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ORCC - Owl Rock Capital
Implied Volatility Analysis

Implied Volatility:
32.5%
Put/Call-Ratio:
20.10

Owl Rock Capital has an Implied Volatility (IV) of 32.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for ORCC is 22 and the Implied Volatility Percentile (IVP) is 26. The current Implied Volatility Index for ORCC is -0.62 standard deviations away from its 1 year mean.

Market Cap$5.07B
Dividend Yield9.49% ($1.22)
Next Earnings Date2/22/2023 (78d)
Next Dividend Date12/29/2022 (23d)
Implied Volatility (IV) 30d
32.53
Implied Volatility Rank (IVR) 1y
21.86
Implied Volatility Percentile (IVP) 1y
26.44
Historical Volatility (HV) 30d
23.62
IV / HV
1.38
Open Interest
152.98K
Option Volume
6.46K
Put/Call Ratio (Volume)
20.10

Data was calculated after the 12/5/2022 closing.

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