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
$0.70
7-Day Straddle
$0.47
Avg IV
1.0%
IV Rank
35%
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 |
|---|---|---|---|---|
| 20260810 | $0.70 | $0.47 | 1.0% | 35% |
| 20260806 | $1.02 | $0.62 | 0.8% | 24% |
| 20260805 | $1.07 | $1.07 | 2.5% | 100% |
| 20260804 | $0.95 | $0.95 | 1.9% | 75% |
| 20260803 | $0.78 | $0.78 | 1.1% | 39% |
| 20260731 | $1.28 | $1.28 | 1.6% | 62% |
| 20260730 | $1.05 | $1.05 | 1.6% | 62% |
| 20260729 | $0.95 | $0.95 | 1.7% | 67% |
| 20260728 | $0.80 | $0.80 | 1.0% | 33% |
| 20260727 | $1.02 | $1.02 | 1.2% | 45% |
| 20260724 | $0.88 | $0.88 | 1.1% | 40% |
| 20260723 | $0.90 | $0.90 | 1.7% | 69% |
| 20260722 | $0.62 | $0.62 | 1.4% | 54% |
| 20260721 | $0.65 | $0.65 | 2.4% | 100% |
| 20260720 | $0.75 | $0.75 | 1.5% | 60% |
| 20260716 | $0.70 | $2.35 | 0.3% | 0% |
| 20260715 | $0.75 | $0.97 | 0.9% | 29% |
| 20260714 | $0.75 | $0.43 | 0.7% | 20% |
| 20260713 | $0.90 | $0.45 | 1.6% | 64% |
| 20260710 | $0.88 | $0.30 | 0.6% | 18% |
| 20260709 | $10.80 | $0.50 | 1.5% | 60% |
| 20260708 | $0.95 | $1.62 | 0.9% | 29% |
| 20260707 | $0.95 | $0.45 | 1.1% | 42% |
| 20260706 | $0.88 | $7.83 | 1.1% | 42% |
| 20260702 | $0.40 | $0.40 | 1.6% | 66% |
| 20260701 | $0.62 | $0.62 | 1.0% | 36% |
| 20260630 | $1.88 | $1.88 | 2.4% | 100% |
| 20260629 | $0.70 | $0.70 | 1.8% | 78% |
| 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% |