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Magna International MGA

i

Market datapartial · fetched 2026-11-03T18:53:49.838Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

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 · 2026-11-03T18:53:26.682632888Z

FundamentalsAlpha Vantage · unavailable

Share price$63.28
1D-1.9%
$62.73$63.23$63.73$64.23$64.735:30 AM6:30 AM9:00 AM1:00 PMMGA
Sold putSold call

Magna International options

Live interpolated MGA call and put midpoint premiums by absolute delta.Magna International$0.36$1.92$3.49$5.06$6.63$54.25$58.60$62.95$67.30$71.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MGA spot · $63.28MGA PRICE$0.52$0.69$0.86$1.04$1.25$1.50$1.75$2.00$2.31$3.08$3.85$4.80$6.18$0.66$0.86$1.12$1.38$1.64$1.91$2.20$2.48$2.77$3.11$3.48$3.85$4.22
PutsCheap0.69×
CallsCheap0.75×
SkewBearish+0.30 pp
Implied moveBearish±$3.95
TiltBalanced0.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ67.8635.3%8.1%58.9141.4%8.0%
25Δ66.9734.8%6.9%60.0240.2%6.5%
30Δ66.1934.1%6.0%60.7640.0%5.7%
35Δ65.4033.3%5.0%61.5039.8%5.0%
40Δ64.7232.8%4.3%62.2439.7%4.2%
45Δ64.1532.7%3.7%62.9238.9%3.6%
50Δ63.5832.5%3.2%63.5537.8%3.0%
55Δ63.0132.4%2.7%64.1836.7%2.5%
60Δ62.4032.7%2.3%64.8235.6%1.9%
65Δ61.5136.8%2.1%65.4134.3%1.6%
70Δ60.6340.9%1.9%65.9932.9%1.2%
75Δ59.5545.5%1.7%66.5731.6%0.9%
80Δ58.0351.4%1.5%67.1430.2%0.6%

20Δ

Calls
Pseudo strike
67.86
IV
35.3%
B/E move
8.1%
Puts
Pseudo strike
58.91
IV
41.4%
B/E move
8.0%

25Δ

Calls
Pseudo strike
66.97
IV
34.8%
B/E move
6.9%
Puts
Pseudo strike
60.02
IV
40.2%
B/E move
6.5%

30Δ

Calls
Pseudo strike
66.19
IV
34.1%
B/E move
6.0%
Puts
Pseudo strike
60.76
IV
40.0%
B/E move
5.7%

35Δ

Calls
Pseudo strike
65.40
IV
33.3%
B/E move
5.0%
Puts
Pseudo strike
61.50
IV
39.8%
B/E move
5.0%

40Δ

Calls
Pseudo strike
64.72
IV
32.8%
B/E move
4.3%
Puts
Pseudo strike
62.24
IV
39.7%
B/E move
4.2%

45Δ

Calls
Pseudo strike
64.15
IV
32.7%
B/E move
3.7%
Puts
Pseudo strike
62.92
IV
38.9%
B/E move
3.6%

50Δ

Calls
Pseudo strike
63.58
IV
32.5%
B/E move
3.2%
Puts
Pseudo strike
63.55
IV
37.8%
B/E move
3.0%

55Δ

Calls
Pseudo strike
63.01
IV
32.4%
B/E move
2.7%
Puts
Pseudo strike
64.18
IV
36.7%
B/E move
2.5%

60Δ

Calls
Pseudo strike
62.40
IV
32.7%
B/E move
2.3%
Puts
Pseudo strike
64.82
IV
35.6%
B/E move
1.9%

65Δ

Calls
Pseudo strike
61.51
IV
36.8%
B/E move
2.1%
Puts
Pseudo strike
65.41
IV
34.3%
B/E move
1.6%

70Δ

Calls
Pseudo strike
60.63
IV
40.9%
B/E move
1.9%
Puts
Pseudo strike
65.99
IV
32.9%
B/E move
1.2%

75Δ

Calls
Pseudo strike
59.55
IV
45.5%
B/E move
1.7%
Puts
Pseudo strike
66.57
IV
31.6%
B/E move
0.9%

80Δ

Calls
Pseudo strike
58.03
IV
51.4%
B/E move
1.5%
Puts
Pseudo strike
67.14
IV
30.2%
B/E move
0.6%

Options history

IV · four-Friday blend33.29%
Daily EOD
MGA32.9%35.9%38.9%2026-10-19: 34.87%2026-10-20: 36.19%2026-10-21: 37.23%2026-10-22: 36.24%2026-10-23: 38.49%2026-10-26: 37.39%2026-10-27: 37.47%2026-10-28: 34.90%2026-10-29: 38.12%2026-10-30: 33.29%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
34.87%
36.19%
37.23%
36.24%
38.49%
37.39%
37.47%
34.90%
38.12%
33.29%