MRCY251219C00075000 Option on Mercury Systems

MRCY Stock  USD 72.24  0.84  1.15%   
MRCY251219C00075000 is a PUT option contract on Mercury Systems' common stock with a strick price of 75.0 expiring on 2025-12-19. The contract was not traded in recent days and, as of today, has 95 days remaining before the expiration. The option is currently trading at a bid price of $4.6, and an ask price of $6.2. The implied volatility as of the 15th of September 2025 is 95.0.
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 2025-12-19 Option Contract

The options market is anticipating that Mercury Systems will have an average daily up or down price movement of about 0.0263% per day over the life of the option. With Mercury Systems trading at USD 72.24, that is roughly USD 0.019. 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 0.42%. But if you have an opposite viewpoint you should avoid it and even consider selling them.

Out Of The Money Call 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.
Call Contract NameMRCY251219C00075000
Expires On2025-12-19
Days Before Expriration95
Delta0.494315
Vega0.148546
Gamma0.025441
Theoretical Value5.4
Open Interest15
Strike Price75.0
Last Traded At5.3
Current Price Spread4.6 | 6.2
Rule 16 Daily Up or DownUSD 0.019

Mercury short PUT Option Greeks

Mercury Systems' Option Greeks for the contract ending on 2025-12-19 at a strike price of 75.0 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.
Delta0.494315
Gamma0.025441
Theta-0.035633
Vega0.148546
Rho0.080552

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 80.4 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 75.0, the payoff chart is constant and positive.
   Profit   
       Mercury Systems Price At Expiration  
View All Mercury Systems Options

Mercury Systems Available Call 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
Call
MRCY251219C001000002100.00.0 - 3.20.7Out
Call
MRCY251219C00095000295.00.0 - 1.60.8Out
Call
MRCY251219C00090000090.00.05 - 4.00.05Out
Call
MRCY251219C000850001085.01.65 - 3.32.38Out
Call
MRCY251219C00080000680.02.6 - 5.33.9Out
Call
MRCY251219C00077500077.53.1 - 6.64.46Out
Call
MRCY251219C000750001575.04.6 - 6.25.3Out
Call
MRCY251219C00072500172.55.0 - 8.76.8Out
Call
MRCY251219C000700002270.07.1 - 8.88.2In
Call
MRCY251219C00067500067.57.4 - 11.37.4In
Call
MRCY251219C000650005365.010.5 - 11.911.35In
Call
MRCY251219C000625001462.510.9 - 14.78.6In
Call
MRCY251219C00060000760.013.1 - 16.511.45In
Call
MRCY251219C00057500157.515.0 - 18.613.15In
Call
MRCY251219C00055000355.017.1 - 20.610.03In
Call
MRCY251219C000500004550.021.7 - 25.115.9In
Call
MRCY251219C00047500147.524.0 - 27.518.5In
Call
MRCY251219C00042500742.528.8 - 32.211.3In
Call
MRCY251219C000400001640.031.2 - 34.815.1In
Call
MRCY251219C00022500122.548.5 - 52.148.5In

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.