MAGY Options History — September 2025

In September 2025, MAGY traded between $56.05 and $57.63. ATM implied volatility averaged 17.4%. The 30-day expected move averaged 5.1%. IV traded above realized volatility by 6.7% (HV 20d: 10.7%). Max pain ranged from $57.00 to $57.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 3.32.

Notable Days

  • 2025-09-19: Highest Volume — 36 contracts
  • 2025-09-16: Largest IV spike — 80.2% change
  • 2025-09-17: Largest Expected Move — 7.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$56.99$56.05$57.63$56.05$56.80
Max Pain$57.00$57.00$57.00$57.00$57.00
ATM IV17.4%10.1%26.6%20.8%12.7%
Expected Move5.1%2.9%7.6%6.0%3.7%
HV 20d10.7%8.5%11.8%10.5%8.5%
HV 60d10.6%10.5%10.7%10.7%10.5%
Term Structure4.4%-5.6%12.4%7.9%5.1%
VWIV17.8%4.1%33.7%33.7%7.9%
Skew 25d5.8%-2.8%25.3%25.3%-2.8%
Skew 10d8.7%-2.2%24.6%3.0%-2.2%
Call IV 25d21.1%9.9%31.2%9.9%12.1%
Put IV 25d26.9%9.3%36.1%35.1%9.3%
Bid-Ask Spread %160.52124.12171.34124.12158.06
Gamma HHI0.650.370.910.420.88
Net GEX-53.9K-113.5K-12.7K-12.7K-94.5K
Net DEX117.7K30.7K161.1K144.8K120.9K
Net VEX-414-623-295-386-512
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.320.0016.0016.000.20
Total Volume11.09503626
Total OI98.0956112667126

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-09-02$56.05$57.0020.8%6.0%10.5%0.0%33.7%25.3%7.9%-12.7K144.8K-3860.00124.12N/AN/A021057
2025-09-03$56.72$57.0018.6%5.3%11.5%0.0%19.8%5.0%-1.4%-17.6K130.9K-38716.00128.49N/AN/A1161059
2025-09-04$56.92$57.0014.8%5.5%11.4%0.0%4.1%8.7%11.0%-96.6K147.3K-3240.50169.50N/AN/A211175
2025-09-05$57.05$57.0016.0%5.2%11.3%0.0%0.0%8.7%7.2%-48.3K146.0K-4350.00170.90N/AN/A301376
2025-09-08$56.79$57.0016.5%5.4%11.2%0.0%0.0%7.1%10.6%-32.1K155.8K-4170.00171.00N/AN/A071476
2025-09-09$56.89$57.0014.9%5.2%11.2%0.0%0.0%7.4%10.0%-92.1K149.6K-3369.00170.27N/AN/A191481
2025-09-10$57.11$57.0019.1%5.5%11.1%0.0%0.0%8.1%3.8%-33.7K161.1K-4520.00171.34N/AN/A051490
2025-09-11$57.39$57.0018.4%5.3%11.2%0.0%0.0%8.3%1.7%-35.1K144.8K-4750.00166.23N/AN/A001495
2025-09-12$56.87$57.0017.9%5.1%11.6%0.0%16.9%3.6%10.2%-79.2K122.5K-2950.00167.66N/AN/A0121595
2025-09-15$57.17$57.0010.1%2.9%11.8%0.0%18.3%2.1%1.6%-63.9K121.8K-3620.00165.94N/AN/A0111587
2025-09-16$57.23$57.0018.1%5.2%11.6%0.0%0.0%11.9%1.9%-49.5K103.5K-3580.00168.47N/AN/A031597
2025-09-17$57.63$57.0026.6%7.6%11.6%0.0%0.0%1.9%-5.1%-63.6K30.7K-3370.00165.81N/AN/A0211999
2025-09-18$57.52$57.0023.3%6.7%11.6%0.0%0.0%-2.3%4.3%-53.8K103.9K-3644.50164.80N/AN/A291999
2025-09-19$57.24$57.0017.5%5.0%10.4%0.0%25.4%1.9%8.4%-66.0K118.9K-3110.00168.56N/AN/A0361399
2025-09-22$57.22$57.0019.2%5.5%9.8%0.0%18.4%2.6%-5.6%-21.6K54.1K-3600.75154.69N/AN/A43754
2025-09-23$57.08$57.0023.5%6.8%9.8%0.0%18.8%8.6%3.1%-21.5K86.4K-3850.83158.61N/AN/A1210955
2025-09-24$56.91$57.0019.5%5.6%9.8%0.0%20.2%4.5%-5.2%-23.0K82.7K-5490.00166.47N/AN/A0132167
2025-09-25$56.54$57.0012.7%3.6%10.0%0.0%17.9%5.0%-0.2%-59.1K150.1K-5453.50138.76N/AN/A4142180
2025-09-26$56.95$57.0012.3%3.5%10.0%0.0%18.1%5.7%12.4%-113.5K88.4K-4810.56156.66N/AN/A952594
2025-09-29$56.66$57.0012.5%3.6%9.0%0.0%11.3%0.9%10.7%-55.1K107.1K-6230.71164.56N/AN/A752694
2025-09-30$56.80$57.0012.7%3.7%8.5%0.0%7.9%-2.8%5.1%-94.5K120.9K-5120.20158.06N/AN/A512799