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Olin Corporation OLN

BASIC MATERIALS · CHEMICALS
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Market dataready · fetched 2026-10-15T20:03:32.585Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:03.641115141Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T19:55:21.781299+00:00

Share price$15.55
1D+3.0%
AH$14.84$15.08$15.32$15.56$15.805:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOLN
Sold putSold callAH

Olin Corporation options

Live interpolated OLN call and put midpoint premiums by absolute delta.Olin Corporation$0.00$1.76$3.52$5.28$7.04$12.51$13.65$14.80$15.95$17.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $15.55OPTION PRICELive OLN spot · $15.55OLN PRICE$0.16$0.20$0.24$0.29$0.33$0.37$0.41$0.46$0.50$0.54$0.58$0.63$0.67$0.35$0.74$1.13$1.51$1.90$2.29$2.68$3.06$3.45$3.84$4.23$4.61$6.53
PutsExpensive14.93×
CallsExpensive2.30×
SkewBearish+183.75 pp
Implied moveBearish±$3.09
TiltBearish74.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.24182.9%11.9%15.3198.9%3.8%
25Δ17.04175.1%10.9%15.71134.5%3.7%
30Δ16.85167.3%9.9%16.11170.2%3.6%
35Δ16.66159.5%9.0%16.51205.9%3.6%
40Δ16.46151.7%8.0%16.91241.5%3.5%
45Δ16.27144.0%7.0%17.31277.2%3.4%
50Δ16.08136.2%6.0%17.71312.8%3.3%
55Δ15.88128.4%5.1%18.11348.5%3.3%
60Δ15.69120.6%4.1%18.51384.2%3.2%
65Δ15.50112.8%3.1%18.91419.8%3.1%
70Δ15.30105.1%2.2%19.31455.5%3.0%
75Δ15.1197.3%1.2%19.71491.1%3.0%
80Δ14.9289.5%0.2%21.60619.0%3.1%

20Δ

Calls
Pseudo strike
17.24
IV
182.9%
B/E move
11.9%
Puts
Pseudo strike
15.31
IV
98.9%
B/E move
3.8%

25Δ

Calls
Pseudo strike
17.04
IV
175.1%
B/E move
10.9%
Puts
Pseudo strike
15.71
IV
134.5%
B/E move
3.7%

30Δ

Calls
Pseudo strike
16.85
IV
167.3%
B/E move
9.9%
Puts
Pseudo strike
16.11
IV
170.2%
B/E move
3.6%

35Δ

Calls
Pseudo strike
16.66
IV
159.5%
B/E move
9.0%
Puts
Pseudo strike
16.51
IV
205.9%
B/E move
3.6%

40Δ

Calls
Pseudo strike
16.46
IV
151.7%
B/E move
8.0%
Puts
Pseudo strike
16.91
IV
241.5%
B/E move
3.5%

45Δ

Calls
Pseudo strike
16.27
IV
144.0%
B/E move
7.0%
Puts
Pseudo strike
17.31
IV
277.2%
B/E move
3.4%

50Δ

Calls
Pseudo strike
16.08
IV
136.2%
B/E move
6.0%
Puts
Pseudo strike
17.71
IV
312.8%
B/E move
3.3%

55Δ

Calls
Pseudo strike
15.88
IV
128.4%
B/E move
5.1%
Puts
Pseudo strike
18.11
IV
348.5%
B/E move
3.3%

60Δ

Calls
Pseudo strike
15.69
IV
120.6%
B/E move
4.1%
Puts
Pseudo strike
18.51
IV
384.2%
B/E move
3.2%

65Δ

Calls
Pseudo strike
15.50
IV
112.8%
B/E move
3.1%
Puts
Pseudo strike
18.91
IV
419.8%
B/E move
3.1%

70Δ

Calls
Pseudo strike
15.30
IV
105.1%
B/E move
2.2%
Puts
Pseudo strike
19.31
IV
455.5%
B/E move
3.0%

75Δ

Calls
Pseudo strike
15.11
IV
97.3%
B/E move
1.2%
Puts
Pseudo strike
19.71
IV
491.1%
B/E move
3.0%

80Δ

Calls
Pseudo strike
14.92
IV
89.5%
B/E move
0.2%
Puts
Pseudo strike
21.60
IV
619.0%
B/E move
3.1%