OUST Options History — June 2021

In June 2021, OUST traded between $110.70 and $144.40. ATM implied volatility averaged 72.8%. The 30-day expected move averaged 20.8%. IV traded below realized volatility by 5.6% (HV 20d: 78.4%). Max pain ranged from $100.00 to $125.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 19 of 22 days. Put/call ratio averaged 0.36.

Notable Days

  • 2021-06-29: Highest Volume — 658 contracts
  • 2021-06-08: Largest IV spike — 14.9% change
  • 2021-06-17: Largest Expected Move — 22.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$124.80$110.70$144.40$117.50$124.90
Max Pain$117.05$100.00$125.00$100.00$125.00
ATM IV72.8%66.3%82.8%69.9%70.6%
Expected Move20.8%19.5%22.7%20.0%20.2%
HV 20d78.4%61.6%86.3%70.1%84.1%
HV 60d79.0%76.4%81.8%78.3%76.4%
Term Structure3.3%-3.1%9.1%-2.5%3.0%
VWIV73.9%67.6%85.3%67.9%74.4%
Skew 25d-3.1%-14.4%16.8%9.2%-3.6%
Skew 10d6.1%-30.0%43.1%23.6%3.8%
Call IV 25d75.6%57.0%86.3%62.0%77.1%
Put IV 25d72.5%67.2%78.6%71.2%73.6%
Bid-Ask Spread %23.708.6570.2015.2114.69
Gamma HHI0.330.240.500.380.27
Net GEX467.1K264.0K692.3K466.8K393.0K
Net DEX-17.5M-37.1M-8.9M-15.3M-12.7M
Net VEX-89.6K-106.7K-76.7K-87.8K-89.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.360.021.780.101.55
Total Volume267.04585658153173
Total OI5,661.4095,0726,2525,4355,747

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-06-01$117.50$100.0069.9%20.0%70.1%0.0%67.9%9.2%-2.5%466.8K-15.3M-87.8K0.1015.21N/AN/A139144,564871
2021-06-02$119.70$100.0072.2%20.7%70.2%0.0%71.4%16.8%-3.1%508.9K-17.2M-90.9K0.1012.63N/AN/A128134,608873
2021-06-03$120.90$100.0066.3%20.1%69.6%0.0%68.7%-5.0%3.6%529.2K-17.5M-88.2K0.0270.20N/AN/A23244,632874
2021-06-04$126.00$100.0070.0%20.3%69.3%0.0%67.6%3.7%5.4%552.8K-21.5M-91.3K0.0453.18N/AN/A460194,566875
2021-06-07$134.50$100.0072.0%20.3%70.3%0.0%69.6%-3.6%0.2%632.4K-29.3M-97.9K0.0721.96N/AN/A370254,743881
2021-06-08$144.40$100.0082.8%20.6%61.6%0.0%72.8%-9.0%2.1%584.1K-37.1M-106.7K0.1934.57N/AN/A289554,774894
2021-06-09$127.60$100.0071.0%20.3%80.3%0.0%74.8%-3.6%5.8%630.2K-22.9M-98.3K0.4733.21N/AN/A3591704,819918
2021-06-10$129.30$125.0071.9%20.6%77.3%0.0%74.1%-5.3%4.3%649.4K-24.0M-100.7K0.2719.29N/AN/A103284,9131,006
2021-06-11$126.00$125.0068.5%19.6%70.3%0.0%71.0%-7.2%7.0%692.3K-20.3M-93.4K0.4843.11N/AN/A131634,9391,025
2021-06-14$112.30$125.0074.7%21.4%83.2%0.0%79.5%-7.9%2.1%462.7K-10.2M-78.3K0.2329.22N/AN/A349814,9971,033
2021-06-15$113.60$125.0077.6%22.3%80.0%0.0%78.8%-6.3%-0.3%264.0K-9.3M-77.5K0.3029.05N/AN/A102315,0941,103
2021-06-16$110.70$125.0074.4%21.3%80.6%0.0%85.3%-14.4%5.0%321.1K-8.9M-76.7K0.1011.29N/AN/A298315,1391,113
2021-06-17$113.60$125.0079.3%22.7%80.8%0.0%80.5%-7.6%0.8%267.0K-9.7M-78.0K0.1512.07N/AN/A74115,1201,111
2021-06-18$120.50$125.0076.3%21.9%82.8%0.0%72.7%-10.8%0.7%314.4K-12.6M-84.1K0.1411.17N/AN/A187275,1151,114
2021-06-21$129.50$125.0076.6%21.9%84.8%0.0%77.6%0.5%2.6%382.0K-16.8M-90.2K0.0718.39N/AN/A378254,127945
2021-06-22$131.90$125.0073.3%21.0%84.8%0.0%74.1%2.3%4.9%436.4K-18.3M-93.1K0.0925.03N/AN/A132134,297954
2021-06-23$132.40$125.0072.7%20.8%84.9%0.0%70.3%6.1%9.1%446.2K-18.9M-95.0K0.3626.16N/AN/A200734,303963
2021-06-24$130.90$125.0068.1%19.5%84.5%0.0%73.8%-6.4%6.3%463.2K-18.1M-92.8K0.5610.86N/AN/A142804,371967
2021-06-25$129.50$125.0072.9%20.9%84.5%0.0%73.4%-1.7%5.0%442.1K-17.0M-91.7K0.4312.15N/AN/A61264,369979
2021-06-28$124.00$125.0071.8%20.6%86.3%0.0%73.4%-9.3%7.0%404.4K-13.1M-83.5K0.398.65N/AN/A87344,4001,000
2021-06-29$125.80$125.0069.4%19.9%84.2%0.0%73.6%-4.3%4.5%434.4K-14.4M-86.3K1.789.35N/AN/A2374214,417998
2021-06-30$124.90$125.0070.6%20.2%84.1%0.0%74.4%-3.6%3.0%393.0K-12.7M-89.2K1.5514.69N/AN/A681054,5091,238