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Magnachip Semiconductor Corp. MX

i

Market dataready · fetched 2026-11-11T13:58:35.646Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-11T13:50:52.496151608Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T13:58:33.978235+00:00

Share price$2.71
1D-0.2%
$2.70$2.71$2.73$2.74$2.765:30 AM6:30 AM9:00 AM1:00 PMMX
Sold putSold call

Magnachip Semiconductor Corp. options

Live interpolated MX call and put midpoint premiums by absolute delta.Magnachip Semiconductor Corp.$0.00$0.93$1.87$2.80$3.73$1.33$2.01$2.69$3.37$4.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive MX spot · $2.71MX PRICE$0.09$0.11$0.13$0.16$0.18$0.20$0.23$0.25$0.28$0.30$0.32$0.33$0.64$0.95$1.27$1.58$1.89$2.20$2.52$3.46
Puts——
Calls——
Skew——
Implied moveBearish±$1.49
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.48101.8%68.5%
25Δ4.2897.6%62.1%
30Δ4.0993.4%55.8%
35Δ3.8989.2%49.4%2.59110.1%16.7%
40Δ3.7085.1%43.1%2.93125.3%15.5%
45Δ3.5080.9%36.8%3.27140.5%14.4%
50Δ3.3176.7%30.4%3.62155.7%13.3%
55Δ3.1172.5%24.1%3.96171.0%12.1%
60Δ2.9268.3%17.7%4.30186.2%11.0%
65Δ2.7264.1%11.4%4.65201.4%9.8%
70Δ2.5259.9%5.0%4.99216.7%8.7%
75Δ5.99226.4%6.9%
80Δ

20Δ

Calls
Pseudo strike
4.48
IV
101.8%
B/E move
68.5%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
4.28
IV
97.6%
B/E move
62.1%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
4.09
IV
93.4%
B/E move
55.8%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
3.89
IV
89.2%
B/E move
49.4%
Puts
Pseudo strike
2.59
IV
110.1%
B/E move
16.7%

40Δ

Calls
Pseudo strike
3.70
IV
85.1%
B/E move
43.1%
Puts
Pseudo strike
2.93
IV
125.3%
B/E move
15.5%

45Δ

Calls
Pseudo strike
3.50
IV
80.9%
B/E move
36.8%
Puts
Pseudo strike
3.27
IV
140.5%
B/E move
14.4%

50Δ

Calls
Pseudo strike
3.31
IV
76.7%
B/E move
30.4%
Puts
Pseudo strike
3.62
IV
155.7%
B/E move
13.3%

55Δ

Calls
Pseudo strike
3.11
IV
72.5%
B/E move
24.1%
Puts
Pseudo strike
3.96
IV
171.0%
B/E move
12.1%

60Δ

Calls
Pseudo strike
2.92
IV
68.3%
B/E move
17.7%
Puts
Pseudo strike
4.30
IV
186.2%
B/E move
11.0%

65Δ

Calls
Pseudo strike
2.72
IV
64.1%
B/E move
11.4%
Puts
Pseudo strike
4.65
IV
201.4%
B/E move
9.8%

70Δ

Calls
Pseudo strike
2.52
IV
59.9%
B/E move
5.0%
Puts
Pseudo strike
4.99
IV
216.7%
B/E move
8.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.99
IV
226.4%
B/E move
6.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend133.88%
Daily EOD
MX119.5%129.4%139.3%2026-10-20: 122.30%2026-10-21: 120.85%2026-10-22: 130.44%2026-10-23: 124.99%2026-10-27: 137.97%2026-10-28: 128.48%2026-10-29: 128.46%2026-10-30: 133.88%Oct 20Oct 23Oct 30
8 observations2026-10-20 — 2026-10-30
Table
DateIV (%)
122.30%
120.85%
130.44%
124.99%
137.97%
128.48%
128.46%
133.88%