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Magnera Corporation MAGN

CONSUMER DEFENSIVE · HOUSEHOLD & PERSONAL PRODUCTS
i

Market dataready · fetched 2026-11-13T01:34:12.695Z

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 · 2026-11-13T00:00:00.002688478Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-13T01:34:10.437584+00:00

Share price$12.97
1D-1.4%
AH$12.87$12.98$13.10$13.22$13.335:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMAGN
Sold putSold callAH

Magnera Corporation options

Live interpolated MAGN call and put midpoint premiums by absolute delta.Magnera Corporation$0.36$0.52$0.69$0.86$1.02$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEMAGN PRICE$0.38$0.38$0.44$0.53$0.62$0.71$0.80$0.89$0.97$0.41$0.45$0.49$0.53
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.44203.0%37.3%10.50187.3%22.2%
25Δ15.55150.7%22.8%11.08162.9%18.0%
30Δ14.76132.2%17.1%11.66138.6%13.9%
35Δ14.41127.5%15.2%12.24114.2%9.7%
40Δ14.07122.8%13.2%
45Δ13.72118.0%11.3%
50Δ13.38113.3%9.3%
55Δ13.04108.6%7.3%
60Δ12.69103.9%5.4%
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
17.44
IV
203.0%
B/E move
37.3%
Puts
Pseudo strike
10.50
IV
187.3%
B/E move
22.2%

25Δ

Calls
Pseudo strike
15.55
IV
150.7%
B/E move
22.8%
Puts
Pseudo strike
11.08
IV
162.9%
B/E move
18.0%

30Δ

Calls
Pseudo strike
14.76
IV
132.2%
B/E move
17.1%
Puts
Pseudo strike
11.66
IV
138.6%
B/E move
13.9%

35Δ

Calls
Pseudo strike
14.41
IV
127.5%
B/E move
15.2%
Puts
Pseudo strike
12.24
IV
114.2%
B/E move
9.7%

40Δ

Calls
Pseudo strike
14.07
IV
122.8%
B/E move
13.2%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
13.72
IV
118.0%
B/E move
11.3%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
13.38
IV
113.3%
B/E move
9.3%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
13.04
IV
108.6%
B/E move
7.3%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
12.69
IV
103.9%
B/E move
5.4%
Puts
Pseudo strike
IV
B/E move

65Δ

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

70Δ

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

75Δ

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

80Δ

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

Options history

IV · four-Friday blend65.59%
Daily EOD
MAGN64.7%71.1%77.5%2026-10-19: 73.03%2026-10-21: 76.62%2026-10-22: 73.79%2026-10-26: 71.82%2026-10-27: 66.45%2026-10-30: 65.59%Oct 19Oct 22Oct 30
6 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
73.03%
76.62%
73.79%
71.82%
66.45%
65.59%