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Roundhill Magnificent Seven ETF MAGS

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Market dataready · fetched 2026-10-21T16:59:56.477Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, 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 · 2026-10-21T16:59:50.716857332Z

FundamentalsAlpha Vantage · ready

Share price$73.04
1D+1.0%
$72.25$72.47$72.69$72.91$73.135:30 AM6:30 AM9:00 AM1:00 PMMAGS
Sold putSold call

Roundhill Magnificent Seven ETF options

Live interpolated MAGS call and put midpoint premiums by absolute delta.Roundhill Magnificent Seven ETF$0.06$1.17$2.29$3.40$4.51$70.42$71.62$72.83$74.04$75.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MAGS spot · $73.03MAGS PRICE$0.18$0.24$0.31$0.39$0.48$0.57$0.67$0.79$0.92$1.09$1.29$1.42$1.50$0.21$0.27$0.34$0.42$0.50$0.59$0.69$0.81$0.93$1.44$1.90$2.37$4.19
PutsExpensive1.44×
CallsExpensive1.25×
SkewBearish+7.38 pp
Implied moveBalanced±$1.36
TiltBearish19.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ74.4730.3%2.2%71.5434.0%2.3%
25Δ74.1829.8%1.9%71.8633.2%2.0%
30Δ73.9229.8%1.6%72.1432.7%1.7%
35Δ73.7130.5%1.5%72.4032.3%1.4%
40Δ73.5031.3%1.3%72.6331.9%1.2%
45Δ73.2931.3%1.1%72.8531.6%1.1%
50Δ73.0731.3%1.0%73.0731.3%0.9%
55Δ72.8531.5%0.8%73.2931.3%0.8%
60Δ72.6331.9%0.7%73.5031.3%0.6%
65Δ72.3932.6%0.6%74.0140.4%0.6%
70Δ72.1133.8%0.5%74.4747.9%0.6%
75Δ71.9132.5%0.4%75.0847.6%0.4%
80Δ71.7629.5%0.3%76.8076.5%0.6%

20Δ

Calls
Pseudo strike
74.47
IV
30.3%
B/E move
2.2%
Puts
Pseudo strike
71.54
IV
34.0%
B/E move
2.3%

25Δ

Calls
Pseudo strike
74.18
IV
29.8%
B/E move
1.9%
Puts
Pseudo strike
71.86
IV
33.2%
B/E move
2.0%

30Δ

Calls
Pseudo strike
73.92
IV
29.8%
B/E move
1.6%
Puts
Pseudo strike
72.14
IV
32.7%
B/E move
1.7%

35Δ

Calls
Pseudo strike
73.71
IV
30.5%
B/E move
1.5%
Puts
Pseudo strike
72.40
IV
32.3%
B/E move
1.4%

40Δ

Calls
Pseudo strike
73.50
IV
31.3%
B/E move
1.3%
Puts
Pseudo strike
72.63
IV
31.9%
B/E move
1.2%

45Δ

Calls
Pseudo strike
73.29
IV
31.3%
B/E move
1.1%
Puts
Pseudo strike
72.85
IV
31.6%
B/E move
1.1%

50Δ

Calls
Pseudo strike
73.07
IV
31.3%
B/E move
1.0%
Puts
Pseudo strike
73.07
IV
31.3%
B/E move
0.9%

55Δ

Calls
Pseudo strike
72.85
IV
31.5%
B/E move
0.8%
Puts
Pseudo strike
73.29
IV
31.3%
B/E move
0.8%

60Δ

Calls
Pseudo strike
72.63
IV
31.9%
B/E move
0.7%
Puts
Pseudo strike
73.50
IV
31.3%
B/E move
0.6%

65Δ

Calls
Pseudo strike
72.39
IV
32.6%
B/E move
0.6%
Puts
Pseudo strike
74.01
IV
40.4%
B/E move
0.6%

70Δ

Calls
Pseudo strike
72.11
IV
33.8%
B/E move
0.5%
Puts
Pseudo strike
74.47
IV
47.9%
B/E move
0.6%

75Δ

Calls
Pseudo strike
71.91
IV
32.5%
B/E move
0.4%
Puts
Pseudo strike
75.08
IV
47.6%
B/E move
0.4%

80Δ

Calls
Pseudo strike
71.76
IV
29.5%
B/E move
0.3%
Puts
Pseudo strike
76.80
IV
76.5%
B/E move
0.6%

Options history

MAGS27.4727.7828.092026-10-19: 27.51%2026-10-20: 28.05%Oct 19Oct 20
Table
DateIV
27.51%
28.05%