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Magnite, Inc. Common Stock MGNI

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Market datapartial · fetched 2026-10-22T16:07:23.915Z

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 · 2026-10-22T16:07:04.791547072Z

FundamentalsAlpha Vantage · unavailable

Share price$23.33
1D-1.2%
$23.28$23.43$23.57$23.72$23.875:30 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$0.35$1.62$2.88$4.15$5.42$17.83$20.78$23.74$26.69$29.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MGNI spot · $23.33MGNI PRICE$0.49$0.65$0.83$1.01$1.25$1.49$1.73$2.05$2.44$2.92$3.29$3.95$4.79$0.57$0.79$0.97$1.17$1.42$1.67$1.93$2.19$2.45$2.84$3.34$4.42$5.05
PutsExpensive1.20×
CallsExpensive1.28×
SkewBullish-12.30 pp
Implied moveBearish±$3.66
TiltBearish3.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.4973.3%24.2%20.2468.9%15.7%
25Δ27.4272.2%20.3%20.8471.7%14.1%
30Δ26.6873.6%17.9%21.5069.9%12.0%
35Δ25.8572.3%15.1%22.1567.3%10.1%
40Δ25.2474.7%13.6%22.7167.2%8.7%
45Δ24.5975.3%11.8%23.2666.4%7.5%
50Δ23.9374.9%10.0%23.8065.0%6.3%
55Δ23.3176.2%8.7%24.3163.2%5.2%
60Δ22.6579.2%7.6%24.8161.1%4.2%
65Δ21.9783.8%6.7%25.3960.8%3.4%
70Δ21.2882.4%5.3%26.0461.9%2.7%
75Δ20.4187.2%4.4%27.2168.9%2.3%
80Δ19.3893.8%3.6%28.0066.8%1.6%

20Δ

Calls
Pseudo strike
28.49
IV
73.3%
B/E move
24.2%
Puts
Pseudo strike
20.24
IV
68.9%
B/E move
15.7%

25Δ

Calls
Pseudo strike
27.42
IV
72.2%
B/E move
20.3%
Puts
Pseudo strike
20.84
IV
71.7%
B/E move
14.1%

30Δ

Calls
Pseudo strike
26.68
IV
73.6%
B/E move
17.9%
Puts
Pseudo strike
21.50
IV
69.9%
B/E move
12.0%

35Δ

Calls
Pseudo strike
25.85
IV
72.3%
B/E move
15.1%
Puts
Pseudo strike
22.15
IV
67.3%
B/E move
10.1%

40Δ

Calls
Pseudo strike
25.24
IV
74.7%
B/E move
13.6%
Puts
Pseudo strike
22.71
IV
67.2%
B/E move
8.7%

45Δ

Calls
Pseudo strike
24.59
IV
75.3%
B/E move
11.8%
Puts
Pseudo strike
23.26
IV
66.4%
B/E move
7.5%

50Δ

Calls
Pseudo strike
23.93
IV
74.9%
B/E move
10.0%
Puts
Pseudo strike
23.80
IV
65.0%
B/E move
6.3%

55Δ

Calls
Pseudo strike
23.31
IV
76.2%
B/E move
8.7%
Puts
Pseudo strike
24.31
IV
63.2%
B/E move
5.2%

60Δ

Calls
Pseudo strike
22.65
IV
79.2%
B/E move
7.6%
Puts
Pseudo strike
24.81
IV
61.1%
B/E move
4.2%

65Δ

Calls
Pseudo strike
21.97
IV
83.8%
B/E move
6.7%
Puts
Pseudo strike
25.39
IV
60.8%
B/E move
3.4%

70Δ

Calls
Pseudo strike
21.28
IV
82.4%
B/E move
5.3%
Puts
Pseudo strike
26.04
IV
61.9%
B/E move
2.7%

75Δ

Calls
Pseudo strike
20.41
IV
87.2%
B/E move
4.4%
Puts
Pseudo strike
27.21
IV
68.9%
B/E move
2.3%

80Δ

Calls
Pseudo strike
19.38
IV
93.8%
B/E move
3.6%
Puts
Pseudo strike
28.00
IV
66.8%
B/E move
1.6%

Options history

No recorded observations