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Magna International MGA

i

Market datapartial · fetched 2026-11-11T15:51:09.007Z

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 · 2026-11-11T15:51:04.635392941Z

FundamentalsAlpha Vantage · unavailable

Share price$61.98
1D-0.1%
$61.17$61.44$61.71$61.97$62.245:30 AM6:30 AM9:00 AM1:00 PMMGA
Sold putSold call

Magna International options

Live interpolated MGA call and put midpoint premiums by absolute delta.Magna International$0.01$3.06$6.11$9.17$12.22$54.85$58.39$61.93$65.47$69.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive MGA spot · $61.98MGA PRICE$0.34$0.46$0.58$0.70$0.82$0.94$1.10$1.26$1.42$1.58$1.74$1.89$2.05$0.82$1.08$1.34$1.60$1.80$1.98$2.17$2.61$3.24$3.86$5.30$11.34
Puts——
CallsCheap0.48×
Skew——
Implied moveBearish±$3.27
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ64.7630.7%5.0%56.7965.8%9.7%
25Δ64.3030.4%4.5%57.8365.8%8.4%
30Δ63.8430.2%3.9%58.8765.8%7.2%
35Δ63.3729.9%3.4%59.9165.8%5.9%
40Δ62.9129.6%2.8%60.6961.9%5.0%
45Δ62.4729.2%2.3%61.4457.6%4.1%
50Δ62.1628.2%2.1%62.1953.3%3.2%
55Δ61.8427.2%1.8%62.9853.2%2.6%
60Δ61.5326.2%1.6%63.8055.9%2.3%
65Δ61.2225.1%1.3%64.6258.6%2.0%
70Δ60.9124.1%1.1%66.1568.8%1.8%
75Δ60.6023.1%0.8%
80Δ60.2922.1%0.6%72.32105.5%1.6%

20Δ

Calls
Pseudo strike
64.76
IV
30.7%
B/E move
5.0%
Puts
Pseudo strike
56.79
IV
65.8%
B/E move
9.7%

25Δ

Calls
Pseudo strike
64.30
IV
30.4%
B/E move
4.5%
Puts
Pseudo strike
57.83
IV
65.8%
B/E move
8.4%

30Δ

Calls
Pseudo strike
63.84
IV
30.2%
B/E move
3.9%
Puts
Pseudo strike
58.87
IV
65.8%
B/E move
7.2%

35Δ

Calls
Pseudo strike
63.37
IV
29.9%
B/E move
3.4%
Puts
Pseudo strike
59.91
IV
65.8%
B/E move
5.9%

40Δ

Calls
Pseudo strike
62.91
IV
29.6%
B/E move
2.8%
Puts
Pseudo strike
60.69
IV
61.9%
B/E move
5.0%

45Δ

Calls
Pseudo strike
62.47
IV
29.2%
B/E move
2.3%
Puts
Pseudo strike
61.44
IV
57.6%
B/E move
4.1%

50Δ

Calls
Pseudo strike
62.16
IV
28.2%
B/E move
2.1%
Puts
Pseudo strike
62.19
IV
53.3%
B/E move
3.2%

55Δ

Calls
Pseudo strike
61.84
IV
27.2%
B/E move
1.8%
Puts
Pseudo strike
62.98
IV
53.2%
B/E move
2.6%

60Δ

Calls
Pseudo strike
61.53
IV
26.2%
B/E move
1.6%
Puts
Pseudo strike
63.80
IV
55.9%
B/E move
2.3%

65Δ

Calls
Pseudo strike
61.22
IV
25.1%
B/E move
1.3%
Puts
Pseudo strike
64.62
IV
58.6%
B/E move
2.0%

70Δ

Calls
Pseudo strike
60.91
IV
24.1%
B/E move
1.1%
Puts
Pseudo strike
66.15
IV
68.8%
B/E move
1.8%

75Δ

Calls
Pseudo strike
60.60
IV
23.1%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
60.29
IV
22.1%
B/E move
0.6%
Puts
Pseudo strike
72.32
IV
105.5%
B/E move
1.6%

Options history

IV · four-Friday blend33.29%
Daily EOD
MGA32.9%35.9%38.9%2026-10-19: 34.87%2026-10-20: 36.19%2026-10-21: 37.23%2026-10-22: 36.24%2026-10-23: 38.49%2026-10-26: 37.39%2026-10-27: 37.47%2026-10-28: 34.90%2026-10-29: 38.12%2026-10-30: 33.29%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
34.87%
36.19%
37.23%
36.24%
38.49%
37.39%
37.47%
34.90%
38.12%
33.29%