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Roundhill Daily 2X Long Magnificent Seven ETF MAGX

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Market dataready · fetched 2026-10-22T18:40:42.919Z

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 · 2026-10-22T18:27:44.415586459Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T18:40:42.430033+00:00

Share price$58.94
1D-3.2%
$58.74$59.32$59.90$60.48$61.065:30 AM6:30 AM9:00 AM1:00 PMMAGX
Sold putSold call

Roundhill Daily 2X Long Magnificent Seven ETF options

Live interpolated MAGX call and put midpoint premiums by absolute delta.Roundhill Daily 2X Long Magnificent Seven ETF$0.81$3.41$6.01$8.61$11.21$47.83$53.78$59.73$65.67$71.6220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MAGX spot · $58.94MAGX PRICE$1.09$1.50$1.81$2.04$2.38$2.53$3.38$4.30$5.12$5.61$7.08$8.79$10.46$1.62$1.65$2.45$2.36$2.75$3.09$3.65$4.28$4.64$5.31$5.87$6.41$7.33
PutsFair1.02×
CallsExpensive1.36×
SkewBullish-9.47 pp
Implied moveBearish±$7.03
TiltBullish4.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ68.8358.7%18.6%50.3378.1%17.3%
25Δ68.1065.2%18.1%53.4660.8%12.1%
30Δ65.8962.3%14.9%54.5868.0%11.6%
35Δ63.7456.7%11.6%56.3555.3%8.4%
40Δ62.2354.7%9.6%57.5653.1%7.0%
45Δ60.6248.0%7.2%58.6550.2%5.7%
50Δ59.8556.0%7.3%59.7250.1%4.9%
55Δ58.7362.1%6.9%60.8050.3%4.1%
60Δ57.4064.4%6.1%61.6847.3%3.2%
65Δ56.1661.3%4.8%62.7446.6%2.6%
70Δ54.4368.4%4.4%63.6744.8%1.9%
75Δ52.4075.3%3.8%64.5542.4%1.4%
80Δ50.2678.5%3.0%65.7441.7%0.9%

20Δ

Calls
Pseudo strike
68.83
IV
58.7%
B/E move
18.6%
Puts
Pseudo strike
50.33
IV
78.1%
B/E move
17.3%

25Δ

Calls
Pseudo strike
68.10
IV
65.2%
B/E move
18.1%
Puts
Pseudo strike
53.46
IV
60.8%
B/E move
12.1%

30Δ

Calls
Pseudo strike
65.89
IV
62.3%
B/E move
14.9%
Puts
Pseudo strike
54.58
IV
68.0%
B/E move
11.6%

35Δ

Calls
Pseudo strike
63.74
IV
56.7%
B/E move
11.6%
Puts
Pseudo strike
56.35
IV
55.3%
B/E move
8.4%

40Δ

Calls
Pseudo strike
62.23
IV
54.7%
B/E move
9.6%
Puts
Pseudo strike
57.56
IV
53.1%
B/E move
7.0%

45Δ

Calls
Pseudo strike
60.62
IV
48.0%
B/E move
7.2%
Puts
Pseudo strike
58.65
IV
50.2%
B/E move
5.7%

50Δ

Calls
Pseudo strike
59.85
IV
56.0%
B/E move
7.3%
Puts
Pseudo strike
59.72
IV
50.1%
B/E move
4.9%

55Δ

Calls
Pseudo strike
58.73
IV
62.1%
B/E move
6.9%
Puts
Pseudo strike
60.80
IV
50.3%
B/E move
4.1%

60Δ

Calls
Pseudo strike
57.40
IV
64.4%
B/E move
6.1%
Puts
Pseudo strike
61.68
IV
47.3%
B/E move
3.2%

65Δ

Calls
Pseudo strike
56.16
IV
61.3%
B/E move
4.8%
Puts
Pseudo strike
62.74
IV
46.6%
B/E move
2.6%

70Δ

Calls
Pseudo strike
54.43
IV
68.4%
B/E move
4.4%
Puts
Pseudo strike
63.67
IV
44.8%
B/E move
1.9%

75Δ

Calls
Pseudo strike
52.40
IV
75.3%
B/E move
3.8%
Puts
Pseudo strike
64.55
IV
42.4%
B/E move
1.4%

80Δ

Calls
Pseudo strike
50.26
IV
78.5%
B/E move
3.0%
Puts
Pseudo strike
65.74
IV
41.7%
B/E move
0.9%

Options history

No recorded observations