What move does the options market price into Blue Owl Capital's report?

Implied ±4.4%, either direction.

OBDCNYSEFinancial

Blue Owl Capital Corp (OBDC) earnings date, market-implied expected move, and options open interest by expiry

10.38

−0.12 · −1.17%

post 10.38 0.00%

Closed16:00 ET

Open10.53Volume3.7MMkt cap$5.1BP/E18.53EPS0.56Div yield16.84%

Day10.36 – 10.5411%52-wk9.74 – 12.0028%

OBDC

Blue Owl Capital Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±4.4%implied · report alone

9.9410.84

straddle ±5.9%

spot 10.39exp Nov 20ATM strike 10ATM straddle 0.73IV 35%

Oct 30 closereport share · term structure

Expected move

Inputs

Next report

—

Calendar

Last report

−1.34%

vs ±4.9% implied · ×0.27

shaded = implied · ▲▼ = realized

Oct 1 '26 · confirmed

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

−1.60%

shares held · 10 largest managers

13F · Jun 30 '26123d lag

431 managers

Top fund weight

—

Last reportshaded = implied▲▼ = realized× = |realized| ÷ implied

Blue Owl Capital (OBDC) reports on Nov 4 after close (confirmed date).

Implied vs realized

1 report

—≥ implied

Oct 1 '26Oct 1 '26confirmed±4.9%▼−1.34%×0.27

quarterimplied−5%0+5%realized×

Oct '26±4.9%▼−1.34%×0.27

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Implied vs realized

Positioning

OI · 4 expiries · Oct 29 close

1.22OI · 4 expiries · Oct 29 closeP/C open interest · Nov 20 · first expiry after the report

PUTS · chgexpiry · days · P/CCALLS · chgP/C

8,931−2%Nov 2020d7,3100%

521+4%Dec 1848d17.3730+114%17.37

3,933−3%Jan 1576d1.213,2620%1.21

4,5480%Apr 16167d26.29173+1%26.29

ExpiryPutsCallsP/C

Nov 2020d8,931−2%7,3100%1.22

Dec 1848d521+4%30+114%17.37

Jan 1576d3,933−3%3,2620%1.21

Hatched = puts · solid = calls · bars scaled per expiry · chg = OI vs prior sessionSource: options EOD

Positioning

Linked exposure

No linked exposure.

Linked exposure

Revenue flow

as filedQ2 FY26

15.73%as filednet margin · revenue +126.69% QoQ · −18.95% YoY

Revenue$418M+126.69%

Pre-tax income$177M+426.82%

Net income$66M15.73%+216.21%

Tax$712,000−70.90%

Source: SEC filings · standardized · QE Jun 30 '26 · bars = % of revenue

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

PPI ×1.78· ±1.6% vs ±0.9% · 11 releases

eventrelease day|move|up · n×base

PPIproducer prices±1.6%6 of 11×1.78

CPIconsumer prices±1.1%5 of 11×1.19

PCEpersonal income & outlays±1.0%9 of 20×1.10

FOMCrate decision±0.9%11 of 25×1.03

NFPjobs report±0.9%4 of 10×1.00

GDPgross domestic product±0.8%10 of 20×0.92

CPROFcorporate profits±0.5%5 of 12×0.50

Bar = avg |move| to ±2% · tick = ±0.9% avg day · ×base = |move| ÷ ±0.9% · min 6 releases

Earnings history

EPS 0.13 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	—	0.13	—
Q1 FY26	—	-0.05	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod