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Roundhill Daily 2X Long Magnificent Seven ETF MAGX

i

Market dataready · fetched 2026-11-03T19:04:17.807Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-03T18:38:03.362042666Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T19:04:17.327840+00:00

Share price$55.87
1D+1.1%
$54.36$54.85$55.34$55.83$56.325:30 AM6:30 AM9:00 AM1:00 PMMAGX
Sold putSold call

Roundhill Daily 2X Long Magnificent Seven ETF options

Live interpolated MAGX call and put midpoint premiums by absolute delta.Roundhill Daily 2X Long Magnificent Seven ETF$1.35$2.60$3.85$5.10$6.35$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEMAGX PRICE$1.48$2.05$2.61$3.17$3.74$4.30$4.86$5.42$5.99$1.82$2.31$2.80$3.29
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.5973.2%19.9%
25Δ63.6846.2%16.6%48.5869.8%17.2%
30Δ62.3647.1%15.3%50.5766.4%14.5%
35Δ61.0348.0%13.9%52.5663.0%11.8%
40Δ59.7148.9%12.6%
45Δ58.3949.8%11.2%
50Δ57.0650.6%9.8%
55Δ55.7451.5%8.5%
60Δ54.4152.4%7.1%
65Δ53.0953.3%5.7%
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
46.59
IV
73.2%
B/E move
19.9%

25Δ

Calls
Pseudo strike
63.68
IV
46.2%
B/E move
16.6%
Puts
Pseudo strike
48.58
IV
69.8%
B/E move
17.2%

30Δ

Calls
Pseudo strike
62.36
IV
47.1%
B/E move
15.3%
Puts
Pseudo strike
50.57
IV
66.4%
B/E move
14.5%

35Δ

Calls
Pseudo strike
61.03
IV
48.0%
B/E move
13.9%
Puts
Pseudo strike
52.56
IV
63.0%
B/E move
11.8%

40Δ

Calls
Pseudo strike
59.71
IV
48.9%
B/E move
12.6%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
58.39
IV
49.8%
B/E move
11.2%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
57.06
IV
50.6%
B/E move
9.8%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
55.74
IV
51.5%
B/E move
8.5%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
54.41
IV
52.4%
B/E move
7.1%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
53.09
IV
53.3%
B/E move
5.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend52.31%
Daily close
MAGX34.2%48.4%62.6%2026-08-05: 47.98%2026-08-06: 48.44%2026-08-07: 46.57%2026-08-10: 46.59%2026-08-11: 47.01%2026-08-12: 47.56%2026-08-13: 47.99%2026-08-14: 48.58%2026-08-17: 50.60%2026-08-18: 48.17%2026-08-19: 55.58%2026-08-20: 50.17%2026-08-21: 45.49%2026-08-24: 47.14%2026-08-25: 46.32%2026-08-26: 45.50%2026-08-27: 44.65%2026-08-28: 42.13%2026-08-31: 43.06%2026-09-01: 43.68%2026-09-02: 44.14%2026-09-03: 42.30%2026-09-04: 42.10%2026-09-08: 46.48%2026-09-09: 48.65%2026-09-10: 47.71%2026-09-11: 44.29%2026-09-14: 49.31%2026-09-15: 53.01%2026-09-16: 54.32%2026-09-17: 57.90%2026-09-18: 40.98%2026-09-21: 38.57%2026-09-22: 39.14%2026-09-23: 40.68%2026-09-24: 41.35%2026-09-25: 39.98%2026-09-28: 40.79%2026-09-29: 40.30%2026-09-30: 41.71%2026-10-01: 44.68%2026-10-02: 40.52%2026-10-05: 39.65%2026-10-06: 38.71%2026-10-07: 37.79%2026-10-08: 42.18%2026-10-09: 36.19%2026-10-14: 48.44%2026-10-15: 60.64%2026-10-16: 43.53%2026-10-19: 42.57%2026-10-20: 44.03%2026-10-21: 41.90%2026-10-22: 46.01%2026-10-23: 47.11%2026-10-26: 46.00%2026-10-27: 47.41%2026-10-28: 44.07%2026-10-29: 45.45%2026-10-30: 52.31%Aug 5Sep 16Oct 30
60 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
47.98%
48.44%
46.57%
46.59%
47.01%
47.56%
47.99%
48.58%
50.60%
48.17%
55.58%
50.17%
45.49%
47.14%
46.32%
45.50%
44.65%
42.13%
43.06%
43.68%
44.14%
42.30%
42.10%
46.48%
48.65%
47.71%
44.29%
49.31%
53.01%
54.32%
57.90%
40.98%
38.57%
39.14%
40.68%
41.35%
39.98%
40.79%
40.30%
41.71%
44.68%
40.52%
39.65%
38.71%
37.79%
42.18%
36.19%
48.44%
60.64%
43.53%
42.57%
44.03%
41.90%
46.01%
47.11%
46.00%
47.41%
44.07%
45.45%
52.31%