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Magnite, Inc. Common Stock MGNI

COMMUNICATION SERVICES · ADVERTISING AGENCIES
i

Market dataready · fetched 2026-11-11T15:23:11.907Z

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 · 2026-11-11T15:23:06.156124217Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T15:23:10.142175+00:00

Share price$29.12
1D+1.4%
$28.71$28.87$29.03$29.18$29.345:30 AM6:30 AM9:00 AM1:00 PMMGNI
Sold putSold call

Magnite, Inc. Common Stock options

Live interpolated MGNI call and put midpoint premiums by absolute delta.Magnite, Inc. Common Stock$0.17$1.20$2.23$3.26$4.29$19.58$24.62$29.65$34.69$39.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive MGNI spot · $29.12MGNI PRICE$0.33$0.40$0.47$0.60$0.74$0.88$1.04$1.25$1.46$1.67$2.00$2.33$0.28$0.37$0.46$0.55$0.64$0.74$1.02$1.33$1.66$2.24$2.82$3.40$4.00
PutsCheap0.59×
Calls——
Skew——
Implied moveBearish±$1.90
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.2552.4%7.4%
25Δ30.9949.4%7.6%27.6551.6%6.3%
30Δ30.5247.3%6.2%28.0450.7%5.3%
35Δ30.0445.2%4.8%28.3449.0%4.6%
40Δ29.7646.4%4.3%28.6547.2%3.8%
45Δ29.4948.0%3.8%28.9645.4%3.1%
50Δ29.2249.5%3.4%29.3050.3%2.9%
55Δ28.9451.0%3.0%29.6656.4%2.7%
60Δ28.6252.1%2.6%30.0362.5%2.5%
65Δ28.3053.3%2.2%30.7068.8%2.3%
70Δ27.9754.4%1.8%31.3675.1%2.0%
75Δ27.5455.8%1.5%32.0381.2%1.7%
80Δ27.1257.1%1.1%32.7581.6%1.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.25
IV
52.4%
B/E move
7.4%

25Δ

Calls
Pseudo strike
30.99
IV
49.4%
B/E move
7.6%
Puts
Pseudo strike
27.65
IV
51.6%
B/E move
6.3%

30Δ

Calls
Pseudo strike
30.52
IV
47.3%
B/E move
6.2%
Puts
Pseudo strike
28.04
IV
50.7%
B/E move
5.3%

35Δ

Calls
Pseudo strike
30.04
IV
45.2%
B/E move
4.8%
Puts
Pseudo strike
28.34
IV
49.0%
B/E move
4.6%

40Δ

Calls
Pseudo strike
29.76
IV
46.4%
B/E move
4.3%
Puts
Pseudo strike
28.65
IV
47.2%
B/E move
3.8%

45Δ

Calls
Pseudo strike
29.49
IV
48.0%
B/E move
3.8%
Puts
Pseudo strike
28.96
IV
45.4%
B/E move
3.1%

50Δ

Calls
Pseudo strike
29.22
IV
49.5%
B/E move
3.4%
Puts
Pseudo strike
29.30
IV
50.3%
B/E move
2.9%

55Δ

Calls
Pseudo strike
28.94
IV
51.0%
B/E move
3.0%
Puts
Pseudo strike
29.66
IV
56.4%
B/E move
2.7%

60Δ

Calls
Pseudo strike
28.62
IV
52.1%
B/E move
2.6%
Puts
Pseudo strike
30.03
IV
62.5%
B/E move
2.5%

65Δ

Calls
Pseudo strike
28.30
IV
53.3%
B/E move
2.2%
Puts
Pseudo strike
30.70
IV
68.8%
B/E move
2.3%

70Δ

Calls
Pseudo strike
27.97
IV
54.4%
B/E move
1.8%
Puts
Pseudo strike
31.36
IV
75.1%
B/E move
2.0%

75Δ

Calls
Pseudo strike
27.54
IV
55.8%
B/E move
1.5%
Puts
Pseudo strike
32.03
IV
81.2%
B/E move
1.7%

80Δ

Calls
Pseudo strike
27.12
IV
57.1%
B/E move
1.1%
Puts
Pseudo strike
32.75
IV
81.6%
B/E move
1.2%

Options history

IV · four-Friday blend68.58%
Daily EOD
MGNI55.0%63.0%70.9%2026-10-19: 56.10%2026-10-20: 60.32%2026-10-21: 60.18%2026-10-22: 64.27%2026-10-23: 61.63%2026-10-26: 63.63%2026-10-27: 67.10%2026-10-28: 69.81%2026-10-29: 66.61%2026-10-30: 68.58%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
56.10%
60.32%
60.18%
64.27%
61.63%
63.63%
67.10%
69.81%
66.61%
68.58%