OCSL (Oaktree Specialty Lending Corporation)
Expected Move & Straddle Price History
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).
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.
Current OCSL Expected Move
30-Day Straddle
$1.12
7-Day Straddle
$1.12
Avg IV
1.4%
IV Rank
58%
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 | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260626 | $1.12 | $1.12 | 1.4% | 58% |
| 20260625 | $1.10 | $1.10 | 1.8% | 74% |
| 20260624 | $1.00 | $1.00 | 1.5% | 63% |
| 20260623 | $1.02 | $1.02 | 1.2% | 47% |
| 20260622 | $0.85 | $0.85 | 2.1% | 92% |
| 20260618 | $0.92 | $1.32 | 2.0% | 87% |
| 20260617 | $0.78 | $1.70 | 1.4% | 57% |
| 20260616 | $0.80 | $0.75 | 1.2% | 48% |
| 20260615 | $0.72 | $3.33 | 1.5% | 61% |
| 20260613 | $1.00 | $0.88 | 1.3% | 50% |
| 20260612 | $1.00 | $0.88 | 1.3% | 50% |
| 20260611 | $1.00 | $8.32 | 1.4% | 56% |
| 20260610 | $1.45 | $1.00 | 1.3% | 51% |
| 20260609 | $1.10 | $2.52 | 1.3% | 51% |
| 20260608 | $1.10 | $1.07 | 1.2% | 47% |
| 20260605 | $1.10 | $1.02 | 1.2% | 45% |
| 20260604 | $1.10 | $1.02 | 0.9% | 33% |
| 20260603 | $1.00 | $1.12 | 0.8% | 28% |
| 20260602 | $2.83 | $2.83 | 1.5% | 61% |
| 20260601 | $3.33 | $3.33 | 1.9% | 80% |
| 20260529 | $1.05 | $1.05 | 1.2% | 47% |
| 20260528 | $0.95 | $0.95 | 1.6% | 67% |
| 20260527 | $2.10 | $2.10 | 1.5% | 64% |
| 20260526 | $1.02 | $1.02 | 1.5% | 64% |
| 20260522 | $1.00 | $1.00 | 1.3% | 53% |
| 20260521 | $1.00 | $1.00 | 1.3% | 50% |
| 20260520 | $0.85 | $0.85 | 1.1% | 43% |
| 20260519 | $0.90 | $0.90 | 1.3% | 54% |
| 20260518 | $0.70 | $0.70 | 0.5% | 13% |
| 20260515 | $0.82 | $0.38 | 0.3% | 0% |
| 20260514 | $0.93 | $0.43 | 1.1% | 27% |
| 20260513 | $0.85 | $0.67 | 1.1% | 28% |
| 20260512 | $0.95 | $0.40 | 1.1% | 27% |
| 20260511 | $1.00 | $0.45 | 1.1% | 25% |
| 20260510 | $0.82 | $0.47 | 1.1% | 25% |
| 20260508 | $0.82 | $0.47 | 0.8% | 7% |
| 20260507 | $1.00 | $0.45 | 1.1% | 26% |
| 20260506 | $0.97 | $0.55 | 0.9% | 11% |
| 20260505 | $0.97 | $0.53 | 0.9% | 12% |
| 20260504 | $1.08 | $0.70 | 0.8% | 9% |
| 20260502 | $0.68 | $0.68 | 2.0% | 84% |
| 20260501 | $0.70 | $0.70 | 2.0% | 80% |
| 20260430 | $0.73 | $0.73 | 1.9% | 79% |
| 20260429 | $0.75 | $0.75 | 2.2% | 96% |
| 20260428 | $0.75 | $0.75 | 1.7% | 64% |
| 20260427 | $0.78 | $0.78 | 1.3% | 41% |
| 20260424 | $0.70 | $0.70 | 1.8% | 67% |
| 20260423 | $0.70 | $0.70 | 1.8% | 69% |
| 20260422 | $0.85 | $0.85 | 1.3% | 38% |
| 20260421 | $0.75 | $0.75 | 1.1% | 28% |
| 20260420 | $0.93 | $0.93 | 1.7% | 67% |
| 20260417 | $1.02 | $1.18 | 1.3% | 40% |
| 20260416 | $0.90 | $1.38 | 1.4% | 46% |
| 20260415 | $0.80 | $0.50 | 1.3% | 39% |
| 20260414 | $0.75 | $0.22 | 1.2% | 33% |
| 20260413 | $1.03 | $0.50 | 1.2% | 35% |
| 20260410 | $0.73 | $0.43 | 1.2% | 33% |
| 20260409 | $0.90 | $2.52 | 1.0% | 17% |
| 20260408 | $1.00 | $0.75 | 1.0% | 23% |
| 20260407 | $1.00 | $0.68 | 1.1% | 28% |