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MGIC Investment Corp. MTG

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Market datapartial · fetched 2026-10-22T23:57:15.530Z

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 · 2026-10-22T23:00:00.002150018Z

FundamentalsAlpha Vantage · unavailable

Share price$27.74
1D+1.3%
AH$27.21$27.54$27.87$28.20$28.545:30 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.$0.12$2.46$4.80$7.14$9.48$22.94$25.86$28.78$31.70$34.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MTG spot · $27.74MTG PRICE$0.38$0.50$1.26$2.01$2.77$3.52$4.28$5.03$5.79$6.54$7.30$8.05$8.80$0.46$0.69$0.91$1.14$1.36$1.59$1.81$2.03$2.26$2.48$2.71$5.19$8.13
PutsExpensive1.46×
CallsExpensive2.36×
SkewBullish-26.71 pp
Implied moveBullish±$6.09
TiltBullish29.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.3659.2%25.2%25.3840.5%10.2%
25Δ29.8536.6%9.4%25.8340.8%9.4%
30Δ28.9343.6%8.8%26.2941.1%8.5%
35Δ28.0250.6%8.3%26.7441.4%7.7%
40Δ27.1057.6%7.7%27.1941.7%6.9%
45Δ26.1964.6%7.1%27.6542.0%6.0%
50Δ25.2871.5%6.5%28.1042.3%5.2%
55Δ24.3678.5%6.0%28.5542.6%4.4%
60Δ23.4585.5%5.4%29.0142.9%3.6%
65Δ22.5492.5%4.8%29.4643.2%2.7%
70Δ21.6299.5%4.2%29.9243.5%1.9%
75Δ20.71106.5%3.7%32.3964.0%1.9%
80Δ19.79113.5%3.1%35.3186.9%2.0%

20Δ

Calls
Pseudo strike
34.36
IV
59.2%
B/E move
25.2%
Puts
Pseudo strike
25.38
IV
40.5%
B/E move
10.2%

25Δ

Calls
Pseudo strike
29.85
IV
36.6%
B/E move
9.4%
Puts
Pseudo strike
25.83
IV
40.8%
B/E move
9.4%

30Δ

Calls
Pseudo strike
28.93
IV
43.6%
B/E move
8.8%
Puts
Pseudo strike
26.29
IV
41.1%
B/E move
8.5%

35Δ

Calls
Pseudo strike
28.02
IV
50.6%
B/E move
8.3%
Puts
Pseudo strike
26.74
IV
41.4%
B/E move
7.7%

40Δ

Calls
Pseudo strike
27.10
IV
57.6%
B/E move
7.7%
Puts
Pseudo strike
27.19
IV
41.7%
B/E move
6.9%

45Δ

Calls
Pseudo strike
26.19
IV
64.6%
B/E move
7.1%
Puts
Pseudo strike
27.65
IV
42.0%
B/E move
6.0%

50Δ

Calls
Pseudo strike
25.28
IV
71.5%
B/E move
6.5%
Puts
Pseudo strike
28.10
IV
42.3%
B/E move
5.2%

55Δ

Calls
Pseudo strike
24.36
IV
78.5%
B/E move
6.0%
Puts
Pseudo strike
28.55
IV
42.6%
B/E move
4.4%

60Δ

Calls
Pseudo strike
23.45
IV
85.5%
B/E move
5.4%
Puts
Pseudo strike
29.01
IV
42.9%
B/E move
3.6%

65Δ

Calls
Pseudo strike
22.54
IV
92.5%
B/E move
4.8%
Puts
Pseudo strike
29.46
IV
43.2%
B/E move
2.7%

70Δ

Calls
Pseudo strike
21.62
IV
99.5%
B/E move
4.2%
Puts
Pseudo strike
29.92
IV
43.5%
B/E move
1.9%

75Δ

Calls
Pseudo strike
20.71
IV
106.5%
B/E move
3.7%
Puts
Pseudo strike
32.39
IV
64.0%
B/E move
1.9%

80Δ

Calls
Pseudo strike
19.79
IV
113.5%
B/E move
3.1%
Puts
Pseudo strike
35.31
IV
86.9%
B/E move
2.0%

Options history

No recorded observations