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Roundhill China Magnificent Seven ETF MAGC

i

Market dataready · fetched 2026-11-12T02:20:47.283Z

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 · 2026-11-12T01:00:04.483223447Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:20:46.883371+00:00

Share price$17.64
1D+0.1%
AH$17.62$17.63$17.64$17.64$17.655:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMAGC
Sold putSold callAH

Roundhill China Magnificent Seven ETF options

Live interpolated MAGC call and put midpoint premiums by absolute delta.Roundhill China Magnificent Seven ETF$0.18$0.79$1.41$2.02$2.63$16.18$17.06$17.93$18.80$19.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive MAGC spot · $17.64MAGC PRICE$0.25$0.25$0.34$0.43$0.51$0.60$0.66$0.72$0.77$0.83$0.89$1.20$1.59$0.25$0.25$0.27$0.39$0.50$0.62$0.74$0.85$1.09$1.37$1.64$2.45
Puts——
CallsExpensive1.34×
Skew——
Implied moveBearish±$1.39
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.9887.3%14.7%16.0578.0%10.4%
25Δ18.9964.8%9.1%16.5761.6%7.5%
30Δ18.7465.9%8.2%17.0348.3%5.0%
35Δ18.5066.9%7.3%17.2250.9%4.6%
40Δ18.2567.9%6.4%17.4053.5%4.2%
45Δ18.0068.9%5.4%17.5956.1%3.8%
50Δ17.8164.7%4.7%17.7858.7%3.4%
55Δ17.6260.6%3.9%17.9661.3%3.0%
60Δ17.4256.4%3.2%18.2665.5%2.6%
65Δ17.2352.2%2.4%18.5970.1%2.3%
70Δ17.0448.1%1.6%18.9274.7%2.0%
75Δ16.6650.6%1.3%19.7594.0%1.9%
80Δ16.2355.1%1.0%

20Δ

Calls
Pseudo strike
19.98
IV
87.3%
B/E move
14.7%
Puts
Pseudo strike
16.05
IV
78.0%
B/E move
10.4%

25Δ

Calls
Pseudo strike
18.99
IV
64.8%
B/E move
9.1%
Puts
Pseudo strike
16.57
IV
61.6%
B/E move
7.5%

30Δ

Calls
Pseudo strike
18.74
IV
65.9%
B/E move
8.2%
Puts
Pseudo strike
17.03
IV
48.3%
B/E move
5.0%

35Δ

Calls
Pseudo strike
18.50
IV
66.9%
B/E move
7.3%
Puts
Pseudo strike
17.22
IV
50.9%
B/E move
4.6%

40Δ

Calls
Pseudo strike
18.25
IV
67.9%
B/E move
6.4%
Puts
Pseudo strike
17.40
IV
53.5%
B/E move
4.2%

45Δ

Calls
Pseudo strike
18.00
IV
68.9%
B/E move
5.4%
Puts
Pseudo strike
17.59
IV
56.1%
B/E move
3.8%

50Δ

Calls
Pseudo strike
17.81
IV
64.7%
B/E move
4.7%
Puts
Pseudo strike
17.78
IV
58.7%
B/E move
3.4%

55Δ

Calls
Pseudo strike
17.62
IV
60.6%
B/E move
3.9%
Puts
Pseudo strike
17.96
IV
61.3%
B/E move
3.0%

60Δ

Calls
Pseudo strike
17.42
IV
56.4%
B/E move
3.2%
Puts
Pseudo strike
18.26
IV
65.5%
B/E move
2.6%

65Δ

Calls
Pseudo strike
17.23
IV
52.2%
B/E move
2.4%
Puts
Pseudo strike
18.59
IV
70.1%
B/E move
2.3%

70Δ

Calls
Pseudo strike
17.04
IV
48.1%
B/E move
1.6%
Puts
Pseudo strike
18.92
IV
74.7%
B/E move
2.0%

75Δ

Calls
Pseudo strike
16.66
IV
50.6%
B/E move
1.3%
Puts
Pseudo strike
19.75
IV
94.0%
B/E move
1.9%

80Δ

Calls
Pseudo strike
16.23
IV
55.1%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend35.60%
Daily EOD
MAGC25.8%96.7%167.5%2026-10-19: 107.66%2026-10-27: 157.70%2026-10-29: 141.25%2026-10-30: 35.60%Oct 19Oct 27Oct 30
4 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
107.66%
157.70%
141.25%
35.60%