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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Mercury Systems Inc (MRCY) - NASDAQ Next Earnings Date: Estimated on Nov. 10, 2026
OS Projected Window: Nov. 2, 2026 to Nov. 7, 2026
EVR: 5.7
Avg Daily Volume: 560,675    Market Cap: 4.7B
Sector: Industrials    Short Interest: 9.13
Live Interactive Chart
Days to Next Earnings: 11 Days
Implied Move Monthly: 18.76%       Expires on: Nov. 20, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 57
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
Nov. 10, 2026 AC None $0.00 @$77.50 $14.55
($77.54)
18.76% -None% -None% $0.00 $0.00
( N/A )
None%
Aug. 18, 2026 AC 5.7 $105.00 @$105.00 $20.60
($105.00)
19.62% -7.24% I -3.57% I $101.25 $13.50
( $101.25 )
-34.47%
May 5, 2026 AC 6.2 $82.96 @$82.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 3, 2026 AC 6.0 $99.28 @$100.00
Nov. 4, 2025 AC 6.4 $75.71 @$75.00
Aug. 11, 2025 AC 6.0 $53.58 @$52.50
May 6, 2025 AC 6.3 $50.41 @$50.00
Feb. 4, 2025 AC 5.8 $42.09 @$42.50
Nov. 5, 2024 AC 5.3 $34.19 @$35.00
Aug. 13, 2024 AC 5.0 $34.00 @$35.00

 
 
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