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Magnolia Oil & Gas Corporation Class A Common Stock MGY

ENERGY · OIL & GAS E&P
i

Market dataready · fetched 2026-11-12T03:18:16.044Z

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 · 2026-11-12T00:59:47.021281214Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T03:17:28.022440+00:00

Share price$23.65
1D+3.1%
AH$22.93$23.16$23.39$23.62$23.845:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMGY
Sold putSold callAH

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$0.02$2.15$4.28$6.41$8.55$19.02$21.18$23.34$25.50$27.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive MGY spot · $23.65MGY PRICE$0.25$0.35$0.45$0.54$0.64$0.73$0.83$0.92$1.02$1.12$1.21$1.31$0.28$0.84$1.41$1.97$2.54$3.10$3.67$4.23$4.80$5.36$5.93$6.49$7.93
PutsExpensive1.52×
Calls——
Skew——
Implied moveBearish±$4.40
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.6440.3%5.4%
25Δ24.8341.0%6.1%23.2750.8%5.2%
30Δ24.6240.7%5.6%23.8961.2%4.9%
35Δ24.4140.5%5.1%24.5171.7%4.7%
40Δ24.2040.3%4.6%25.1482.1%4.5%
45Δ24.0040.0%4.2%25.7692.6%4.2%
50Δ23.7939.8%3.7%26.38103.0%4.0%
55Δ23.5839.5%3.2%27.00113.5%3.7%
60Δ23.3739.3%2.7%27.63123.9%3.5%
65Δ23.1639.0%2.3%28.25134.4%3.2%
70Δ22.9638.8%1.8%28.87144.8%3.0%
75Δ22.7538.5%1.3%29.50155.3%2.7%
80Δ22.5438.3%0.8%30.99174.5%2.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.64
IV
40.3%
B/E move
5.4%

25Δ

Calls
Pseudo strike
24.83
IV
41.0%
B/E move
6.1%
Puts
Pseudo strike
23.27
IV
50.8%
B/E move
5.2%

30Δ

Calls
Pseudo strike
24.62
IV
40.7%
B/E move
5.6%
Puts
Pseudo strike
23.89
IV
61.2%
B/E move
4.9%

35Δ

Calls
Pseudo strike
24.41
IV
40.5%
B/E move
5.1%
Puts
Pseudo strike
24.51
IV
71.7%
B/E move
4.7%

40Δ

Calls
Pseudo strike
24.20
IV
40.3%
B/E move
4.6%
Puts
Pseudo strike
25.14
IV
82.1%
B/E move
4.5%

45Δ

Calls
Pseudo strike
24.00
IV
40.0%
B/E move
4.2%
Puts
Pseudo strike
25.76
IV
92.6%
B/E move
4.2%

50Δ

Calls
Pseudo strike
23.79
IV
39.8%
B/E move
3.7%
Puts
Pseudo strike
26.38
IV
103.0%
B/E move
4.0%

55Δ

Calls
Pseudo strike
23.58
IV
39.5%
B/E move
3.2%
Puts
Pseudo strike
27.00
IV
113.5%
B/E move
3.7%

60Δ

Calls
Pseudo strike
23.37
IV
39.3%
B/E move
2.7%
Puts
Pseudo strike
27.63
IV
123.9%
B/E move
3.5%

65Δ

Calls
Pseudo strike
23.16
IV
39.0%
B/E move
2.3%
Puts
Pseudo strike
28.25
IV
134.4%
B/E move
3.2%

70Δ

Calls
Pseudo strike
22.96
IV
38.8%
B/E move
1.8%
Puts
Pseudo strike
28.87
IV
144.8%
B/E move
3.0%

75Δ

Calls
Pseudo strike
22.75
IV
38.5%
B/E move
1.3%
Puts
Pseudo strike
29.50
IV
155.3%
B/E move
2.7%

80Δ

Calls
Pseudo strike
22.54
IV
38.3%
B/E move
0.8%
Puts
Pseudo strike
30.99
IV
174.5%
B/E move
2.5%

Options history

IV · four-Friday blend44.66%
Daily EOD
MGY40.1%42.5%45.0%2026-10-19: 41.31%2026-10-20: 41.62%2026-10-22: 40.40%2026-10-23: 44.66%Oct 19Oct 20Oct 23
4 observations2026-10-19 — 2026-10-23
Table
DateIV (%)
41.31%
41.62%
40.40%
44.66%