OCSL · Expected Move
Oaktree Specialty Lending Corporation
The expected move for OCSL is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
OCSL straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current OCSL Expected Move
30-Day Straddle
$0.82
7-Day Straddle
$0.57
30-Day ATM IV
26.3%
IV Rank
12%
Implied one-standard-deviation move through the next 30 days. Compare to OCSL's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
OCSL Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $0.82 | $0.57 | 26.3% | 12% |
| 20261106 | $1.55 | $0.75 | 32.7% | 25% |
| 20261105 | $0.85 | $0.75 | 31.7% | 23% |
| 20261104 | $0.90 | $0.90 | 43.2% | 46% |
| 20261103 | $0.47 | $0.47 | 41.3% | 42% |
| 20261102 | $0.53 | $0.53 | 24.4% | 9% |
| 20261030 | $0.67 | $0.67 | 27.6% | 15% |
| 20261029 | $0.53 | $0.53 | 25.6% | 11% |
| 20261028 | $0.85 | $0.85 | 36.5% | 32% |
| 20261027 | $0.93 | $0.93 | 51.8% | 63% |
| 20261026 | $0.95 | $0.95 | 50.3% | 60% |
| 20261023 | $3.52 | $3.52 | 50.2% | 60% |
| 20261022 | $1.02 | $1.02 | 43.1% | 45% |
| 20261021 | $1.55 | $1.55 | 49.8% | 59% |
| 20261020 | $1.15 | $1.15 | 36.5% | 33% |
| 20261019 | $1.17 | $1.17 | 50.6% | 60% |
| 20261016 | $8.55 | $0.97 | 39.5% | 38% |
| 20261015 | $0.90 | $3.17 | 27.9% | 16% |
| 20261014 | $1.07 | $3.12 | 46.1% | 51% |
| 20261013 | $0.88 | $0.90 | 47.1% | 53% |
| 20261012 | $0.88 | $0.78 | — | — |
| 20261009 | $1.07 | $0.88 | 47.8% | 55% |
| 20261008 | $0.95 | $0.83 | 27.5% | 15% |
| 20261007 | $0.92 | $2.83 | 41.2% | 42% |
| 20261006 | $0.85 | $2.73 | 70.8% | 100% |
| 20261005 | $0.93 | $0.53 | 48.9% | 62% |
| 20261002 | $0.72 | $0.72 | 30.9% | 23% |
| 20261001 | $0.55 | $0.55 | 26.5% | 14% |
| 20260930 | $0.62 | $0.62 | 46.3% | 56% |
| 20260929 | $1.18 | $1.18 | 38.8% | 40% |
| 20260928 | $0.75 | $0.75 | 36.7% | 36% |
| 20260925 | $0.60 | $0.60 | 41.7% | 46% |
| 20260924 | $0.72 | $0.72 | 45.0% | 53% |
| 20260923 | $1.48 | $1.48 | 44.0% | 51% |
| 20260922 | $0.75 | $0.75 | 35.6% | 33% |
| 20260921 | $0.68 | $0.68 | 40.4% | 43% |
| 20260918 | $1.38 | $0.22 | 60.4% | 86% |
| 20260917 | $0.72 | $0.17 | 26.3% | 14% |
| 20260916 | $0.53 | $0.47 | 21.6% | 4% |
| 20260915 | $0.55 | $0.53 | 23.0% | 6% |
| 20260914 | $0.57 | $0.35 | 20.0% | 0% |
| 20260911 | $0.50 | $0.62 | 23.5% | 1% |
| 20260910 | $0.65 | $0.70 | 29.0% | 13% |
| 20260909 | $0.68 | $0.65 | 25.5% | 5% |
| 20260908 | $0.78 | $0.53 | 23.6% | 1% |
| 20260904 | $0.88 | $0.70 | 27.6% | 10% |
| 20260903 | $0.88 | $0.75 | 54.1% | 70% |
| 20260902 | $0.72 | $0.72 | 67.0% | 100% |
| 20260901 | $0.70 | $0.70 | 52.1% | 75% |
| 20260831 | $0.95 | $0.95 | 60.4% | 96% |
| 20260828 | $0.68 | $0.68 | 42.6% | 50% |
| 20260827 | $0.70 | $0.70 | 26.4% | 5% |
| 20260826 | $0.80 | $0.80 | 37.8% | 21% |
| 20260825 | $0.75 | $0.75 | 61.9% | 56% |
| 20260824 | $0.75 | $0.75 | 51.3% | 41% |
| 20260821 | $0.70 | $1.10 | 24.3% | 1% |
| 20260820 | $0.85 | $0.65 | 31.6% | 12% |
| 20260819 | $0.80 | $0.68 | 35.9% | 18% |
| 20260818 | $0.75 | $0.50 | 36.2% | 19% |
| 20260817 | $0.62 | $0.47 | 28.9% | 8% |
More on OCSL
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.