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Oaktree Specialty Lending Corporation Common Stock OCSL

FINANCIAL SERVICES · ASSET MANAGEMENT
i

Market dataready · fetched 2026-11-12T04:07:12.859Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T21:07:17.258576801Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-12T04:07:12.326750+00:00

Share price$12.34
1D-1.5%
AH$12.32$12.38$12.43$12.49$12.555:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOCSL
Sold putSold callAH

Oaktree Specialty Lending Corporation Common Stock options

Live interpolated OCSL call and put midpoint premiums by absolute delta.Oaktree Specialty Lending Corporation Common Stock$0.25$0.74$1.24$1.73$2.22$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEOCSL PRICE$0.30$0.56$0.81$1.07$1.32$1.57$1.83$2.08
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ12.4443.0%3.3%
50Δ12.1652.3%3.0%
55Δ11.8761.6%2.8%
60Δ11.5970.9%2.6%
65Δ11.3180.2%2.4%
70Δ11.0389.5%2.1%
75Δ10.7598.8%1.9%
80Δ10.46108.1%1.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
12.44
IV
43.0%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
12.16
IV
52.3%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
11.87
IV
61.6%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
11.59
IV
70.9%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
11.31
IV
80.2%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
11.03
IV
89.5%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
10.75
IV
98.8%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
10.46
IV
108.1%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations