Data through close

OCSL max pain, gamma exposure (GEX) & options open interest

As of close · rank #2798 by open interest · snapshot page

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OCSL's nearest-expiration max pain is 12.50 for 2026-10-16, its GEX flip is 14.39, net GEX is -417,901, its put/call open-interest ratio is 1.64. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
11.90
prev 11.99
Gamma max
15.45
+29.8% from close
Delta neutral
12.61
+6.0% from close
Gamma neutral
14.39
+20.9% from close
Open interest
3,518
-2.7% vs prev
Contracts listed
22
17 calls · 10 puts

Whole-chain analytics

Derived after the close from the same dated options chain. Signed gamma exposure uses calls positive and puts negative; it is a model convention, not observed dealer inventory.

Nearest max pain
12.50
+5.0% from close
2026-10-16
GEX flip
14.39
+20.9% from close
Net GEX
-417,901
-11,878,945 per 100k OI
Call wall
12.50
+5.0% from close
Put wall
12.50
+5.0% from close
Put/call OI
1.64
2,187 puts / 1,331 calls

Advanced options analysis

Complete derived analysis from the dated chain, normalized where possible for comparison across tickers. Catalyst intensity measures unusual pricing and activity; it does not identify an event, predict direction, or establish that an investment is attractive.

Catalyst intensity
–
cross-sectional score / 100
Directional score
–
IV rank
37.1
within trailing 52-week range
Front / back ATM IV
+29.5% / +23.3%
6.2 pp front premium
Expected move
+5.8%
14 DTE · one standard deviation
ATM straddle / spot
+7.8%
front-window midpoint premium
25Δ risk reversal
164.6 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.01
18 contracts traded
Normalized net delta
-0.206
option-holder convention
Modeled dealer delta
0.206
opposite-side scenario
Vanna / 100k OI
227
volatility-sensitive delta
Charm / 100k OI
49,375
time-decay-sensitive delta
IV surface range
53.0 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

OCSL closed 29.8% below its gamma max of 15.45. It is 6.0% below the delta neutral price of 12.61. Total open interest is 3,518, -2.7% versus the previous session. What gamma max means · What delta neutral means

History

Full history since 2020: drag to pan, scroll to zoom, hover for values. Open full-screen chart

Analysis visualizations

Derived from the 2026-10-02 options chain. Select an analysis to explore its chart.

Gamma walls

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In today's screens

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Neighbours by open interest

← FDUS (#2797) SSNC (#2799) →

Questions people ask about OCSL

Where is OCSL's gamma max today?

As of Oct 2, 2026, the gamma max for OCSL is 15.45, +29.8% from the 11.90 close. Gamma max is the underlying price at which the summed gamma of every open contract is largest; how it is computed and why it matters.

Is OCSL above or below its delta neutral price?

OCSL closed below delta neutral: 11.90 against a delta neutral price of 12.61. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does OCSL have?

3,518 contracts of open interest across 22 listed contracts on Oct 2, 2026, -2.7% versus the previous session. What open interest measures.

Levels are recomputed after every trading day from licensed end-of-day options data; only derived aggregates are published. Methodology · Data and licence · Not investment advice.