OCSL Options History — March 2026

In March 2026, OCSL traded between $10.79 and $11.60. ATM implied volatility averaged 43.8%, placing in the 44.2% IV rank vs the trailing year. The 30-day expected move averaged 11.5%. IV traded above realized volatility by 18.9% (HV 20d: 24.9%). Max pain ranged from $2.50 to $12.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 4.68.

Notable Days

  • 2026-03-18: Highest Volume — 1,146 contracts
  • 2026-03-24: Largest IV spike — 965.5% change
  • 2026-03-17: Highest IV Rank — 100.0%
  • 2026-03-13: Largest Expected Move — 75.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$11.28$10.79$11.60$11.48$11.34
Max Pain$10.34$2.50$12.50$12.50$10.00
ATM IV43.8%4.9%262.2%24.9%4.9%
Expected Move11.5%1.4%75.6%7.1%1.4%
HV 20d24.9%20.8%27.7%27.0%26.5%
HV 60d23.2%20.6%24.8%23.2%24.8%
IV Rank44.2%0.0%100.0%29.1%0.0%
IV Percentile70.8%0.0%100.0%58.3%0.0%
Term Structure-4.3%-56.0%23.5%-4.9%23.5%
VWIV93.8%16.2%324.6%29.6%36.4%
Skew 25d63.0%-1.9%252.5%210.4%11.6%
Skew 10d92.2%2.8%330.8%312.6%14.8%
Call IV 25d34.6%17.6%76.7%67.4%22.8%
Put IV 25d97.5%23.3%296.5%277.8%34.3%
Bid-Ask Spread %63.2929.44115.0493.1729.44
Gamma HHI0.570.470.900.490.49
Net GEX70.3K33.8K107.6K79.6K96.1K
Net DEX-2.9M-3.8M-1.3M-3.0M-3.6M
Net VEX-9.5K-15.0K-4.5K-4.5K-12.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio4.680.0083.000.140.00
Total Volume19921,146114162
Total OI9,971.1369,16311,0829,18611,082

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2026-03-02$11.48$12.5024.9%7.1%27.0%29.1%29.6%210.4%-4.9%79.6K-3.0M-4.5K0.1493.17100146,0343,152
2026-03-03$11.46$12.5033.4%9.6%27.0%44.6%0.0%25.7%-5.4%75.4K-2.8M-5.1K0.3794.8949186,0143,163
2026-03-04$11.60$12.5038.0%10.9%27.3%53.0%0.0%252.5%-5.3%81.0K-3.1M-5.0K0.2498.5155136,0033,160
2026-03-05$11.48$10.0032.6%6.1%23.8%43.1%0.0%112.0%11.8%67.1K-2.9M-5.2K0.21113.6453116,0393,165
2026-03-06$11.46$10.0038.3%7.4%21.9%53.7%16.2%136.3%9.7%81.3K-2.9M-5.1K0.13111.2089126,0883,169
2026-03-09$11.46$10.0043.1%7.7%21.9%62.4%0.0%145.4%10.7%81.0K-2.8M-4.7K0.34111.6167236,0893,167
2026-03-10$11.37$10.0043.4%7.3%20.8%62.9%57.2%137.5%9.9%49.9K-2.6M-6.3K0.05111.754126,0593,185
2026-03-11$11.34$10.0026.4%7.6%20.8%32.0%272.1%144.1%10.2%50.9K-2.6M-6.3K0.00115.043006,0843,185
2026-03-12$11.23$10.0050.0%5.9%20.9%75.0%324.6%11.8%-38.0%44.2K-2.2M-7.7K0.0034.1228216,0973,185
2026-03-13$11.14$2.5045.2%75.6%20.9%66.2%61.0%5.6%-36.0%44.2K-2.0M-9.1K0.0534.07549276,2463,186
2026-03-16$10.79$12.5027.2%10.3%22.9%33.4%36.3%14.8%-13.5%34.5K-1.3M-11.3K0.0431.49516206,1333,186
2026-03-17$11.18$10.0082.1%8.7%27.3%100.0%87.7%8.6%1.3%54.0K-2.4M-11.5K0.4831.32190926,5173,173
2026-03-18$11.29$12.50262.2%4.0%27.7%100.0%92.7%9.3%17.9%33.8K-2.8M-8.1K0.0954.741,047996,6343,204
2026-03-19$11.27$12.506.8%5.1%27.4%0.0%87.6%22.4%8.9%72.7K-3.4M-14.4K13.0030.817917,6273,215
2026-03-20$11.10$10.0027.0%13.5%26.3%33.0%24.7%-1.9%-22.2%70.0K-3.1M-15.0K0.3229.5098317,6293,286
2026-03-23$11.38$10.005.8%4.1%27.4%0.0%0.0%16.2%11.4%107.6K-3.8M-10.8K0.1833.463367,4503,242
2026-03-24$11.23$10.0061.8%27.5%27.5%96.5%0.0%34.2%-56.0%85.7K-3.5M-13.7K3.2371.95311007,4733,238
2026-03-25$11.34$10.006.8%4.5%25.7%0.0%36.4%28.5%7.2%91.4K-3.8M-11.2K0.0166.9017417,4693,338
2026-03-26$11.14$10.0033.4%9.6%26.3%28.1%0.0%17.4%-20.7%80.2K-3.5M-13.6K0.0031.93207,6413,339
2026-03-27$10.95$10.0034.9%10.0%24.8%29.8%0.0%14.1%-18.2%72.2K-3.1M-14.0K83.0031.741837,6433,349
2026-03-30$11.21$10.0035.3%10.1%26.1%30.3%0.0%28.8%3.8%93.1K-3.2M-13.6K1.1631.1373857,6443,383
2026-03-31$11.34$10.004.9%1.4%26.5%0.0%0.0%11.6%23.5%96.1K-3.6M-12.5K0.0029.4416207,6543,428