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OneWater Marine Inc. Class A Common Stock ONEW

CONSUMER CYCLICAL · SPECIALTY RETAIL
i

Market dataready · fetched 2026-11-12T03:08:01.059Z

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 · 2026-11-11T21:00:00.087943977Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-12T03:08:00.681361+00:00

Share price$9.75
1D-4.5%
AH$9.60$9.81$10.01$10.22$10.425:30 AM6:30 AM9:00 AM1:00 PM2:00 PMONEW
Sold putSold callAH

OneWater Marine Inc. Class A Common Stock options

Live interpolated ONEW call and put midpoint premiums by absolute delta.OneWater Marine Inc. Class A Common Stock$0.31$0.90$1.50$2.09$2.69$8.30$9.44$10.59$11.73$12.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive ONEW spot · $9.75ONEW PRICE$0.38$0.38$0.43$0.49$0.55$0.61$0.72$1.02$1.32$1.62$1.92$2.22$2.52$0.39$0.41$0.43$0.45$0.47$0.50$0.52$0.54
Puts——
CallsExpensive2.30×
Skew——
Implied moveBullish±$1.24
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.08267.4%58.5%7.66213.1%25.4%
25Δ12.49192.8%31.9%7.98193.6%22.4%
30Δ11.97178.7%27.2%8.29174.0%19.3%
35Δ11.45164.6%22.4%8.61154.5%16.3%
40Δ10.93150.6%17.7%8.93135.0%13.3%
45Δ10.41136.5%12.9%9.25115.4%10.3%
50Δ9.92128.9%9.1%9.5695.9%7.3%
55Δ9.54144.1%8.3%9.8876.3%4.2%
60Δ9.17159.4%7.5%
65Δ8.79174.7%6.8%
70Δ8.42190.0%6.0%
75Δ8.04205.2%5.2%
80Δ7.67220.5%4.4%

20Δ

Calls
Pseudo strike
15.08
IV
267.4%
B/E move
58.5%
Puts
Pseudo strike
7.66
IV
213.1%
B/E move
25.4%

25Δ

Calls
Pseudo strike
12.49
IV
192.8%
B/E move
31.9%
Puts
Pseudo strike
7.98
IV
193.6%
B/E move
22.4%

30Δ

Calls
Pseudo strike
11.97
IV
178.7%
B/E move
27.2%
Puts
Pseudo strike
8.29
IV
174.0%
B/E move
19.3%

35Δ

Calls
Pseudo strike
11.45
IV
164.6%
B/E move
22.4%
Puts
Pseudo strike
8.61
IV
154.5%
B/E move
16.3%

40Δ

Calls
Pseudo strike
10.93
IV
150.6%
B/E move
17.7%
Puts
Pseudo strike
8.93
IV
135.0%
B/E move
13.3%

45Δ

Calls
Pseudo strike
10.41
IV
136.5%
B/E move
12.9%
Puts
Pseudo strike
9.25
IV
115.4%
B/E move
10.3%

50Δ

Calls
Pseudo strike
9.92
IV
128.9%
B/E move
9.1%
Puts
Pseudo strike
9.56
IV
95.9%
B/E move
7.3%

55Δ

Calls
Pseudo strike
9.54
IV
144.1%
B/E move
8.3%
Puts
Pseudo strike
9.88
IV
76.3%
B/E move
4.2%

60Δ

Calls
Pseudo strike
9.17
IV
159.4%
B/E move
7.5%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
8.79
IV
174.7%
B/E move
6.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
8.42
IV
190.0%
B/E move
6.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
8.04
IV
205.2%
B/E move
5.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
7.67
IV
220.5%
B/E move
4.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend72.37%
Daily EOD
ONEW67.9%73.8%79.7%2026-10-19: 69.51%2026-10-20: 72.82%2026-10-21: 78.90%2026-10-23: 73.96%2026-10-26: 68.69%2026-10-28: 73.46%2026-10-29: 74.16%2026-10-30: 72.37%Oct 19Oct 23Oct 30
8 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
69.51%
72.82%
78.90%
73.96%
68.69%
73.46%
74.16%
72.37%