OCSL · Oaktree Specialty Lending Corp

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$12.00 +0.22 (+1.87%) At close · Jul 28

Market Cap

$1.06B

88.09M

Options Chain

15-min delayed Underlying $12.00 · at close Jul 28, 2026 Options Calculator

Positioning

Aug 21, 2026 · 23 days to expiry · 20 contracts

Put / call OI

0.89

Balanced positioning

Open interest

5,716

contracts outstanding

Volume

2,126

traded today

Max pain

$10.00

$2.00 below spot

ATM implied vol

27.7%

market's expected move

Open interest by strike

Calls Puts

2.5

7.5

12.5

17.5

22.5

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 23d Sep 18 51d Nov 20 114d Feb 19 205d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
0	1	—	—	$9.60		—	—	—	—	0
Call · $2.5 In the money Last $9.60 Breakeven $12.10 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $2.5 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	6	184.5%	0.988	$6.98		—	—	—	—	0
Call · $5 In the money Last $6.98 Breakeven $11.98 Implied vol 184.5% Delta 0.988 ≈99% ITM Gamma 0.009 Theta -0.002 Vega 0.001 Open interest 0 Model this call Put · $5 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
37	8	—	—	$4.40		$0.70	—	—	42	56
Call · $7.5 In the money Last $4.40 Breakeven $11.90 Implied vol — Delta — Gamma — Theta — Vega — Open interest 37 Model this call Put · $7.5 Last $0.70 Breakeven $6.80 Implied vol — Delta — Gamma — Theta — Vega — Open interest 56 Model this put
398	50	—	—	$2.21		$0.05	-0.103	60.9%	2k	2.4k
Call · $10 In the money Last $2.21 Breakeven $12.21 Implied vol — Delta — Gamma — Theta — Vega — Open interest 398 Model this call Put · $10 Last $0.05 Breakeven $9.95 Implied vol 60.9% Delta -0.103 ≈10% ITM Gamma 0.095 Theta -0.007 Vega 0.005 Open interest 2.4k Model this put
Underlying $12.00
1.4k	1	21.8%	0.254	$0.10		$0.82	-0.657	33.5%	1	180
Call · $12.5 Last $0.10 Breakeven $12.60 Implied vol 21.8% Delta 0.254 ≈25% ITM Gamma 0.488 Theta -0.004 Vega 0.01 Open interest 1.4k Model this call Put · $12.5 In the money Last $0.82 Breakeven $11.68 Implied vol 33.5% Delta -0.657 ≈66% ITM Gamma 0.357 Theta -0.01 Vega 0.011 Open interest 180 Model this put
1.2k	2	—	—	$0.04		$3.21	-0.817	83.8%	6	21
Call · $15 Last $0.04 Breakeven $15.04 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1.2k Model this call Put · $15 In the money Last $3.21 Breakeven $11.79 Implied vol 83.8% Delta -0.817 ≈82% ITM Gamma 0.1 Theta -0.016 Vega 0.009 Open interest 21 Model this put
13	3	—	—	$0.05		—	-0.836	127.1%	—	0
Call · $17.5 Last $0.05 Breakeven $17.55 Implied vol — Delta — Gamma — Theta — Vega — Open interest 13 Model this call Put · $17.5 In the money Last — Breakeven — Implied vol 127.1% Delta -0.836 ≈84% ITM Gamma 0.062 Theta -0.022 Vega 0.006 Open interest 0 Model this put
2	2	—	—	$0.05		—	-0.889	139.9%	—	0
Call · $20 Last $0.05 Breakeven $20.05 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this call Put · $20 In the money Last — Breakeven — Implied vol 139.9% Delta -0.889 ≈89% ITM Gamma 0.042 Theta -0.018 Vega 0.007 Open interest 0 Model this put
1	2	—	—	$0.05		—	-0.898	164.5%	—	0
Call · $22.5 Last $0.05 Breakeven $22.55 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $22.5 In the money Last — Breakeven — Implied vol 164.5% Delta -0.898 ≈90% ITM Gamma 0.034 Theta -0.02 Vega 0.004 Open interest 0 Model this put
1	2	—	—	$0.05		—	-0.888	194.7%	—	0
Call · $25 Last $0.05 Breakeven $25.05 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $25 In the money Last — Breakeven — Implied vol 194.7% Delta -0.888 ≈89% ITM Gamma 0.03 Theta -0.025 Vega 0.007 Open interest 0 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 1414932 CUSIP 67401P405 13F (30d) 35 filings 35 filers Visit website Investor relations