OCSL Options History — May 2024

In May 2024, OCSL traded between $18.95 and $19.55. ATM implied volatility averaged 18.2%, placing in the 25.1% IV rank vs the trailing year. The 30-day expected move averaged 5.1%. IV traded above realized volatility by 1.4% (HV 20d: 16.8%). Max pain ranged from $20.00 to $20.00. Net GEX was positive for 15 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 2.48.

Notable Days

  • 2024-05-15: Highest Volume — 1,356 contracts
  • 2024-05-29: Largest IV spike — 244.3% change
  • 2024-05-29: Highest IV Rank — 70.5%
  • 2024-05-29: Largest Expected Move — 11.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$19.29$18.95$19.55$19.49$19.55
Max Pain$20.00$20.00$20.00$20.00$20.00
ATM IV18.2%9.8%38.3%12.7%36.1%
Expected Move5.1%2.8%11.0%3.6%10.3%
HV 20d16.8%10.3%18.1%17.7%10.3%
HV 60d15.1%14.8%15.6%15.5%14.9%
IV Rank25.1%5.9%70.5%12.6%65.6%
IV Percentile37.8%2.4%97.6%13.1%97.6%
Term Structure2.6%-7.7%72.4%3.0%1.2%
VWIV17.5%8.7%62.5%10.9%27.5%
Skew 25d84.2%-35.1%190.1%0.0%49.2%
Skew 10d147.1%-3.3%299.2%1.8%43.5%
Call IV 25d47.1%9.6%103.4%18.3%12.8%
Put IV 25d131.3%10.6%276.3%18.3%62.0%
Bid-Ask Spread %98.9285.28129.1486.88102.88
Gamma HHI0.620.340.850.750.34
Net GEX117.2K-20.3K333.2K257.7K13.9K
Net DEX752.8K-1.1M2.1M-148.4K1.0M
Net VEX-9.3K-12.9K-6.6K-10.7K-12.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.480.0236.670.720.02
Total Volume143.636111,356179240
Total OI6,027.1824,9857,8836,5875,198

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-05-01$19.49$20.0012.7%3.6%17.7%12.6%10.9%0.0%3.0%257.7K-148.4K-10.7K0.7286.88104754,9531,634
2024-05-02$19.30$20.0015.1%4.3%17.9%18.1%14.8%-4.3%-0.6%217.2K104.2K-9.5K3.0085.285155,0051,602
2024-05-03$19.30$20.0015.6%4.5%17.9%19.3%16.3%-0.7%-5.4%241.0K93.4K-9.2K0.5387.891585,0081,604
2024-05-06$19.20$20.0012.5%3.8%17.9%12.2%10.8%144.4%-0.9%181.1K25.2K-6.6K0.0499.83233105,0011,168
2024-05-07$19.18$20.0012.8%5.0%17.8%12.8%0.0%125.0%-2.9%160.7K20.1K-7.0K9.5791.347675,0361,172
2024-05-08$19.14$20.0012.5%4.5%17.8%12.2%16.4%122.6%-1.7%160.2K23.0K-7.1K0.0295.2719335,0351,173
2024-05-09$19.23$20.0015.1%3.9%17.9%18.0%8.7%115.0%1.3%215.9K-170.8K-7.9K0.2293.54925,1811,174
2024-05-10$19.34$20.0014.9%3.8%17.4%17.6%13.3%123.9%-7.7%265.4K-1.1M-11.5K0.40104.5560245,1861,175
2024-05-13$19.30$20.0018.7%3.2%17.4%26.2%13.8%100.0%6.4%208.4K-102.5K-7.3K1.28104.2125325,2351,199
2024-05-14$19.49$20.0019.7%3.9%17.7%28.4%15.5%138.4%-0.9%333.2K-480.1K-8.3K0.0696.52179105,2671,221
2024-05-15$19.27$20.0012.0%3.4%18.0%10.9%14.7%93.0%5.6%195.6K-72.2K-7.4K36.6797.19361,3205,3611,231
2024-05-16$19.38$20.0012.2%3.5%18.1%11.6%10.6%118.1%72.4%200.1K1.1M-12.9K0.30102.481035,3942,489
2024-05-17$19.34$20.0013.6%3.9%17.4%14.7%13.4%166.0%-1.5%-4.2K1.8M-11.0K0.4699.6261285,3932,490
2024-05-20$19.36$20.009.8%2.8%17.4%5.9%9.5%190.1%3.3%-17.0K1.7M-9.8K0.1094.95146143,0301,955
2024-05-21$19.21$20.0013.5%3.9%17.5%14.5%18.6%150.2%-1.1%-8.6K1.8M-10.0K0.3597.832073,1521,969
2024-05-22$19.07$20.0015.5%4.4%17.4%19.0%21.6%149.3%-1.4%-13.3K2.0M-9.0K0.38103.642183,1691,995
2024-05-23$18.95$20.0037.5%10.8%17.5%68.9%0.0%-1.3%-3.2%-5.4K1.9M-9.8K0.14129.142133,1532,002
2024-05-24$19.13$20.0016.4%4.7%17.5%21.0%23.3%-35.1%-1.5%-13.5K2.1M-8.4K0.0695.813623,1381,999
2024-05-28$19.23$20.0011.1%3.2%17.6%9.1%0.0%3.0%-1.8%-20.3K1.9M-9.1K0.0896.201313,1372,000
2024-05-29$19.48$20.0038.3%11.0%12.7%70.5%10.3%53.7%-3.7%4.0K1.5M-10.3K0.06110.587143,1322,001
2024-05-30$19.49$20.0035.4%10.1%10.8%64.0%62.5%52.2%-1.7%5.7K1.5M-9.7K0.06100.731813,1841,997
2024-05-31$19.55$20.0036.1%10.3%10.3%65.6%27.5%49.2%1.2%13.9K1.0M-12.2K0.02102.8823643,2021,996