IntraAlpha
Create free account Start free

Roundhill Magnificent Seven ETF MAGS

i

Market dataready · fetched 2026-10-21T17:52:02.165Z

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

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 · 2026-10-21T17:51:48.468804355Z

FundamentalsAlpha Vantage · ready

Share price$73.11
1D+1.1%
$72.24$72.48$72.71$72.95$73.185:30 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$0.05$1.20$2.35$3.50$4.65$70.53$71.72$72.91$74.10$75.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MAGS spot · $73.11MAGS PRICE$0.18$0.24$0.30$0.38$0.46$0.56$0.68$0.80$0.93$1.08$1.33$1.47$1.52$0.21$0.28$0.35$0.42$0.50$0.59$0.69$0.78$0.98$1.59$1.30$2.30$4.32
PutsExpensive1.41×
CallsExpensive1.27×
SkewBearish+6.98 pp
Implied moveBalanced±$1.36
TiltBearish18.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ74.4929.5%2.1%71.5734.8%2.4%
25Δ74.2429.6%1.9%71.9034.1%2.0%
30Δ73.9929.8%1.6%72.1933.2%1.7%
35Δ73.7729.8%1.4%72.4732.3%1.4%
40Δ73.5529.9%1.2%72.7032.0%1.2%
45Δ73.3430.5%1.1%72.9231.8%1.1%
50Δ73.1331.4%1.0%73.1331.2%0.9%
55Δ72.9232.0%0.8%73.3430.3%0.7%
60Δ72.7032.2%0.7%73.6232.4%0.6%
65Δ72.4632.6%0.6%74.1744.5%0.7%
70Δ72.1634.6%0.5%74.0833.1%0.4%
75Δ71.9433.8%0.4%75.0747.5%0.5%
80Δ71.8230.1%0.3%76.9779.2%0.6%

20Δ

Calls
Pseudo strike
74.49
IV
29.5%
B/E move
2.1%
Puts
Pseudo strike
71.57
IV
34.8%
B/E move
2.4%

25Δ

Calls
Pseudo strike
74.24
IV
29.6%
B/E move
1.9%
Puts
Pseudo strike
71.90
IV
34.1%
B/E move
2.0%

30Δ

Calls
Pseudo strike
73.99
IV
29.8%
B/E move
1.6%
Puts
Pseudo strike
72.19
IV
33.2%
B/E move
1.7%

35Δ

Calls
Pseudo strike
73.77
IV
29.8%
B/E move
1.4%
Puts
Pseudo strike
72.47
IV
32.3%
B/E move
1.4%

40Δ

Calls
Pseudo strike
73.55
IV
29.9%
B/E move
1.2%
Puts
Pseudo strike
72.70
IV
32.0%
B/E move
1.2%

45Δ

Calls
Pseudo strike
73.34
IV
30.5%
B/E move
1.1%
Puts
Pseudo strike
72.92
IV
31.8%
B/E move
1.1%

50Δ

Calls
Pseudo strike
73.13
IV
31.4%
B/E move
1.0%
Puts
Pseudo strike
73.13
IV
31.2%
B/E move
0.9%

55Δ

Calls
Pseudo strike
72.92
IV
32.0%
B/E move
0.8%
Puts
Pseudo strike
73.34
IV
30.3%
B/E move
0.7%

60Δ

Calls
Pseudo strike
72.70
IV
32.2%
B/E move
0.7%
Puts
Pseudo strike
73.62
IV
32.4%
B/E move
0.6%

65Δ

Calls
Pseudo strike
72.46
IV
32.6%
B/E move
0.6%
Puts
Pseudo strike
74.17
IV
44.5%
B/E move
0.7%

70Δ

Calls
Pseudo strike
72.16
IV
34.6%
B/E move
0.5%
Puts
Pseudo strike
74.08
IV
33.1%
B/E move
0.4%

75Δ

Calls
Pseudo strike
71.94
IV
33.8%
B/E move
0.4%
Puts
Pseudo strike
75.07
IV
47.5%
B/E move
0.5%

80Δ

Calls
Pseudo strike
71.82
IV
30.1%
B/E move
0.3%
Puts
Pseudo strike
76.97
IV
79.2%
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%