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MGIC Investment Corp. MTG

i

Market dataready · fetched 2026-11-12T03:08:26.504Z

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 · 2026-11-12T00:00:00.00180369Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T02:59:35.800874+00:00

Share price$27.87
1D-0.1%
AH$27.50$27.63$27.77$27.90$28.045:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMTG
Sold putSold callAH

MGIC Investment Corp. options

Live interpolated MTG call and put midpoint premiums by absolute delta.MGIC Investment Corp.$0.41$1.02$1.64$2.26$2.87$24.02$26.14$28.25$30.37$32.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MTG spot · $27.87MTG PRICE$0.98$1.07$0.60$0.81$1.02$1.23$1.44$1.65$1.86$2.07$2.28$2.49$2.70$0.48$0.62$0.76$0.90$1.04$1.19$1.33$1.47$1.61$1.76$1.90$2.04$2.18
PutsExpensive1.86×
CallsExpensive1.82×
SkewBullish-17.83 pp
Implied moveBullish±$2.77
TiltBullish7.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ40.82237.6%50.0%25.0092.0%12.0%
25Δ35.88194.1%32.6%25.4088.4%11.1%
30Δ29.7168.1%8.8%25.7984.8%10.2%
35Δ29.3167.5%8.1%26.1981.2%9.3%
40Δ28.9166.8%7.4%26.5877.6%8.4%
45Δ28.5066.2%6.7%26.9873.9%7.5%
50Δ28.1065.6%6.0%27.3770.3%6.6%
55Δ27.7064.9%5.3%27.7766.7%5.7%
60Δ27.2964.3%4.6%28.1663.1%4.7%
65Δ26.8963.7%3.9%28.5659.5%3.8%
70Δ26.4963.0%3.2%28.9555.8%2.9%
75Δ26.0962.4%2.5%29.3552.2%2.0%
80Δ25.6861.7%1.8%29.7448.6%1.1%

20Δ

Calls
Pseudo strike
40.82
IV
237.6%
B/E move
50.0%
Puts
Pseudo strike
25.00
IV
92.0%
B/E move
12.0%

25Δ

Calls
Pseudo strike
35.88
IV
194.1%
B/E move
32.6%
Puts
Pseudo strike
25.40
IV
88.4%
B/E move
11.1%

30Δ

Calls
Pseudo strike
29.71
IV
68.1%
B/E move
8.8%
Puts
Pseudo strike
25.79
IV
84.8%
B/E move
10.2%

35Δ

Calls
Pseudo strike
29.31
IV
67.5%
B/E move
8.1%
Puts
Pseudo strike
26.19
IV
81.2%
B/E move
9.3%

40Δ

Calls
Pseudo strike
28.91
IV
66.8%
B/E move
7.4%
Puts
Pseudo strike
26.58
IV
77.6%
B/E move
8.4%

45Δ

Calls
Pseudo strike
28.50
IV
66.2%
B/E move
6.7%
Puts
Pseudo strike
26.98
IV
73.9%
B/E move
7.5%

50Δ

Calls
Pseudo strike
28.10
IV
65.6%
B/E move
6.0%
Puts
Pseudo strike
27.37
IV
70.3%
B/E move
6.6%

55Δ

Calls
Pseudo strike
27.70
IV
64.9%
B/E move
5.3%
Puts
Pseudo strike
27.77
IV
66.7%
B/E move
5.7%

60Δ

Calls
Pseudo strike
27.29
IV
64.3%
B/E move
4.6%
Puts
Pseudo strike
28.16
IV
63.1%
B/E move
4.7%

65Δ

Calls
Pseudo strike
26.89
IV
63.7%
B/E move
3.9%
Puts
Pseudo strike
28.56
IV
59.5%
B/E move
3.8%

70Δ

Calls
Pseudo strike
26.49
IV
63.0%
B/E move
3.2%
Puts
Pseudo strike
28.95
IV
55.8%
B/E move
2.9%

75Δ

Calls
Pseudo strike
26.09
IV
62.4%
B/E move
2.5%
Puts
Pseudo strike
29.35
IV
52.2%
B/E move
2.0%

80Δ

Calls
Pseudo strike
25.68
IV
61.7%
B/E move
1.8%
Puts
Pseudo strike
29.74
IV
48.6%
B/E move
1.1%

Options history

IV · four-Friday blend34.91%
Daily EOD
MTG34.9%34.9%34.9%2026-10-29: 34.91%Oct 29
1 observations2026-10-29 — 2026-10-29
Table
DateIV (%)
34.91%