OCSL Options History — April 2024

In April 2024, OCSL traded between $19.13 and $19.87. ATM implied volatility averaged 15.4%, placing in the 18.2% IV rank vs the trailing year. The 30-day expected move averaged 4.6%. IV traded above realized volatility by 2.0% (HV 20d: 13.4%). Max pain ranged from $20.00 to $20.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 1.01.

Notable Days

  • 2024-04-30: Highest Volume — 373 contracts
  • 2024-04-30: Largest IV drop — 39.6% change
  • 2024-04-29: Highest IV Rank — 26.5%
  • 2024-04-29: Largest Expected Move — 5.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$19.48$19.13$19.87$19.34$19.13
Max Pain$20.00$20.00$20.00$20.00$20.00
ATM IV15.4%9.6%18.8%9.6%11.4%
Expected Move4.6%2.8%5.4%2.8%3.3%
HV 20d13.4%10.0%16.3%16.0%16.3%
HV 60d21.4%13.2%22.8%22.8%15.0%
IV Rank18.2%5.1%26.5%5.1%9.6%
IV Percentile32.3%2.0%59.5%2.0%6.3%
Term Structure3.2%-3.6%45.0%6.7%8.9%
VWIV17.5%9.7%34.9%9.7%14.0%
Skew 25d11.9%-2.1%178.3%2.3%5.6%
Skew 10d17.0%-1.7%240.7%9.2%9.0%
Call IV 25d16.8%12.1%19.1%15.0%12.1%
Put IV 25d28.7%15.6%197.4%17.3%17.7%
Bid-Ask Spread %92.1483.5297.8691.3483.52
Gamma HHI0.580.420.730.440.69
Net GEX166.7K97.3K294.9K97.3K159.0K
Net DEX-329.0K-1.6M542.7K213.1K542.7K
Net VEX-11.4K-12.9K-7.6K-12.2K-7.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.010.009.551.673.72
Total Volume105.727437316373
Total OI6,166.0455,9446,3715,9906,371

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-04-01$19.34$20.009.6%2.8%16.0%5.1%9.7%2.3%6.7%97.3K213.1K-12.2K1.6791.346104,1951,795
2024-04-02$19.52$20.0012.4%3.6%16.3%10.9%34.9%0.6%2.3%101.5K-204.7K-12.9K0.0097.682504,1991,792
2024-04-03$19.46$20.0012.6%3.6%16.3%11.3%10.5%2.7%1.1%99.5K34.0K-12.0K0.0496.275124,2091,792
2024-04-04$19.34$20.0010.5%4.3%16.1%6.9%17.8%3.2%-3.3%97.5K296.7K-11.6K0.0297.164714,2601,790
2024-04-05$19.38$20.0011.3%4.5%16.1%8.5%15.7%7.2%-1.0%106.4K242.1K-11.3K0.0089.39704,3021,791
2024-04-08$19.48$20.0014.2%5.0%16.2%14.6%17.5%7.0%-2.7%110.6K-79.3K-12.0K0.0491.69285114,3071,791
2024-04-09$19.41$20.0014.7%4.9%16.0%15.5%17.1%5.9%-2.0%141.3K23.9K-11.8K0.1593.604774,5821,777
2024-04-10$19.43$20.0017.1%4.9%15.9%20.4%17.0%6.5%-1.7%141.5K-20.2K-11.7K0.0089.88084,5551,778
2024-04-11$19.48$20.0016.4%4.7%15.6%21.0%16.6%7.8%-0.8%145.8K-57.0K-11.4K0.0092.69404,5551,777
2024-04-12$19.23$20.0018.5%5.3%11.5%25.7%18.3%5.4%-3.6%125.3K374.6K-10.7K9.5589.90111054,5581,777
2024-04-15$19.23$20.0015.6%4.5%11.2%19.1%18.9%6.9%-3.6%141.9K-74.4K-10.6K0.0091.151304,5501,571
2024-04-16$19.27$20.0017.9%5.1%10.5%24.5%21.8%-2.1%-3.3%151.6K5.0K-9.7K0.0087.4812204,5491,564
2024-04-17$19.43$20.0017.8%5.1%10.7%24.2%17.7%-1.2%-1.4%179.6K-341.5K-11.3K1.6495.8322364,6491,564
2024-04-18$19.48$20.0017.2%4.9%10.5%22.8%0.0%178.3%45.0%187.8K-368.4K-11.4K0.0797.8611584,6591,562
2024-04-19$19.73$20.0017.1%4.9%11.3%22.5%17.1%1.3%11.1%194.0K-967.6K-12.3K0.0492.544624,7341,562
2024-04-22$19.62$20.0016.1%4.6%11.5%20.3%16.1%1.3%7.0%199.5K-780.6K-11.6K0.2194.32157334,5471,397
2024-04-23$19.59$20.0016.9%4.8%11.4%22.1%16.9%1.1%2.3%215.8K-739.8K-11.3K0.2593.3056144,6721,430
2024-04-24$19.73$20.0017.4%5.0%11.6%23.2%17.4%11.2%0.5%226.8K-977.3K-11.8K1.4394.19911304,7281,436
2024-04-25$19.68$20.0017.6%5.1%11.6%23.8%17.9%11.6%2.4%258.9K-1.2M-11.8K0.1586.122034,8201,325
2024-04-26$19.87$20.0016.8%4.8%11.7%21.8%16.7%-0.2%4.2%294.9K-1.5M-11.8K1.0087.9166664,8281,322
2024-04-29$19.84$20.0018.8%5.4%10.0%26.5%18.8%0.5%2.0%291.0K-1.6M-12.0K1.2393.201461804,8821,349
2024-04-30$19.13$20.0011.4%3.3%16.3%9.6%14.0%5.6%8.9%159.0K542.7K-7.6K3.7283.52792944,9461,425