OCSL Options History — November 2024

In November 2024, OCSL traded between $15.61 and $16.37. ATM implied volatility averaged 31.6%, placing in the 39.1% IV rank vs the trailing year. The 30-day expected move averaged 7.7%. IV traded above realized volatility by 13.2% (HV 20d: 18.4%). Max pain ranged from $15.00 to $17.50. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 1.43.

Notable Days

2024-11-18: Highest Volume — 164 contracts
2024-11-26: Largest IV spike — 95.2% change
2024-11-07: Highest IV Rank — 76.4%
2024-11-01: Largest Expected Move — 12.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$15.95	$15.61	$16.37	$15.98	$16.37
Max Pain	$15.38	$15.00	$17.50	$17.50	$15.00
ATM IV	31.6%	17.8%	53.4%	45.0%	22.6%
Expected Move	7.7%	5.1%	12.9%	12.9%	6.5%
HV 20d	18.4%	14.8%	20.1%	14.8%	20.1%
HV 60d	15.7%	14.5%	17.0%	14.5%	17.0%
IV Rank	39.1%	15.4%	76.4%	62.1%	23.7%
IV Percentile	81.7%	49.2%	97.6%	95.2%	77.0%
Term Structure	3.5%	-26.6%	64.5%	18.7%	-5.3%
VWIV	26.6%	14.1%	53.1%	53.1%	31.7%
Skew 25d	69.6%	-11.4%	230.5%	-7.7%	15.9%
Skew 10d	151.9%	9.1%	274.2%	9.1%	15.9%
Call IV 25d	28.0%	14.7%	129.2%	26.6%	14.7%
Put IV 25d	97.7%	13.4%	286.4%	18.8%	30.6%
Bid-Ask Spread %	113.46	88.16	138.98	88.16	108.79
Gamma HHI	0.62	0.44	0.90	0.73	0.73
Net GEX	9.6K	-1.8K	24.4K	15.3K	11.2K
Net DEX	619.4K	237.2K	915.9K	657.1K	276.7K
Net VEX	-5.2K	-6.4K	-4.3K	-5.9K	-4.9K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.43	0.00	5.50	0.23	0.08
Total Volume	62.25	6	164	27	70
Total OI	3,249.7	2,766	3,690	3,359	2,985

Daily Data (20 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
2024-11-01	$15.98	$17.50	45.0%	12.9%	14.8%	62.1%	53.1%	-7.7%	18.7%	15.3K	657.1K	-5.9K	0.23	88.16	22	5	1,964	1,395
2024-11-04	$15.63	$15.00	39.6%	10.1%	16.5%	52.7%	14.1%	16.0%	-26.2%	7.9K	915.9K	-5.1K	0.47	113.09	91	43	1,965	1,394
2024-11-05	$15.64	$15.00	24.7%	6.5%	16.4%	27.2%	20.6%	5.2%	0.9%	-1.8K	674.5K	-6.4K	0.22	117.40	46	10	2,033	1,417
2024-11-06	$16.01	$15.00	35.6%	7.8%	18.7%	45.9%	14.3%	-0.1%	-17.0%	5.6K	760.5K	-4.9K	0.18	130.37	60	11	1,991	1,423
2024-11-07	$15.96	$15.00	53.4%	7.9%	18.4%	76.4%	40.4%	-1.7%	-26.6%	11.1K	773.4K	-5.0K	3.00	131.96	3	9	2,046	1,412
2024-11-08	$16.06	$15.00	44.5%	7.7%	18.6%	61.1%	0.0%	3.0%	-20.3%	11.5K	707.4K	-5.2K	0.00	138.98	53	0	2,048	1,421
2024-11-11	$16.01	$15.00	44.8%	9.2%	18.5%	61.7%	17.2%	3.9%	-17.5%	4.2K	686.5K	-5.7K	0.21	112.17	39	8	2,093	1,421
2024-11-12	$16.01	$17.50	46.4%	6.3%	18.5%	64.4%	21.6%	174.7%	-7.5%	3.7K	676.2K	-6.0K	1.30	116.56	23	30	2,132	1,428
2024-11-13	$16.00	$17.50	22.7%	6.5%	18.0%	23.8%	23.7%	182.0%	-4.0%	11.6K	712.3K	-5.5K	0.00	129.56	93	0	2,145	1,458
2024-11-14	$16.05	$15.00	23.5%	6.7%	18.1%	25.2%	21.3%	210.5%	64.5%	6.6K	647.7K	-5.5K	5.00	122.16	2	10	2,222	1,458
2024-11-15	$16.04	$15.00	33.8%	9.7%	17.9%	42.9%	0.0%	8.1%	52.7%	10.2K	688.3K	-5.4K	5.50	108.82	10	55	2,222	1,468
2024-11-18	$16.13	$15.00	32.1%	9.2%	18.1%	39.9%	34.7%	59.4%	42.8%	7.4K	499.7K	-4.9K	0.23	102.65	133	31	1,439	1,327
2024-11-19	$15.66	$15.00	18.0%	5.2%	19.2%	15.8%	20.0%	78.9%	-4.0%	6.3K	720.4K	-4.3K	0.54	111.29	106	57	1,561	1,330
2024-11-20	$15.68	$15.00	20.3%	5.8%	19.2%	19.7%	0.0%	227.9%	-7.7%	8.7K	689.7K	-5.0K	0.38	117.44	52	20	1,559	1,363
2024-11-21	$15.61	$15.00	17.8%	5.1%	18.5%	15.4%	36.8%	6.5%	31.3%	24.4K	644.2K	-4.8K	5.00	112.14	1	5	1,608	1,356
2024-11-22	$15.86	$15.00	31.2%	8.9%	19.5%	38.3%	17.8%	193.2%	6.1%	11.0K	623.9K	-4.8K	0.71	103.14	21	15	1,608	1,360
2024-11-25	$16.02	$15.00	17.9%	5.1%	19.9%	15.7%	0.0%	-2.5%	13.1%	10.6K	237.2K	-5.8K	0.00	98.12	44	0	1,603	1,371
2024-11-26	$15.98	$15.00	35.0%	10.0%	19.5%	45.0%	0.0%	-11.4%	-21.1%	17.0K	436.7K	-4.5K	2.40	101.40	10	24	1,618	1,371
2024-11-27	$16.26	$15.00	23.5%	6.7%	20.1%	25.1%	32.1%	230.5%	-3.0%	9.4K	359.2K	-4.5K	3.13	105.02	8	25	1,608	1,371
2024-11-29	$16.37	$15.00	22.6%	6.5%	20.1%	23.7%	31.7%	15.9%	-5.3%	11.2K	276.7K	-4.9K	0.08	108.79	65	5	1,609	1,376