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ORCC - Owl Rock Capital
Implied Volatility Analysis

Implied Volatility:
36.6%
Put/Call-Ratio:
0.41

Owl Rock Capital has an Implied Volatility (IV) of 36.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for ORCC is 27 and the Implied Volatility Percentile (IVP) is 58. The current Implied Volatility Index for ORCC is 0.04 standard deviations away from its 1 year mean.

Market Cap$5.01B
Dividend Yield7.18% ($0.91)
Next Earnings Date8/3/2022 (34d)
Implied Volatility (IV) 30d
36.64
Implied Volatility Rank (IVR) 1y
26.86
Implied Volatility Percentile (IVP) 1y
58.10
Historical Volatility (HV) 30d
29.13
IV / HV
1.26
Open Interest
14.58K
Option Volume
41.00
Put/Call Ratio (Volume)
0.41

Data was calculated after the 6/29/2022 closing.

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