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Magnera Corporation MAGN

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Market datapartial · fetched 2026-10-22T23:21:08.711Z

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 · 2026-10-22T23:00:00.002468139Z

FundamentalsAlpha Vantage · unavailable

Share price$11.84
1D+5.4%
AH$11.00$11.24$11.48$11.72$11.965:30 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$0.15$1.69$3.23$4.77$6.31$6.79$8.98$11.18$13.37$15.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MAGN spot · $11.84MAGN PRICE$0.32$0.40$0.47$0.54$0.61$0.75$1.02$1.29$1.56$1.83$2.10$2.37$0.55$0.67$0.92$1.17$1.41$1.66$1.94$2.92$3.91$4.89$5.87$4.87
PutsExpensive3.11×
CallsExpensive1.97×
SkewBearish+39.85 pp
Implied moveBearish±$2.96
TiltBearish39.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.4292.2%33.0%9.21129.2%26.8%
25Δ14.7692.5%28.0%10.09111.8%20.4%
30Δ14.1485.8%23.4%10.58112.6%18.4%
35Δ13.5279.0%18.7%11.06113.3%16.4%
40Δ12.9072.3%14.1%11.55114.0%14.4%
45Δ12.3770.1%10.7%12.04114.7%12.4%
50Δ11.9976.0%9.9%12.55115.9%10.4%
55Δ11.6181.9%9.0%13.65127.0%9.4%
60Δ11.2487.8%8.1%14.75138.1%8.4%
65Δ10.8693.7%7.2%15.86149.2%7.4%
70Δ10.4899.7%6.3%16.96160.4%6.3%
75Δ10.11105.6%5.4%16.21128.6%4.2%
80Δ

20Δ

Calls
Pseudo strike
15.42
IV
92.2%
B/E move
33.0%
Puts
Pseudo strike
9.21
IV
129.2%
B/E move
26.8%

25Δ

Calls
Pseudo strike
14.76
IV
92.5%
B/E move
28.0%
Puts
Pseudo strike
10.09
IV
111.8%
B/E move
20.4%

30Δ

Calls
Pseudo strike
14.14
IV
85.8%
B/E move
23.4%
Puts
Pseudo strike
10.58
IV
112.6%
B/E move
18.4%

35Δ

Calls
Pseudo strike
13.52
IV
79.0%
B/E move
18.7%
Puts
Pseudo strike
11.06
IV
113.3%
B/E move
16.4%

40Δ

Calls
Pseudo strike
12.90
IV
72.3%
B/E move
14.1%
Puts
Pseudo strike
11.55
IV
114.0%
B/E move
14.4%

45Δ

Calls
Pseudo strike
12.37
IV
70.1%
B/E move
10.7%
Puts
Pseudo strike
12.04
IV
114.7%
B/E move
12.4%

50Δ

Calls
Pseudo strike
11.99
IV
76.0%
B/E move
9.9%
Puts
Pseudo strike
12.55
IV
115.9%
B/E move
10.4%

55Δ

Calls
Pseudo strike
11.61
IV
81.9%
B/E move
9.0%
Puts
Pseudo strike
13.65
IV
127.0%
B/E move
9.4%

60Δ

Calls
Pseudo strike
11.24
IV
87.8%
B/E move
8.1%
Puts
Pseudo strike
14.75
IV
138.1%
B/E move
8.4%

65Δ

Calls
Pseudo strike
10.86
IV
93.7%
B/E move
7.2%
Puts
Pseudo strike
15.86
IV
149.2%
B/E move
7.4%

70Δ

Calls
Pseudo strike
10.48
IV
99.7%
B/E move
6.3%
Puts
Pseudo strike
16.96
IV
160.4%
B/E move
6.3%

75Δ

Calls
Pseudo strike
10.11
IV
105.6%
B/E move
5.4%
Puts
Pseudo strike
16.21
IV
128.6%
B/E move
4.2%

80Δ

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

Options history

No recorded observations