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MGIC Investment Corp. MTG

FINANCIAL SERVICES · INSURANCE - SPECIALTY
i

Market dataready · fetched 2026-11-08T21:15:11.864Z

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 · 2026-11-07T00:00:00.001663531Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-08T21:12:46.104075+00:00

Share price$28.60
1D-0.5%
AH$27.97$28.21$28.45$28.69$28.935:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMTG
Sold putSold callAH

MGIC Investment Corp. options

Live interpolated MTG call and put midpoint premiums by absolute delta.MGIC Investment Corp.$0.49$0.75$1.02$1.29$1.56$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEMTG PRICE$0.52$0.60$0.69$0.78$0.87$0.96$1.04$1.13$1.22$1.31$1.40$1.48
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.1986.6%13.7%
25Δ25.6081.8%12.6%
30Δ26.0177.1%11.5%
35Δ26.4172.4%10.4%
40Δ26.8267.7%9.2%
45Δ27.2362.9%8.1%
50Δ27.6458.2%7.0%
55Δ28.0553.5%5.9%
60Δ28.4648.8%4.7%
65Δ28.8744.0%3.6%
70Δ29.2839.3%2.5%
75Δ29.6934.6%1.4%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.19
IV
86.6%
B/E move
13.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.60
IV
81.8%
B/E move
12.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.01
IV
77.1%
B/E move
11.5%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.41
IV
72.4%
B/E move
10.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.82
IV
67.7%
B/E move
9.2%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.23
IV
62.9%
B/E move
8.1%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.64
IV
58.2%
B/E move
7.0%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.05
IV
53.5%
B/E move
5.9%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.46
IV
48.8%
B/E move
4.7%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.87
IV
44.0%
B/E move
3.6%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.28
IV
39.3%
B/E move
2.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.69
IV
34.6%
B/E move
1.4%

80Δ

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

Options history

IV · four-Friday blend34.91%
Daily EOD
MTG34.9%34.9%34.9%2026-10-29: 34.91%Oct 29
1 observations2026-10-29 — 2026-10-29
Table
DateIV (%)
34.91%