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Blue Owl Capital Inc. OWL

FINANCIAL SERVICES · ASSET MANAGEMENT
i

Market dataready · fetched 2026-11-10T22:21:54.615Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-10T21:53:41.5660271Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-10T22:21:54.123604+00:00

Share price$10.30
1D+0.5%
AH$9.98$10.08$10.17$10.26$10.365:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOWL
Sold putSold callAH

Blue Owl Capital Inc. options

Live interpolated OWL call and put midpoint premiums by absolute delta.Blue Owl Capital Inc.$0.00$0.52$1.03$1.55$2.07$9.76$10.04$10.33$10.61$10.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive OWL spot · $10.30OWL PRICE$0.06$0.07$0.09$0.10$0.13$0.16$0.19$0.21$0.24$0.27$0.30$0.32$0.35$0.10$0.12$0.14$0.18$0.22$0.26$0.30$0.33$0.37$0.56$0.74$1.92
Puts——
CallsCheap0.88×
Skew——
Implied moveBearish±$0.48
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.8052.8%5.3%9.6389.4%7.4%
25Δ10.6951.1%4.5%9.7983.4%6.1%
30Δ10.5949.4%3.6%9.9577.5%4.8%
35Δ10.4947.8%2.8%10.0675.0%4.1%
40Δ10.4447.0%2.6%10.1574.2%3.6%
45Δ10.3846.2%2.3%10.2373.5%3.2%
50Δ10.3345.3%2.0%10.3272.7%2.7%
55Δ10.2744.5%1.8%10.4172.0%2.2%
60Δ10.2243.7%1.5%10.5071.2%1.7%
65Δ10.1642.9%1.2%10.6985.1%1.6%
70Δ10.1142.1%1.0%10.8899.1%1.6%
75Δ10.0641.3%0.7%
80Δ10.0040.5%0.4%12.05187.0%1.7%

20Δ

Calls
Pseudo strike
10.80
IV
52.8%
B/E move
5.3%
Puts
Pseudo strike
9.63
IV
89.4%
B/E move
7.4%

25Δ

Calls
Pseudo strike
10.69
IV
51.1%
B/E move
4.5%
Puts
Pseudo strike
9.79
IV
83.4%
B/E move
6.1%

30Δ

Calls
Pseudo strike
10.59
IV
49.4%
B/E move
3.6%
Puts
Pseudo strike
9.95
IV
77.5%
B/E move
4.8%

35Δ

Calls
Pseudo strike
10.49
IV
47.8%
B/E move
2.8%
Puts
Pseudo strike
10.06
IV
75.0%
B/E move
4.1%

40Δ

Calls
Pseudo strike
10.44
IV
47.0%
B/E move
2.6%
Puts
Pseudo strike
10.15
IV
74.2%
B/E move
3.6%

45Δ

Calls
Pseudo strike
10.38
IV
46.2%
B/E move
2.3%
Puts
Pseudo strike
10.23
IV
73.5%
B/E move
3.2%

50Δ

Calls
Pseudo strike
10.33
IV
45.3%
B/E move
2.0%
Puts
Pseudo strike
10.32
IV
72.7%
B/E move
2.7%

55Δ

Calls
Pseudo strike
10.27
IV
44.5%
B/E move
1.8%
Puts
Pseudo strike
10.41
IV
72.0%
B/E move
2.2%

60Δ

Calls
Pseudo strike
10.22
IV
43.7%
B/E move
1.5%
Puts
Pseudo strike
10.50
IV
71.2%
B/E move
1.7%

65Δ

Calls
Pseudo strike
10.16
IV
42.9%
B/E move
1.2%
Puts
Pseudo strike
10.69
IV
85.1%
B/E move
1.6%

70Δ

Calls
Pseudo strike
10.11
IV
42.1%
B/E move
1.0%
Puts
Pseudo strike
10.88
IV
99.1%
B/E move
1.6%

75Δ

Calls
Pseudo strike
10.06
IV
41.3%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
10.00
IV
40.5%
B/E move
0.4%
Puts
Pseudo strike
12.05
IV
187.0%
B/E move
1.7%

Options history

IV · four-Friday blend48.84%
Daily close
OWL39.6%56.0%72.5%2026-08-13: 52.21%2026-08-14: 42.07%2026-08-17: 43.68%2026-08-18: 45.58%2026-08-19: 46.72%2026-08-21: 43.35%2026-08-24: 44.88%2026-08-25: 45.76%2026-08-26: 46.77%2026-08-28: 41.86%2026-08-31: 45.04%2026-09-01: 45.17%2026-09-02: 45.68%2026-09-04: 42.18%2026-09-08: 44.11%2026-09-11: 43.87%2026-09-14: 44.60%2026-09-15: 47.27%2026-09-16: 53.33%2026-09-17: 47.52%2026-09-18: 42.16%2026-09-21: 44.38%2026-09-22: 45.97%2026-09-23: 51.89%2026-09-25: 44.55%2026-09-28: 49.93%2026-09-29: 48.04%2026-10-02: 46.27%2026-10-05: 44.97%2026-10-06: 50.82%2026-10-07: 51.12%2026-10-09: 50.19%2026-10-12: 51.24%2026-10-13: 55.03%2026-10-14: 54.94%2026-10-15: 58.44%2026-10-16: 56.95%2026-10-19: 58.70%2026-10-20: 55.83%2026-10-23: 61.64%2026-10-26: 65.48%2026-10-27: 64.49%2026-10-28: 70.23%2026-10-30: 48.84%Aug 13Sep 21Oct 30
44 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
52.21%
42.07%
43.68%
45.58%
46.72%
43.35%
44.88%
45.76%
46.77%
41.86%
45.04%
45.17%
45.68%
42.18%
44.11%
43.87%
44.60%
47.27%
53.33%
47.52%
42.16%
44.38%
45.97%
51.89%
44.55%
49.93%
48.04%
46.27%
44.97%
50.82%
51.12%
50.19%
51.24%
55.03%
54.94%
58.44%
56.95%
58.70%
55.83%
61.64%
65.48%
64.49%
70.23%
48.84%