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Blue Owl Capital Corporation OBDC

FINANCIAL SERVICES · ASSET MANAGEMENT
i

Market dataready · fetched 2026-11-03T22:13:45.226Z

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

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 · 2026-11-03T21:12:47.344713213Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-03T22:09:15.475018+00:00

Share price$10.55
1D-0.3%
AH$10.41$10.45$10.50$10.55$10.595:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOBDC
Sold putSold callAH

Blue Owl Capital Corporation options

Live interpolated OBDC call and put midpoint premiums by absolute delta.Blue Owl Capital Corporation$0.08$0.64$1.20$1.76$2.32$8.77$9.47$10.16$10.86$11.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive OBDC spot · $10.55OBDC PRICE$0.31$0.37$0.43$0.49$0.55$0.61$0.67$0.73$0.79$0.14$0.17$0.29$0.48$0.66$0.85$1.03$1.21$1.40$1.58$1.76$1.95$2.16
PutsExpensive2.11×
Calls——
Skew——
Implied moveBearish±$1.58
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.6187.7%19.7%
25Δ9.6455.9%10.2%
30Δ11.5749.3%12.6%10.1547.2%6.6%
35Δ11.3749.6%11.4%10.3950.9%6.1%
40Δ11.1850.0%10.1%10.6254.6%5.6%
45Δ10.9950.4%8.8%10.8658.2%5.1%
50Δ10.8050.7%7.6%11.0961.9%4.6%
55Δ10.6151.1%6.3%11.3365.6%4.1%
60Δ10.4151.5%5.1%11.5769.2%3.6%
65Δ10.2251.8%3.8%11.8072.9%3.1%
70Δ10.0352.2%2.6%12.0476.6%2.6%
75Δ12.2780.2%2.1%
80Δ12.5484.3%1.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.61
IV
87.7%
B/E move
19.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.64
IV
55.9%
B/E move
10.2%

30Δ

Calls
Pseudo strike
11.57
IV
49.3%
B/E move
12.6%
Puts
Pseudo strike
10.15
IV
47.2%
B/E move
6.6%

35Δ

Calls
Pseudo strike
11.37
IV
49.6%
B/E move
11.4%
Puts
Pseudo strike
10.39
IV
50.9%
B/E move
6.1%

40Δ

Calls
Pseudo strike
11.18
IV
50.0%
B/E move
10.1%
Puts
Pseudo strike
10.62
IV
54.6%
B/E move
5.6%

45Δ

Calls
Pseudo strike
10.99
IV
50.4%
B/E move
8.8%
Puts
Pseudo strike
10.86
IV
58.2%
B/E move
5.1%

50Δ

Calls
Pseudo strike
10.80
IV
50.7%
B/E move
7.6%
Puts
Pseudo strike
11.09
IV
61.9%
B/E move
4.6%

55Δ

Calls
Pseudo strike
10.61
IV
51.1%
B/E move
6.3%
Puts
Pseudo strike
11.33
IV
65.6%
B/E move
4.1%

60Δ

Calls
Pseudo strike
10.41
IV
51.5%
B/E move
5.1%
Puts
Pseudo strike
11.57
IV
69.2%
B/E move
3.6%

65Δ

Calls
Pseudo strike
10.22
IV
51.8%
B/E move
3.8%
Puts
Pseudo strike
11.80
IV
72.9%
B/E move
3.1%

70Δ

Calls
Pseudo strike
10.03
IV
52.2%
B/E move
2.6%
Puts
Pseudo strike
12.04
IV
76.6%
B/E move
2.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.27
IV
80.2%
B/E move
2.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.54
IV
84.3%
B/E move
1.6%

Options history

IV · four-Friday blend65.65%
Daily EOD
OBDC30.7%49.5%68.2%2026-10-21: 33.33%2026-10-22: 57.15%2026-10-23: 47.35%2026-10-27: 60.20%2026-10-28: 65.65%Oct 21Oct 23Oct 28
5 observations2026-10-21 — 2026-10-28
Table
DateIV (%)
33.33%
57.15%
47.35%
60.20%
65.65%