IntraAlpha
Create free account Start free

MasterCraft Boat Holdings, Inc. Common Stock MCFT

i

Market dataready · fetched 2026-11-13T02:54:09.175Z

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 · 2026-11-12T21:00:03.680621129Z

FundamentalsSEC EDGAR · ready · as of 2026-10-04 · fetched 2026-11-13T02:54:08.702642+00:00

Share price$21.59
1D+1.5%
AH$20.66$20.92$21.18$21.43$21.695:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMCFT
Sold putSold callAH

MasterCraft Boat Holdings, Inc. Common Stock options

Live interpolated MCFT call and put midpoint premiums by absolute delta.MasterCraft Boat Holdings, Inc. Common Stock$0.32$1.21$2.11$3.00$3.90$17.41$19.70$21.99$24.28$26.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive MCFT spot · $21.59MCFT PRICE$0.45$0.62$0.79$0.95$1.12$1.29$1.46$1.62$1.79$2.62$0.41$0.57$0.72$0.87$1.02$1.17$1.33$1.48$1.92$2.49$3.07$3.64
Puts——
Calls——
Skew——
Implied moveBearish±$2.13
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ20.0880.6%8.9%
30Δ20.4180.2%8.0%
35Δ22.4963.2%6.3%20.7579.9%7.2%
40Δ22.2164.1%5.8%21.0879.5%6.4%
45Δ21.9265.1%5.2%21.4179.2%5.6%
50Δ21.6366.0%4.6%21.7478.8%4.7%
55Δ21.3467.0%4.1%22.0778.5%3.9%
60Δ21.0567.9%3.5%22.4078.1%3.1%
65Δ20.7768.9%2.9%22.9582.8%2.6%
70Δ20.4869.8%2.4%23.6089.6%2.2%
75Δ20.1970.8%1.8%24.2596.5%1.9%
80Δ19.2788.2%1.4%24.91103.4%1.5%

20Δ

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

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.08
IV
80.6%
B/E move
8.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.41
IV
80.2%
B/E move
8.0%

35Δ

Calls
Pseudo strike
22.49
IV
63.2%
B/E move
6.3%
Puts
Pseudo strike
20.75
IV
79.9%
B/E move
7.2%

40Δ

Calls
Pseudo strike
22.21
IV
64.1%
B/E move
5.8%
Puts
Pseudo strike
21.08
IV
79.5%
B/E move
6.4%

45Δ

Calls
Pseudo strike
21.92
IV
65.1%
B/E move
5.2%
Puts
Pseudo strike
21.41
IV
79.2%
B/E move
5.6%

50Δ

Calls
Pseudo strike
21.63
IV
66.0%
B/E move
4.6%
Puts
Pseudo strike
21.74
IV
78.8%
B/E move
4.7%

55Δ

Calls
Pseudo strike
21.34
IV
67.0%
B/E move
4.1%
Puts
Pseudo strike
22.07
IV
78.5%
B/E move
3.9%

60Δ

Calls
Pseudo strike
21.05
IV
67.9%
B/E move
3.5%
Puts
Pseudo strike
22.40
IV
78.1%
B/E move
3.1%

65Δ

Calls
Pseudo strike
20.77
IV
68.9%
B/E move
2.9%
Puts
Pseudo strike
22.95
IV
82.8%
B/E move
2.6%

70Δ

Calls
Pseudo strike
20.48
IV
69.8%
B/E move
2.4%
Puts
Pseudo strike
23.60
IV
89.6%
B/E move
2.2%

75Δ

Calls
Pseudo strike
20.19
IV
70.8%
B/E move
1.8%
Puts
Pseudo strike
24.25
IV
96.5%
B/E move
1.9%

80Δ

Calls
Pseudo strike
19.27
IV
88.2%
B/E move
1.4%
Puts
Pseudo strike
24.91
IV
103.4%
B/E move
1.5%

Options history

IV · four-Friday blend63.28%
Daily EOD
MCFT56.0%60.7%65.4%2026-10-19: 62.03%2026-10-20: 61.06%2026-10-21: 58.65%2026-10-22: 56.68%2026-10-23: 64.38%2026-10-26: 64.04%2026-10-27: 64.26%2026-10-28: 64.78%2026-10-29: 59.02%2026-10-30: 63.28%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
62.03%
61.06%
58.65%
56.68%
64.38%
64.04%
64.26%
64.78%
59.02%
63.28%