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Roundhill China Magnificent Seven ETF MAGC

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Market datapartial · fetched 2026-10-23T23:12:53.090Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-23T22:30:04.604592626Z

FundamentalsAlpha Vantage · unavailable

Share price$17.21
1D-0.4%
AH$17.19$17.21$17.24$17.26$17.285:30 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$0.15$1.07$1.98$2.90$3.82$14.34$15.75$17.16$18.57$19.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MAGC spot · $17.21MAGC PRICE$0.25$0.30$0.41$0.52$0.63$0.70$0.76$0.81$0.91$1.06$1.21$1.36$1.75$0.25$0.31$0.42$0.53$0.65$0.80$1.00$1.20$1.43$1.80$2.18$2.67$3.55
PutsExpensive1.27×
CallsCheap0.92×
SkewBearish+6.11 pp
Implied moveBearish±$1.76
TiltBearish22.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.6650.8%15.7%15.6245.6%10.7%
25Δ18.8743.6%11.4%16.1439.6%8.0%
30Δ18.5945.7%10.4%16.3840.8%7.3%
35Δ18.3247.8%9.5%16.6342.1%6.5%
40Δ18.0549.8%8.5%16.8843.3%5.7%
45Δ17.7647.2%7.2%17.1544.8%5.0%
50Δ17.4743.5%5.9%17.4546.5%4.4%
55Δ17.1839.8%4.5%17.7448.2%3.9%
60Δ16.9137.5%3.5%18.0650.0%3.3%
65Δ16.6737.2%3.0%18.5253.2%2.9%
70Δ16.4336.9%2.5%18.9756.4%2.4%
75Δ16.1936.6%2.0%19.5558.6%1.9%
80Δ15.7139.5%1.5%20.5066.1%1.5%

20Δ

Calls
Pseudo strike
19.66
IV
50.8%
B/E move
15.7%
Puts
Pseudo strike
15.62
IV
45.6%
B/E move
10.7%

25Δ

Calls
Pseudo strike
18.87
IV
43.6%
B/E move
11.4%
Puts
Pseudo strike
16.14
IV
39.6%
B/E move
8.0%

30Δ

Calls
Pseudo strike
18.59
IV
45.7%
B/E move
10.4%
Puts
Pseudo strike
16.38
IV
40.8%
B/E move
7.3%

35Δ

Calls
Pseudo strike
18.32
IV
47.8%
B/E move
9.5%
Puts
Pseudo strike
16.63
IV
42.1%
B/E move
6.5%

40Δ

Calls
Pseudo strike
18.05
IV
49.8%
B/E move
8.5%
Puts
Pseudo strike
16.88
IV
43.3%
B/E move
5.7%

45Δ

Calls
Pseudo strike
17.76
IV
47.2%
B/E move
7.2%
Puts
Pseudo strike
17.15
IV
44.8%
B/E move
5.0%

50Δ

Calls
Pseudo strike
17.47
IV
43.5%
B/E move
5.9%
Puts
Pseudo strike
17.45
IV
46.5%
B/E move
4.4%

55Δ

Calls
Pseudo strike
17.18
IV
39.8%
B/E move
4.5%
Puts
Pseudo strike
17.74
IV
48.2%
B/E move
3.9%

60Δ

Calls
Pseudo strike
16.91
IV
37.5%
B/E move
3.5%
Puts
Pseudo strike
18.06
IV
50.0%
B/E move
3.3%

65Δ

Calls
Pseudo strike
16.67
IV
37.2%
B/E move
3.0%
Puts
Pseudo strike
18.52
IV
53.2%
B/E move
2.9%

70Δ

Calls
Pseudo strike
16.43
IV
36.9%
B/E move
2.5%
Puts
Pseudo strike
18.97
IV
56.4%
B/E move
2.4%

75Δ

Calls
Pseudo strike
16.19
IV
36.6%
B/E move
2.0%
Puts
Pseudo strike
19.55
IV
58.6%
B/E move
1.9%

80Δ

Calls
Pseudo strike
15.71
IV
39.5%
B/E move
1.5%
Puts
Pseudo strike
20.50
IV
66.1%
B/E move
1.5%

Options history

No recorded observations