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Roundhill Magnificent Seven ETF MAGS

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Market dataready · fetched 2026-11-10T22:21:03.986Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-10T21:58:48.854866121Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-10T22:21:03.464091+00:00

Share price$68.72
1D+0.2%
AH$67.90$68.22$68.53$68.84$69.155:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMAGS
Sold putSold callAH

Roundhill Magnificent Seven ETF options

Live interpolated MAGS call and put midpoint premiums by absolute delta.Roundhill Magnificent Seven ETF$0.12$0.72$1.32$1.92$2.51$66.58$67.80$69.02$70.24$71.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive MAGS spot · $68.72MAGS PRICE$0.19$0.27$0.40$0.53$0.65$0.77$0.93$1.11$1.18$1.27$1.45$2.25$2.34$0.22$0.28$0.38$0.48$0.60$0.73$1.00$1.22$1.36
Puts——
CallsFair0.97×
Skew——
Implied moveBearish±$1.94
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ70.1926.7%2.4%67.1631.1%2.6%
25Δ69.9428.2%2.2%67.5629.2%2.1%
30Δ69.7731.7%2.1%67.7830.6%1.9%
35Δ69.6035.2%2.0%68.0132.0%1.7%
40Δ69.3737.2%1.9%68.2633.0%1.6%
45Δ69.0737.1%1.6%68.5134.0%1.4%
50Δ68.7838.1%1.4%68.8138.8%1.3%
55Δ68.4839.1%1.3%69.1141.2%1.2%
60Δ68.2336.1%1.0%69.4139.5%1.0%
65Δ67.9733.4%0.8%
70Δ67.7033.0%0.6%
75Δ66.9345.4%0.7%
80Δ66.7140.7%0.5%

20Δ

Calls
Pseudo strike
70.19
IV
26.7%
B/E move
2.4%
Puts
Pseudo strike
67.16
IV
31.1%
B/E move
2.6%

25Δ

Calls
Pseudo strike
69.94
IV
28.2%
B/E move
2.2%
Puts
Pseudo strike
67.56
IV
29.2%
B/E move
2.1%

30Δ

Calls
Pseudo strike
69.77
IV
31.7%
B/E move
2.1%
Puts
Pseudo strike
67.78
IV
30.6%
B/E move
1.9%

35Δ

Calls
Pseudo strike
69.60
IV
35.2%
B/E move
2.0%
Puts
Pseudo strike
68.01
IV
32.0%
B/E move
1.7%

40Δ

Calls
Pseudo strike
69.37
IV
37.2%
B/E move
1.9%
Puts
Pseudo strike
68.26
IV
33.0%
B/E move
1.6%

45Δ

Calls
Pseudo strike
69.07
IV
37.1%
B/E move
1.6%
Puts
Pseudo strike
68.51
IV
34.0%
B/E move
1.4%

50Δ

Calls
Pseudo strike
68.78
IV
38.1%
B/E move
1.4%
Puts
Pseudo strike
68.81
IV
38.8%
B/E move
1.3%

55Δ

Calls
Pseudo strike
68.48
IV
39.1%
B/E move
1.3%
Puts
Pseudo strike
69.11
IV
41.2%
B/E move
1.2%

60Δ

Calls
Pseudo strike
68.23
IV
36.1%
B/E move
1.0%
Puts
Pseudo strike
69.41
IV
39.5%
B/E move
1.0%

65Δ

Calls
Pseudo strike
67.97
IV
33.4%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
67.70
IV
33.0%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
66.93
IV
45.4%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
66.71
IV
40.7%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend29.61%
Daily close
MAGS14.6%24.6%34.6%2026-08-12: 21.89%2026-08-13: 19.49%2026-08-14: 18.40%2026-08-17: 20.00%2026-08-18: 20.79%2026-08-19: 20.97%2026-08-20: 20.47%2026-08-21: 21.47%2026-08-24: 20.39%2026-08-25: 21.20%2026-08-26: 21.36%2026-08-27: 19.69%2026-08-28: 17.60%2026-08-31: 17.97%2026-09-01: 19.00%2026-09-02: 20.47%2026-09-03: 18.58%2026-09-04: 17.15%2026-09-08: 21.03%2026-09-09: 21.27%2026-09-10: 23.16%2026-09-11: 19.36%2026-09-14: 20.19%2026-09-15: 22.85%2026-09-16: 22.55%2026-09-17: 18.87%2026-09-18: 15.94%2026-09-21: 20.14%2026-09-22: 19.97%2026-09-23: 20.40%2026-09-24: 21.86%2026-09-25: 20.51%2026-09-28: 22.18%2026-09-29: 21.96%2026-09-30: 22.19%2026-10-01: 23.28%2026-10-02: 19.71%2026-10-05: 20.91%2026-10-06: 19.53%2026-10-07: 19.15%2026-10-08: 21.19%2026-10-09: 19.35%2026-10-12: 20.00%2026-10-13: 21.20%2026-10-14: 24.58%2026-10-15: 21.80%2026-10-16: 27.59%2026-10-19: 27.59%2026-10-20: 27.81%2026-10-21: 24.27%2026-10-22: 31.37%2026-10-23: 27.02%2026-10-26: 32.34%2026-10-27: 33.19%2026-10-28: 32.91%2026-10-29: 30.55%2026-10-30: 29.61%Aug 12Sep 22Oct 30
57 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
21.89%
19.49%
18.40%
20.00%
20.79%
20.97%
20.47%
21.47%
20.39%
21.20%
21.36%
19.69%
17.60%
17.97%
19.00%
20.47%
18.58%
17.15%
21.03%
21.27%
23.16%
19.36%
20.19%
22.85%
22.55%
18.87%
15.94%
20.14%
19.97%
20.40%
21.86%
20.51%
22.18%
21.96%
22.19%
23.28%
19.71%
20.91%
19.53%
19.15%
21.19%
19.35%
20.00%
21.20%
24.58%
21.80%
27.59%
27.59%
27.81%
24.27%
31.37%
27.02%
32.34%
33.19%
32.91%
30.55%
29.61%