Blue Owl Capital Corporation (OBDC) Options History
Historical options analytics archive for OBDC with monthly max pain, implied volatility, gamma exposure, and put/call data.
35 months of complete options data available.
OBDC monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for OBDC. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-06 | 21 | 115.6% | 35.9% | $12.50 | -$269.6K | $11.5M | 3.69 |
| 2026-05 | 19 | 71.5% | 22.1% | $12.50 | -$158.7K | $6.2M | 1.06 |
| 2026-04 | 21 | 105.8% | 35.9% | $12.50 | -$25.9K | $1.8M | 2.95 |
| 2026-03 | 22 | 53.2% | 60.1% | $12.50 | -$405.8K | $13.9M | 2.16 |
| 2026-02 | 19 | 28.9% | 42.1% | $10.00 | -$166.0K | $8.3M | 5.44 |
| 2026-01 | 20 | 20.7% | 25.9% | $12.50 | -$496.8K | $10.7M | 3.96 |
This archive aggregates OBDC's daily end-of-day options snapshots into monthly summaries, spanning 2023-08 through 2026-06. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how OBDC option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-06) shows an average ATM implied volatility near 115.6%, a month-end max-pain strike around $12.50, an average put/call ratio of 3.69.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2023
Frequently asked OBDC history questions
- How much options history is available for OBDC?
- This archive holds 35 months of OBDC options analytics, spanning 2023-08 through 2026-06. Each entry is a monthly rollup of OBDC's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the OBDC archive.
- What data does each monthly OBDC aggregate contain?
- Every monthly row summarizes that month of OBDC option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-06 recorded an average ATM implied volatility near 115.6%, an average IV rank of 35.9%, a month-end max-pain strike around $12.50, an average put/call ratio of 3.69.
- How is the OBDC options-history archive built and how often does it update?
- The archive is derived from OBDC's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how OBDC's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.