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 Name | MRCY251017P00047500 |
Expires On | 2025-10-17 |
Days Before Expriration | 86 |
Vega | 0.088271 |
Gamma | 0.029903 |
Theoretical Value | 2.63 |
Open Interest | 50 |
Strike Price | 47.5 |
Last Traded At | 2.55 |
Current Price Spread | 0.75 | 4.5 |
Rule 16 Daily Up or Down | USD 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 | |
Gamma | 0.029903 | |
Theta | -0.021964 | |
Vega | 0.088271 | |
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 |
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 Int | Strike Price | Current Spread | Last Price | |||
Put | MRCY251017P00075000 | 0 | 75.0 | 21.5 - 25.3 | 21.5 | In |
Put | MRCY251017P00070000 | 0 | 70.0 | 16.4 - 20.5 | 16.4 | In |
Put | MRCY251017P00065000 | 0 | 65.0 | 11.6 - 15.8 | 11.6 | In |
Put | MRCY251017P00062500 | 0 | 62.5 | 9.6 - 13.6 | 9.6 | In |
Put | MRCY251017P00060000 | 0 | 60.0 | 7.3 - 11.4 | 7.3 | In |
Put | MRCY251017P00057500 | 0 | 57.5 | 5.5 - 9.7 | 5.5 | In |
Put | MRCY251017P00055000 | 50 | 55.0 | 4.0 - 8.1 | 5.4 | In |
Put | MRCY251017P00052500 | 20 | 52.5 | 2.6 - 6.7 | 2.6 | In |
Put | MRCY251017P00050000 | 13 | 50.0 | 1.55 - 5.5 | 4.1 | Out |
Put | MRCY251017P00047500 | 50 | 47.5 | 0.75 - 4.5 | 2.55 | Out |
Put | MRCY251017P00045000 | 3 | 45.0 | 0.55 - 4.0 | 2.4 | Out |
Put | MRCY251017P00042500 | 7 | 42.5 | 0.0 - 3.5 | 2.35 | Out |
Mercury Systems Corporate Management
Tyler CFA | VP Relations | Profile | |
Douglas Munro | VP Officer | Profile | |
Steven Ratner | Executive Officer | Profile | |
Steve Ratner | Executive Officer | Profile | |
Roya Montakhab | Senior Solutions | Profile |
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.