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OneSpaWorld Holdings Limited Common Shares OSW

i

Market dataready · fetched 2026-11-12T02:13:13.213Z

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 · 2026-11-11T21:00:02.637140219Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T02:13:12.889151+00:00

Share price$31.42
1D-1.4%
AH$31.05$31.30$31.54$31.78$32.035:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOSW
Sold putSold callAH

OneSpaWorld Holdings Limited Common Shares options

Live interpolated OSW call and put midpoint premiums by absolute delta.OneSpaWorld Holdings Limited Common Shares$0.30$1.12$1.94$2.76$3.58$27.62$29.44$31.25$33.06$34.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OSW spot · $31.42OSW PRICE$0.39$0.49$0.60$0.71$0.82$0.93$1.04$1.15$1.25$1.36$1.47$1.58$1.93$0.47$0.53$0.62$0.89$1.16$1.43$1.71$1.98$2.25$2.52$2.80$3.07$3.34
PutsExpensive1.64×
CallsExpensive1.41×
SkewBearish+6.94 pp
Implied moveBearish±$2.74
TiltBearish24.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.9674.8%12.5%27.4696.6%14.1%
25Δ34.5471.7%11.5%28.8477.0%9.9%
30Δ34.1268.6%10.5%30.0760.2%6.3%
35Δ33.7165.5%9.5%30.5060.0%5.8%
40Δ33.2962.4%8.6%30.9359.9%5.3%
45Δ32.8759.3%7.6%31.3659.7%4.7%
50Δ32.4556.3%6.6%31.8059.5%4.2%
55Δ32.0353.2%5.6%32.2359.3%3.7%
60Δ31.6250.1%4.6%32.6659.1%3.2%
65Δ31.2047.0%3.6%33.0958.9%2.7%
70Δ30.7843.9%2.6%33.5358.7%2.2%
75Δ30.3640.8%1.7%33.9658.5%1.7%
80Δ29.7441.9%0.8%34.3958.3%1.2%

20Δ

Calls
Pseudo strike
34.96
IV
74.8%
B/E move
12.5%
Puts
Pseudo strike
27.46
IV
96.6%
B/E move
14.1%

25Δ

Calls
Pseudo strike
34.54
IV
71.7%
B/E move
11.5%
Puts
Pseudo strike
28.84
IV
77.0%
B/E move
9.9%

30Δ

Calls
Pseudo strike
34.12
IV
68.6%
B/E move
10.5%
Puts
Pseudo strike
30.07
IV
60.2%
B/E move
6.3%

35Δ

Calls
Pseudo strike
33.71
IV
65.5%
B/E move
9.5%
Puts
Pseudo strike
30.50
IV
60.0%
B/E move
5.8%

40Δ

Calls
Pseudo strike
33.29
IV
62.4%
B/E move
8.6%
Puts
Pseudo strike
30.93
IV
59.9%
B/E move
5.3%

45Δ

Calls
Pseudo strike
32.87
IV
59.3%
B/E move
7.6%
Puts
Pseudo strike
31.36
IV
59.7%
B/E move
4.7%

50Δ

Calls
Pseudo strike
32.45
IV
56.3%
B/E move
6.6%
Puts
Pseudo strike
31.80
IV
59.5%
B/E move
4.2%

55Δ

Calls
Pseudo strike
32.03
IV
53.2%
B/E move
5.6%
Puts
Pseudo strike
32.23
IV
59.3%
B/E move
3.7%

60Δ

Calls
Pseudo strike
31.62
IV
50.1%
B/E move
4.6%
Puts
Pseudo strike
32.66
IV
59.1%
B/E move
3.2%

65Δ

Calls
Pseudo strike
31.20
IV
47.0%
B/E move
3.6%
Puts
Pseudo strike
33.09
IV
58.9%
B/E move
2.7%

70Δ

Calls
Pseudo strike
30.78
IV
43.9%
B/E move
2.6%
Puts
Pseudo strike
33.53
IV
58.7%
B/E move
2.2%

75Δ

Calls
Pseudo strike
30.36
IV
40.8%
B/E move
1.7%
Puts
Pseudo strike
33.96
IV
58.5%
B/E move
1.7%

80Δ

Calls
Pseudo strike
29.74
IV
41.9%
B/E move
0.8%
Puts
Pseudo strike
34.39
IV
58.3%
B/E move
1.2%

Options history

IV · four-Friday blend36.17%
Daily EOD
OSW35.4%40.8%46.2%2026-10-19: 42.30%2026-10-20: 39.14%2026-10-21: 43.11%2026-10-22: 38.85%2026-10-23: 41.72%2026-10-26: 40.44%2026-10-27: 45.49%2026-10-29: 41.01%2026-10-30: 36.17%Oct 19Oct 23Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
42.30%
39.14%
43.11%
38.85%
41.72%
40.44%
45.49%
41.01%
36.17%