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Olin Corporation OLN

BASIC MATERIALS · CHEMICALS
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Market dataready · fetched 2026-10-16T00:17:03.105Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:00:00.001873343Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:17:02.550855+00:00

Share price$15.55
1D+2.6%
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$0.09$2.31$4.53$6.75$8.97$12.03$13.81$15.59$17.36$19.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OLN spot · $15.55OLN PRICE$0.40$0.41$0.48$0.62$0.75$0.89$1.03$1.17$1.31$1.54$1.86$2.19$2.52$0.33$0.40$0.48$0.56$0.76$1.00$1.24$1.48$1.72$1.96$2.20$4.50$8.33
PutsExpensive1.13×
CallsExpensive1.16×
SkewBullish-1.49 pp
Implied moveBearish±$2.27
TiltBearish24.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.9799.3%50.3%13.3558.0%16.3%
25Δ19.5771.5%28.5%13.8653.8%13.4%
30Δ17.3654.5%14.7%14.3849.5%10.6%
35Δ17.0054.6%13.3%14.8945.2%7.8%
40Δ16.6354.6%11.8%15.2745.3%6.7%
45Δ16.2754.6%10.4%15.6246.7%6.0%
50Δ15.9154.6%8.9%15.9648.1%5.3%
55Δ15.5454.6%7.5%16.3149.4%4.6%
60Δ15.1854.7%6.0%16.6650.8%3.9%
65Δ14.7854.9%4.9%17.0052.1%3.2%
70Δ14.3455.2%4.2%17.3553.5%2.5%
75Δ13.9055.6%3.5%19.6481.5%2.7%
80Δ13.4656.0%2.7%23.42121.5%3.0%

20Δ

Calls
Pseudo strike
22.97
IV
99.3%
B/E move
50.3%
Puts
Pseudo strike
13.35
IV
58.0%
B/E move
16.3%

25Δ

Calls
Pseudo strike
19.57
IV
71.5%
B/E move
28.5%
Puts
Pseudo strike
13.86
IV
53.8%
B/E move
13.4%

30Δ

Calls
Pseudo strike
17.36
IV
54.5%
B/E move
14.7%
Puts
Pseudo strike
14.38
IV
49.5%
B/E move
10.6%

35Δ

Calls
Pseudo strike
17.00
IV
54.6%
B/E move
13.3%
Puts
Pseudo strike
14.89
IV
45.2%
B/E move
7.8%

40Δ

Calls
Pseudo strike
16.63
IV
54.6%
B/E move
11.8%
Puts
Pseudo strike
15.27
IV
45.3%
B/E move
6.7%

45Δ

Calls
Pseudo strike
16.27
IV
54.6%
B/E move
10.4%
Puts
Pseudo strike
15.62
IV
46.7%
B/E move
6.0%

50Δ

Calls
Pseudo strike
15.91
IV
54.6%
B/E move
8.9%
Puts
Pseudo strike
15.96
IV
48.1%
B/E move
5.3%

55Δ

Calls
Pseudo strike
15.54
IV
54.6%
B/E move
7.5%
Puts
Pseudo strike
16.31
IV
49.4%
B/E move
4.6%

60Δ

Calls
Pseudo strike
15.18
IV
54.7%
B/E move
6.0%
Puts
Pseudo strike
16.66
IV
50.8%
B/E move
3.9%

65Δ

Calls
Pseudo strike
14.78
IV
54.9%
B/E move
4.9%
Puts
Pseudo strike
17.00
IV
52.1%
B/E move
3.2%

70Δ

Calls
Pseudo strike
14.34
IV
55.2%
B/E move
4.2%
Puts
Pseudo strike
17.35
IV
53.5%
B/E move
2.5%

75Δ

Calls
Pseudo strike
13.90
IV
55.6%
B/E move
3.5%
Puts
Pseudo strike
19.64
IV
81.5%
B/E move
2.7%

80Δ

Calls
Pseudo strike
13.46
IV
56.0%
B/E move
2.7%
Puts
Pseudo strike
23.42
IV
121.5%
B/E move
3.0%