OCSL Options History — June 2024

In June 2024, OCSL traded between $18.59 and $19.74. ATM implied volatility averaged 15.6%, placing in the 19.3% IV rank vs the trailing year. The 30-day expected move averaged 4.3%. IV traded above realized volatility by 3.6% (HV 20d: 12.1%). Max pain ranged from $15.00 to $20.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 18 of 19 days. Put/call ratio averaged 0.64.

Notable Days

2024-06-24: Highest Volume — 115 contracts
2024-06-28: Largest IV spike — 122.1% change
2024-06-28: Highest IV Rank — 62.0%
2024-06-28: Largest Expected Move — 9.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$19.19	$18.59	$19.74	$19.64	$18.81
Max Pain	$17.89	$15.00	$20.00	$20.00	$15.00
ATM IV	15.6%	9.7%	34.5%	15.1%	34.5%
Expected Move	4.3%	2.8%	9.9%	4.3%	9.9%
HV 20d	12.1%	10.0%	13.7%	10.3%	13.1%
HV 60d	14.2%	13.2%	14.9%	14.9%	14.0%
IV Rank	19.3%	5.9%	62.0%	18.1%	62.0%
IV Percentile	34.6%	2.4%	97.6%	32.5%	97.6%
Term Structure	6.8%	-2.1%	33.4%	1.2%	3.6%
VWIV	18.2%	9.4%	32.3%	10.8%	23.9%
Skew 25d	44.4%	-4.8%	151.8%	9.7%	10.2%
Skew 10d	67.3%	-9.6%	227.3%	5.8%	-1.0%
Call IV 25d	23.9%	10.3%	68.9%	10.3%	11.8%
Put IV 25d	68.3%	10.7%	195.2%	19.9%	21.9%
Bid-Ask Spread %	100.13	89.97	107.69	89.97	106.67
Gamma HHI	0.62	0.35	0.92	0.77	0.61
Net GEX	41.0K	12.7K	78.7K	57.0K	25.2K
Net DEX	1.3M	558.1K	1.9M	1.0M	1.7M
Net VEX	-10.0K	-13.7K	-7.5K	-11.0K	-8.3K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.64	0.00	3.89	0.03	0.11
Total Volume	46.105	0	115	65	50
Total OI	5,446.947	5,233	5,574	5,417	5,283

Daily Data (19 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Vol	Put Vol	Call OI	Put OI
2024-06-03	$19.64	$20.00	15.1%	4.3%	10.3%	18.1%	10.8%	9.7%	1.2%	57.0K	1.0M	-11.0K	0.03	89.97	63	2	3,425	1,992
2024-06-04	$19.66	$20.00	16.5%	4.7%	10.1%	21.2%	0.0%	12.1%	0.4%	65.3K	978.3K	-11.5K	0.04	91.32	26	1	3,469	1,992
2024-06-05	$19.63	$20.00	15.0%	4.3%	10.1%	17.9%	19.0%	7.9%	11.6%	65.4K	1.0M	-11.0K	0.10	98.23	10	1	3,493	1,991
2024-06-06	$19.52	$20.00	12.0%	3.3%	10.3%	11.2%	0.0%	119.3%	7.7%	38.7K	1.2M	-10.7K	0.15	93.97	46	7	3,494	1,992
2024-06-07	$19.74	$20.00	16.4%	4.3%	10.9%	21.1%	0.0%	144.5%	1.9%	78.7K	724.2K	-12.2K	0.27	98.59	26	7	3,518	1,993
2024-06-10	$19.64	$20.00	16.9%	4.5%	11.0%	22.1%	0.0%	151.8%	1.4%	67.0K	833.4K	-11.4K	1.00	107.69	21	21	3,543	1,997
2024-06-11	$19.48	$20.00	24.3%	4.5%	11.4%	39.0%	0.0%	135.2%	-2.1%	54.0K	1.4M	-9.5K	3.67	101.17	3	11	3,563	1,978
2024-06-12	$19.48	$20.00	13.7%	3.9%	10.9%	14.9%	9.4%	132.4%	5.8%	32.9K	1.6M	-8.8K	0.62	105.04	13	8	3,566	1,989
2024-06-13	$19.45	$20.00	13.0%	3.7%	10.0%	13.4%	15.9%	126.3%	4.0%	48.9K	1.6M	-9.1K	0.26	100.45	46	12	3,576	1,997
2024-06-14	$18.95	$20.00	13.5%	3.9%	13.5%	14.4%	16.4%	3.8%	6.3%	50.7K	558.1K	-13.7K	0.16	105.82	49	8	3,446	1,994
2024-06-17	$19.02	$20.00	13.2%	3.8%	13.6%	13.7%	18.1%	1.5%	7.8%	39.9K	1.3M	-11.2K	0.16	106.79	97	16	3,493	1,970
2024-06-18	$18.94	$15.00	10.9%	3.1%	13.7%	8.6%	0.0%	-2.5%	6.6%	34.7K	1.4M	-10.2K	0.00	101.00	0	0	3,573	1,982
2024-06-20	$18.99	$15.00	10.9%	3.1%	13.5%	8.6%	0.0%	-3.3%	6.3%	31.6K	982.4K	-11.7K	0.27	101.06	33	9	3,573	1,982
2024-06-21	$18.80	$15.00	9.7%	2.8%	13.7%	5.9%	0.0%	-4.8%	7.9%	12.7K	1.8M	-9.0K	0.18	100.09	56	10	3,592	1,982
2024-06-24	$18.84	$15.00	9.8%	2.8%	13.6%	6.0%	32.3%	-2.2%	4.1%	15.2K	1.9M	-7.5K	0.55	105.77	74	41	3,310	1,951
2024-06-25	$18.69	$15.00	17.4%	5.0%	13.3%	23.2%	23.9%	0.7%	33.4%	20.2K	1.7M	-7.9K	3.89	99.42	19	74	3,364	1,869
2024-06-26	$18.59	$15.00	18.6%	5.3%	13.2%	26.0%	0.0%	-2.8%	16.9%	14.8K	1.9M	-7.5K	0.00	95.95	4	0	3,383	1,898
2024-06-27	$18.82	$15.00	15.6%	4.5%	13.1%	19.1%	0.0%	3.3%	3.7%	25.4K	1.7M	-8.3K	0.00	93.44	12	0	3,381	1,898
2024-06-28	$18.81	$15.00	34.5%	9.9%	13.1%	62.0%	0.0%	10.2%	3.6%	25.2K	1.7M	-8.3K	0.11	106.67	45	5	3,385	1,898