Option Greeks measure how Oaktree Specialty Lending Corporation (OCSL) option prices respond to changes in the stock price (delta and gamma), the passage of time (theta), implied volatility (vega), and interest rates (rho). These charts plot each Greek by strike, so you can see where an expiration's price risk, time decay, and volatility exposure are concentrated.
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OCSL Option Greeks FAQ
What are option Greeks?
Option Greeks measure how an option's price responds to changes in the stock price (delta and gamma), time (theta), implied volatility (vega), and interest rates (rho).
How do I read the OCSL Greeks charts?
Gamma, theta, and vega are largest for strikes near the Oaktree Specialty Lending stock price and shrink for strikes far above or below it. Theta grows as expiration gets closer, while vega is larger for expirations further out. Call delta runs from 0 to 1 and put delta from -1 to 0, near 0.50 and -0.50 at the money, and roughly estimates the chance that an option finishes in the money.
How does implied volatility affect OCSL's Greeks?
Oaktree Specialty Lending IV rank is 15, so implied volatility is near the bottom of its one-year range. Higher implied volatility raises option premiums and daily time decay (theta), and spreads delta and gamma across a wider range of strikes. Over the past year, 30-day implied volatility ranged from 9.1% to 168.4%. See the OCSL implied volatility history for a longer view.
How much gamma and delta do OCSL options carry in total?
Across all open Oaktree Specialty Lending options on Nov 9, 2026, net gamma exposure was -$111.44K and net delta exposure was -$557.88K per 1% move in the stock. The OCSL gamma exposure chart shows where that gamma sits by strike.
What is Oaktree Specialty Lending Corporation?
Oaktree Specialty Lending Corp is a specialty finance company.