OCSL Options History — August 2025

In August 2025, OCSL traded between $13.32 and $13.98. ATM implied volatility averaged 27.3%, placing in the 31.6% IV rank vs the trailing year. The 30-day expected move averaged 7.2%. IV traded above realized volatility by 9.9% (HV 20d: 17.4%). Max pain ranged from $15.00 to $15.00. Net GEX was positive for 17 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 4.24.

Notable Days

  • 2025-08-26: Highest Volume — 382 contracts
  • 2025-08-22: Largest IV spike — 75.3% change
  • 2025-08-12: Highest IV Rank — 84.8%
  • 2025-08-22: Largest Expected Move — 10.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$13.62$13.32$13.98$13.54$13.98
Max Pain$15.00$15.00$15.00$15.00$15.00
ATM IV27.3%17.7%58.3%26.7%18.0%
Expected Move7.2%5.1%10.2%7.6%5.2%
HV 20d17.4%11.9%21.0%21.0%11.9%
HV 60d19.9%18.2%21.3%21.3%18.2%
IV Rank31.6%15.3%84.8%30.6%15.7%
IV Percentile68.8%33.3%97.2%79.0%34.5%
Term Structure-7.0%-24.4%2.0%0.2%-9.0%
VWIV22.5%13.8%42.9%23.2%17.1%
Skew 25d83.7%-0.9%264.9%-0.9%264.9%
Skew 10d175.0%0.5%318.5%0.5%318.5%
Call IV 25d51.9%15.4%127.9%25.2%18.8%
Put IV 25d135.6%15.8%283.7%24.3%283.7%
Bid-Ask Spread %97.7192.23104.5296.7795.74
Gamma HHI0.680.490.880.610.67
Net GEX5.1K-56.6K29.6K-10.7K24.3K
Net DEX1.5M-80.3K3.8M3.7M145.5K
Net VEX-3.7K-4.5K-1.7K-3.5K-1.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio4.240.0040.0012.000.28
Total Volume60.8103821351
Total OI4,002.3331,9806,2376,1212,481

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2025-08-01$13.54$15.0026.7%7.6%21.0%30.6%0.0%-0.9%0.2%-10.7K3.7M-3.5K12.0096.771122,6263,495
2025-08-04$13.54$15.0041.8%7.6%20.6%56.6%23.2%11.3%-5.3%-56.6K3.5M-4.5K0.7095.99121852,6273,507
2025-08-05$13.33$15.0024.7%7.6%19.9%27.2%29.3%27.4%-0.7%1.2K3.8M-3.2K0.03101.8810132,7273,510
2025-08-06$13.32$15.0024.2%8.8%19.9%26.4%17.6%25.2%-15.0%4.9K2.5M-3.5K1.0792.8915162,7972,643
2025-08-07$13.32$15.0023.1%8.0%18.7%24.4%27.2%8.1%-3.8%4.0K2.5M-3.6K0.0092.23092,7982,653
2025-08-08$13.45$15.0030.9%7.6%19.0%37.8%23.5%5.3%-2.7%3.9K2.5M-3.7K0.18100.9772132,7982,662
2025-08-11$13.46$15.0037.2%8.6%19.0%48.7%0.0%6.4%-13.8%6.6K2.5M-3.7K0.0098.96002,7792,672
2025-08-12$13.61$15.0058.3%7.7%19.6%84.8%18.3%2.7%-4.0%-4.1K2.4M-4.1K40.0098.661402,7672,672
2025-08-13$13.68$15.0031.6%9.0%19.5%39.0%0.0%119.6%-24.4%-28.0K2.2M-4.3K0.00104.522902,7662,692
2025-08-14$13.63$15.0019.5%5.6%19.2%18.3%13.8%102.2%-6.3%10.3K2.5M-3.8K1.00103.12662,7512,692
2025-08-15$13.59$15.0027.2%7.8%16.3%31.6%20.4%2.8%-11.0%5.1K2.5M-3.9K11.6797.993352,7562,696
2025-08-18$13.59$15.0017.7%5.1%16.1%15.3%19.5%110.4%1.4%10.6K122.3K-3.8K0.0296.086111,191789
2025-08-19$13.75$15.0029.3%8.4%16.2%35.1%42.9%-0.5%-18.8%14.2K64.5K-3.5K0.1296.295061,257790
2025-08-20$13.66$15.0023.1%6.6%15.7%24.4%21.5%112.7%-2.4%13.4K61.1K-3.9K0.2597.201641,298794
2025-08-21$13.66$15.0020.3%5.8%15.8%19.6%0.0%117.6%1.0%13.5K14.1K-4.3K8.0098.93181,302796
2025-08-22$13.75$15.0035.5%10.2%15.8%45.7%0.0%54.7%-19.4%14.2K-50.4K-3.7K0.3399.06931,302804
2025-08-25$13.61$15.0022.5%6.4%14.9%23.4%23.4%239.2%2.0%12.9K68.0K-3.9K0.1796.063051,294801
2025-08-26$13.79$15.0022.6%6.5%15.5%23.6%0.0%142.1%-2.9%15.0K40.8K-3.6K0.0096.6438201,323806
2025-08-27$13.93$15.0020.7%5.9%15.2%20.3%18.4%144.2%-6.3%22.2K-80.3K-3.2K0.0095.752501,649806
2025-08-28$13.93$15.0018.0%5.1%15.1%15.7%20.5%262.2%-5.4%29.6K-43.0K-3.9K4.7096.2810471,674806
2025-08-29$13.98$15.0018.0%5.2%11.9%15.7%17.1%264.9%-9.0%24.3K145.5K-1.7K0.2895.7440111,674807