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Roundhill Magnificent Seven Covered Call ETF MAGY

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Market dataready · fetched 2026-11-12T02:55:59.282Z

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 · 2026-11-12T01:00:04.483232346Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:55:58.929411+00:00

Share price$40.97
1D-0.1%
AH$40.94$41.00$41.06$41.11$41.175:30 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$0.37$0.62$0.86$1.11$1.35$37.84$39.37$40.90$42.43$43.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive MAGY spot · $40.97MAGY PRICE$0.40$0.40$0.40$0.41$0.41$0.42$0.42$0.53$0.65$0.78$0.90$1.03$1.16$0.45$0.48$0.54$0.58$0.59$0.59$0.65$0.86$1.07$1.28
Puts——
CallsCheap0.71×
Skew——
Implied moveBearish±$1.07
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ44.5259.3%9.6%38.0461.0%8.2%
25Δ43.0443.8%6.0%39.0649.1%5.8%
30Δ42.6238.3%5.0%39.6443.6%4.6%
35Δ42.2333.0%4.1%40.1238.2%3.5%
40Δ41.8527.8%3.1%40.4333.1%2.7%
45Δ41.4622.5%2.2%40.7528.0%2.0%
50Δ41.0717.3%1.3%41.0624.4%1.4%
55Δ40.8616.8%1.0%41.3226.3%1.2%
60Δ40.6917.3%0.9%41.5928.3%1.1%
65Δ40.5117.8%0.8%41.8530.2%1.0%
70Δ40.3418.3%0.7%
75Δ40.1718.8%0.6%
80Δ39.9919.3%0.4%

20Δ

Calls
Pseudo strike
44.52
IV
59.3%
B/E move
9.6%
Puts
Pseudo strike
38.04
IV
61.0%
B/E move
8.2%

25Δ

Calls
Pseudo strike
43.04
IV
43.8%
B/E move
6.0%
Puts
Pseudo strike
39.06
IV
49.1%
B/E move
5.8%

30Δ

Calls
Pseudo strike
42.62
IV
38.3%
B/E move
5.0%
Puts
Pseudo strike
39.64
IV
43.6%
B/E move
4.6%

35Δ

Calls
Pseudo strike
42.23
IV
33.0%
B/E move
4.1%
Puts
Pseudo strike
40.12
IV
38.2%
B/E move
3.5%

40Δ

Calls
Pseudo strike
41.85
IV
27.8%
B/E move
3.1%
Puts
Pseudo strike
40.43
IV
33.1%
B/E move
2.7%

45Δ

Calls
Pseudo strike
41.46
IV
22.5%
B/E move
2.2%
Puts
Pseudo strike
40.75
IV
28.0%
B/E move
2.0%

50Δ

Calls
Pseudo strike
41.07
IV
17.3%
B/E move
1.3%
Puts
Pseudo strike
41.06
IV
24.4%
B/E move
1.4%

55Δ

Calls
Pseudo strike
40.86
IV
16.8%
B/E move
1.0%
Puts
Pseudo strike
41.32
IV
26.3%
B/E move
1.2%

60Δ

Calls
Pseudo strike
40.69
IV
17.3%
B/E move
0.9%
Puts
Pseudo strike
41.59
IV
28.3%
B/E move
1.1%

65Δ

Calls
Pseudo strike
40.51
IV
17.8%
B/E move
0.8%
Puts
Pseudo strike
41.85
IV
30.2%
B/E move
1.0%

70Δ

Calls
Pseudo strike
40.34
IV
18.3%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
40.17
IV
18.8%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
39.99
IV
19.3%
B/E move
0.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend52.07%
Daily EOD
MAGY50.0%64.8%79.6%2026-10-19: 68.73%2026-10-20: 71.16%2026-10-21: 73.98%2026-10-22: 70.99%2026-10-23: 69.58%2026-10-26: 75.79%2026-10-27: 76.77%2026-10-28: 77.52%2026-10-29: 73.79%2026-10-30: 52.07%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
68.73%
71.16%
73.98%
70.99%
69.58%
75.79%
76.77%
77.52%
73.79%
52.07%