OCSL
Oaktree Specialty Lending CorpoOpen11.65−0.17 −1.44%USD
NasdaqGS · as of Oct 13, 12:40 ET · 15m delay
Open
11.84
Prev close
11.82
Day range
11.6411.84
52-week range
10.6314.31
Volume
142.63K0.28×
Mkt cap
1.03B
P/E ttm
24.27
Fwd P/E
8.56
EPS ttm
0.4800
Div yield
11.16%
Earnings
Aug 5, 2026
From 52w high
−18.59%
OCSL market-implied price distribution
OCSL Price at Expiry
6 OTM quotes · ATM IV 31.5%
Days to expiry
38
Fri, Nov 20, 2026
P(finish above spot)
62%
spot 11.65
Expected price
11.48
forward 11.75
68% range
11–13
−8.3% / +7.9%
Shaded band: the middle 68% of outcomes. Where the blue curve sits above the dashed one, options price that move as likelier than a plain bell curve would.
Target Price
Percentiles
| Chance below | Price | vs spot |
|---|---|---|
| 5% | 6.83 | −41.4% |
| 16% | 10.68 | −8.3% |
| 25% | 11.26 | −3.3% |
| 50% (median) | 11.90 | +2.1% |
| 75% | 12.35 | +6.0% |
| 84% | 12.57 | +7.9% |
| 95% | 13.15 | +12.8% |
Move Odds
| Up 5% or more (12.23) | 31% |
|---|---|
| Up 10% or more (12.82) | 9.4% |
| Down 5% or more (11.07) | 21% |
| Down 10% or more (10.49) | 14% |
Options price a 10%+ drop at 14%, 1.0× the 14% a bell curve with the same volatility gives.
Risk-neutral odds from option prices, the bot's lgf odds method: out-of-the-money mids → implied vols → a smoothed smile in total variance → density = erT·∂²C/∂K² (Breeden–Litzenberger). Risk-neutral odds include the market's risk premium, so they lean bearish compared with real-world odds. Not investment advice.