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Roundhill Magnificent Seven Covered Call ETF MAGY

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Market dataready · fetched 2026-10-24T04:28:48.000Z

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 · 2026-10-24T00:00:04.466361668Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-24T04:28:48.275953+00:00

Share price$41.71
1D+2.4%
AH$41.60$41.89$42.17$42.45$42.745:30 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$0.39$0.71$1.03$1.36$1.68$36.97$39.43$41.90$44.36$46.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MAGY spot · $41.71MAGY PRICE$0.42$0.45$0.49$0.55$0.62$0.68$0.76$0.84$0.92$0.99$1.07$1.29$1.59$0.58$0.66$0.76$0.86$1.00$1.20$1.41
PutsExpensive1.11×
CallsCheap0.53×
SkewBearish+13.84 pp
Implied moveBearish±$2.17
TiltBullish24.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ45.6034.8%10.3%38.1443.0%10.0%
25Δ44.1627.1%6.9%39.2736.7%7.4%
30Δ43.4423.5%5.3%40.0633.1%5.8%
35Δ42.8920.9%4.1%40.6330.5%4.7%
40Δ42.5519.6%3.5%41.1428.9%3.7%
45Δ42.2118.2%2.8%41.5629.2%3.3%
50Δ41.9217.0%2.3%41.9729.5%2.8%
55Δ41.7016.2%2.0%
60Δ41.4915.3%1.7%
65Δ41.2814.4%1.4%
70Δ41.0713.6%1.0%
75Δ40.7713.8%0.9%
80Δ40.4314.5%0.7%

20Δ

Calls
Pseudo strike
45.60
IV
34.8%
B/E move
10.3%
Puts
Pseudo strike
38.14
IV
43.0%
B/E move
10.0%

25Δ

Calls
Pseudo strike
44.16
IV
27.1%
B/E move
6.9%
Puts
Pseudo strike
39.27
IV
36.7%
B/E move
7.4%

30Δ

Calls
Pseudo strike
43.44
IV
23.5%
B/E move
5.3%
Puts
Pseudo strike
40.06
IV
33.1%
B/E move
5.8%

35Δ

Calls
Pseudo strike
42.89
IV
20.9%
B/E move
4.1%
Puts
Pseudo strike
40.63
IV
30.5%
B/E move
4.7%

40Δ

Calls
Pseudo strike
42.55
IV
19.6%
B/E move
3.5%
Puts
Pseudo strike
41.14
IV
28.9%
B/E move
3.7%

45Δ

Calls
Pseudo strike
42.21
IV
18.2%
B/E move
2.8%
Puts
Pseudo strike
41.56
IV
29.2%
B/E move
3.3%

50Δ

Calls
Pseudo strike
41.92
IV
17.0%
B/E move
2.3%
Puts
Pseudo strike
41.97
IV
29.5%
B/E move
2.8%

55Δ

Calls
Pseudo strike
41.70
IV
16.2%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
41.49
IV
15.3%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
41.28
IV
14.4%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
41.07
IV
13.6%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
40.77
IV
13.8%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
40.43
IV
14.5%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations