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OneSpaWorld Holdings Ltd OSW

CONSUMER CYCLICAL · LEISURE
i

Market dataready · fetched 2026-10-22T22:58:52.364Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:00:01.987001981Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T22:58:51.849223+00:00

Share price$24.29
1D+2.6%
AH$23.61$23.82$24.03$24.24$24.455:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOSW
Sold putSold callAH

OneSpaWorld Holdings Ltd options

Live interpolated OSW call and put midpoint premiums by absolute delta.OneSpaWorld Holdings Ltd$0.54$1.63$2.72$3.81$4.90$19.90$22.24$24.59$26.93$29.2820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OSW spot · $24.29OSW PRICE$0.68$0.80$0.92$1.05$1.17$1.37$1.60$1.82$2.05$2.28$2.81$4.18$0.67$0.66$0.74$0.88$1.03$1.17$1.32$1.46$1.98$2.63$3.28$3.93$4.58
PutsExpensive1.83×
CallsExpensive1.90×
SkewBullish-8.67 pp
Implied moveBalanced±$2.68
TiltBearish8.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.5481.4%18.2%
25Δ29.1775.4%22.9%21.9361.4%12.4%
30Δ28.1970.4%19.4%22.7552.0%9.4%
35Δ27.2165.4%15.8%23.1850.0%8.2%
40Δ26.2460.4%12.3%23.6148.1%7.0%
45Δ25.2655.4%8.8%24.0346.2%5.9%
50Δ24.6653.6%7.2%24.4644.3%4.7%
55Δ24.2152.8%6.2%24.8942.3%3.6%
60Δ23.7552.1%5.3%25.5643.4%2.9%
65Δ23.2951.4%4.4%26.3145.5%2.5%
70Δ22.8450.7%3.4%27.0747.6%2.1%
75Δ22.1455.1%2.7%27.8349.7%1.6%
80Δ20.7774.0%2.7%28.5951.8%1.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.54
IV
81.4%
B/E move
18.2%

25Δ

Calls
Pseudo strike
29.17
IV
75.4%
B/E move
22.9%
Puts
Pseudo strike
21.93
IV
61.4%
B/E move
12.4%

30Δ

Calls
Pseudo strike
28.19
IV
70.4%
B/E move
19.4%
Puts
Pseudo strike
22.75
IV
52.0%
B/E move
9.4%

35Δ

Calls
Pseudo strike
27.21
IV
65.4%
B/E move
15.8%
Puts
Pseudo strike
23.18
IV
50.0%
B/E move
8.2%

40Δ

Calls
Pseudo strike
26.24
IV
60.4%
B/E move
12.3%
Puts
Pseudo strike
23.61
IV
48.1%
B/E move
7.0%

45Δ

Calls
Pseudo strike
25.26
IV
55.4%
B/E move
8.8%
Puts
Pseudo strike
24.03
IV
46.2%
B/E move
5.9%

50Δ

Calls
Pseudo strike
24.66
IV
53.6%
B/E move
7.2%
Puts
Pseudo strike
24.46
IV
44.3%
B/E move
4.7%

55Δ

Calls
Pseudo strike
24.21
IV
52.8%
B/E move
6.2%
Puts
Pseudo strike
24.89
IV
42.3%
B/E move
3.6%

60Δ

Calls
Pseudo strike
23.75
IV
52.1%
B/E move
5.3%
Puts
Pseudo strike
25.56
IV
43.4%
B/E move
2.9%

65Δ

Calls
Pseudo strike
23.29
IV
51.4%
B/E move
4.4%
Puts
Pseudo strike
26.31
IV
45.5%
B/E move
2.5%

70Δ

Calls
Pseudo strike
22.84
IV
50.7%
B/E move
3.4%
Puts
Pseudo strike
27.07
IV
47.6%
B/E move
2.1%

75Δ

Calls
Pseudo strike
22.14
IV
55.1%
B/E move
2.7%
Puts
Pseudo strike
27.83
IV
49.7%
B/E move
1.6%

80Δ

Calls
Pseudo strike
20.77
IV
74.0%
B/E move
2.7%
Puts
Pseudo strike
28.59
IV
51.8%
B/E move
1.2%

Options history

No recorded observations