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MCY

MERCURY GENERAL CORP
109.00post+$2.40 (+2.25%)at close +$0.00 (+0.00%)
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as of 21:51:36 UTCnext report Nov 3 · 90d
Earnings Room‹ back to MCY

The report

reported · awaiting the session that absorbs it
Aug 4after the close · Q2 FY26next Nov 3
Reported yesterday, after the close · Q2 FY26The market priced ±7.2% into it; the session that absorbs it hasn't closed yet

The reaction

Loading the session…

Expected movement · next report

market-implied · at the Aug 4 close
±14.9%is what the chain prices between now and the expiry below. Not a view we hold.

That span is 136days, so it covers the report plus the ordinary movement around it. The chain doesn't yet quote a second expiry we can separate the two with; the range narrows onto the report as it approaches.

expiry Dec 18 · first after the reportATM strike 110straddle 19.15ATM IV 36%× 0.85 straddle-to-rangespot 109.00

Blast radius

2 linked · N-PORT + EDGAR

If MCY moves ±14.9% over this report, these carry part of it. Fund rows are arithmetic on published holding weights — what an index fund does by construction. Company rows are ranked by disclosed tie strength.

Positioning

3 expiries · as of the Jul 31 close

Contracts already committed, not just traded today — puts against calls, sized by expiry. The tick is today's volume moving against that stance; the arrow, how much built up since the prior session.

OI ΔPutsOI
Expiry
OICallsOI Δ
▲ +0%
260
Aug 21
21d
507
▲ +0%
▲ +5%
157
Sep 18
49d
3.2k
▲ +0%
▲ +0%
276
Dec 18
140d
1.3k
▲ +0%

The record

expected in pale · actual in full color
1/8reports moved further than the options market had pricedtypically ±4.2% realized vs ±7.8% priced
May 5 '26±7.5%→−1.5%×0.20
Feb 17 '26±7.2%→−9.2%×1.27
Nov 4 '25±7.2%→+2.5%×0.34
Jul 29 '25±6.1%→+0.7%×0.11
May 6 '25±7.2%→−3.4%×0.47
Feb 11 '25±13.4%→+9.3%×0.69
Oct 29 '24±6.7%→+5.0%×0.75
Jul 30 '24±7.0%→+1.8%×0.25
pale = implied the day beforeink = the next day's close× = realized ÷ implied
2-quarter memory
Q2 FY26 · reported 4.76 · rev $1.7B
record note

The note composes when the report lands. Nothing is written for a quarter that hasn't been read.