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Magnolia Oil & Gas Corporation Class A Common Stock MGY

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Market datapartial · fetched 2026-10-22T23:37:33.208Z

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 · 2026-10-22T23:00:00.002342096Z

FundamentalsAlpha Vantage · unavailable

Share price$25.27
1D-1.3%
AH$24.85$25.06$25.26$25.47$25.675:30 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$0.19$2.21$4.22$6.23$8.24$20.56$23.03$25.51$27.98$30.4520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MGY spot · $25.27MGY PRICE$0.55$0.65$0.75$0.84$0.94$1.04$1.14$1.23$1.45$1.77$2.09$2.40$2.72$0.41$0.56$0.72$0.87$1.03$1.45$2.34$3.22$4.11$5.00$5.89$6.78$7.66
PutsExpensive1.21×
CallsExpensive1.33×
SkewBullish-6.63 pp
Implied moveBearish±$3.47
TiltBearish39.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ37.02100.5%48.7%22.9044.8%11.0%
25Δ35.4192.2%42.7%23.3545.0%9.8%
30Δ33.7983.9%36.7%23.8045.2%8.6%
35Δ32.1875.6%30.7%24.2645.4%7.5%
40Δ30.5667.3%24.7%24.7145.7%6.3%
45Δ28.9459.0%18.6%25.3746.9%5.3%
50Δ27.3350.7%12.6%26.4050.0%4.8%
55Δ25.7142.4%6.6%27.4253.0%4.3%
60Δ24.7539.1%3.7%28.4456.1%3.7%
65Δ24.3139.7%3.2%29.4759.1%3.2%
70Δ23.8740.3%2.7%30.4962.2%2.6%
75Δ23.4340.9%2.2%31.5165.2%2.1%
80Δ22.9941.5%1.8%32.5468.3%1.6%

20Δ

Calls
Pseudo strike
37.02
IV
100.5%
B/E move
48.7%
Puts
Pseudo strike
22.90
IV
44.8%
B/E move
11.0%

25Δ

Calls
Pseudo strike
35.41
IV
92.2%
B/E move
42.7%
Puts
Pseudo strike
23.35
IV
45.0%
B/E move
9.8%

30Δ

Calls
Pseudo strike
33.79
IV
83.9%
B/E move
36.7%
Puts
Pseudo strike
23.80
IV
45.2%
B/E move
8.6%

35Δ

Calls
Pseudo strike
32.18
IV
75.6%
B/E move
30.7%
Puts
Pseudo strike
24.26
IV
45.4%
B/E move
7.5%

40Δ

Calls
Pseudo strike
30.56
IV
67.3%
B/E move
24.7%
Puts
Pseudo strike
24.71
IV
45.7%
B/E move
6.3%

45Δ

Calls
Pseudo strike
28.94
IV
59.0%
B/E move
18.6%
Puts
Pseudo strike
25.37
IV
46.9%
B/E move
5.3%

50Δ

Calls
Pseudo strike
27.33
IV
50.7%
B/E move
12.6%
Puts
Pseudo strike
26.40
IV
50.0%
B/E move
4.8%

55Δ

Calls
Pseudo strike
25.71
IV
42.4%
B/E move
6.6%
Puts
Pseudo strike
27.42
IV
53.0%
B/E move
4.3%

60Δ

Calls
Pseudo strike
24.75
IV
39.1%
B/E move
3.7%
Puts
Pseudo strike
28.44
IV
56.1%
B/E move
3.7%

65Δ

Calls
Pseudo strike
24.31
IV
39.7%
B/E move
3.2%
Puts
Pseudo strike
29.47
IV
59.1%
B/E move
3.2%

70Δ

Calls
Pseudo strike
23.87
IV
40.3%
B/E move
2.7%
Puts
Pseudo strike
30.49
IV
62.2%
B/E move
2.6%

75Δ

Calls
Pseudo strike
23.43
IV
40.9%
B/E move
2.2%
Puts
Pseudo strike
31.51
IV
65.2%
B/E move
2.1%

80Δ

Calls
Pseudo strike
22.99
IV
41.5%
B/E move
1.8%
Puts
Pseudo strike
32.54
IV
68.3%
B/E move
1.6%

Options history

No recorded observations