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Roundhill Magnificent Seven ETF MAGS

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Market dataready · fetched 2026-10-21T17:52:58.793Z

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 · 2026-10-21T17:52:55.754487536Z

FundamentalsAlpha Vantage · ready

Share price$73.10
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$0.29$2.20$4.11$6.02$7.93$65.90$69.29$72.68$76.06$79.4520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MAGS spot · $73.09MAGS PRICE$0.50$0.69$0.87$1.10$1.36$1.64$1.92$2.31$2.71$3.17$3.87$4.15$4.27$0.71$0.93$1.23$1.41$1.62$1.89$2.27$2.81$3.07$3.44$4.79$5.82$7.38
PutsExpensive1.22×
CallsFair1.03×
SkewBearish+3.98 pp
Implied moveBearish±$4.19
TiltBearish13.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ77.4421.8%6.6%68.6228.9%7.1%
25Δ76.8122.8%6.0%69.6228.6%6.0%
30Δ76.0222.6%5.2%70.4229.3%5.3%
35Δ75.3923.0%4.6%71.3627.4%4.3%
40Δ74.7723.5%4.1%72.1725.9%3.5%
45Δ74.1423.9%3.7%72.8525.4%2.9%
50Δ73.5124.0%3.2%73.5325.9%2.5%
55Δ72.8624.8%2.8%74.2927.3%2.2%
60Δ72.1925.2%2.5%74.9225.8%1.7%
65Δ71.4825.6%2.1%75.5825.0%1.3%
70Δ70.5927.3%1.9%76.9929.9%1.2%
75Δ70.0025.5%1.4%78.2431.3%0.9%
80Δ69.6022.6%1.1%79.9733.7%0.7%

20Δ

Calls
Pseudo strike
77.44
IV
21.8%
B/E move
6.6%
Puts
Pseudo strike
68.62
IV
28.9%
B/E move
7.1%

25Δ

Calls
Pseudo strike
76.81
IV
22.8%
B/E move
6.0%
Puts
Pseudo strike
69.62
IV
28.6%
B/E move
6.0%

30Δ

Calls
Pseudo strike
76.02
IV
22.6%
B/E move
5.2%
Puts
Pseudo strike
70.42
IV
29.3%
B/E move
5.3%

35Δ

Calls
Pseudo strike
75.39
IV
23.0%
B/E move
4.6%
Puts
Pseudo strike
71.36
IV
27.4%
B/E move
4.3%

40Δ

Calls
Pseudo strike
74.77
IV
23.5%
B/E move
4.1%
Puts
Pseudo strike
72.17
IV
25.9%
B/E move
3.5%

45Δ

Calls
Pseudo strike
74.14
IV
23.9%
B/E move
3.7%
Puts
Pseudo strike
72.85
IV
25.4%
B/E move
2.9%

50Δ

Calls
Pseudo strike
73.51
IV
24.0%
B/E move
3.2%
Puts
Pseudo strike
73.53
IV
25.9%
B/E move
2.5%

55Δ

Calls
Pseudo strike
72.86
IV
24.8%
B/E move
2.8%
Puts
Pseudo strike
74.29
IV
27.3%
B/E move
2.2%

60Δ

Calls
Pseudo strike
72.19
IV
25.2%
B/E move
2.5%
Puts
Pseudo strike
74.92
IV
25.8%
B/E move
1.7%

65Δ

Calls
Pseudo strike
71.48
IV
25.6%
B/E move
2.1%
Puts
Pseudo strike
75.58
IV
25.0%
B/E move
1.3%

70Δ

Calls
Pseudo strike
70.59
IV
27.3%
B/E move
1.9%
Puts
Pseudo strike
76.99
IV
29.9%
B/E move
1.2%

75Δ

Calls
Pseudo strike
70.00
IV
25.5%
B/E move
1.4%
Puts
Pseudo strike
78.24
IV
31.3%
B/E move
0.9%

80Δ

Calls
Pseudo strike
69.60
IV
22.6%
B/E move
1.1%
Puts
Pseudo strike
79.97
IV
33.7%
B/E move
0.7%

Options history

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