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Magnachip Semiconductor Corp. MX

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Market datapartial · fetched 2026-10-22T21:11:26.021Z

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 · 2026-10-22T20:44:07.405606051Z

FundamentalsAlpha Vantage · unavailable

Share price$2.41
1D-4.5%
AH$2.40$2.44$2.48$2.52$2.565:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMX
Sold putSold callAH

Magnachip Semiconductor Corp. options

Live interpolated MX call and put midpoint premiums by absolute delta.Magnachip Semiconductor Corp.$0.05$0.62$1.19$1.76$2.33$1.04$1.93$2.82$3.71$4.6020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MX spot · $2.41MX PRICE$0.11$0.14$0.17$0.21$0.24$0.27$0.30$0.60$0.86$1.12$1.38$1.64$1.90$2.17
PutsExpensive1.19×
CallsExpensive1.15×
SkewBullish-10.01 pp
Implied moveBearish±$0.90
TiltBearish74.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.63182.6%96.6%
25Δ4.31175.2%84.9%
30Δ4.00167.9%73.2%
35Δ3.69160.6%61.5%
40Δ3.37153.3%49.8%
45Δ3.06146.0%38.1%
50Δ2.75138.7%26.4%2.72134.5%11.9%
55Δ3.01139.9%10.5%
60Δ3.31145.3%9.2%
65Δ3.60150.6%7.9%
70Δ3.90156.0%6.5%
75Δ4.19161.3%5.2%
80Δ4.48166.7%3.8%

20Δ

Calls
Pseudo strike
4.63
IV
182.6%
B/E move
96.6%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
4.31
IV
175.2%
B/E move
84.9%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
4.00
IV
167.9%
B/E move
73.2%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
3.69
IV
160.6%
B/E move
61.5%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
3.37
IV
153.3%
B/E move
49.8%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
3.06
IV
146.0%
B/E move
38.1%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
2.75
IV
138.7%
B/E move
26.4%
Puts
Pseudo strike
2.72
IV
134.5%
B/E move
11.9%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.01
IV
139.9%
B/E move
10.5%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.31
IV
145.3%
B/E move
9.2%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.60
IV
150.6%
B/E move
7.9%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.90
IV
156.0%
B/E move
6.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.19
IV
161.3%
B/E move
5.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.48
IV
166.7%
B/E move
3.8%

Options history

No recorded observations