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Oaktree Specialty Lending Corporation OCSL 12.43 -0.09 -0.72%

Previous-day view · Wed Nov 11 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

No chain in the last ten days can size a move for OCSL.

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±5.43%
Average actual move
5.74%
Beyond the implied move
1 / 1
Reaction session Implied Actual Used ATM IV before → after
May 05, 2026 ±5.43% -5.74% 1.06× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →