daily Volume: 247,565    Market Cap: 5.3B
Sector: Financial    Short Interest: 3.3
Live Interactive Chart
Days to Next Earnings: 62 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 53
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
May 5, 2026 AC 3.9 $97.45 @$95.00 $8.55
($97.45)
9.0% -5.59% I -1.46% I $96.02 $5.22
( $96.02 )
-38.95%
Feb. 17, 2026 AC 3.9 $96.19 @$95.00 $11.90
($96.19)
12.53% -10.92% I -9.2% I $87.34 $10.15
( $87.34 )
-14.71%
Nov. 4, 2025 AC 4.0 $79.77 @$80.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 29, 2025 AC 4.3 $70.20 @$70.00
May 6, 2025 AC 4.2 $58.97 @$60.00
Feb. 11, 2025 AC 3.4 $50.09 @$50.00
April 30, 2024 AC 3.4 $52.26 @$50.00
Feb. 13, 2024 AC 3.3 $40.37 @$40.00
Oct. 31, 2023 AC 2.7 $30.88 @$30.00
Aug. 1, 2023 AC 2.7 $31.65 @$30.00

 
 
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