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Magna International MGA

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Market datapartial · fetched 2026-10-23T19:04:39.726Z

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 · 2026-10-23T19:04:33.505947683Z

FundamentalsAlpha Vantage · unavailable

Share price$64.22
1D+2.3%
$61.79$62.44$63.10$63.75$64.405:30 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$0.31$4.14$7.96$11.79$15.62$52.19$57.48$62.77$68.06$73.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MGA spot · $64.22MGA PRICE$0.72$0.98$1.29$1.60$1.96$2.33$2.72$3.21$3.70$4.21$4.74$5.26$6.19$1.07$1.43$1.84$2.31$2.79$3.30$3.81$4.93$6.19$7.87$9.48$12.14$14.51
PutsExpensive1.41×
CallsExpensive1.24×
SkewBearish+16.26 pp
Implied moveBearish±$6.53
TiltBearish29.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ70.9238.3%11.6%57.8550.0%11.6%
25Δ69.5437.9%9.8%59.2049.8%10.0%
30Δ68.6039.1%8.8%60.4749.9%8.7%
35Δ67.6640.3%7.9%61.6250.4%7.6%
40Δ66.7140.6%6.9%62.7750.6%6.6%
45Δ65.7640.7%6.0%63.8949.8%5.6%
50Δ64.8240.9%5.2%65.0149.1%4.7%
55Δ63.8941.1%4.5%66.4253.1%4.3%
60Δ62.9741.4%3.8%67.9557.3%3.8%
65Δ62.0541.0%3.2%69.9162.5%3.4%
70Δ61.1539.9%2.6%71.9264.5%2.8%
75Δ60.2438.9%2.0%74.8970.4%2.3%
80Δ59.0437.8%1.6%77.6671.7%1.7%

20Δ

Calls
Pseudo strike
70.92
IV
38.3%
B/E move
11.6%
Puts
Pseudo strike
57.85
IV
50.0%
B/E move
11.6%

25Δ

Calls
Pseudo strike
69.54
IV
37.9%
B/E move
9.8%
Puts
Pseudo strike
59.20
IV
49.8%
B/E move
10.0%

30Δ

Calls
Pseudo strike
68.60
IV
39.1%
B/E move
8.8%
Puts
Pseudo strike
60.47
IV
49.9%
B/E move
8.7%

35Δ

Calls
Pseudo strike
67.66
IV
40.3%
B/E move
7.9%
Puts
Pseudo strike
61.62
IV
50.4%
B/E move
7.6%

40Δ

Calls
Pseudo strike
66.71
IV
40.6%
B/E move
6.9%
Puts
Pseudo strike
62.77
IV
50.6%
B/E move
6.6%

45Δ

Calls
Pseudo strike
65.76
IV
40.7%
B/E move
6.0%
Puts
Pseudo strike
63.89
IV
49.8%
B/E move
5.6%

50Δ

Calls
Pseudo strike
64.82
IV
40.9%
B/E move
5.2%
Puts
Pseudo strike
65.01
IV
49.1%
B/E move
4.7%

55Δ

Calls
Pseudo strike
63.89
IV
41.1%
B/E move
4.5%
Puts
Pseudo strike
66.42
IV
53.1%
B/E move
4.3%

60Δ

Calls
Pseudo strike
62.97
IV
41.4%
B/E move
3.8%
Puts
Pseudo strike
67.95
IV
57.3%
B/E move
3.8%

65Δ

Calls
Pseudo strike
62.05
IV
41.0%
B/E move
3.2%
Puts
Pseudo strike
69.91
IV
62.5%
B/E move
3.4%

70Δ

Calls
Pseudo strike
61.15
IV
39.9%
B/E move
2.6%
Puts
Pseudo strike
71.92
IV
64.5%
B/E move
2.8%

75Δ

Calls
Pseudo strike
60.24
IV
38.9%
B/E move
2.0%
Puts
Pseudo strike
74.89
IV
70.4%
B/E move
2.3%

80Δ

Calls
Pseudo strike
59.04
IV
37.8%
B/E move
1.6%
Puts
Pseudo strike
77.66
IV
71.7%
B/E move
1.7%

Options history

No recorded observations