OUST Options History — April 2021

In April 2021, OUST traded between $82.00 and $115.70. ATM implied volatility averaged 111.0%. The 30-day expected move averaged 30.4%. IV traded above realized volatility by 28.2% (HV 20d: 82.8%). Max pain ranged from $100.00 to $125.00. Net GEX was positive for 18 of 18 trading days. Term structure was in contango for 2 of 18 days. Put/call ratio averaged 0.23.

Notable Days

  • 2021-04-07: Highest Volume — 5,175 contracts
  • 2021-04-12: Largest IV spike — 28.5% change
  • 2021-04-07: Largest Expected Move — 33.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$94.97$82.00$115.70$99.70$108.60
Max Pain$109.72$100.00$125.00$125.00$100.00
ATM IV111.0%96.2%148.0%148.0%98.8%
Expected Move30.4%27.6%33.5%33.5%28.3%
HV 20d82.8%80.8%85.1%80.8%82.4%
Term Structure-9.3%-18.5%2.5%-18.5%-2.1%
VWIV111.5%101.1%126.0%120.6%107.9%
Skew 25d-15.5%-24.7%-8.4%-24.7%-15.8%
Skew 10d-23.8%-53.2%-5.6%-35.0%-27.5%
Call IV 25d116.3%106.0%132.6%132.6%117.8%
Put IV 25d100.8%95.4%107.9%107.9%102.1%
Bid-Ask Spread %17.618.4831.7125.8112.38
Gamma HHI0.220.210.250.210.22
Net GEX193.5K107.5K319.9K238.6K282.4K
Net DEX-7.1M-17.4M-1.4M-9.4M-13.4M
Net VEX-79.4K-105.0K-59.3K-89.2K-97.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.230.020.590.170.15
Total Volume592725,1755,17572
Total OI6,975.1115,9118,0836,7756,443

Daily Data (18 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-04-07$99.70$125.00148.0%33.5%0.0%0.0%120.6%-24.7%-18.5%238.6K-9.4M-89.2K0.1725.81N/AN/A4,4067695,7481,027
2021-04-08$97.90$125.00112.3%32.4%0.0%0.0%116.2%-17.5%-13.8%262.2K-9.1M-93.9K0.4829.07N/AN/A7033356,7931,290
2021-04-09$93.40$125.00111.2%32.2%0.0%0.0%113.2%-19.7%-14.8%228.2K-7.1M-86.2K0.2224.79N/AN/A209466,7081,302
2021-04-12$88.90$125.00142.8%33.3%0.0%0.0%116.4%-21.4%-15.5%142.4K-3.6M-73.2K0.4824.44N/AN/A206996,6811,317
2021-04-13$88.90$125.00145.8%32.7%0.0%0.0%117.8%-22.2%-13.6%137.6K-3.7M-71.0K0.5931.71N/AN/A151896,6861,327
2021-04-14$83.10$125.00105.2%30.2%0.0%0.0%118.4%-24.1%-11.3%112.7K-2.2M-63.8K0.0725.68N/AN/A134106,6971,327
2021-04-15$82.00$125.00105.9%30.4%0.0%0.0%114.1%-18.3%-9.6%107.5K-1.4M-59.3K0.4612.24N/AN/A87406,6981,325
2021-04-16$86.90$100.0096.8%27.8%0.0%0.0%109.3%-12.9%0.4%125.5K-2.5M-65.3K0.2820.66N/AN/A155446,7281,338
2021-04-19$83.70$100.00102.6%29.4%0.0%0.0%113.3%-10.9%-8.0%114.6K-2.1M-60.3K0.1016.18N/AN/A414404,8811,030
2021-04-20$84.00$100.0096.2%27.6%0.0%0.0%105.0%-8.4%-4.1%116.0K-2.0M-60.0K0.0221.74N/AN/A58194,8891,058
2021-04-21$91.10$100.00105.7%30.3%0.0%0.0%106.8%-13.2%-10.3%158.1K-4.6M-70.4K0.058.53N/AN/A227115,0781,059
2021-04-22$90.10$100.00105.5%30.2%0.0%0.0%126.0%-13.3%2.5%166.8K-5.1M-73.4K0.0211.79N/AN/A662155,1931,053
2021-04-23$95.90$100.00103.8%29.8%0.0%0.0%101.1%-8.6%-10.1%196.0K-7.2M-80.7K0.3310.59N/AN/A90295,2351,052
2021-04-26$101.60$100.00104.8%30.0%0.0%0.0%102.7%-8.7%-9.2%221.9K-9.5M-86.4K0.2511.77N/AN/A208515,2581,060
2021-04-27$110.70$100.00102.7%29.4%0.0%0.0%105.6%-14.0%-7.2%287.6K-14.5M-99.2K0.1611.01N/AN/A319525,3171,062
2021-04-28$115.70$100.00107.1%30.7%80.8%0.0%105.7%-11.8%-6.8%319.9K-17.4M-105.0K0.098.48N/AN/A260245,3861,078
2021-04-29$107.30$100.00102.8%29.5%85.1%0.0%106.9%-13.2%-15.3%265.0K-12.2M-94.4K0.2010.14N/AN/A91185,3501,078
2021-04-30$108.60$100.0098.8%28.3%82.4%0.0%107.9%-15.8%-2.1%282.4K-13.4M-97.7K0.1512.38N/AN/A6395,3611,082