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Blue Owl Capital Inc OWL

FINANCIAL SERVICES · ASSET MANAGEMENT
i

Market dataready · fetched 2026-10-21T17:52:02.405Z

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

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T17:51:59.886673623Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:48:05.250778+00:00

Share price$9.25
1D-0.4%
$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$0.53$1.06$1.58$2.11$8.46$8.81$9.15$9.50$9.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OWL spot · $9.24OWL PRICE$0.05$0.07$0.08$0.11$0.14$0.17$0.20$0.23$0.25$0.28$0.31$0.42$0.59$0.06$0.07$0.09$0.13$0.16$0.19$0.23$0.26$0.29$0.33$0.56$1.26$1.96
PutsExpensive2.19×
CallsExpensive1.25×
SkewBearish+26.28 pp
Implied moveBearish±$0.42
TiltBearish31.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.7369.9%5.8%8.10139.5%13.0%
25Δ9.6065.6%4.5%8.7188.2%6.6%
30Δ9.4962.5%3.5%9.0363.9%3.3%
35Δ9.4362.8%3.2%9.0964.9%3.0%
40Δ9.3763.1%2.9%9.1566.0%2.7%
45Δ9.3163.3%2.6%9.2167.0%2.4%
50Δ9.2663.6%2.2%9.2768.0%2.1%
55Δ9.2063.9%1.9%9.3469.0%1.8%
60Δ9.1464.1%1.6%9.4070.0%1.5%
65Δ9.0864.4%1.3%9.4671.0%1.2%
70Δ9.0364.7%1.0%9.7189.2%1.0%
75Δ8.9073.4%0.8%10.40148.0%1.1%
80Δ8.7288.7%0.7%11.09206.9%1.2%

20Δ

Calls
Pseudo strike
9.73
IV
69.9%
B/E move
5.8%
Puts
Pseudo strike
8.10
IV
139.5%
B/E move
13.0%

25Δ

Calls
Pseudo strike
9.60
IV
65.6%
B/E move
4.5%
Puts
Pseudo strike
8.71
IV
88.2%
B/E move
6.6%

30Δ

Calls
Pseudo strike
9.49
IV
62.5%
B/E move
3.5%
Puts
Pseudo strike
9.03
IV
63.9%
B/E move
3.3%

35Δ

Calls
Pseudo strike
9.43
IV
62.8%
B/E move
3.2%
Puts
Pseudo strike
9.09
IV
64.9%
B/E move
3.0%

40Δ

Calls
Pseudo strike
9.37
IV
63.1%
B/E move
2.9%
Puts
Pseudo strike
9.15
IV
66.0%
B/E move
2.7%

45Δ

Calls
Pseudo strike
9.31
IV
63.3%
B/E move
2.6%
Puts
Pseudo strike
9.21
IV
67.0%
B/E move
2.4%

50Δ

Calls
Pseudo strike
9.26
IV
63.6%
B/E move
2.2%
Puts
Pseudo strike
9.27
IV
68.0%
B/E move
2.1%

55Δ

Calls
Pseudo strike
9.20
IV
63.9%
B/E move
1.9%
Puts
Pseudo strike
9.34
IV
69.0%
B/E move
1.8%

60Δ

Calls
Pseudo strike
9.14
IV
64.1%
B/E move
1.6%
Puts
Pseudo strike
9.40
IV
70.0%
B/E move
1.5%

65Δ

Calls
Pseudo strike
9.08
IV
64.4%
B/E move
1.3%
Puts
Pseudo strike
9.46
IV
71.0%
B/E move
1.2%

70Δ

Calls
Pseudo strike
9.03
IV
64.7%
B/E move
1.0%
Puts
Pseudo strike
9.71
IV
89.2%
B/E move
1.0%

75Δ

Calls
Pseudo strike
8.90
IV
73.4%
B/E move
0.8%
Puts
Pseudo strike
10.40
IV
148.0%
B/E move
1.1%

80Δ

Calls
Pseudo strike
8.72
IV
88.7%
B/E move
0.7%
Puts
Pseudo strike
11.09
IV
206.9%
B/E move
1.2%

Options history

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