OCSL Options History — April 2026

In April 2026, OCSL traded between $11.18 and $13.12. ATM implied volatility averaged 50.8%, placing in the 25.7% IV rank vs the trailing year. The 30-day expected move averaged 13.0%. IV traded above realized volatility by 23.8% (HV 20d: 27.0%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 14 of 14 trading days. Term structure was in contango for 7 of 14 days. Put/call ratio averaged 2.41.

Notable Days

2026-04-06: Highest Volume — 4,411 contracts
2026-04-21: Largest IV spike — 1821.0% change
2026-04-08: Highest IV Rank — 100.0%
2026-04-21: Largest Expected Move — 115.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$12.17	$11.18	$13.12	$11.18	$12.68
Max Pain	$10.00	$10.00	$10.00	$10.00	$10.00
ATM IV	50.8%	5.7%	403.4%	32.8%	403.4%
Expected Move	13.0%	1.6%	115.7%	9.4%	115.7%
HV 20d	27.0%	24.7%	28.5%	26.4%	27.8%
HV 60d	24.9%	23.9%	26.3%	24.7%	26.3%
IV Rank	25.7%	0.9%	100.0%	30.6%	100.0%
IV Percentile	35.9%	0.4%	100.0%	82.9%	100.0%
Term Structure	2.0%	-372.3%	155.1%	155.1%	-372.3%
VWIV	29.7%	26.1%	36.7%	33.9%	27.9%
Skew 25d	53.5%	-5.0%	164.7%	5.3%	6.8%
Skew 10d	85.6%	-2.4%	225.0%	10.1%	11.9%
Call IV 25d	27.2%	24.1%	35.3%	27.1%	24.1%
Put IV 25d	80.7%	25.5%	192.0%	32.5%	30.9%
Bid-Ask Spread %	31.71	22.96	45.59	32.04	28.76
Gamma HHI	0.64	0.50	0.79	0.52	0.54
Net GEX	116.9K	73.7K	171.4K	82.6K	139.8K
Net DEX	-4.9M	-6.8M	-3.2M	-3.2M	-4.9M
Net VEX	-10.5K	-13.2K	-8.4K	-13.2K	-11.6K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.41	0.00	16.99	0.00	16.99
Total Volume	1,049	9	4,411	206	1,241
Total OI	13,406.571	11,006	14,908	11,006	14,869

Daily Data (14 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
2026-04-01	$11.18	$10.00	32.8%	9.4%	26.4%	30.6%	0.0%	5.3%	155.1%	82.6K	-3.2M	-13.2K	0.00	32.04	205	1	7,578	3,428
2026-04-02	$11.38	$10.00	6.6%	1.9%	27.1%	1.9%	33.9%	11.1%	5.2%	75.8K	-3.5M	-12.3K	0.23	36.87	22	5	7,770	3,429
2026-04-06	$11.58	$10.00	12.0%	3.4%	27.8%	7.8%	36.7%	8.6%	2.0%	122.4K	-4.0M	-10.0K	14.48	41.39	285	4,126	7,788	3,431
2026-04-07	$11.79	$10.00	5.7%	1.6%	28.5%	0.9%	26.1%	14.7%	46.3%	95.5K	-4.4M	-10.1K	0.20	33.00	260	52	7,689	4,856
2026-04-08	$11.79	$10.00	103.4%	7.6%	28.3%	100.0%	26.7%	-0.4%	18.4%	104.0K	-4.7M	-8.9K	0.08	45.59	469	36	7,922	4,887
2026-04-09	$11.86	$10.00	9.4%	2.7%	28.3%	4.9%	27.6%	164.7%	-0.7%	104.7K	-4.3M	-12.9K	0.13	32.92	8	1	8,278	4,919
2026-04-10	$12.00	$10.00	26.2%	7.5%	28.1%	23.4%	28.0%	17.3%	-19.7%	121.0K	-4.7M	-12.6K	1.19	32.26	1,127	1,340	8,286	4,920
2026-04-13	$12.06	$10.00	12.4%	3.6%	27.8%	8.2%	33.3%	159.8%	-0.7%	73.7K	-4.6M	-8.6K	0.00	36.68	711	1	7,899	6,243
2026-04-14	$12.43	$10.00	13.6%	3.9%	25.8%	9.5%	27.5%	145.2%	153.6%	120.9K	-5.2M	-10.4K	0.03	25.74	746	23	8,579	6,244
2026-04-15	$12.77	$10.00	16.5%	4.7%	24.7%	12.7%	26.7%	99.3%	59.8%	171.4K	-6.2M	-8.4K	0.05	24.59	586	27	8,661	6,247
2026-04-16	$12.71	$10.00	17.8%	5.1%	25.0%	14.2%	30.4%	116.4%	-3.0%	139.1K	-5.8M	-10.3K	0.06	28.21	879	54	8,504	6,231
2026-04-17	$13.12	$10.00	30.5%	8.7%	26.5%	28.1%	31.9%	-5.0%	-13.1%	127.1K	-6.8M	-9.7K	0.14	22.96	1,607	222	8,493	6,218
2026-04-20	$13.04	$10.00	21.0%	6.0%	25.6%	17.7%	29.2%	5.3%	-3.4%	158.4K	-5.8M	-8.5K	0.23	22.96	531	121	8,086	6,237
2026-04-21	$12.68	$10.00	403.4%	115.7%	27.8%	100.0%	27.9%	6.8%	-372.3%	139.8K	-4.9M	-11.6K	16.99	28.76	69	1,172	8,524	6,345