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Magnolia Oil & Gas Corporation Class A Common Stock MGY

i

Market dataready · fetched 2026-11-06T14:39:44.430Z

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 · 2026-11-06T14:39:39.321787581Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-06T14:39:43.271950+00:00

Share price$23.48
1D+0.3%
$23.48$23.50$23.53$23.55$23.575:30 AM6:30 AM9:00 AM1:00 PMMGY
Sold putSold call

Magnolia Oil & Gas Corporation Class A Common Stock options

Live interpolated MGY call and put midpoint premiums by absolute delta.Magnolia Oil & Gas Corporation Class A Common Stock$0.16$1.00$1.85$2.69$3.54$20.46$22.23$24.01$25.79$27.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive MGY spot · $23.48MGY PRICE$0.29$0.36$0.42$0.48$0.55$0.61$0.68$0.74$0.80$0.87$0.93$0.99$0.25$0.40$0.54$0.69$0.84$0.99$1.13$1.28$1.43$1.57$1.72$3.30
Puts——
Calls——
Skew——
Implied moveBearish±$1.60
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ25.1044.9%8.2%22.5034.9%5.2%
30Δ24.8142.8%7.2%22.7535.6%4.8%
35Δ24.6140.9%6.6%22.9936.3%4.4%
40Δ24.4038.9%6.0%23.2437.0%4.0%
45Δ24.2037.0%5.4%23.4837.7%3.5%
50Δ23.9935.0%4.8%23.7338.4%3.1%
55Δ23.7933.0%4.2%23.9739.1%2.7%
60Δ23.5831.1%3.6%24.2239.8%2.3%
65Δ23.3829.1%3.0%24.4640.5%1.9%
70Δ23.1727.2%2.4%24.7141.2%1.5%
75Δ22.9725.2%1.8%24.9541.9%1.0%
80Δ22.7623.3%1.2%26.5658.6%0.9%

20Δ

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

25Δ

Calls
Pseudo strike
25.10
IV
44.9%
B/E move
8.2%
Puts
Pseudo strike
22.50
IV
34.9%
B/E move
5.2%

30Δ

Calls
Pseudo strike
24.81
IV
42.8%
B/E move
7.2%
Puts
Pseudo strike
22.75
IV
35.6%
B/E move
4.8%

35Δ

Calls
Pseudo strike
24.61
IV
40.9%
B/E move
6.6%
Puts
Pseudo strike
22.99
IV
36.3%
B/E move
4.4%

40Δ

Calls
Pseudo strike
24.40
IV
38.9%
B/E move
6.0%
Puts
Pseudo strike
23.24
IV
37.0%
B/E move
4.0%

45Δ

Calls
Pseudo strike
24.20
IV
37.0%
B/E move
5.4%
Puts
Pseudo strike
23.48
IV
37.7%
B/E move
3.5%

50Δ

Calls
Pseudo strike
23.99
IV
35.0%
B/E move
4.8%
Puts
Pseudo strike
23.73
IV
38.4%
B/E move
3.1%

55Δ

Calls
Pseudo strike
23.79
IV
33.0%
B/E move
4.2%
Puts
Pseudo strike
23.97
IV
39.1%
B/E move
2.7%

60Δ

Calls
Pseudo strike
23.58
IV
31.1%
B/E move
3.6%
Puts
Pseudo strike
24.22
IV
39.8%
B/E move
2.3%

65Δ

Calls
Pseudo strike
23.38
IV
29.1%
B/E move
3.0%
Puts
Pseudo strike
24.46
IV
40.5%
B/E move
1.9%

70Δ

Calls
Pseudo strike
23.17
IV
27.2%
B/E move
2.4%
Puts
Pseudo strike
24.71
IV
41.2%
B/E move
1.5%

75Δ

Calls
Pseudo strike
22.97
IV
25.2%
B/E move
1.8%
Puts
Pseudo strike
24.95
IV
41.9%
B/E move
1.0%

80Δ

Calls
Pseudo strike
22.76
IV
23.3%
B/E move
1.2%
Puts
Pseudo strike
26.56
IV
58.6%
B/E move
0.9%

Options history

IV · four-Friday blend44.66%
Daily EOD
MGY40.1%42.5%45.0%2026-10-19: 41.31%2026-10-20: 41.62%2026-10-22: 40.40%2026-10-23: 44.66%Oct 19Oct 20Oct 23
4 observations2026-10-19 — 2026-10-23
Table
DateIV (%)
41.31%
41.62%
40.40%
44.66%