Mercury General (MCY)'s 30-day implied volatility (IV30) was 31.3% at the close on November 11, 2026, up from 31.2% the day before, against a 52-week range of 24.4% to 54.6%. Its 20-day historical volatility was 30.9%.
Key numbers
30-day implied volatility (IV30): 31.3%
IV30 52-week range: 24.4% to 54.6% (median 32.4%)
Historical volatility: 20-day 30.9%, 1-year 29.4%
Implied move by the nearest expiration: ±2.1%
Data as of November 11, 2026.
MCY Implied Volatility (IV) vs Historical Volatility (HV)
The MCY IV term structure shows the implied volatility difference between different maturity dates.