OWL · Expected Move

Blue Owl Capital Inc.

The expected move for OWL is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).

OWL straddle price & implied vol

60 sessions

Bars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).

Current OWL Expected Move
30-Day Straddle
$1.15
7-Day Straddle
$0.55
30-Day ATM IV
45.0%
IV Rank
26%
Implied one-standard-deviation move through the next 30 days. Compare to OWL's realized move over the same window to gauge whether options are pricing in too much (premium-selling regime) or too little (premium-buying regime). The Expected Move Tracker ranks every symbol by this measure.
OWL Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261102 $1.15 $0.55 45.0% 26%
20261030 $1.05 $0.60 43.0% 15%
20261029 $1.05 $0.57 44.9% 26%
20261028 $1.17 $0.82 54.1% 77%
20261027 $1.10 $0.75 51.9% 65%
20261026 $1.27 $0.62 55.4% 85%
20261023 $1.25 $0.68 55.3% 84%
20261022 $1.18 $0.78 52.5% 69%
20261021 $1.10 $0.80 52.1% 66%
20261020 $1.12 $0.70 53.2% 72%
20261019 $1.12 $0.42 54.5% 75%
20261016 $1.12 $0.55 55.9% 82%
20261015 $1.12 $0.55 55.9% 82%
20261014 $1.15 $0.57 55.9% 82%
20261013 $1.20 $0.65 53.4% 69%
20261012 $1.20 $0.45 53.3% 69%
20261009 $1.07 $0.53 51.9% 55%
20261008 $1.05 $0.55 50.2% 47%
20261007 $1.05 $0.50 50.1% 46%
20261006 $1.05 $0.55 49.8% 45%
20261005 $1.10 $0.30 51.8% 55%
20261002 $1.00 $0.48 50.3% 47%
20261001 $1.08 $0.50 53.4% 62%
20260930 $1.05 $0.55 50.1% 46%
20260929 $1.08 $0.57 48.0% 36%
20260928 $1.07 $0.47 48.6% 39%
20260925 $1.00 $0.45 47.2% 33%
20260924 $0.97 $0.55 46.7% 30%
20260923 $1.00 $0.55 45.0% 22%
20260922 $1.02 $0.60 44.2% 19%
20260921 $1.05 $0.40 44.8% 21%
20260918 $0.98 $0.42 44.0% 17%
20260917 $1.00 $0.55 44.9% 22%
20260916 $1.05 $0.62 45.0% 22%
20260915 $1.08 $0.65 44.8% 21%
20260914 $1.15 $0.42 44.6% 21%
20260911 $1.05 $0.53 40.5% 1%
20260910 $1.15 $0.57 47.2% 33%
20260909 $1.17 $0.68 47.4% 33%
20260908 $1.10 $0.68 40.3% 0%
20260904 $1.18 $0.62 42.9% 10%
20260903 $1.15 $0.55 41.9% 4%
20260902 $1.18 $0.70 43.2% 9%
20260901 $1.20 $0.65 43.3% 9%
20260831 $1.32 $0.57 44.4% 13%
20260828 $1.10 $0.57 41.8% 4%
20260827 $1.18 $0.62 43.8% 11%
20260826 $1.18 $0.73 43.3% 9%
20260825 $1.23 $0.78 44.0% 11%
20260824 $1.25 $0.47 44.4% 12%
20260821 $1.15 $0.57 43.5% 9%
20260820 $1.23 $0.60 45.3% 15%
20260819 $1.18 $0.72 43.0% 7%
20260818 $1.20 $0.80 43.5% 9%
20260817 $1.23 $0.53 41.5% 2%
20260814 $1.20 $0.57 42.4% 5%
20260813 $1.33 $0.72 45.6% 16%
20260812 $1.12 $0.62 40.8% 0%
20260811 $1.23 $0.75 41.5% 0%
20260810 $1.23 $0.48 43.5% 2%

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.