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Blue Owl Capital Corporation OBDC

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Market datapartial · fetched 2026-11-11T14:04:46.176Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-11T00:00:08.756425112Z

FundamentalsAlpha Vantage · unavailable

Share price$11.04
1D+0.5%
AH$11.00$11.05$11.10$11.15$11.205:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOBDC
Sold putSold callAH

Blue Owl Capital Corporation options

Live interpolated OBDC call and put midpoint premiums by absolute delta.Blue Owl Capital Corporation$0.18$0.53$0.87$1.22$1.57$9.23$10.72$12.21$13.70$15.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OBDC spot · $11.04OBDC PRICE$0.49$0.54$0.59$0.65$0.70$0.75$0.80$0.86$0.91$0.96$1.02$1.07$1.12$0.22$0.32$0.42$0.53$0.63$0.74$0.84$0.95$1.05$1.15$1.26$1.36$1.47
PutsFair1.03×
CallsExpensive3.05×
SkewBullish-66.91 pp
Implied moveBearish±$1.65
TiltBearish2.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.83159.6%84.0%10.2431.1%9.2%
25Δ19.08149.9%77.7%10.4231.7%8.5%
30Δ18.32140.1%71.3%10.6032.2%7.8%
35Δ17.56130.4%64.9%10.7832.7%7.1%
40Δ16.81120.6%58.6%10.9633.2%6.4%
45Δ16.05110.9%52.2%11.1433.7%5.8%
50Δ15.29101.1%45.8%11.3234.2%5.1%
55Δ14.5491.4%39.4%11.5034.7%4.4%
60Δ13.7881.6%33.1%11.6835.2%3.7%
65Δ13.0371.9%26.7%11.8635.8%3.0%
70Δ12.2762.1%20.3%12.0436.3%2.3%
75Δ11.5152.4%14.0%12.2236.8%1.7%
80Δ10.7642.6%7.6%12.4037.3%1.0%

20Δ

Calls
Pseudo strike
19.83
IV
159.6%
B/E move
84.0%
Puts
Pseudo strike
10.24
IV
31.1%
B/E move
9.2%

25Δ

Calls
Pseudo strike
19.08
IV
149.9%
B/E move
77.7%
Puts
Pseudo strike
10.42
IV
31.7%
B/E move
8.5%

30Δ

Calls
Pseudo strike
18.32
IV
140.1%
B/E move
71.3%
Puts
Pseudo strike
10.60
IV
32.2%
B/E move
7.8%

35Δ

Calls
Pseudo strike
17.56
IV
130.4%
B/E move
64.9%
Puts
Pseudo strike
10.78
IV
32.7%
B/E move
7.1%

40Δ

Calls
Pseudo strike
16.81
IV
120.6%
B/E move
58.6%
Puts
Pseudo strike
10.96
IV
33.2%
B/E move
6.4%

45Δ

Calls
Pseudo strike
16.05
IV
110.9%
B/E move
52.2%
Puts
Pseudo strike
11.14
IV
33.7%
B/E move
5.8%

50Δ

Calls
Pseudo strike
15.29
IV
101.1%
B/E move
45.8%
Puts
Pseudo strike
11.32
IV
34.2%
B/E move
5.1%

55Δ

Calls
Pseudo strike
14.54
IV
91.4%
B/E move
39.4%
Puts
Pseudo strike
11.50
IV
34.7%
B/E move
4.4%

60Δ

Calls
Pseudo strike
13.78
IV
81.6%
B/E move
33.1%
Puts
Pseudo strike
11.68
IV
35.2%
B/E move
3.7%

65Δ

Calls
Pseudo strike
13.03
IV
71.9%
B/E move
26.7%
Puts
Pseudo strike
11.86
IV
35.8%
B/E move
3.0%

70Δ

Calls
Pseudo strike
12.27
IV
62.1%
B/E move
20.3%
Puts
Pseudo strike
12.04
IV
36.3%
B/E move
2.3%

75Δ

Calls
Pseudo strike
11.51
IV
52.4%
B/E move
14.0%
Puts
Pseudo strike
12.22
IV
36.8%
B/E move
1.7%

80Δ

Calls
Pseudo strike
10.76
IV
42.6%
B/E move
7.6%
Puts
Pseudo strike
12.40
IV
37.3%
B/E move
1.0%

Options history

IV · four-Friday blend65.65%
Daily EOD
OBDC30.7%49.5%68.2%2026-10-21: 33.33%2026-10-22: 57.15%2026-10-23: 47.35%2026-10-27: 60.20%2026-10-28: 65.65%Oct 21Oct 23Oct 28
5 observations2026-10-21 — 2026-10-28
Table
DateIV (%)
33.33%
57.15%
47.35%
60.20%
65.65%