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MasterCraft Boat Holdings, Inc. Common Stock MCFT

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Market dataready · fetched 2026-11-14T03:11:48.286Z

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 · 2026-11-13T21:00:08.816544015Z

FundamentalsSEC EDGAR · ready · as of 2026-10-04 · fetched 2026-11-14T03:11:47.897629+00:00

Share price$21.89
1D+0.2%
AH$21.27$21.46$21.64$21.83$22.015:30 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$0.25$1.28$2.31$3.35$4.38$18.04$20.25$22.45$24.65$26.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MCFT spot · $21.89MCFT PRICE$0.36$0.46$0.57$0.68$0.80$0.92$1.18$1.45$1.71$1.97$2.24$2.62$4.08$0.44$0.49$0.55$0.61$0.67$0.73$0.78$0.84$0.90$1.03$1.38$1.72$2.07
PutsCheap0.74×
CallsCheap0.80×
SkewBullish-35.95 pp
Implied moveBullish±$1.97
TiltBullish21.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.65119.5%18.8%19.06128.5%14.9%
25Δ24.61109.4%14.5%20.07103.9%10.6%
30Δ24.07106.3%12.6%20.3896.9%9.4%
35Δ23.53103.3%10.6%20.6989.9%8.2%
40Δ23.00100.3%8.7%21.0182.9%7.1%
45Δ22.4797.7%6.8%21.3275.9%5.9%
50Δ22.05100.3%6.1%21.6369.0%4.8%
55Δ21.63103.0%5.4%21.9462.0%3.6%
60Δ21.21105.6%4.7%22.2655.0%2.4%
65Δ20.80108.2%4.0%22.5949.8%1.5%
70Δ20.38110.9%3.3%22.9950.9%1.3%
75Δ19.85117.1%2.6%23.3952.0%1.0%
80Δ18.32155.4%2.3%23.7953.0%0.8%

20Δ

Calls
Pseudo strike
25.65
IV
119.5%
B/E move
18.8%
Puts
Pseudo strike
19.06
IV
128.5%
B/E move
14.9%

25Δ

Calls
Pseudo strike
24.61
IV
109.4%
B/E move
14.5%
Puts
Pseudo strike
20.07
IV
103.9%
B/E move
10.6%

30Δ

Calls
Pseudo strike
24.07
IV
106.3%
B/E move
12.6%
Puts
Pseudo strike
20.38
IV
96.9%
B/E move
9.4%

35Δ

Calls
Pseudo strike
23.53
IV
103.3%
B/E move
10.6%
Puts
Pseudo strike
20.69
IV
89.9%
B/E move
8.2%

40Δ

Calls
Pseudo strike
23.00
IV
100.3%
B/E move
8.7%
Puts
Pseudo strike
21.01
IV
82.9%
B/E move
7.1%

45Δ

Calls
Pseudo strike
22.47
IV
97.7%
B/E move
6.8%
Puts
Pseudo strike
21.32
IV
75.9%
B/E move
5.9%

50Δ

Calls
Pseudo strike
22.05
IV
100.3%
B/E move
6.1%
Puts
Pseudo strike
21.63
IV
69.0%
B/E move
4.8%

55Δ

Calls
Pseudo strike
21.63
IV
103.0%
B/E move
5.4%
Puts
Pseudo strike
21.94
IV
62.0%
B/E move
3.6%

60Δ

Calls
Pseudo strike
21.21
IV
105.6%
B/E move
4.7%
Puts
Pseudo strike
22.26
IV
55.0%
B/E move
2.4%

65Δ

Calls
Pseudo strike
20.80
IV
108.2%
B/E move
4.0%
Puts
Pseudo strike
22.59
IV
49.8%
B/E move
1.5%

70Δ

Calls
Pseudo strike
20.38
IV
110.9%
B/E move
3.3%
Puts
Pseudo strike
22.99
IV
50.9%
B/E move
1.3%

75Δ

Calls
Pseudo strike
19.85
IV
117.1%
B/E move
2.6%
Puts
Pseudo strike
23.39
IV
52.0%
B/E move
1.0%

80Δ

Calls
Pseudo strike
18.32
IV
155.4%
B/E move
2.3%
Puts
Pseudo strike
23.79
IV
53.0%
B/E move
0.8%

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%