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OWL options: IV rank, expected move and trade screens

Blue Owl Capital Inc. · Financials

As of the close on . In the app, data is refreshed intraday.

OWL closed at $9.15 on Sep 28, 2026 with 30-day implied volatility of 49.2%. That is in the lower half of its one-year range (IV rank 35), so premiums are on the modest side for OWL. Measured by IV percentile, IV is higher than 43% of the past year's readings. Options expiring Oct 30 (32 days out) price a one standard deviation move of about $1.35, or 14.7%.

The price is below both its 50-day (-15.6%) and 200-day (-17.3%) moving averages. It is 48.5% below its 52-week high and 11.2% above its 52-week low. The 14-day RSI of 27.2 is under 30, a level often described as oversold. The 14-day average true range is $0.40, about 4.3% of the price, a measure of a typical day's range.

Option volume at the close (6.27K contracts) was 0.3x its average, much quieter than usual. A beta of 1.66 means OWL has tended to move about 1.7 times as much as the broad market. 4 of our preset screens found trades on OWL at the close, led by Bear Put Spreads Below the 200-Day with 41 trades.

OWL stats at the close

Price
$9.15
Market cap $6.26B
Implied volatility
49.2%
30-day, at the money
IV rank
35
IV sits 35% of the way from its one-year low to its one-year high.
IV percentile
43
IV is higher than 43% of the past year's readings.
ATR (14-day)
$0.40
4.3% of the price on a typical day
RSI (14-day)
27.2
Under 30, often called oversold
52-week range
-48.5% from high
+11.2% from the 52-week low
Moving averages
-15.6% vs 50-day
-17.3% vs the 200-day
Beta
1.66
Sensitivity to the broad market
Option volume
0.3x avg
6.27K contracts vs 21.6K average

OWL expected move by expiration

Expected move = price x at-the-money IV x the square root of (days to expiration / 365), a one standard deviation range. The straddle is the at-the-money call plus put, the market's own price for a move. Compare expected moves across stocks.

ExpirationIVExpected move1 SD rangeStraddle
Oct 2, 20264 days60.5%±$0.58 (6.3%)$8.57 to $9.73$0.48
Oct 30, 202632 days49.8%±$1.35 (14.7%)$7.80 to $10.50$1.08
Nov 20, 202653 days51.5%±$1.80 (19.6%)$7.35 to $10.95$1.43
Dec 18, 202681 days49.1%±$2.12 (23.1%)$7.03 to $11.27$1.68

Each expiration has its own implied volatility, and short-dated IV reacts more to near-term events, so the nearest expiration can differ a lot from the 30-day figure.

Trades that pass our screens as of the close

Counts and ranges for OWL from our preset scans at the last close. Open a preset in the app to see each trade with its strikes, prices, and risk, refreshed intraday. Income strategies show annualized return; the rest show return on risk.

OWL options FAQ

What is OWL's IV rank?
At the close on Sep 28, 2026, OWL's IV rank was 35 with 30-day implied volatility of 49.2%. IV sits 35% of the way from its one-year low to its one-year high. Its IV percentile was 43: IV is higher than 43% of the past year's readings.
What is the expected move for OWL?
Based on the close on Sep 28, 2026, options expiring Oct 30, 2026 priced a one standard deviation move of $1.35 (14.7%), a range of $7.80 to $10.50. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.
Which option screens have trades on OWL?
At the close on Sep 28, 2026, these OptionClaws preset screens had passing trades on OWL: Bear Put Spreads Below the 200-Day (41), Bull Call Spreads on High-Beta Names (38), Long Call Butterflies for Pinning (14), Married Put Protection (4). Open a screen in the app to see the individual trades, refreshed intraday.
Is OWL option volume above average?
On Sep 28, 2026, OWL option volume was 0.3x its average, much quieter than usual.

Market data as of the prior close, for information and education only. Not investment advice. Options involve substantial risk and are not suitable for every investor. See our Terms of Service.