MRCY251017P00047500 Option on Mercury Systems

MRCY Stock  USD 52.91  0.54  1.03%   
MRCY251017P00047500 is a PUT option contract on Mercury Systems' common stock with a strick price of 47.5 expiring on 2025-10-17. The contract was not traded in recent days and, as of today, has 86 days remaining before the expiration. The option is currently trading at a bid price of $0.75, and an ask price of $4.5. The implied volatility as of the 23rd of July is 86.0.
A put option written on Mercury Systems becomes more valuable as the price of Mercury Systems drops. Conversely, Mercury Systems' put option loses its value as Mercury Stock rises.

Rule 16 of 2025-10-17 Option Contract

The options market is anticipating that Mercury Systems will have an average daily up or down price movement of about 0.0294% per day over the life of the option. With Mercury Systems trading at USD 52.91, that is roughly USD 0.0155. If you think that the market is fully understating Mercury Systems' daily price movement you should consider buying Mercury Systems options at that current volatility level of 0.47%. But if you have an opposite viewpoint you should avoid it and even consider selling them.

Out Of The Money Put Option on Mercury Systems

An 'Out of The Money' option on Mercury has a strike price that Mercury Stock has yet to reach, meaning the option has no intrinsic value. 'Out of The Money' options are usually less costly than 'In The Money' options, making them more desirable to traders with smaller amounts of capital. Some of the uses for Mercury Systems' 'Out of The Money' options include buying the options if you expect a big move in Mercury Systems' stock. Since 'Out of The Money' options have a lower up-front cost (i.e., no intrinsic value) than 'In The Money' options, buying it is a reasonable choice.
Put Contract NameMRCY251017P00047500
Expires On2025-10-17
Days Before Expriration86
Vega0.088271
Gamma0.029903
Theoretical Value2.63
Open Interest50
Strike Price47.5
Last Traded At2.55
Current Price Spread0.75 | 4.5
Rule 16 Daily Up or DownUSD 0.0155

Mercury short PUT Option Greeks

Mercury Systems' Option Greeks for the contract ending on 2025-10-17 at a strike price of 47.5 measures the various factors that affect its cost and calculated using a theoretical options pricing model. It helps investors make more informed decisions about whether to trade this option contract or when to trade it. In addition to Mercury Systems' option greeks, its implied volatility helps estimate the risk of Mercury Systems stock implied by the prices of the options on Mercury Systems' stock.
Delta-0.307069
Gamma0.029903
Theta-0.021964
Vega0.088271
Rho-0.037824

Mercury long PUT Option Payoff at expiration

Put options written on Mercury Systems grant holders of the option the right to sell a specified amount of Mercury Systems at a specified price within a specified time frame. The put buyer has a limited loss and, while not fully unlimited gains, as the price of Mercury Stock cannot fall below zero, the put buyer does gain as the price drops. So, purchasing a put option on Mercury Systems is like buying insurance aginst Mercury Systems' downside shift.
   Profit   
       Mercury Systems Price At Expiration  

Mercury short PUT Option Payoff at expiration

By selling Mercury Systems' put option, the investors signal their bearish sentiment. A short position in a put option written on Mercury Systems will generally make money when the underlying price is above the strike price. Therefore Mercury Systems' put payoff at expiration depends on where the Mercury Stock price is relative to the put option strike price. The breakeven price of 44.87 is the critical point that divides the payoff function into two parts. Below the breakeven price, the payoff is dropping and negative (the seller makes a loss). Above the breakeven price, the payoff line is upward sloping as the option payoff increases in proportion to Mercury Systems' price. Finally, at the strike price of 47.5, the payoff chart is constant and positive.
   Profit   
       Mercury Systems Price At Expiration  
View All Mercury Systems Options

Mercury Systems Available Put Options

Mercury Systems' option chain is a display of a range of information that helps investors for ways to trade options on Mercury. In general, an option chain provides a helpful tool for investors to see all available option contracts, both puts, and calls, for Mercury. It also shows strike prices and maturity days for a Mercury Systems against a given expiration period. The table below combines all the option information in the form of a chain but before you use it, remember that it entails significant risk and it is not for everyone.
Open IntStrike PriceCurrent SpreadLast Price
 Put
MRCY251017P00075000075.021.5 - 25.321.5In
 Put
MRCY251017P00070000070.016.4 - 20.516.4In
 Put
MRCY251017P00065000065.011.6 - 15.811.6In
 Put
MRCY251017P00062500062.59.6 - 13.69.6In
 Put
MRCY251017P00060000060.07.3 - 11.47.3In
 Put
MRCY251017P00057500057.55.5 - 9.75.5In
 Put
MRCY251017P000550005055.04.0 - 8.15.4In
 Put
MRCY251017P000525002052.52.6 - 6.72.6In
 Put
MRCY251017P000500001350.01.55 - 5.54.1Out
 Put
MRCY251017P000475005047.50.75 - 4.52.55Out
 Put
MRCY251017P00045000345.00.55 - 4.02.4Out
 Put
MRCY251017P00042500742.50.0 - 3.52.35Out

Mercury Systems Corporate Management

Tyler CFAVP RelationsProfile
Douglas MunroVP OfficerProfile
Steven RatnerExecutive OfficerProfile
Steve RatnerExecutive OfficerProfile
Roya MontakhabSenior SolutionsProfile

Additional Tools for Mercury Stock Analysis

When running Mercury Systems' price analysis, check to measure Mercury Systems' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Mercury Systems is operating at the current time. Most of Mercury Systems' value examination focuses on studying past and present price action to predict the probability of Mercury Systems' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Mercury Systems' price. Additionally, you may evaluate how the addition of Mercury Systems to your portfolios can decrease your overall portfolio volatility.