OUST Options History — July 2021

In July 2021, OUST traded between $89.70 and $124.70. ATM implied volatility averaged 76.5%. The 30-day expected move averaged 21.4%. IV traded above realized volatility by 22.2% (HV 20d: 54.3%). Max pain ranged from $125.00 to $125.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.27.

Notable Days

  • 2021-07-07: Highest Volume — 379 contracts
  • 2021-07-12: Largest IV spike — 19.7% change
  • 2021-07-28: Largest Expected Move — 24.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$107.93$89.70$124.70$124.30$91.90
Max Pain$125.00$125.00$125.00$125.00$125.00
ATM IV76.5%66.5%89.8%66.5%82.6%
Expected Move21.4%19.1%24.2%19.1%23.7%
HV 20d54.3%38.1%84.1%84.1%46.2%
HV 60d72.1%67.9%75.8%75.8%68.6%
Term Structure-4.7%-11.4%6.1%6.1%-7.3%
VWIV74.8%68.1%84.6%68.1%82.2%
Skew 25d-0.1%-8.4%7.6%1.1%-8.1%
Skew 10d6.9%-12.0%32.8%3.0%-12.0%
Call IV 25d76.1%69.8%85.3%71.3%84.8%
Put IV 25d76.0%70.9%82.0%72.4%76.7%
Bid-Ask Spread %17.907.9929.5118.4815.43
Gamma HHI0.290.260.340.270.29
Net GEX242.3K100.5K452.1K382.1K130.8K
Net DEX-2.3M-11.1M4.9M-11.1M3.3M
Net VEX-60.0K-87.5K-30.8K-87.5K-37.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.270.031.280.530.44
Total Volume1573937924040
Total OI6,127.4765,7586,7405,8556,097

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-07-01$124.30$125.0066.5%19.1%84.1%0.0%68.1%1.1%6.1%382.1K-11.1M-87.5K0.5318.48N/AN/A157834,5401,315
2021-07-02$123.30$125.0067.6%19.4%82.8%0.0%68.2%2.8%3.6%377.8K-10.2M-87.2K0.387.99N/AN/A71274,6261,389
2021-07-06$119.80$125.0076.7%21.1%79.4%0.0%76.4%0.1%-5.8%339.3K-7.4M-80.1K1.2816.09N/AN/A38494,6371,399
2021-07-07$119.80$125.0077.3%21.3%74.1%0.0%76.6%-0.8%-6.3%333.5K-7.3M-79.4K0.0329.16N/AN/A369104,6591,442
2021-07-08$118.70$125.0074.7%21.3%60.6%0.0%74.8%2.9%-6.0%336.2K-6.5M-76.8K0.0426.42N/AN/A228104,7351,445
2021-07-09$123.70$125.0073.3%20.6%62.4%0.0%72.1%2.2%-4.1%429.6K-10.4M-84.7K0.1812.34N/AN/A121224,9231,448
2021-07-12$124.70$125.0087.7%21.6%61.9%0.0%75.1%3.1%-9.1%452.1K-10.7M-82.3K0.3527.75N/AN/A50184,9861,455
2021-07-13$119.30$125.0089.8%20.4%48.1%0.0%72.4%-1.1%-3.9%402.6K-6.8M-75.5K0.0918.65N/AN/A8884,9871,457
2021-07-14$112.70$125.0078.3%22.4%52.4%0.0%77.8%-1.9%-10.2%220.8K-2.9M-68.8K0.2414.86N/AN/A226545,0121,458
2021-07-15$111.10$125.0073.8%21.2%51.8%0.0%74.3%-2.3%-0.3%196.6K-827.5K-62.2K0.1412.56N/AN/A301415,0331,489
2021-07-16$108.20$125.0074.7%21.4%51.7%0.0%72.9%6.2%-4.9%210.0K-2.8K-60.6K0.5518.06N/AN/A107595,2521,488
2021-07-19$102.60$125.0074.1%21.2%49.3%0.0%75.2%2.4%-3.8%164.7K833.7K-50.8K0.0917.21N/AN/A308294,4611,297
2021-07-20$102.50$125.0073.2%21.0%39.4%0.0%72.0%7.6%-1.6%174.0K638.2K-51.0K0.1018.04N/AN/A171184,5451,288
2021-07-21$102.60$125.0073.2%21.0%38.1%0.0%76.0%1.8%-11.4%184.2K251.5K-52.0K0.1017.14N/AN/A5564,5951,285
2021-07-22$96.40$125.0073.1%21.0%41.4%0.0%73.9%-8.4%-2.9%138.4K2.7M-42.8K0.1216.20N/AN/A78104,6101,286
2021-07-23$93.80$125.0070.0%20.1%41.6%0.0%68.2%-0.9%-2.5%119.2K4.1M-35.3K0.1018.09N/AN/A177174,6431,291
2021-07-26$93.20$125.0076.2%21.8%41.7%0.0%74.4%-1.6%-4.7%119.6K3.9M-36.1K0.2411.88N/AN/A52124,6431,291
2021-07-27$89.70$125.0076.4%21.9%41.3%0.0%75.1%-1.9%-4.0%100.5K4.9M-30.8K0.4610.30N/AN/A65294,7351,294
2021-07-28$93.90$125.0084.5%24.2%45.6%0.0%84.6%-3.3%-10.7%131.5K3.3M-37.9K0.1129.51N/AN/A4954,7601,294
2021-07-29$94.40$125.0082.9%23.8%46.1%0.0%80.0%-2.4%-8.7%144.8K2.7M-40.9K0.1519.81N/AN/A3454,8101,277
2021-07-30$91.90$125.0082.6%23.7%46.2%0.0%82.2%-8.1%-7.3%130.8K3.3M-37.4K0.4415.43N/AN/A28124,8191,278