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Blue Owl Capital Corporation OBDC 10.94 0.13 1.2%

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Expected move

No chain in the last ten days can size a move for OBDC.

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±4.80%
Average actual move
0.70%
Beyond the implied move
0 / 1
Reaction session Implied Actual Used ATM IV before → after
February 20, 2025 ±4.80% -0.70% 0.15× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →