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Magna International MGA

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Market datapartial · fetched 2026-10-22T20:28:22.329Z

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 · 2026-10-22T20:24:44.140328759Z

FundamentalsAlpha Vantage · unavailable

Share price$63.83
1D+1.2%
AH$62.94$63.42$63.91$64.40$64.885:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMGA
Sold putSold callAH

Magna International options

Live interpolated MGA call and put midpoint premiums by absolute delta.Magna International$0.65$2.93$5.22$7.50$9.78$54.49$59.15$63.81$68.48$73.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MGA spot · $63.83MGA PRICE$0.93$1.04$1.38$1.72$2.14$2.58$2.96$3.27$3.58$4.08$4.61$5.16$6.07$0.90$1.20$1.53$1.87$2.23$2.67$3.12$3.60$4.11$4.63$6.83$8.22$9.12
PutsExpensive1.15×
CallsExpensive1.30×
SkewNeutral+0.14 pp
Implied moveBearish±$6.08
TiltBearish11.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ72.7249.3%15.4%58.3641.4%10.0%
25Δ69.5840.3%10.7%59.5241.7%8.6%
30Δ68.5941.7%9.6%60.5941.5%7.5%
35Δ67.6043.1%8.6%61.6041.0%6.4%
40Δ66.5944.1%7.7%62.6140.5%5.4%
45Δ65.5845.0%6.8%63.5240.3%4.7%
50Δ64.5844.5%5.8%64.4340.1%3.9%
55Δ63.6142.2%4.8%65.3439.7%3.3%
60Δ62.6439.8%3.8%66.2338.9%2.7%
65Δ61.7338.9%3.1%67.1238.1%2.1%
70Δ60.8438.3%2.5%69.3747.5%2.0%
75Δ59.9337.7%2.0%70.9848.5%1.7%
80Δ58.7537.9%1.6%72.1945.7%1.2%

20Δ

Calls
Pseudo strike
72.72
IV
49.3%
B/E move
15.4%
Puts
Pseudo strike
58.36
IV
41.4%
B/E move
10.0%

25Δ

Calls
Pseudo strike
69.58
IV
40.3%
B/E move
10.7%
Puts
Pseudo strike
59.52
IV
41.7%
B/E move
8.6%

30Δ

Calls
Pseudo strike
68.59
IV
41.7%
B/E move
9.6%
Puts
Pseudo strike
60.59
IV
41.5%
B/E move
7.5%

35Δ

Calls
Pseudo strike
67.60
IV
43.1%
B/E move
8.6%
Puts
Pseudo strike
61.60
IV
41.0%
B/E move
6.4%

40Δ

Calls
Pseudo strike
66.59
IV
44.1%
B/E move
7.7%
Puts
Pseudo strike
62.61
IV
40.5%
B/E move
5.4%

45Δ

Calls
Pseudo strike
65.58
IV
45.0%
B/E move
6.8%
Puts
Pseudo strike
63.52
IV
40.3%
B/E move
4.7%

50Δ

Calls
Pseudo strike
64.58
IV
44.5%
B/E move
5.8%
Puts
Pseudo strike
64.43
IV
40.1%
B/E move
3.9%

55Δ

Calls
Pseudo strike
63.61
IV
42.2%
B/E move
4.8%
Puts
Pseudo strike
65.34
IV
39.7%
B/E move
3.3%

60Δ

Calls
Pseudo strike
62.64
IV
39.8%
B/E move
3.8%
Puts
Pseudo strike
66.23
IV
38.9%
B/E move
2.7%

65Δ

Calls
Pseudo strike
61.73
IV
38.9%
B/E move
3.1%
Puts
Pseudo strike
67.12
IV
38.1%
B/E move
2.1%

70Δ

Calls
Pseudo strike
60.84
IV
38.3%
B/E move
2.5%
Puts
Pseudo strike
69.37
IV
47.5%
B/E move
2.0%

75Δ

Calls
Pseudo strike
59.93
IV
37.7%
B/E move
2.0%
Puts
Pseudo strike
70.98
IV
48.5%
B/E move
1.7%

80Δ

Calls
Pseudo strike
58.75
IV
37.9%
B/E move
1.6%
Puts
Pseudo strike
72.19
IV
45.7%
B/E move
1.2%

Options history

No recorded observations