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ORCC - Owl Rock Capital
Implied Volatility Analysis

Implied Volatility:
31.1%
Put/Call-Ratio:
0.40

Owl Rock Capital has an Implied Volatility (IV) of 31.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for ORCC is 24 and the Implied Volatility Percentile (IVP) is 26. The current Implied Volatility Index for ORCC is -0.64 standard deviations away from its 1 year mean.

Market Cap$4.83B
Dividend Yield7.49% ($0.92)
Next Earnings Date5/3/2023 (32d)
Implied Volatility (IV) 30d
31.10
Implied Volatility Rank (IVR) 1y
24.33
Implied Volatility Percentile (IVP) 1y
25.79
Historical Volatility (HV) 30d
32.56
IV / HV
0.96
Open Interest
63.97K
Option Volume
288.00
Put/Call Ratio (Volume)
0.40

Data was calculated after the 3/31/2023 closing.

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