OCSL Options History — June 2025

In June 2025, OCSL traded between $13.54 and $14.57. ATM implied volatility averaged 21.5%, placing in the 21.8% IV rank vs the trailing year. The 30-day expected move averaged 5.7%. IV traded below realized volatility by 0.7% (HV 20d: 22.3%). Max pain ranged from $2.50 to $15.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 0.68.

Notable Days

2025-06-30: Highest Volume — 145 contracts
2025-06-16: Largest IV spike — 138.9% change
2025-06-16: Highest IV Rank — 47.7%
2025-06-16: Largest Expected Move — 10.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$14.02	$13.54	$14.57	$14.43	$13.64
Max Pain	$13.50	$2.50	$15.00	$15.00	$12.50
ATM IV	21.5%	14.0%	36.6%	18.3%	25.8%
Expected Move	5.7%	3.5%	10.5%	5.2%	7.4%
HV 20d	22.3%	19.3%	24.9%	19.7%	22.4%
HV 60d	37.5%	36.8%	38.1%	36.8%	38.1%
IV Rank	21.8%	8.9%	47.7%	16.2%	29.1%
IV Percentile	54.6%	14.7%	89.7%	42.5%	73.8%
Term Structure	0.5%	-9.9%	10.3%	-1.3%	-2.7%
VWIV	53.6%	13.2%	178.6%	18.3%	19.7%
Skew 25d	43.1%	-4.5%	165.5%	5.7%	1.2%
Skew 10d	74.8%	1.2%	242.1%	5.7%	2.9%
Call IV 25d	36.9%	11.7%	106.2%	15.4%	20.0%
Put IV 25d	79.9%	18.9%	218.7%	21.1%	21.2%
Bid-Ask Spread %	90.04	66.99	110.98	86.82	66.99
Gamma HHI	0.88	0.78	0.94	0.92	0.87
Net GEX	-139.7K	-212.8K	-90.2K	-169.3K	-101.4K
Net DEX	3.7M	2.6M	4.3M	3.7M	3.4M
Net VEX	-9.3K	-12.7K	-6.7K	-10.1K	-7.4K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.68	0.00	3.50	0.31	1.23
Total Volume	54.55	3	145	21	145
Total OI	6,102.4	5,668	6,417	6,016	5,687

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
2025-06-02	$14.43	$15.00	18.3%	5.2%	19.7%	16.2%	18.3%	5.7%	-1.3%	-169.3K	3.7M	-10.1K	0.31	86.82	16	5	1,911	4,105
2025-06-03	$14.51	$15.00	16.9%	4.8%	19.7%	13.9%	0.0%	10.3%	-2.8%	-169.9K	3.5M	-11.2K	0.25	89.14	4	1	1,916	4,110
2025-06-04	$14.09	$15.00	18.8%	5.4%	22.7%	17.2%	21.1%	4.4%	-4.5%	-109.4K	3.2M	-12.1K	3.50	78.78	6	21	1,918	4,111
2025-06-05	$14.11	$15.00	19.9%	3.6%	22.4%	19.0%	13.2%	92.8%	-1.4%	-131.3K	3.7M	-10.0K	0.10	99.57	49	5	1,918	4,132
2025-06-06	$14.32	$15.00	21.3%	4.4%	21.8%	21.5%	0.0%	84.7%	10.0%	-160.5K	3.8M	-9.8K	0.00	99.28	4	0	1,959	4,135
2025-06-09	$14.45	$15.00	18.0%	3.5%	21.8%	15.7%	14.4%	87.9%	10.3%	-173.6K	3.6M	-10.9K	0.05	102.78	99	5	1,959	4,135
2025-06-10	$14.45	$12.50	28.0%	4.1%	21.3%	32.8%	0.0%	100.3%	10.1%	-180.1K	3.7M	-10.4K	0.57	102.91	35	20	2,055	4,135
2025-06-11	$14.52	$12.50	15.3%	4.4%	19.6%	11.0%	0.0%	118.8%	7.8%	-193.5K	3.6M	-10.6K	0.13	100.47	45	6	2,092	4,155
2025-06-12	$14.57	$12.50	19.8%	5.7%	19.3%	18.8%	178.6%	146.0%	-3.2%	-212.8K	3.6M	-10.3K	1.17	104.70	59	69	2,137	4,160
2025-06-13	$14.35	$2.50	15.3%	4.4%	20.0%	11.2%	173.4%	165.5%	-0.8%	-111.9K	2.6M	-12.7K	0.14	87.64	95	13	2,195	4,222
2025-06-16	$13.73	$15.00	36.6%	10.5%	24.8%	47.7%	39.7%	19.3%	-6.3%	-156.6K	3.8M	-9.9K	0.29	90.69	59	17	2,034	4,226
2025-06-17	$13.70	$15.00	24.3%	7.0%	24.6%	26.5%	0.0%	8.2%	6.8%	-123.5K	4.0M	-8.8K	0.00	98.64	0	13	2,062	4,179
2025-06-18	$13.81	$15.00	14.0%	4.0%	24.9%	8.9%	21.5%	-4.5%	-3.4%	-150.2K	3.9M	-8.8K	1.81	110.98	21	38	2,062	4,174
2025-06-20	$13.71	$15.00	26.6%	7.6%	24.1%	30.4%	0.0%	7.8%	-0.1%	-116.7K	4.3M	-7.5K	0.22	96.50	55	12	2,076	4,212
2025-06-23	$13.57	$15.00	20.5%	5.9%	24.2%	20.1%	0.0%	7.1%	1.0%	-107.2K	4.2M	-7.7K	0.50	96.68	2	1	1,908	4,109
2025-06-24	$13.61	$15.00	26.9%	7.7%	24.3%	31.1%	36.5%	-1.2%	-9.9%	-102.8K	4.3M	-6.7K	2.39	80.73	31	74	1,909	4,098
2025-06-25	$13.55	$12.50	20.3%	5.8%	23.2%	19.8%	0.0%	3.4%	0.5%	-111.6K	4.2M	-6.8K	0.00	68.80	10	0	1,940	4,152
2025-06-26	$13.64	$12.50	25.6%	7.3%	23.1%	28.7%	0.0%	0.4%	-8.6%	-122.3K	4.1M	-7.9K	0.00	68.64	29	0	1,940	4,152
2025-06-27	$13.54	$12.50	18.8%	5.4%	22.0%	17.1%	19.7%	3.5%	8.8%	-90.2K	3.6M	-6.8K	0.29	70.04	21	6	1,969	3,699
2025-06-30	$13.64	$12.50	25.8%	7.4%	22.4%	29.1%	0.0%	1.2%	-2.7%	-101.4K	3.4M	-7.4K	1.23	66.99	65	80	1,984	3,703