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MRCY - Mercury Systems
Implied Volatility Analysis

Implied Volatility:
98.8%

Mercury Systems has an Implied Volatility (IV) of 98.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for MRCY is 54 and the Implied Volatility Percentile (IVP) is 95. The current Implied Volatility Index for MRCY is 1.78 standard deviations away from its 1 year mean.

Market Cap$2.40B
Next Earnings Date11/1/2022 (33d)
Implied Volatility (IV) 30d
98.82
Implied Volatility Rank (IVR) 1y
54.11
Implied Volatility Percentile (IVP) 1y
94.59
Historical Volatility (HV) 30d
26.45
IV / HV
3.74
Open Interest
1.18K
Option Volume
24.00

Data was calculated after the 9/28/2022 closing.

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