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Magnolia Oil & Gas Corporation Class A Common Stock MGY

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Market datapartial · fetched 2026-10-22T18:11:54.100Z

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 · 2026-10-22T18:10:49.99888547Z

FundamentalsAlpha Vantage · unavailable

Share price$25.44
1D-0.7%
$24.85$25.06$25.26$25.47$25.675:30 AM6:30 AM9:00 AM1:00 PMMGY
Sold putSold call

Magnolia Oil & Gas Corporation Class A Common Stock options

Live interpolated MGY call and put midpoint premiums by absolute delta.Magnolia Oil & Gas Corporation Class A Common Stock$0.26$1.32$2.39$3.45$4.51$20.98$23.10$25.23$27.35$29.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MGY spot · $25.43MGY PRICE$0.38$0.49$0.61$0.72$0.84$0.95$1.07$1.19$1.31$1.56$1.81$2.07$2.32$0.46$0.64$0.82$1.01$1.19$1.51$1.89$2.28$2.66$3.05$3.44$3.82$4.21
PutsExpensive1.16×
CallsCheap0.81×
SkewBearish+14.29 pp
Implied moveBearish±$2.97
TiltBearish27.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.8538.8%14.9%22.9647.3%11.5%
25Δ28.3738.4%13.5%23.4348.6%10.4%
30Δ27.8938.1%12.0%23.9049.8%9.3%
35Δ27.4037.8%10.6%24.3851.1%8.1%
40Δ26.9237.5%9.1%24.8552.4%7.0%
45Δ26.4437.1%7.7%25.3852.5%6.2%
50Δ25.9636.8%6.3%25.9352.1%5.5%
55Δ25.4736.5%4.8%26.4951.7%4.8%
60Δ24.9936.1%3.4%27.0551.3%4.1%
65Δ24.6235.2%2.9%27.6150.9%3.4%
70Δ24.2434.2%2.4%28.1750.5%2.8%
75Δ23.8733.3%2.0%28.7350.1%2.1%
80Δ23.5032.3%1.5%29.2849.7%1.4%

20Δ

Calls
Pseudo strike
28.85
IV
38.8%
B/E move
14.9%
Puts
Pseudo strike
22.96
IV
47.3%
B/E move
11.5%

25Δ

Calls
Pseudo strike
28.37
IV
38.4%
B/E move
13.5%
Puts
Pseudo strike
23.43
IV
48.6%
B/E move
10.4%

30Δ

Calls
Pseudo strike
27.89
IV
38.1%
B/E move
12.0%
Puts
Pseudo strike
23.90
IV
49.8%
B/E move
9.3%

35Δ

Calls
Pseudo strike
27.40
IV
37.8%
B/E move
10.6%
Puts
Pseudo strike
24.38
IV
51.1%
B/E move
8.1%

40Δ

Calls
Pseudo strike
26.92
IV
37.5%
B/E move
9.1%
Puts
Pseudo strike
24.85
IV
52.4%
B/E move
7.0%

45Δ

Calls
Pseudo strike
26.44
IV
37.1%
B/E move
7.7%
Puts
Pseudo strike
25.38
IV
52.5%
B/E move
6.2%

50Δ

Calls
Pseudo strike
25.96
IV
36.8%
B/E move
6.3%
Puts
Pseudo strike
25.93
IV
52.1%
B/E move
5.5%

55Δ

Calls
Pseudo strike
25.47
IV
36.5%
B/E move
4.8%
Puts
Pseudo strike
26.49
IV
51.7%
B/E move
4.8%

60Δ

Calls
Pseudo strike
24.99
IV
36.1%
B/E move
3.4%
Puts
Pseudo strike
27.05
IV
51.3%
B/E move
4.1%

65Δ

Calls
Pseudo strike
24.62
IV
35.2%
B/E move
2.9%
Puts
Pseudo strike
27.61
IV
50.9%
B/E move
3.4%

70Δ

Calls
Pseudo strike
24.24
IV
34.2%
B/E move
2.4%
Puts
Pseudo strike
28.17
IV
50.5%
B/E move
2.8%

75Δ

Calls
Pseudo strike
23.87
IV
33.3%
B/E move
2.0%
Puts
Pseudo strike
28.73
IV
50.1%
B/E move
2.1%

80Δ

Calls
Pseudo strike
23.50
IV
32.3%
B/E move
1.5%
Puts
Pseudo strike
29.28
IV
49.7%
B/E move
1.4%

Options history

No recorded observations