Adaptive optics systems correct atmospheric turbulence in real time. Most adaptive optics systems used routinely correct in the near infrared, at wavelengths greater than 1 micron. MagAO- X is a new extreme adaptive optics (ExAO) instrument that will offer corrections at visible-to- near-IR wavelengths. MagAO-X will achieve Strehl ratios greater than 70% at H-alpha when running the 2040 actuator deformable mirror at 3.6 kHz. A visible pyramid wavefront sensor (PWFS) optimized for sensing at 600-1000 nm wavelengths will provide the high-order wavefront sensing on MagAO- X. We present the optical design and predicted performance of the MagAO-X pyramid wavefront sensor.