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Blue Owl Capital Inc OWL

FINANCIAL SERVICES · ASSET MANAGEMENT
i

Market dataready · fetched 2026-10-21T17:00:22.550Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, 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 · 2026-10-21T17:00:20.022209772Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:00:22.205102+00:00

Share price$9.26
1D-0.3%
$9.18$9.22$9.27$9.31$9.365:30 AM6:30 AM9:00 AM1:00 PMOWL
Sold putSold call

Blue Owl Capital Inc options

Live interpolated OWL call and put midpoint premiums by absolute delta.Blue Owl Capital Inc$0.00$0.63$1.25$1.88$2.51$8.47$8.82$9.18$9.53$9.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OWL spot · $9.26OWL PRICE$0.05$0.06$0.08$0.11$0.15$0.18$0.21$0.25$0.28$0.31$0.34$0.46$0.59$0.06$0.07$0.09$0.12$0.15$0.18$0.21$0.24$0.27$0.30$0.34$1.34$2.33
PutsExpensive2.07×
CallsExpensive1.22×
SkewBearish+22.49 pp
Implied moveBalanced±$0.42
TiltBearish29.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.7468.7%5.8%8.13136.7%12.8%
25Δ9.6164.6%4.5%8.7585.3%6.2%
30Δ9.4961.4%3.4%9.0364.6%3.4%
35Δ9.4362.8%3.1%9.0964.5%3.1%
40Δ9.3764.1%2.8%9.1564.5%2.7%
45Δ9.3165.5%2.5%9.2164.4%2.4%
50Δ9.2566.8%2.2%9.2764.4%2.1%
55Δ9.1968.2%2.0%9.3364.3%1.8%
60Δ9.1369.5%1.7%9.3864.3%1.5%
65Δ9.0770.9%1.4%9.4464.2%1.2%
70Δ9.0172.2%1.1%9.5265.9%0.9%
75Δ8.8879.5%0.9%10.49152.5%1.1%
80Δ8.7388.2%0.7%11.45239.1%1.4%

20Δ

Calls
Pseudo strike
9.74
IV
68.7%
B/E move
5.8%
Puts
Pseudo strike
8.13
IV
136.7%
B/E move
12.8%

25Δ

Calls
Pseudo strike
9.61
IV
64.6%
B/E move
4.5%
Puts
Pseudo strike
8.75
IV
85.3%
B/E move
6.2%

30Δ

Calls
Pseudo strike
9.49
IV
61.4%
B/E move
3.4%
Puts
Pseudo strike
9.03
IV
64.6%
B/E move
3.4%

35Δ

Calls
Pseudo strike
9.43
IV
62.8%
B/E move
3.1%
Puts
Pseudo strike
9.09
IV
64.5%
B/E move
3.1%

40Δ

Calls
Pseudo strike
9.37
IV
64.1%
B/E move
2.8%
Puts
Pseudo strike
9.15
IV
64.5%
B/E move
2.7%

45Δ

Calls
Pseudo strike
9.31
IV
65.5%
B/E move
2.5%
Puts
Pseudo strike
9.21
IV
64.4%
B/E move
2.4%

50Δ

Calls
Pseudo strike
9.25
IV
66.8%
B/E move
2.2%
Puts
Pseudo strike
9.27
IV
64.4%
B/E move
2.1%

55Δ

Calls
Pseudo strike
9.19
IV
68.2%
B/E move
2.0%
Puts
Pseudo strike
9.33
IV
64.3%
B/E move
1.8%

60Δ

Calls
Pseudo strike
9.13
IV
69.5%
B/E move
1.7%
Puts
Pseudo strike
9.38
IV
64.3%
B/E move
1.5%

65Δ

Calls
Pseudo strike
9.07
IV
70.9%
B/E move
1.4%
Puts
Pseudo strike
9.44
IV
64.2%
B/E move
1.2%

70Δ

Calls
Pseudo strike
9.01
IV
72.2%
B/E move
1.1%
Puts
Pseudo strike
9.52
IV
65.9%
B/E move
0.9%

75Δ

Calls
Pseudo strike
8.88
IV
79.5%
B/E move
0.9%
Puts
Pseudo strike
10.49
IV
152.5%
B/E move
1.1%

80Δ

Calls
Pseudo strike
8.73
IV
88.2%
B/E move
0.7%
Puts
Pseudo strike
11.45
IV
239.1%
B/E move
1.4%

Options history

OWL55.4657.2058.942026-10-19: 58.70%2026-10-20: 55.70%Oct 19Oct 20
Table
DateIV
58.70%
55.70%