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Blue Owl Capital Corporation OBDC

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Market datapartial · fetched 2026-10-22T21:10:14.059Z

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 · 2026-10-22T20:10:00.002397704Z

FundamentalsAlpha Vantage · unavailable

Share price$10.17
1D+3.2%
AH$9.79$9.89$10.00$10.10$10.205:30 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$0.00$2.86$5.72$8.59$11.45$7.00$8.69$10.37$12.06$13.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OBDC spot · $10.17OBDC PRICE$0.47$0.47$0.47$0.47$0.48$0.48$0.48$0.48$0.48$0.80$1.15$1.51$1.87$0.14$0.17$0.21$0.24$0.34$1.11$1.88$2.65$3.41$4.18$4.95$10.61
PutsExpensive2.44×
CallsExpensive3.55×
SkewBullish-14.13 pp
Implied moveBearish±$2.35
TiltBearish51.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.83215.3%119.3%8.6548.7%16.3%
25Δ20.37192.7%105.0%8.9944.6%13.3%
30Δ18.91170.1%90.6%9.3440.4%10.2%
35Δ17.44147.4%76.2%9.6836.2%7.2%
40Δ15.98124.8%61.8%10.0634.1%4.4%
45Δ14.52102.2%47.4%10.8153.6%4.6%
50Δ13.0579.6%33.0%11.5673.2%4.8%
55Δ11.5956.9%18.6%12.3192.7%4.9%
60Δ10.1334.3%4.3%13.06112.3%5.1%
65Δ9.6539.2%2.7%13.81131.8%5.3%
70Δ9.2646.7%2.4%14.56151.4%5.5%
75Δ8.8854.2%2.1%20.11234.7%6.6%
80Δ8.4961.8%1.8%

20Δ

Calls
Pseudo strike
21.83
IV
215.3%
B/E move
119.3%
Puts
Pseudo strike
8.65
IV
48.7%
B/E move
16.3%

25Δ

Calls
Pseudo strike
20.37
IV
192.7%
B/E move
105.0%
Puts
Pseudo strike
8.99
IV
44.6%
B/E move
13.3%

30Δ

Calls
Pseudo strike
18.91
IV
170.1%
B/E move
90.6%
Puts
Pseudo strike
9.34
IV
40.4%
B/E move
10.2%

35Δ

Calls
Pseudo strike
17.44
IV
147.4%
B/E move
76.2%
Puts
Pseudo strike
9.68
IV
36.2%
B/E move
7.2%

40Δ

Calls
Pseudo strike
15.98
IV
124.8%
B/E move
61.8%
Puts
Pseudo strike
10.06
IV
34.1%
B/E move
4.4%

45Δ

Calls
Pseudo strike
14.52
IV
102.2%
B/E move
47.4%
Puts
Pseudo strike
10.81
IV
53.6%
B/E move
4.6%

50Δ

Calls
Pseudo strike
13.05
IV
79.6%
B/E move
33.0%
Puts
Pseudo strike
11.56
IV
73.2%
B/E move
4.8%

55Δ

Calls
Pseudo strike
11.59
IV
56.9%
B/E move
18.6%
Puts
Pseudo strike
12.31
IV
92.7%
B/E move
4.9%

60Δ

Calls
Pseudo strike
10.13
IV
34.3%
B/E move
4.3%
Puts
Pseudo strike
13.06
IV
112.3%
B/E move
5.1%

65Δ

Calls
Pseudo strike
9.65
IV
39.2%
B/E move
2.7%
Puts
Pseudo strike
13.81
IV
131.8%
B/E move
5.3%

70Δ

Calls
Pseudo strike
9.26
IV
46.7%
B/E move
2.4%
Puts
Pseudo strike
14.56
IV
151.4%
B/E move
5.5%

75Δ

Calls
Pseudo strike
8.88
IV
54.2%
B/E move
2.1%
Puts
Pseudo strike
20.11
IV
234.7%
B/E move
6.6%

80Δ

Calls
Pseudo strike
8.49
IV
61.8%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations