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Roundhill Daily 2X Long Magnificent Seven ETF MAGX

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Market dataready · fetched 2026-11-12T02:45:48.821Z

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: 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 · 2026-11-12T01:00:04.785788059Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:45:48.450237+00:00

Share price$55.80
1D-1.8%
AH$55.61$55.94$56.27$56.59$56.925:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMAGX
Sold putSold callAH

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$0.58$2.09$3.60$5.11$6.61$44.04$49.59$55.15$60.70$66.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive MAGX spot · $55.80MAGX PRICE$0.75$1.08$1.20$1.53$1.76$1.95$2.14$2.75$4.18$6.18$1.25$1.85$1.94$2.02$2.15$3.70$3.88$4.05$4.21
Puts——
Calls——
Skew——
Implied moveBullish±$4.15
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ61.6372.6%11.8%48.90115.2%14.6%
25Δ61.2983.2%11.8%
30Δ59.9377.6%9.6%
35Δ59.0580.2%8.6%
40Δ57.9676.2%7.0%54.6470.5%5.4%
45Δ56.9871.0%5.6%55.4062.8%4.2%
50Δ56.1665.3%4.5%56.0655.4%3.2%
55Δ55.3871.8%4.2%56.5550.7%2.5%
60Δ
65Δ58.2963.5%2.2%
70Δ52.9572.6%2.4%58.8057.9%1.6%
75Δ59.2252.5%1.1%
80Δ50.5782.4%1.7%59.5847.4%0.8%

20Δ

Calls
Pseudo strike
61.63
IV
72.6%
B/E move
11.8%
Puts
Pseudo strike
48.90
IV
115.2%
B/E move
14.6%

25Δ

Calls
Pseudo strike
61.29
IV
83.2%
B/E move
11.8%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
59.93
IV
77.6%
B/E move
9.6%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
59.05
IV
80.2%
B/E move
8.6%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
57.96
IV
76.2%
B/E move
7.0%
Puts
Pseudo strike
54.64
IV
70.5%
B/E move
5.4%

45Δ

Calls
Pseudo strike
56.98
IV
71.0%
B/E move
5.6%
Puts
Pseudo strike
55.40
IV
62.8%
B/E move
4.2%

50Δ

Calls
Pseudo strike
56.16
IV
65.3%
B/E move
4.5%
Puts
Pseudo strike
56.06
IV
55.4%
B/E move
3.2%

55Δ

Calls
Pseudo strike
55.38
IV
71.8%
B/E move
4.2%
Puts
Pseudo strike
56.55
IV
50.7%
B/E move
2.5%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
58.29
IV
63.5%
B/E move
2.2%

70Δ

Calls
Pseudo strike
52.95
IV
72.6%
B/E move
2.4%
Puts
Pseudo strike
58.80
IV
57.9%
B/E move
1.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
59.22
IV
52.5%
B/E move
1.1%

80Δ

Calls
Pseudo strike
50.57
IV
82.4%
B/E move
1.7%
Puts
Pseudo strike
59.58
IV
47.4%
B/E move
0.8%

Options history

IV · four-Friday blend52.31%
Daily close
MAGX34.2%48.4%62.6%2026-08-13: 47.99%2026-08-14: 48.58%2026-08-17: 50.60%2026-08-18: 48.17%2026-08-19: 55.58%2026-08-20: 50.17%2026-08-21: 45.49%2026-08-24: 47.14%2026-08-25: 46.32%2026-08-26: 45.50%2026-08-27: 44.65%2026-08-28: 42.13%2026-08-31: 43.06%2026-09-01: 43.68%2026-09-02: 44.14%2026-09-03: 42.30%2026-09-04: 42.10%2026-09-08: 46.48%2026-09-09: 48.65%2026-09-10: 47.71%2026-09-11: 44.29%2026-09-14: 49.31%2026-09-15: 53.01%2026-09-16: 54.32%2026-09-17: 57.90%2026-09-18: 40.98%2026-09-21: 38.57%2026-09-22: 39.14%2026-09-23: 40.68%2026-09-24: 41.35%2026-09-25: 39.98%2026-09-28: 40.79%2026-09-29: 40.30%2026-09-30: 41.71%2026-10-01: 44.68%2026-10-02: 40.52%2026-10-05: 39.65%2026-10-06: 38.71%2026-10-07: 37.79%2026-10-08: 42.18%2026-10-09: 36.19%2026-10-14: 48.44%2026-10-15: 60.64%2026-10-16: 43.53%2026-10-19: 42.57%2026-10-20: 44.03%2026-10-21: 41.90%2026-10-22: 46.01%2026-10-23: 47.11%2026-10-26: 46.00%2026-10-27: 47.41%2026-10-28: 44.07%2026-10-29: 45.45%2026-10-30: 52.31%Aug 13Sep 21Oct 30
54 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
47.99%
48.58%
50.60%
48.17%
55.58%
50.17%
45.49%
47.14%
46.32%
45.50%
44.65%
42.13%
43.06%
43.68%
44.14%
42.30%
42.10%
46.48%
48.65%
47.71%
44.29%
49.31%
53.01%
54.32%
57.90%
40.98%
38.57%
39.14%
40.68%
41.35%
39.98%
40.79%
40.30%
41.71%
44.68%
40.52%
39.65%
38.71%
37.79%
42.18%
36.19%
48.44%
60.64%
43.53%
42.57%
44.03%
41.90%
46.01%
47.11%
46.00%
47.41%
44.07%
45.45%
52.31%