IntraAlpha
Create free account Start free

Blue Owl Capital Corporation OBDC

i

Market datapartial · fetched 2026-10-22T11:10:40.359Z

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 · 2026-10-22T11:08:40.886522969Z

FundamentalsAlpha Vantage · unavailable

Share price$9.83
1D
Price history unavailable.

Blue Owl Capital Corporation options

Live interpolated OBDC call and put midpoint premiums by absolute delta.Blue Owl Capital Corporation$0.00$2.07$4.15$6.22$8.30$7.45$8.81$10.18$11.54$12.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OBDC spot · $9.83OBDC PRICE$0.46$0.43$0.40$0.37$0.34$0.31$0.52$0.79$1.05$1.31$1.58$1.84$2.10$0.14$0.18$0.22$0.25$0.29$0.33$0.36$0.40$1.50$2.62$3.74$4.87$7.69
PutsExpensive1.83×
CallsExpensive3.38×
SkewBullish-24.85 pp
Implied moveBullish±$0.88
TiltBearish32.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.52216.5%123.7%8.2948.0%17.1%
25Δ19.29180.9%100.6%8.5345.4%15.0%
30Δ17.06145.3%77.6%8.7842.7%12.9%
35Δ14.82109.7%54.5%9.0240.0%10.8%
40Δ12.5974.1%31.5%9.2637.4%8.7%
45Δ10.3638.5%8.5%9.5134.7%6.6%
50Δ9.7538.8%4.5%9.7532.0%4.5%
55Δ9.4546.0%4.2%9.9929.3%2.4%
60Δ9.1653.1%3.8%11.0654.9%2.7%
65Δ8.8660.3%3.5%12.1581.2%3.0%
70Δ8.5767.4%3.2%13.25107.4%3.3%
75Δ8.2774.5%2.8%14.34133.7%3.7%
80Δ7.9781.7%2.5%17.14177.1%3.9%

20Δ

Calls
Pseudo strike
21.52
IV
216.5%
B/E move
123.7%
Puts
Pseudo strike
8.29
IV
48.0%
B/E move
17.1%

25Δ

Calls
Pseudo strike
19.29
IV
180.9%
B/E move
100.6%
Puts
Pseudo strike
8.53
IV
45.4%
B/E move
15.0%

30Δ

Calls
Pseudo strike
17.06
IV
145.3%
B/E move
77.6%
Puts
Pseudo strike
8.78
IV
42.7%
B/E move
12.9%

35Δ

Calls
Pseudo strike
14.82
IV
109.7%
B/E move
54.5%
Puts
Pseudo strike
9.02
IV
40.0%
B/E move
10.8%

40Δ

Calls
Pseudo strike
12.59
IV
74.1%
B/E move
31.5%
Puts
Pseudo strike
9.26
IV
37.4%
B/E move
8.7%

45Δ

Calls
Pseudo strike
10.36
IV
38.5%
B/E move
8.5%
Puts
Pseudo strike
9.51
IV
34.7%
B/E move
6.6%

50Δ

Calls
Pseudo strike
9.75
IV
38.8%
B/E move
4.5%
Puts
Pseudo strike
9.75
IV
32.0%
B/E move
4.5%

55Δ

Calls
Pseudo strike
9.45
IV
46.0%
B/E move
4.2%
Puts
Pseudo strike
9.99
IV
29.3%
B/E move
2.4%

60Δ

Calls
Pseudo strike
9.16
IV
53.1%
B/E move
3.8%
Puts
Pseudo strike
11.06
IV
54.9%
B/E move
2.7%

65Δ

Calls
Pseudo strike
8.86
IV
60.3%
B/E move
3.5%
Puts
Pseudo strike
12.15
IV
81.2%
B/E move
3.0%

70Δ

Calls
Pseudo strike
8.57
IV
67.4%
B/E move
3.2%
Puts
Pseudo strike
13.25
IV
107.4%
B/E move
3.3%

75Δ

Calls
Pseudo strike
8.27
IV
74.5%
B/E move
2.8%
Puts
Pseudo strike
14.34
IV
133.7%
B/E move
3.7%

80Δ

Calls
Pseudo strike
7.97
IV
81.7%
B/E move
2.5%
Puts
Pseudo strike
17.14
IV
177.1%
B/E move
3.9%

Options history

No recorded observations