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Roundhill Magnificent Seven Covered Call ETF MAGY

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Market datapartial · fetched 2026-10-22T22:22:14.553Z

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 · 2026-10-22T20:10:04.447483485Z

FundamentalsAlpha Vantage · unavailable

Share price$42.12
1D-1.5%
AH$41.95$42.17$42.38$42.60$42.815:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMAGY
Sold putSold callAH

Roundhill Magnificent Seven Covered Call ETF options

Live interpolated MAGY call and put midpoint premiums by absolute delta.Roundhill Magnificent Seven Covered Call ETF$0.48$0.91$1.33$1.76$2.19$36.82$39.39$41.96$44.52$47.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MAGY spot · $42.12MAGY PRICE$0.53$0.53$0.57$0.62$0.68$0.74$0.80$0.86$0.92$1.00$1.07$1.15$1.22$0.68$0.76$0.87$0.99$1.16$1.33$1.69$2.07
PutsExpensive1.35×
CallsCheap0.60×
SkewBearish+16.23 pp
Implied moveBearish±$2.48
TiltBullish5.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ47.0141.9%12.9%38.0648.1%11.2%
25Δ45.0031.0%8.1%39.3640.8%8.4%
30Δ44.0826.4%6.0%40.2436.5%6.5%
35Δ43.5123.5%4.8%40.9333.6%5.2%
40Δ42.9820.8%3.7%41.4532.4%4.3%
45Δ42.6919.2%3.1%41.9531.3%3.6%
50Δ42.3917.7%2.5%42.4733.0%3.2%
55Δ42.1016.1%2.0%42.9935.0%2.8%
60Δ41.8914.9%1.6%
65Δ41.7213.9%1.4%
70Δ41.5612.9%1.2%
75Δ41.3912.0%1.0%
80Δ41.2211.0%0.8%

20Δ

Calls
Pseudo strike
47.01
IV
41.9%
B/E move
12.9%
Puts
Pseudo strike
38.06
IV
48.1%
B/E move
11.2%

25Δ

Calls
Pseudo strike
45.00
IV
31.0%
B/E move
8.1%
Puts
Pseudo strike
39.36
IV
40.8%
B/E move
8.4%

30Δ

Calls
Pseudo strike
44.08
IV
26.4%
B/E move
6.0%
Puts
Pseudo strike
40.24
IV
36.5%
B/E move
6.5%

35Δ

Calls
Pseudo strike
43.51
IV
23.5%
B/E move
4.8%
Puts
Pseudo strike
40.93
IV
33.6%
B/E move
5.2%

40Δ

Calls
Pseudo strike
42.98
IV
20.8%
B/E move
3.7%
Puts
Pseudo strike
41.45
IV
32.4%
B/E move
4.3%

45Δ

Calls
Pseudo strike
42.69
IV
19.2%
B/E move
3.1%
Puts
Pseudo strike
41.95
IV
31.3%
B/E move
3.6%

50Δ

Calls
Pseudo strike
42.39
IV
17.7%
B/E move
2.5%
Puts
Pseudo strike
42.47
IV
33.0%
B/E move
3.2%

55Δ

Calls
Pseudo strike
42.10
IV
16.1%
B/E move
2.0%
Puts
Pseudo strike
42.99
IV
35.0%
B/E move
2.8%

60Δ

Calls
Pseudo strike
41.89
IV
14.9%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
41.72
IV
13.9%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
41.56
IV
12.9%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
41.39
IV
12.0%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
41.22
IV
11.0%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations