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Olin Corporation OLN

BASIC MATERIALS · CHEMICALS
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Market dataready · fetched 2026-10-16T22:47:08.500Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-16T22:30:00.001464189Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T22:47:07.752657+00:00

Share price$15.65
1D+0.6%
AH$15.47$15.61$15.75$15.90$16.045:30 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$0.12$2.97$5.82$8.67$11.52$11.34$13.39$15.44$17.49$19.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OLN spot · $15.65OLN PRICE$0.76$0.43$0.45$0.58$0.71$0.84$0.97$1.10$1.23$1.38$1.69$2.01$2.32$0.43$0.57$0.71$0.84$1.01$1.20$1.39$1.57$1.76$1.95$2.13$8.06$10.70
PutsExpensive1.43×
CallsExpensive1.25×
SkewBearish+8.61 pp
Implied moveBearish±$2.36
TiltBearish38.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ37.05205.5%141.6%13.3366.4%17.6%
25Δ21.3679.9%39.2%13.8265.9%15.3%
30Δ17.2549.1%13.1%14.3165.4%13.1%
35Δ16.9349.3%11.9%14.8064.9%10.8%
40Δ16.6049.6%10.6%15.2163.7%9.3%
45Δ16.2849.8%9.4%15.5762.0%8.1%
50Δ15.9550.0%8.1%15.9360.4%7.0%
55Δ15.6250.2%6.9%16.2958.7%5.9%
60Δ15.3050.4%5.6%16.6557.0%4.8%
65Δ14.9650.6%4.4%17.0155.3%3.7%
70Δ14.5550.1%3.8%17.3753.6%2.6%
75Δ14.1449.5%3.1%23.14122.3%3.7%
80Δ13.7249.0%2.5%25.77149.2%3.7%

20Δ

Calls
Pseudo strike
37.05
IV
205.5%
B/E move
141.6%
Puts
Pseudo strike
13.33
IV
66.4%
B/E move
17.6%

25Δ

Calls
Pseudo strike
21.36
IV
79.9%
B/E move
39.2%
Puts
Pseudo strike
13.82
IV
65.9%
B/E move
15.3%

30Δ

Calls
Pseudo strike
17.25
IV
49.1%
B/E move
13.1%
Puts
Pseudo strike
14.31
IV
65.4%
B/E move
13.1%

35Δ

Calls
Pseudo strike
16.93
IV
49.3%
B/E move
11.9%
Puts
Pseudo strike
14.80
IV
64.9%
B/E move
10.8%

40Δ

Calls
Pseudo strike
16.60
IV
49.6%
B/E move
10.6%
Puts
Pseudo strike
15.21
IV
63.7%
B/E move
9.3%

45Δ

Calls
Pseudo strike
16.28
IV
49.8%
B/E move
9.4%
Puts
Pseudo strike
15.57
IV
62.0%
B/E move
8.1%

50Δ

Calls
Pseudo strike
15.95
IV
50.0%
B/E move
8.1%
Puts
Pseudo strike
15.93
IV
60.4%
B/E move
7.0%

55Δ

Calls
Pseudo strike
15.62
IV
50.2%
B/E move
6.9%
Puts
Pseudo strike
16.29
IV
58.7%
B/E move
5.9%

60Δ

Calls
Pseudo strike
15.30
IV
50.4%
B/E move
5.6%
Puts
Pseudo strike
16.65
IV
57.0%
B/E move
4.8%

65Δ

Calls
Pseudo strike
14.96
IV
50.6%
B/E move
4.4%
Puts
Pseudo strike
17.01
IV
55.3%
B/E move
3.7%

70Δ

Calls
Pseudo strike
14.55
IV
50.1%
B/E move
3.8%
Puts
Pseudo strike
17.37
IV
53.6%
B/E move
2.6%

75Δ

Calls
Pseudo strike
14.14
IV
49.5%
B/E move
3.1%
Puts
Pseudo strike
23.14
IV
122.3%
B/E move
3.7%

80Δ

Calls
Pseudo strike
13.72
IV
49.0%
B/E move
2.5%
Puts
Pseudo strike
25.77
IV
149.2%
B/E move
3.7%