Share price$2.54
1D
Price history unavailable.
Magnachip Semiconductor Corp. MX
i
Market datapartial · fetched 2026-10-22T11:48:36.890Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T11:41:35.575623152Z
FundamentalsAlpha Vantage · unavailable
Magnachip Semiconductor Corp. options
PutsExpensive1.29×
CallsExpensive1.08×
SkewBearish+14.67 pp
Implied moveBearish±$1.13
TiltBearish69.4% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 4.67 | 171.3% | 88.4% | |||
| 25Δ | 4.39 | 165.4% | 78.8% | |||
| 30Δ | 4.11 | 159.4% | 69.2% | |||
| 35Δ | 3.84 | 153.4% | 59.5% | |||
| 40Δ | 3.56 | 147.5% | 49.9% | |||
| 45Δ | 3.28 | 141.5% | 40.3% | 2.74 | 116.7% | 11.7% |
| 50Δ | 3.00 | 135.5% | 30.7% | 3.08 | 132.8% | 10.8% |
| 55Δ | 2.73 | 129.5% | 21.0% | 3.43 | 149.0% | 9.8% |
| 60Δ | 3.78 | 165.1% | 8.8% | |||
| 65Δ | 4.13 | 181.3% | 7.9% | |||
| 70Δ | 4.48 | 197.4% | 6.9% | |||
| 75Δ | 4.82 | 213.6% | 6.0% | |||
| 80Δ | ||||||
20Δ
- Pseudo strike
- 4.67
- IV
- 171.3%
- B/E move
- 88.4%
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- 4.39
- IV
- 165.4%
- B/E move
- 78.8%
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- 4.11
- IV
- 159.4%
- B/E move
- 69.2%
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- 3.84
- IV
- 153.4%
- B/E move
- 59.5%
- Pseudo strike
- IV
- B/E move
40Δ
- Pseudo strike
- 3.56
- IV
- 147.5%
- B/E move
- 49.9%
- Pseudo strike
- IV
- B/E move
45Δ
- Pseudo strike
- 3.28
- IV
- 141.5%
- B/E move
- 40.3%
- Pseudo strike
- 2.74
- IV
- 116.7%
- B/E move
- 11.7%
50Δ
- Pseudo strike
- 3.00
- IV
- 135.5%
- B/E move
- 30.7%
- Pseudo strike
- 3.08
- IV
- 132.8%
- B/E move
- 10.8%
55Δ
- Pseudo strike
- 2.73
- IV
- 129.5%
- B/E move
- 21.0%
- Pseudo strike
- 3.43
- IV
- 149.0%
- B/E move
- 9.8%
60Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 3.78
- IV
- 165.1%
- B/E move
- 8.8%
65Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 4.13
- IV
- 181.3%
- B/E move
- 7.9%
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 4.48
- IV
- 197.4%
- B/E move
- 6.9%
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 4.82
- IV
- 213.6%
- B/E move
- 6.0%
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
Options history
No recorded observations