He isn't in the index but I'm not sure what years the index covers. If his obit doesn't have his parents it will probably at least have any surviving siblings which can be extremely helpful in finding the parents.
You could also try to get his marriage record which I'm assuming he married in New Castle ca 1901 since he and Sula were living there in 1900 (she was the daughter of Isaac & Alice Cole). Assuming they got their marriage license in New Castle it would be on record at the Lawrence County Orphans Court Office. Be sure to ask for a copy of the license application as it will have the most helpful information.