Ticker Options Intelligence

MRCY options intelligence

Mercury Systems Inc options pressure, expected move, strike concentration, and Sharemaestro trend context.

Conviction 60 Market data through 29 Jul 2026 Checked 30 Jul 2026 00:25 · complete available chain

Volatility expansion watch

Volatility pressure

MRCY currently carries volatility options pressure with a 60/100 conviction score. The nearest-chain expected move is 21.6%, with volume/open-interest participation at 0.67.

Options Intelligence Opportunities Bullish confirmation Risks Unusual flow Vol expansion Repeated pressure Chart Weekly report
Primary read Volatility

Volatility expansion watch

Expected move 21.6%

Wider near-term move priced

Activity / OI 0.67

Current volume is elevated versus prior open interest

Put-call 7.21

Put-side skew

Trend fit 34

Options are not fully confirming trend

Weekly backdrop +7.5%

RS 14.1

Expected move 21.6%
Put-call volume 7.21
Volume / OI 0.67
Reference IV 0.92
Max pain 105.00
Underlying 103.27
Nearest expiry 21 Aug 2026
Contracts 285

Options Intent Radar

Earnings/event positioning

86/100
Primary intent Earnings/event positioning

Options activity is concentrated around a live event window, so the cleanest read is event positioning rather than pure direction.

Flow vs price divergence Volatility flow versus price

Options are pricing movement more than direction; compare expected move with the stock's actual weekly change.

Why this matters

Earnings/event positioning matters because it connects the options headline to the actual evidence: $2.3M of estimated gross traded notional, puts · 22-45 days · otm, and a volatility flow versus price backdrop. Use it as a research priority signal, then validate the chart, liquidity, event calendar, and risk before acting.

Options pressure-69
1W price+7.5%
Call premium19%
Put premium81%
Notional split C 19% / P 81% Estimated gross traded notional uses volume × contract multiplier × midpoint, or last price when no valid midpoint is available.
Freshness 0.67 Volume divided by open interest across the visible chain.
Trend fit 34/100 Agreement between options pressure and Sharemaestro market context.
Event window 10 Aug Matched earnings event is 11 days away.
Aggregate chain data does not identify trade aggressor or opening versus closing activity; call/put concentration is not proof of market direction.
Conviction clusters Puts · 22-45 days · OTM
Puts · 22-45 days · OTM puts cluster with 2238 contracts traded, $1.5M estimated gross traded notional, and 65% of visible notional.
$1.5M
Calls · 91+ days · ITM calls cluster with 62 contracts traded, $208840 estimated gross traded notional, and 9% of visible notional.
$208840
Puts · 91+ days · OTM puts cluster with 145 contracts traded, $122642 estimated gross traded notional, and 5% of visible notional.
$122642
Puts · 46-90 days · ITM puts cluster with 53 contracts traded, $106410 estimated gross traded notional, and 5% of visible notional.
$106410
Calls · 91+ days · OTM calls cluster with 120 contracts traded, $83687 estimated gross traded notional, and 4% of visible notional.
$83687

Setup Classification

Opportunity and risk frame

Context, not advice
Warning Speculative chase

Participation is active enough to treat follow-through risk carefully.

Warning Volatility expansion

The tape is pricing or displaying unusually elevated activity.

Warning Event-risk setup

Expected move or upcoming earnings makes the setup more event-sensitive.

Negative Options disagreement

Options positioning is not confirming the underlying trend context.

Warning Crowded strike risk

Underlying price is close to the max-pain zone.

Activity Anomaly

High anomaly

100

Current options activity is unusually hot versus this ticker's stored history.

Volume rank100th
Volume/OI rank100th
IV rank100th

Market Context

Underlying confirmation

Sharemaestro weekly
Close103.27
1W+7.5%
RS14.1
Fair value+94.0%
Options pressure-69
Speculation56
Volatility96
Trend fit34

Today Versus Normal

Stored-options context

View history
Expected move 21.6% elevated
30d avg 17.6% · 1 read 100th
90d avg 17.6% · 1 read 100th
180d avg 17.6% · 1 read 100th
IV 0.92 elevated
30d avg 0.85 · 1 read 100th
90d avg 0.85 · 1 read 100th
180d avg 0.85 · 1 read 100th
Put-call 7.21 elevated
30d avg 0.72 · 1 read 100th
90d avg 0.72 · 1 read 100th
180d avg 0.72 · 1 read 100th
Volume/OI 0.67 elevated
30d avg 0.01 · 1 read 100th
90d avg 0.01 · 1 read 100th
180d avg 0.01 · 1 read 100th

Pressure Trail

Recent pressure and volatility

Open trail
29 Jul 10:34 Bullish
Pressure 22
Move 17.6%
29 Jul 23:25 Volatility
Pressure -69
Move 21.6%

Strike Map

Where activity is clustering

Full strike map
Strike60.00
Calls · V 0 · OI 0
Puts · V 0 · OI 1
Strike65.00
Calls · V 0 · OI 0
Puts · V 8 · OI 1
Strike70.00
Calls · V 0 · OI 0
Puts · V 8 · OI 5
Strike75.00
Calls · V 0 · OI 0
Puts · V 2 · OI 20
Strike80.00
Calls · V 1 · OI 1
Puts · V 548 · OI 347
Strike85.00
Calls · V 0 · OI 0
Puts · V 2 · OI 38
Strike90.00
Calls · V 2 · OI 1
Puts · V 1565 · OI 28
Strike92.50
Calls · V 0 · OI 0
Puts · V 0 · OI 3

Term Structure

Expiration activity

Volume and IV
Expiry21 Aug 2026
Contracts35
Avg IV0.92
Put-call40.78
Expiry18 Sep 2026
Contracts41
Avg IV0.39
Put-call0.72
Expiry16 Oct 2026
Contracts47
Avg IV0.70
Put-call2.76
Expiry20 Nov 2026
Contracts40
Avg IV0.35
Put-call0.85
Expiry18 Dec 2026
Contracts27
Avg IV0.54
Put-call2.00

Skew

Call/put IV balance

OTM demand
21 Aug 2026Call IV premium
Call IV1.01
Put IV0.82
Skew-0.19
18 Sep 2026Call IV premium
Call IV0.80
Put IV0.00
Skew-0.80
16 Oct 2026Call IV premium
Call IV0.75
Put IV0.28
Skew-0.48
20 Nov 2026Call IV premium
Call IV0.74
Put IV0.00
Skew-0.74
18 Dec 2026Call IV premium
Call IV0.73
Put IV0.66
Skew-0.06

Contract Tape

Most active contracts

Full contract tape
ContractMRCY270521C00180000
SideCall
Expiry21 May 2027
Strike180.00
Volume-
OI42
IV0.76
ContractMRCY270617C00120000
SideCall
Expiry17 Jun 2027
Strike120.00
Volume-
OI25
IV0.68
ContractMRCY261218C00072500
SideCall
Expiry18 Dec 2026
Strike72.50
Volume-
OI20
IV1.35
ContractMRCY270521P00055000
SidePut
Expiry21 May 2027
Strike55.00
Volume-
OI20
IV0.69
ContractMRCY260821P00097500
SidePut
Expiry21 Aug 2026
Strike97.50
Volume-
OI17
IV0.82
ContractMRCY261120P00110000
SidePut
Expiry20 Nov 2026
Strike110.00
Volume-
OI12
IV0.20
ContractMRCY260918C00087500
SideCall
Expiry18 Sep 2026
Strike87.50
Volume-
OI11
IV1.05
ContractMRCY261218P00075000
SidePut
Expiry18 Dec 2026
Strike75.00
Volume-
OI7
IV0.53