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Magna International MGA

i

Market datapartial · fetched 2026-11-06T14:33:11.807Z

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 · 2026-11-06T14:31:41.630640478Z

FundamentalsAlpha Vantage · unavailable

Share price$62.00
1D+0.0%
$61.97$61.98$62.00$62.02$62.035:30 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$0.54$1.86$3.19$4.51$5.84$54.02$58.06$62.11$66.15$70.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive MGA spot · $62.00MGA PRICE$0.68$0.88$1.16$1.45$1.74$2.08$2.57$3.07$3.56$3.97$4.37$4.77$1.02$1.17$1.32$1.45$1.48$1.50$1.53$1.66$2.11$2.56$3.01$3.46$5.46
PutsCheap0.80×
Calls——
Skew——
Implied moveBullish±$3.61
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ55.6970.8%11.8%
25Δ65.7439.5%7.1%57.6661.0%8.9%
30Δ64.7438.1%5.8%58.9154.8%7.1%
35Δ64.1439.7%5.3%60.0848.6%5.4%
40Δ63.5441.3%4.8%60.7343.0%4.4%
45Δ62.9443.0%4.3%61.3737.4%3.4%
50Δ62.3144.7%3.8%62.0131.7%2.4%
55Δ61.5646.7%3.4%62.6427.8%1.6%
60Δ60.8048.6%3.0%63.2329.1%1.4%
65Δ60.0550.5%2.6%63.8130.3%1.2%
70Δ59.3648.5%2.1%64.4031.6%1.0%
75Δ58.6746.1%1.7%64.9832.8%0.8%
80Δ57.9843.7%1.2%67.0043.2%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
55.69
IV
70.8%
B/E move
11.8%

25Δ

Calls
Pseudo strike
65.74
IV
39.5%
B/E move
7.1%
Puts
Pseudo strike
57.66
IV
61.0%
B/E move
8.9%

30Δ

Calls
Pseudo strike
64.74
IV
38.1%
B/E move
5.8%
Puts
Pseudo strike
58.91
IV
54.8%
B/E move
7.1%

35Δ

Calls
Pseudo strike
64.14
IV
39.7%
B/E move
5.3%
Puts
Pseudo strike
60.08
IV
48.6%
B/E move
5.4%

40Δ

Calls
Pseudo strike
63.54
IV
41.3%
B/E move
4.8%
Puts
Pseudo strike
60.73
IV
43.0%
B/E move
4.4%

45Δ

Calls
Pseudo strike
62.94
IV
43.0%
B/E move
4.3%
Puts
Pseudo strike
61.37
IV
37.4%
B/E move
3.4%

50Δ

Calls
Pseudo strike
62.31
IV
44.7%
B/E move
3.8%
Puts
Pseudo strike
62.01
IV
31.7%
B/E move
2.4%

55Δ

Calls
Pseudo strike
61.56
IV
46.7%
B/E move
3.4%
Puts
Pseudo strike
62.64
IV
27.8%
B/E move
1.6%

60Δ

Calls
Pseudo strike
60.80
IV
48.6%
B/E move
3.0%
Puts
Pseudo strike
63.23
IV
29.1%
B/E move
1.4%

65Δ

Calls
Pseudo strike
60.05
IV
50.5%
B/E move
2.6%
Puts
Pseudo strike
63.81
IV
30.3%
B/E move
1.2%

70Δ

Calls
Pseudo strike
59.36
IV
48.5%
B/E move
2.1%
Puts
Pseudo strike
64.40
IV
31.6%
B/E move
1.0%

75Δ

Calls
Pseudo strike
58.67
IV
46.1%
B/E move
1.7%
Puts
Pseudo strike
64.98
IV
32.8%
B/E move
0.8%

80Δ

Calls
Pseudo strike
57.98
IV
43.7%
B/E move
1.2%
Puts
Pseudo strike
67.00
IV
43.2%
B/E move
0.7%

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%