Mercury General Corporati... (MCY)
NYSE: MCY
· Real-Time Price · USD
86.58
-0.35 (-0.40%)
At close: Oct 06, 2025, 12:14 PM
MCY Delta Exposure By Expiry
The total Delta Exposure (DEX) for MCY across all expirations shows 220,359.23 net shares that market makers must hedge, with 231,456.58 from calls and 11,097.35 from puts. The put-call delta ratio of 0.05 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.
MCY DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 17, 25 | 2,720.25 | -3,485.44 | -765.19 | 1.28 |
| Nov 21, 25 | 5,369.48 | -513 | 4,856.48 | 0.10 |
| Dec 19, 25 | 193,003.53 | -4,636.01 | 188,367.52 | 0.02 |
| Jan 16, 26 | 0 | 0 | 0 | n/a |
| Mar 20, 26 | 30,363.32 | -2,462.9 | 27,900.42 | 0.08 |