This is probably a trade secret but I imagine it to be pretty high. I am guessing OLGS have small margins and rely a lot on volume to be able to undercut the Brick and Mortars by a lot.
It's no longer as simple as it used to be, and still nothing is set in stone. Asmodee has affected the purchase price for the few OLGS sellers they allow and those are higher than what other publishers/manufacturers dictate.
That said, expect stores to be purchasing (depending upon publisher / manufacturer) between 45-48% off MSRP if they are an average store. You can math the rest in regards to their margins. Pad a few points for non-ANA for OLGS or larger stores then see what they're selling at. Also this is strictly for board games. Card games like MTG, YGO, Pokemon, Etc the #s are significantly worse for the store.