OCSL Options History — April 2025

In April 2025, OCSL traded between $12.86 and $15.41. ATM implied volatility averaged 28.1%, placing in the 33.1% IV rank vs the trailing year. The 30-day expected move averaged 7.5%. IV traded below realized volatility by 14.0% (HV 20d: 42.1%). Max pain ranged from $15.00 to $15.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 2.21.

Notable Days

  • 2025-04-04: Highest Volume — 824 contracts
  • 2025-04-07: Largest IV spike — 148.8% change
  • 2025-04-07: Highest IV Rank — 94.1%
  • 2025-04-10: Largest Expected Move — 12.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$14.23$12.86$15.41$15.41$14.38
Max Pain$15.00$15.00$15.00$15.00$15.00
ATM IV28.1%12.3%63.7%18.1%22.8%
Expected Move7.5%5.5%12.2%5.9%6.5%
HV 20d42.1%13.3%52.3%13.5%52.3%
HV 60d28.2%15.4%32.5%15.4%32.5%
IV Rank33.1%6.1%94.1%15.9%24.0%
IV Percentile73.0%9.5%98.8%51.6%71.4%
Term Structure-7.1%-36.0%8.7%-5.4%-9.9%
VWIV24.6%14.7%31.9%20.5%20.6%
Skew 25d16.2%-12.2%223.7%-11.0%-3.4%
Skew 10d24.4%-11.3%297.2%-11.3%-4.0%
Call IV 25d23.4%14.8%36.5%22.5%26.4%
Put IV 25d39.6%11.5%246.5%11.5%23.0%
Bid-Ask Spread %91.1883.69103.3392.1586.15
Gamma HHI0.800.690.890.720.87
Net GEX-104.6K-151.8K-50.7K-120.6K-111.8K
Net DEX3.0M1.2M4.0M1.2M3.2M
Net VEX-14.3K-15.8K-11.4K-15.6K-13.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.210.0010.670.1810.67
Total Volume110.90518241335
Total OI6,168.9525,4786,4725,4786,398

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2025-04-01$15.41$15.0018.1%5.9%13.5%15.9%20.5%-11.0%-5.4%-120.6K1.2M-15.6K0.1892.151122,0073,471
2025-04-02$15.32$15.0012.3%5.7%13.3%6.1%19.9%10.4%-1.5%-121.0K1.3M-15.6K1.0887.5012132,0103,473
2025-04-03$15.04$15.0022.1%5.8%14.5%22.8%20.2%7.0%-1.3%-129.2K1.9M-15.1K6.0495.47231392,0213,485
2025-04-04$13.99$15.0025.6%9.7%28.2%28.8%26.1%25.3%-10.5%-89.9K3.3M-11.5K9.56102.72787462,0443,607
2025-04-07$13.24$15.0063.7%8.6%33.0%94.1%27.3%-12.2%-19.0%-74.2K4.0M-11.4K1.20103.3354652,1074,258
2025-04-08$12.86$15.0061.0%10.3%33.7%89.4%24.3%10.7%-11.2%-50.7K3.6M-12.9K0.4786.7638182,1244,244
2025-04-09$13.91$15.0022.1%6.3%46.0%22.8%20.8%16.3%3.8%-107.4K3.7M-13.7K2.2395.7813292,1004,256
2025-04-10$13.38$15.0042.7%12.2%47.4%58.0%26.2%9.1%-36.0%-76.2K3.8M-12.5K1.93102.9928542,1004,275
2025-04-11$13.60$15.0031.0%8.9%47.9%38.0%30.4%4.8%-3.9%-71.5K3.7M-14.1K5.1795.156312,1184,326
2025-04-14$13.88$15.0030.9%8.9%48.7%37.9%31.9%9.8%-9.1%-101.6K3.7M-14.0K0.0885.11252202,1204,352
2025-04-15$14.11$15.0027.9%8.0%48.6%32.7%28.0%15.8%-5.2%-100.2K3.3M-14.5K0.1583.6973112,2034,125
2025-04-16$13.98$15.0022.6%6.5%48.6%23.7%28.3%10.7%-2.6%-92.8K3.3M-14.4K4.2098.135212,2004,116
2025-04-17$14.37$15.0020.6%5.9%50.0%20.2%14.7%12.6%8.7%-116.8K3.2M-14.8K0.0396.829732,2014,136
2025-04-21$14.04$15.0019.3%5.5%50.4%17.9%0.0%11.6%0.7%-96.6K3.1M-14.6K0.1791.571832,0804,068
2025-04-22$14.25$15.0029.3%8.4%50.9%35.2%29.5%-2.3%-7.4%-105.4K3.0M-14.9K1.4286.4512172,0744,069
2025-04-23$14.38$15.0025.7%7.4%51.0%29.0%25.9%1.7%-5.9%-114.1K2.9M-15.3K0.3084.36183542,0804,086
2025-04-24$14.57$15.0022.3%6.4%51.3%23.1%22.5%223.7%-6.4%-99.8K2.7M-15.8K0.0083.88102,2054,077
2025-04-25$14.65$15.0023.7%6.8%51.4%25.4%23.7%-0.4%-8.2%-124.0K2.7M-15.3K0.2285.953782,2064,077
2025-04-28$14.88$15.0025.2%7.2%51.8%28.1%25.2%0.5%-9.2%-151.8K2.6M-14.9K0.7285.7440292,2324,072
2025-04-29$14.59$15.0021.7%6.2%52.1%22.1%26.0%-0.3%-10.5%-140.7K2.9M-14.7K0.6785.1530202,2524,093
2025-04-30$14.38$15.0022.8%6.5%52.3%24.0%20.6%-3.4%-9.9%-111.8K3.2M-13.7K10.6786.153322,2854,113