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Malibu Boats, Inc. Class A Common Stock MBUU

i

Market dataready · fetched 2026-11-12T01:15:12.606Z

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: 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 · 2026-11-11T21:00:08.929248486Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T01:15:12.156697+00:00

Share price$20.50
1D-0.1%
AH$20.20$20.33$20.45$20.58$20.705:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMBUU
Sold putSold callAH

Malibu Boats, Inc. Class A Common Stock options

Live interpolated MBUU call and put midpoint premiums by absolute delta.Malibu Boats, Inc. Class A Common Stock$0.44$1.35$2.25$3.15$4.06$14.34$17.29$20.23$23.18$26.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive MBUU spot · $20.50MBUU PRICE$1.00$0.54$0.72$0.90$1.08$1.26$1.44$0.86$0.72$1.11$1.49$1.87$2.26$2.64$3.03$3.41$3.80
Puts——
Calls——
Skew——
Implied moveBearish±$2.75
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ38.01354.3%90.3%16.40205.2%24.2%
25Δ
30Δ22.3692.2%11.7%
35Δ21.9694.4%10.6%
40Δ21.5696.7%9.5%20.2759.4%4.6%
45Δ21.1699.0%8.5%20.7462.6%4.2%
50Δ20.76101.2%7.4%21.2165.7%3.8%
55Δ20.36103.5%6.3%21.6868.9%3.4%
60Δ22.1472.0%3.0%
65Δ22.6175.2%2.6%
70Δ23.0878.3%2.2%
75Δ23.5581.4%1.8%
80Δ24.0284.6%1.3%

20Δ

Calls
Pseudo strike
38.01
IV
354.3%
B/E move
90.3%
Puts
Pseudo strike
16.40
IV
205.2%
B/E move
24.2%

25Δ

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

30Δ

Calls
Pseudo strike
22.36
IV
92.2%
B/E move
11.7%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
21.96
IV
94.4%
B/E move
10.6%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
21.56
IV
96.7%
B/E move
9.5%
Puts
Pseudo strike
20.27
IV
59.4%
B/E move
4.6%

45Δ

Calls
Pseudo strike
21.16
IV
99.0%
B/E move
8.5%
Puts
Pseudo strike
20.74
IV
62.6%
B/E move
4.2%

50Δ

Calls
Pseudo strike
20.76
IV
101.2%
B/E move
7.4%
Puts
Pseudo strike
21.21
IV
65.7%
B/E move
3.8%

55Δ

Calls
Pseudo strike
20.36
IV
103.5%
B/E move
6.3%
Puts
Pseudo strike
21.68
IV
68.9%
B/E move
3.4%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.14
IV
72.0%
B/E move
3.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.61
IV
75.2%
B/E move
2.6%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.08
IV
78.3%
B/E move
2.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.55
IV
81.4%
B/E move
1.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.02
IV
84.6%
B/E move
1.3%

Options history

IV · four-Friday blend56.82%
Daily EOD
MBUU54.0%56.6%59.2%2026-10-19: 58.23%2026-10-20: 54.33%2026-10-21: 56.00%2026-10-22: 58.82%2026-10-23: 55.39%2026-10-26: 55.81%2026-10-27: 58.17%2026-10-28: 58.31%2026-10-29: 58.00%2026-10-30: 56.82%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
58.23%
54.33%
56.00%
58.82%
55.39%
55.81%
58.17%
58.31%
58.00%
56.82%