Mercury General Corp (MCY) Historical Volatility

Tracking MCY historical volatility helps you see how much Mercury General Corp's stock price has actually moved over past periods, giving you a baseline to judge whether current option premiums are fair, cheap, or expensive. While implied volatility tells you what the market expects, Mercury General Corp's HV tells you what really happened. Use our scanner to monitor MCY 30 day historical volatility alongside longer lookback windows and spot the moments when realized and implied diverge.

Historical volatility is the annualized standard deviation of an underlying's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. The MCY 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Mercury General Corp's HV to its implied volatility reveals the volatility risk premium — when IV sits well above HV, option sellers tend to have an edge; when HV runs hot relative to IV, buyers may be underpaying for movement.

Mercury General Corporation, together with its subsidiaries, engages in writing personal automobile insurance in the United States. The company also writes homeowners, commercial automobile, commercial property, mechanical protection, and umbrella insurance products. Its automobile insurance products include collision, property damage, bodily injury, comprehensive, personal injury protection, underinsured and uninsured motorist, and other hazards; and homeowners insurance products comprise dwelling, liability, personal property, fire, and other hazards. The company sells its policies through a network of independent agents and insurance agencies, as well as directly through internet sales portals in Arizona, California, Florida, Georgia, Illinois, Nevada, New Jersey, New York, Oklahoma, Texas, and Virginia.

Mercury General Corporation was founded in 1961 and is headquartered in Los Angeles, California.

Sizing a long premium trade, modeling a covered call, or hunting volatility arbitrage all come back to one question: how much has the stock actually moved? Our scanner puts Mercury General Corp's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where MCY HV is running hot, cold, or in line. Make the MCY 30 day historical volatility — and every other window — work for your edge instead of against it.