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Oaktree Specialty Lending Corp OCSL

FINANCIAL SERVICES · ASSET MANAGEMENT
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Market dataready · fetched 2026-10-22T23:44:04.411Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:27:37.703882139Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:44:03.998315+00:00

Share price$11.49
1D+1.7%
AH$11.28$11.34$11.40$11.45$11.515:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOCSL
Sold putSold callAH

Oaktree Specialty Lending Corp options

Live interpolated OCSL call and put midpoint premiums by absolute delta.Oaktree Specialty Lending Corp$0.30$1.82$3.34$4.86$6.38$6.09$8.94$11.79$14.63$17.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OCSL spot · $11.49OCSL PRICE$0.47$0.76$1.06$1.35$1.65$1.95$2.24$2.54$2.83$3.13$3.43$3.72$4.02$1.07$1.48$1.89$2.29$2.70$3.10$3.51$3.91$4.32$4.73$5.13$5.54$5.94
PutsExpensive4.63×
CallsExpensive5.40×
SkewBullish-18.31 pp
Implied moveBearish±$5.75
TiltBearish22.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.28136.8%54.4%8.87138.1%32.1%
25Δ16.55139.2%50.7%9.55137.2%29.8%
30Δ15.82141.7%46.9%10.23136.4%27.4%
35Δ15.10144.1%43.2%10.90135.5%25.1%
40Δ14.37146.5%39.4%11.58134.7%22.7%
45Δ13.64148.9%35.7%12.25133.9%20.4%
50Δ12.92151.3%31.9%12.93133.0%18.0%
55Δ12.19153.7%28.2%13.61132.2%15.6%
60Δ11.47156.1%24.5%14.28131.3%13.3%
65Δ10.74158.6%20.7%14.96130.5%10.9%
70Δ10.01161.0%17.0%15.64129.6%8.6%
75Δ9.29163.4%13.2%16.31128.8%6.2%
80Δ8.56165.8%9.5%16.99127.9%3.9%

20Δ

Calls
Pseudo strike
17.28
IV
136.8%
B/E move
54.4%
Puts
Pseudo strike
8.87
IV
138.1%
B/E move
32.1%

25Δ

Calls
Pseudo strike
16.55
IV
139.2%
B/E move
50.7%
Puts
Pseudo strike
9.55
IV
137.2%
B/E move
29.8%

30Δ

Calls
Pseudo strike
15.82
IV
141.7%
B/E move
46.9%
Puts
Pseudo strike
10.23
IV
136.4%
B/E move
27.4%

35Δ

Calls
Pseudo strike
15.10
IV
144.1%
B/E move
43.2%
Puts
Pseudo strike
10.90
IV
135.5%
B/E move
25.1%

40Δ

Calls
Pseudo strike
14.37
IV
146.5%
B/E move
39.4%
Puts
Pseudo strike
11.58
IV
134.7%
B/E move
22.7%

45Δ

Calls
Pseudo strike
13.64
IV
148.9%
B/E move
35.7%
Puts
Pseudo strike
12.25
IV
133.9%
B/E move
20.4%

50Δ

Calls
Pseudo strike
12.92
IV
151.3%
B/E move
31.9%
Puts
Pseudo strike
12.93
IV
133.0%
B/E move
18.0%

55Δ

Calls
Pseudo strike
12.19
IV
153.7%
B/E move
28.2%
Puts
Pseudo strike
13.61
IV
132.2%
B/E move
15.6%

60Δ

Calls
Pseudo strike
11.47
IV
156.1%
B/E move
24.5%
Puts
Pseudo strike
14.28
IV
131.3%
B/E move
13.3%

65Δ

Calls
Pseudo strike
10.74
IV
158.6%
B/E move
20.7%
Puts
Pseudo strike
14.96
IV
130.5%
B/E move
10.9%

70Δ

Calls
Pseudo strike
10.01
IV
161.0%
B/E move
17.0%
Puts
Pseudo strike
15.64
IV
129.6%
B/E move
8.6%

75Δ

Calls
Pseudo strike
9.29
IV
163.4%
B/E move
13.2%
Puts
Pseudo strike
16.31
IV
128.8%
B/E move
6.2%

80Δ

Calls
Pseudo strike
8.56
IV
165.8%
B/E move
9.5%
Puts
Pseudo strike
16.99
IV
127.9%
B/E move
3.9%

Options history

No recorded observations