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Magnera Corporation MAGN

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Market datapartial · fetched 2026-10-22T16:18:32.381Z

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 · 2026-10-22T16:17:18.623956226Z

FundamentalsAlpha Vantage · unavailable

Share price$11.54
1D+4.2%
$11.03$11.18$11.33$11.47$11.625:30 AM6:30 AM9:00 AM1:00 PMMAGN
Sold putSold call

Magnera Corporation options

Live interpolated MAGN call and put midpoint premiums by absolute delta.Magnera Corporation$0.37$0.80$1.23$1.66$2.09$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEMAGN PRICE$0.41$0.48$0.55$0.62$0.56$0.61$0.85$1.13$1.41$1.69$1.96
PutsExpensive3.15×
CallsExpensive2.00×
SkewBearish+39.30 pp
Implied move——
TiltBearish59.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.01201.0%35.4%
25Δ14.6397.7%30.4%9.67120.3%21.5%
30Δ13.9290.4%24.8%10.38106.7%17.4%
35Δ13.2183.1%19.3%10.85109.5%15.7%
40Δ12.5075.8%13.8%11.32112.2%14.1%
45Δ11.80114.9%12.4%
50Δ12.27117.6%10.7%
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.01
IV
201.0%
B/E move
35.4%

25Δ

Calls
Pseudo strike
14.63
IV
97.7%
B/E move
30.4%
Puts
Pseudo strike
9.67
IV
120.3%
B/E move
21.5%

30Δ

Calls
Pseudo strike
13.92
IV
90.4%
B/E move
24.8%
Puts
Pseudo strike
10.38
IV
106.7%
B/E move
17.4%

35Δ

Calls
Pseudo strike
13.21
IV
83.1%
B/E move
19.3%
Puts
Pseudo strike
10.85
IV
109.5%
B/E move
15.7%

40Δ

Calls
Pseudo strike
12.50
IV
75.8%
B/E move
13.8%
Puts
Pseudo strike
11.32
IV
112.2%
B/E move
14.1%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.80
IV
114.9%
B/E move
12.4%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.27
IV
117.6%
B/E move
10.7%

55Δ

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

60Δ

Calls
Pseudo strike
IV
B/E move
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

No recorded observations