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Olin Corp. OLN

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Market dataready · fetched 2026-11-05T18:56:17.548Z

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: 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 · 2026-11-05T18:55:51.505612612Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-05T18:56:15.544729+00:00

Share price$17.99
1D-0.8%
$17.71$17.93$18.15$18.37$18.595:30 AM6:30 AM9:00 AM1:00 PMOLN
Sold putSold call

Olin Corp. options

Live interpolated OLN call and put midpoint premiums by absolute delta.Olin Corp.$0.09$1.21$2.33$3.45$4.58$13.95$15.84$17.74$19.63$21.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OLN spot · $17.99OLN PRICE$0.21$0.29$0.37$0.45$0.53$0.61$0.69$0.77$0.85$1.02$1.91$2.80$3.69$0.26$0.33$0.40$0.47$0.73$1.09$1.45$1.82$2.18$2.54$3.06$3.66$4.25
PutsExpensive1.21×
CallsCheap0.70×
SkewBearish+20.61 pp
Implied moveBearish±$2.15
TiltBearish22.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.6643.9%10.5%16.0958.2%12.0%
25Δ19.4243.9%9.6%16.5156.0%10.1%
30Δ19.1744.0%8.7%16.9253.9%8.2%
35Δ18.9344.0%7.7%17.3451.7%6.2%
40Δ18.6944.0%6.8%17.7655.7%5.3%
45Δ18.4544.0%5.9%18.1863.3%5.0%
50Δ18.2044.1%5.0%18.6071.0%4.7%
55Δ17.9644.1%4.1%19.0178.6%4.4%
60Δ17.7244.1%3.2%19.4386.3%4.1%
65Δ17.4046.1%2.4%19.8593.9%3.8%
70Δ16.4865.1%2.2%20.4697.2%3.3%
75Δ15.5684.1%2.0%21.1898.0%2.6%
80Δ14.63103.1%1.9%21.9098.8%1.9%

20Δ

Calls
Pseudo strike
19.66
IV
43.9%
B/E move
10.5%
Puts
Pseudo strike
16.09
IV
58.2%
B/E move
12.0%

25Δ

Calls
Pseudo strike
19.42
IV
43.9%
B/E move
9.6%
Puts
Pseudo strike
16.51
IV
56.0%
B/E move
10.1%

30Δ

Calls
Pseudo strike
19.17
IV
44.0%
B/E move
8.7%
Puts
Pseudo strike
16.92
IV
53.9%
B/E move
8.2%

35Δ

Calls
Pseudo strike
18.93
IV
44.0%
B/E move
7.7%
Puts
Pseudo strike
17.34
IV
51.7%
B/E move
6.2%

40Δ

Calls
Pseudo strike
18.69
IV
44.0%
B/E move
6.8%
Puts
Pseudo strike
17.76
IV
55.7%
B/E move
5.3%

45Δ

Calls
Pseudo strike
18.45
IV
44.0%
B/E move
5.9%
Puts
Pseudo strike
18.18
IV
63.3%
B/E move
5.0%

50Δ

Calls
Pseudo strike
18.20
IV
44.1%
B/E move
5.0%
Puts
Pseudo strike
18.60
IV
71.0%
B/E move
4.7%

55Δ

Calls
Pseudo strike
17.96
IV
44.1%
B/E move
4.1%
Puts
Pseudo strike
19.01
IV
78.6%
B/E move
4.4%

60Δ

Calls
Pseudo strike
17.72
IV
44.1%
B/E move
3.2%
Puts
Pseudo strike
19.43
IV
86.3%
B/E move
4.1%

65Δ

Calls
Pseudo strike
17.40
IV
46.1%
B/E move
2.4%
Puts
Pseudo strike
19.85
IV
93.9%
B/E move
3.8%

70Δ

Calls
Pseudo strike
16.48
IV
65.1%
B/E move
2.2%
Puts
Pseudo strike
20.46
IV
97.2%
B/E move
3.3%

75Δ

Calls
Pseudo strike
15.56
IV
84.1%
B/E move
2.0%
Puts
Pseudo strike
21.18
IV
98.0%
B/E move
2.6%

80Δ

Calls
Pseudo strike
14.63
IV
103.1%
B/E move
1.9%
Puts
Pseudo strike
21.90
IV
98.8%
B/E move
1.9%

Options history

IV · four-Friday blend55.53%
Daily close
OLN46.6%56.5%66.4%2026-08-21: 49.73%2026-08-24: 52.69%2026-08-25: 52.07%2026-08-26: 51.44%2026-08-27: 47.98%2026-08-28: 49.98%2026-08-31: 50.29%2026-09-01: 55.82%2026-09-02: 51.23%2026-09-10: 50.43%2026-09-18: 49.65%2026-09-23: 53.33%2026-10-09: 52.30%2026-10-14: 56.67%2026-10-16: 53.59%2026-10-19: 65.01%2026-10-20: 61.05%2026-10-21: 56.65%2026-10-22: 57.61%2026-10-23: 57.24%2026-10-26: 53.68%2026-10-28: 55.17%2026-10-29: 57.88%2026-10-30: 55.53%Aug 21Sep 23Oct 30
24 observations2026-08-21 — 2026-10-30
Table
DateIV (%)
49.73%
52.69%
52.07%
51.44%
47.98%
49.98%
50.29%
55.82%
51.23%
50.43%
49.65%
53.33%
52.30%
56.67%
53.59%
65.01%
61.05%
56.65%
57.61%
57.24%
53.68%
55.17%
57.88%
55.53%