Mithra's temples are discovered from Parthian period as well. There is a temple in present day Ashkabad in Turkmenistan with inscription 'mehriyan' or 'place of Mithra'. Other Greek sources mention that the kings would dress in purple, dance, drink and this was the only occasion they could get drunk in public. The celebration is also mentioned in Talmud, the ancient Jewish text. The festival is not specific to Iranians and has been celebrated by many cultures in Asia Minor and throughout ancient Mesopotamia.
Iranian characteristic is based on the ancient Zoroastrian texts.
According to the legend on this day several Eyzads descend to earth and helped Feraydon over the next six days to defeat and eventually imprison Azydahak on the 21st of the month on top of the Damavand Mountain. In Sassanian times this feast was elaborately celebrated for 6 days, starting on the 16th, the 'Mehr Ruz' and ending on the 21st known as 'Raam Ruz'. The first day was called 'Mehregan e Khord' and the last day 'Mehregan e Bouzorg'. There were plays and re-enactment of this legend accompanied with prayers and songs at the Royal courts and for the public. Kings would wear a crown shaped like sun with actors wearing masks and musicians playing music.