Another option is krill oil, which contains large amounts of omega-3's and is low in mercury because krill (tiny shrimp-like creatures) are at the bottom of the food chain and eat only algae, unlike large fish which eat other fish and thereby concentrate mercury in their flesh.[1][2]
Incidentally, it's also possible to get DHA supplements sourced completely from algae.
[1] - https://www.drnewtons.com/blog/avoid-dangers-mercury-pure-kr...
[2] - http://krill-oil.wellwise.org/krill-oil-side-effects/krill-o...