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Magnera Corporation MAGN

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Market datapartial · fetched 2026-10-23T15:47:24.446Z

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 · 2026-10-23T15:47:08.108605478Z

FundamentalsAlpha Vantage · unavailable

Share price$11.73
1D+0.2%
$11.46$11.53$11.60$11.67$11.745:30 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$0.52$2.33$4.13$5.93$7.74$5.87$8.62$11.36$14.11$16.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MAGN spot · $11.73MAGN PRICE$0.83$1.16$1.48$1.80$2.12$2.44$3.15$4.56$0.72$0.88$1.03$1.19$1.34$1.50$1.66$2.15$3.14$4.14$5.13$6.12$7.22
PutsExpensive3.57×
CallsExpensive2.83×
SkewBearish+22.57 pp
Implied moveBearish±$2.81
TiltBearish34.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.26206.6%44.3%
25Δ8.05190.7%38.8%
30Δ8.85174.7%33.4%
35Δ9.64158.8%27.9%
40Δ10.44142.9%22.5%
45Δ12.3079.8%12.0%11.23127.0%17.0%
50Δ11.8989.8%11.2%12.03111.0%11.6%
55Δ11.4899.8%10.5%12.94106.3%8.0%
60Δ11.08109.8%9.8%14.03118.0%7.2%
65Δ10.67119.8%9.0%15.12129.7%6.3%
70Δ10.26129.8%8.3%16.21141.5%5.5%
75Δ9.45156.1%7.4%17.31153.2%4.7%
80Δ7.89211.8%6.2%18.54152.8%3.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.26
IV
206.6%
B/E move
44.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.05
IV
190.7%
B/E move
38.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.85
IV
174.7%
B/E move
33.4%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.64
IV
158.8%
B/E move
27.9%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.44
IV
142.9%
B/E move
22.5%

45Δ

Calls
Pseudo strike
12.30
IV
79.8%
B/E move
12.0%
Puts
Pseudo strike
11.23
IV
127.0%
B/E move
17.0%

50Δ

Calls
Pseudo strike
11.89
IV
89.8%
B/E move
11.2%
Puts
Pseudo strike
12.03
IV
111.0%
B/E move
11.6%

55Δ

Calls
Pseudo strike
11.48
IV
99.8%
B/E move
10.5%
Puts
Pseudo strike
12.94
IV
106.3%
B/E move
8.0%

60Δ

Calls
Pseudo strike
11.08
IV
109.8%
B/E move
9.8%
Puts
Pseudo strike
14.03
IV
118.0%
B/E move
7.2%

65Δ

Calls
Pseudo strike
10.67
IV
119.8%
B/E move
9.0%
Puts
Pseudo strike
15.12
IV
129.7%
B/E move
6.3%

70Δ

Calls
Pseudo strike
10.26
IV
129.8%
B/E move
8.3%
Puts
Pseudo strike
16.21
IV
141.5%
B/E move
5.5%

75Δ

Calls
Pseudo strike
9.45
IV
156.1%
B/E move
7.4%
Puts
Pseudo strike
17.31
IV
153.2%
B/E move
4.7%

80Δ

Calls
Pseudo strike
7.89
IV
211.8%
B/E move
6.2%
Puts
Pseudo strike
18.54
IV
152.8%
B/E move
3.5%

Options history

No recorded observations