Olin Corp · Brief

Next report

85 days

Jan 28 · after closeest.Q4 FY26

Expected move

±20.4%implied · straddle

13.9621.10

spot 17.53exp Feb 19ATM strike 17.5ATM straddle 4.20IV 55%

Nov 3 closeprovisional

Expected move

2 reportsHistory

—≥ implied

Q2 FY26—▼−16.51%—

Q3 FY26±10.5%▲+9.66%×0.92

quarterimplied−20%0+20%realized×

Q3 FY26±10.5%▲+9.66%×0.92

Q2 FY26—▼−16.51%—

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

Jan 28 report · est.

Bull2 of 3

10disclosed supplier and customer tiesSEC filings

4tracked funds holding the companyN-PORT · Jul 31 '26

Bear2

0.06%of State Street SPDR S&P MidCap 400SM ETF Trust's assets largest tracked fund weightN-PORT · Jun 30 '26

11 of 23of the largest reporting managers cut their stake in the latest quarter13F · Jun 30 '26

AI captions · Nov 2 '26once per report · top 2 per case

OLN report session

No linked exposure.

Oct 288-KMaterial agreement: credit agreement with Bank of America, N.A., as administrative agent and collateral agent.Source

Oct 15impliedImplied move: ±10.5% into Oct 29 earnings (Oct 15 close).Source

Oct 5report dateEarnings date confirmed: Oct 29, after close.Source

privateThesis 0 · Decisions 0 · Observations 0

No thesis.