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Olin Corp. OLN

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Market dataready · fetched 2026-11-07T05:29:47.943Z

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 · 2026-11-07T00:00:00.001890748Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T05:29:47.400888+00:00

Share price$17.31
1D-3.9%
AH$17.15$17.37$17.59$17.80$18.025:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOLN
Sold putSold callAH

Olin Corp. options

Live interpolated OLN call and put midpoint premiums by absolute delta.Olin Corp.$0.08$1.47$2.86$4.25$5.63$14.59$16.07$17.56$19.04$20.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive OLN spot · $17.31OLN PRICE$0.23$0.28$0.33$0.38$0.43$0.61$0.83$1.06$1.28$1.51$1.73$1.96$0.28$0.37$0.45$0.54$0.63$0.71$0.80$1.37$2.15$2.92$3.69$4.46$5.23
PutsFair1.00×
Calls——
Skew——
Implied moveBearish±$1.41
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.6856.4%11.0%
25Δ18.9548.1%10.8%15.9756.4%9.9%
30Δ18.6146.3%9.1%16.2656.4%8.7%
35Δ18.2744.5%7.5%16.5556.4%7.5%
40Δ17.9442.7%5.9%16.8456.4%6.4%
45Δ17.6040.9%4.2%17.1356.5%5.2%
50Δ17.3042.0%3.5%17.4256.5%4.0%
55Δ17.0244.4%3.1%18.1060.1%3.4%
60Δ16.7346.8%2.8%18.9465.3%3.0%
65Δ16.4549.2%2.4%19.7870.5%2.6%
70Δ16.1651.6%2.1%20.6375.6%2.2%
75Δ15.8854.0%1.7%21.4780.8%1.8%
80Δ15.5956.4%1.4%22.3186.0%1.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.68
IV
56.4%
B/E move
11.0%

25Δ

Calls
Pseudo strike
18.95
IV
48.1%
B/E move
10.8%
Puts
Pseudo strike
15.97
IV
56.4%
B/E move
9.9%

30Δ

Calls
Pseudo strike
18.61
IV
46.3%
B/E move
9.1%
Puts
Pseudo strike
16.26
IV
56.4%
B/E move
8.7%

35Δ

Calls
Pseudo strike
18.27
IV
44.5%
B/E move
7.5%
Puts
Pseudo strike
16.55
IV
56.4%
B/E move
7.5%

40Δ

Calls
Pseudo strike
17.94
IV
42.7%
B/E move
5.9%
Puts
Pseudo strike
16.84
IV
56.4%
B/E move
6.4%

45Δ

Calls
Pseudo strike
17.60
IV
40.9%
B/E move
4.2%
Puts
Pseudo strike
17.13
IV
56.5%
B/E move
5.2%

50Δ

Calls
Pseudo strike
17.30
IV
42.0%
B/E move
3.5%
Puts
Pseudo strike
17.42
IV
56.5%
B/E move
4.0%

55Δ

Calls
Pseudo strike
17.02
IV
44.4%
B/E move
3.1%
Puts
Pseudo strike
18.10
IV
60.1%
B/E move
3.4%

60Δ

Calls
Pseudo strike
16.73
IV
46.8%
B/E move
2.8%
Puts
Pseudo strike
18.94
IV
65.3%
B/E move
3.0%

65Δ

Calls
Pseudo strike
16.45
IV
49.2%
B/E move
2.4%
Puts
Pseudo strike
19.78
IV
70.5%
B/E move
2.6%

70Δ

Calls
Pseudo strike
16.16
IV
51.6%
B/E move
2.1%
Puts
Pseudo strike
20.63
IV
75.6%
B/E move
2.2%

75Δ

Calls
Pseudo strike
15.88
IV
54.0%
B/E move
1.7%
Puts
Pseudo strike
21.47
IV
80.8%
B/E move
1.8%

80Δ

Calls
Pseudo strike
15.59
IV
56.4%
B/E move
1.4%
Puts
Pseudo strike
22.31
IV
86.0%
B/E move
1.4%

Options history

IV · four-Friday blend55.53%
Daily close
OLN46.6%56.5%66.4%2026-08-21: 49.73%2026-08-24: 52.69%2026-08-25: 52.07%2026-08-26: 51.44%2026-08-27: 47.98%2026-08-28: 49.98%2026-08-31: 50.29%2026-09-01: 55.82%2026-09-02: 51.23%2026-09-10: 50.43%2026-09-18: 49.65%2026-09-23: 53.33%2026-10-09: 52.30%2026-10-14: 56.67%2026-10-16: 53.59%2026-10-19: 65.01%2026-10-20: 61.05%2026-10-21: 56.65%2026-10-22: 57.61%2026-10-23: 57.24%2026-10-26: 53.68%2026-10-28: 55.17%2026-10-29: 57.88%2026-10-30: 55.53%Aug 21Sep 23Oct 30
24 observations2026-08-21 — 2026-10-30
Table
DateIV (%)
49.73%
52.69%
52.07%
51.44%
47.98%
49.98%
50.29%
55.82%
51.23%
50.43%
49.65%
53.33%
52.30%
56.67%
53.59%
65.01%
61.05%
56.65%
57.61%
57.24%
53.68%
55.17%
57.88%
55.53%