OCSL Options History — July 2025

In July 2025, OCSL traded between $13.79 and $14.70. ATM implied volatility averaged 18.6%, placing in the 16.7% IV rank vs the trailing year. The 30-day expected move averaged 4.8%. IV traded below realized volatility by 1.0% (HV 20d: 19.6%). Max pain ranged from $12.50 to $15.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 1.79.

Notable Days

  • 2025-07-11: Highest Volume — 379 contracts
  • 2025-07-11: Largest IV spike — 111.9% change
  • 2025-07-07: Highest IV Rank — 36.5%
  • 2025-07-31: Largest Expected Move — 7.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$14.22$13.79$14.70$13.79$13.88
Max Pain$14.77$12.50$15.00$12.50$15.00
ATM IV18.6%8.9%30.1%20.6%25.1%
Expected Move4.8%2.6%7.2%5.9%7.2%
HV 20d19.6%13.3%22.8%22.6%19.7%
HV 60d27.5%20.7%38.0%38.0%20.7%
IV Rank16.7%0.2%36.5%20.2%28.0%
IV Percentile41.5%0.4%83.3%55.6%73.4%
Term Structure2.0%-12.2%11.3%-6.7%8.6%
VWIV18.9%9.5%31.0%13.8%31.0%
Skew 25d11.8%-2.6%183.3%1.4%7.4%
Skew 10d14.8%-25.5%242.7%6.8%9.2%
Call IV 25d18.6%11.8%26.6%21.8%21.8%
Put IV 25d30.4%17.9%205.9%23.3%29.3%
Bid-Ask Spread %87.4768.95101.4468.9586.21
Gamma HHI0.930.810.980.870.84
Net GEX-136.1K-206.5K-62.6K-108.1K-67.0K
Net DEX3.0M1.8M3.9M3.0M3.4M
Net VEX-7.1K-9.4K-4.6K-8.8K-4.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.790.0027.000.571.78
Total Volume96.09193791150
Total OI5,897.7275,7596,1035,7696,103

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2025-07-01$13.79$12.5020.6%5.9%22.6%20.2%0.0%1.4%-6.7%-108.1K3.0M-8.8K0.5768.95742,0263,743
2025-07-02$13.92$12.5021.7%6.2%22.8%22.2%0.0%7.7%-3.9%-108.9K2.9M-9.4K0.2095.231022,0333,745
2025-07-03$14.08$15.0022.9%3.6%20.8%24.2%13.8%4.6%9.1%-146.4K3.5M-7.3K1.0097.6812122,0123,747
2025-07-07$13.89$15.0030.1%3.6%21.3%36.5%11.6%4.5%5.7%-102.3K3.8M-5.7K0.1091.42111112,0243,742
2025-07-08$14.13$15.0024.3%4.0%21.6%26.6%0.0%9.3%8.0%-146.3K3.6M-6.9K0.00101.442002,0743,751
2025-07-09$14.16$15.008.9%2.6%21.3%0.2%20.6%4.6%9.9%-105.7K3.9M-5.3K0.0596.822012,0883,751
2025-07-10$14.38$15.009.5%2.7%22.1%1.2%9.5%2.5%9.8%-206.5K3.6M-6.4K1.0189.1267682,1003,752
2025-07-11$14.46$15.0020.2%5.8%22.1%19.5%20.2%1.4%0.4%-180.0K2.6M-9.1K2.0185.951262532,1653,712
2025-07-14$14.48$15.0022.0%6.3%22.1%22.6%22.3%183.3%-12.2%-151.0K2.4M-8.7K0.4286.0553222,2913,563
2025-07-15$14.52$15.0021.5%6.2%21.4%21.8%21.6%0.7%-11.1%-167.0K2.2M-9.0K0.4782.412301092,3303,581
2025-07-16$14.61$15.0017.2%4.9%13.4%14.4%0.0%2.5%1.2%-196.6K2.2M-8.6K0.5284.6521112,4613,479
2025-07-17$14.70$15.0021.2%6.1%13.3%21.3%21.2%1.9%-2.9%-172.4K1.8M-9.1K0.5384.702111112,4723,478
2025-07-18$14.25$15.0018.6%5.3%18.0%16.7%22.4%-2.6%-6.7%-151.1K2.4M-8.0K0.7684.0537282,4193,481
2025-07-21$14.11$15.0012.4%3.6%18.1%6.2%12.5%5.9%8.0%-111.6K2.7M-7.6K0.8684.5735302,3773,418
2025-07-22$14.25$15.0017.7%5.1%17.8%15.3%20.8%-1.8%-0.5%-133.3K2.9M-6.6K0.1486.74131182,3873,444
2025-07-23$14.39$15.0015.8%4.5%18.0%11.9%18.3%1.7%3.4%-166.2K2.8M-7.0K0.2085.633062,4233,459
2025-07-24$14.36$15.0011.8%3.4%17.9%5.2%12.8%5.1%9.2%-142.9K3.3M-5.6K0.3485.4629102,4593,458
2025-07-25$14.45$15.0013.9%4.0%17.9%8.7%0.0%12.5%11.3%-192.3K2.9M-6.4K0.0288.2412622,4873,458
2025-07-28$14.18$15.0018.1%5.2%19.2%15.9%21.9%5.6%0.8%-110.4K3.1M-6.2K27.0084.461272,6133,459
2025-07-29$14.05$15.0015.3%4.4%19.5%11.1%0.0%4.0%-1.4%-66.5K3.4M-5.2K1.2586.49452,6143,474
2025-07-30$13.85$15.0019.6%5.6%20.0%18.4%22.2%-1.6%4.4%-62.6K3.4M-5.3K0.0688.085032,6183,479
2025-07-31$13.88$15.0025.1%7.2%19.7%28.0%31.0%7.4%8.6%-67.0K3.4M-4.6K1.7886.2118322,6213,482