OCSL Options History — October 2025

In October 2025, OCSL traded between $12.54 and $14.20. ATM implied volatility averaged 23.8%, placing in the 25.9% IV rank vs the trailing year. The 30-day expected move averaged 7.1%. IV traded above realized volatility by 1.8% (HV 20d: 22.0%). Max pain ranged from $10.00 to $15.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 18 of 23 days. Put/call ratio averaged 0.06.

Notable Days

  • 2025-10-21: Highest Volume — 3,401 contracts
  • 2025-10-22: Largest IV spike — 41.9% change
  • 2025-10-17: Highest IV Rank — 37.1%
  • 2025-10-17: Largest Expected Move — 8.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$13.31$12.54$14.20$12.98$14.00
Max Pain$14.13$10.00$15.00$12.50$15.00
ATM IV23.8%14.6%30.5%14.6%22.9%
Expected Move7.1%4.2%8.8%4.2%6.6%
HV 20d22.0%17.2%26.9%19.1%26.4%
HV 60d18.7%17.2%20.9%17.3%20.5%
IV Rank25.9%10.0%37.1%10.0%25.6%
IV Percentile63.9%17.5%87.3%17.5%63.5%
Term Structure5.0%-2.4%14.9%12.8%9.0%
VWIV30.9%16.4%58.5%58.5%29.1%
Skew 25d6.1%-86.4%66.9%-74.5%9.6%
Skew 10d21.5%-122.8%189.2%-111.4%9.2%
Call IV 25d30.1%14.2%115.7%108.8%27.7%
Put IV 25d36.2%23.8%87.5%34.3%37.3%
Bid-Ask Spread %90.4173.67106.0880.8998.51
Gamma HHI0.620.380.810.670.40
Net GEX221.2K143.5K422.6K159.8K163.6K
Net DEX-19.7M-27.8M-11.5M-11.5M-26.3M
Net VEX-18.9K-29.0K-9.0K-9.8K-10.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.060.000.360.060.05
Total Volume928.9132193,4011,534608
Total OI19,610.56512,74423,54712,74422,896

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2025-10-01$12.98$12.5014.6%4.2%19.1%10.0%58.5%-74.5%12.8%159.8K-11.5M-9.8K0.0680.891,4429211,836908
2025-10-02$13.11$12.5017.7%5.1%19.6%15.2%46.8%2.1%9.2%144.4K-13.5M-9.0K0.0082.27693113,150996
2025-10-03$12.93$10.0016.4%4.7%19.7%13.1%43.4%-86.4%10.0%176.3K-13.4M-10.3K0.0182.92817913,485997
2025-10-06$12.80$15.0019.4%8.2%19.6%18.1%28.7%6.9%-1.3%191.9K-13.4M-14.4K0.0775.121,1298414,0931,006
2025-10-07$12.64$15.0026.0%8.0%19.7%29.5%28.0%4.8%-2.4%222.9K-14.0M-15.7K0.0777.591,2209115,0761,087
2025-10-08$12.61$15.0027.4%8.1%19.7%31.9%28.2%4.9%1.3%247.6K-15.2M-17.1K0.0174.53815816,1841,168
2025-10-09$12.54$15.0030.2%8.3%19.3%36.7%29.0%4.0%0.5%225.6K-15.1M-24.2K0.0373.677052216,8231,215
2025-10-10$12.56$15.0022.7%8.3%19.4%23.7%29.1%15.2%-0.4%200.8K-15.1M-28.2K0.0088.02226017,5161,231
2025-10-13$12.91$15.0023.2%8.7%17.2%24.6%33.9%12.0%0.2%216.4K-16.3M-28.4K0.1986.581843517,6851,231
2025-10-14$13.05$15.0028.1%8.4%17.6%33.0%28.6%14.5%0.6%202.4K-16.4M-29.0K0.1987.173777017,6131,251
2025-10-15$13.18$15.0029.2%8.4%17.6%34.8%30.1%12.8%1.7%243.0K-17.6M-21.1K0.04100.331,1764417,5031,203
2025-10-16$12.80$15.0029.5%8.5%20.2%35.4%29.7%17.0%14.9%199.9K-17.0M-27.8K0.0897.683162518,3221,220
2025-10-17$13.02$15.0030.5%8.8%21.4%37.1%30.6%66.9%9.5%272.6K-17.6M-28.0K0.03104.391,3023718,4821,243
2025-10-20$13.20$15.0024.1%6.9%20.8%26.1%26.3%10.8%5.8%260.8K-21.1M-14.1K0.0196.091,8741519,6861,151
2025-10-21$13.83$15.0017.1%4.9%25.9%14.0%16.4%31.0%8.1%295.6K-24.7M-22.2K0.0196.783,3792221,209910
2025-10-22$13.83$12.5024.2%6.9%25.9%26.3%23.0%12.4%3.7%422.6K-25.1M-25.8K0.0196.131,3412022,452924
2025-10-23$13.96$12.5020.5%5.9%25.7%20.0%23.6%22.9%14.8%279.0K-26.4M-22.7K0.0494.309243322,603944
2025-10-24$14.02$12.5022.9%6.6%25.6%24.0%26.0%8.4%-1.1%143.5K-27.1M-14.4K0.0097.81296122,341941
2025-10-27$14.20$12.5026.8%7.7%25.7%32.6%26.8%13.1%3.7%169.3K-27.7M-12.4K0.0591.503942022,446921
2025-10-28$14.20$15.0021.6%6.2%25.7%23.2%25.6%9.2%1.6%194.0K-27.8M-11.8K0.0191.209421322,521921
2025-10-29$14.02$15.0026.5%7.6%26.3%32.1%31.5%16.0%-0.5%173.6K-26.4M-13.0K0.36106.082077521,936923
2025-10-30$13.82$15.0024.9%7.1%26.9%29.1%38.9%6.4%12.7%282.2K-24.5M-24.8K0.0499.772711021,897897
2025-10-31$14.00$15.0022.9%6.6%26.4%25.6%29.1%9.6%9.0%163.6K-26.3M-10.5K0.0598.515812722,006890