OUST Options History — August 2021

In August 2021, OUST traded between $78.30 and $104.50. ATM implied volatility averaged 74.8%. The 30-day expected move averaged 20.6%. IV traded above realized volatility by 11.3% (HV 20d: 63.4%). 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 9 of 22 days. Put/call ratio averaged 0.43.

Notable Days

  • 2021-08-11: Highest Volume — 1,148 contracts
  • 2021-08-10: Largest IV drop — 28.0% change
  • 2021-08-02: Largest Expected Move — 24.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$91.01$78.30$104.50$91.20$83.60
Max Pain$103.41$100.00$125.00$125.00$100.00
ATM IV74.8%63.3%99.9%85.0%70.9%
Expected Move20.6%18.1%24.4%24.4%20.3%
HV 20d63.4%46.2%81.3%46.2%80.6%
HV 60d67.6%62.5%71.5%68.4%70.0%
Term Structure-1.3%-11.5%7.1%-10.5%-0.9%
VWIV71.8%63.3%84.7%84.7%68.6%
Skew 25d-0.0%-11.5%14.9%-8.3%0.7%
Skew 10d17.4%-17.8%51.7%-14.5%51.7%
Call IV 25d73.5%60.8%90.5%89.0%69.1%
Put IV 25d73.5%57.2%86.5%80.7%69.8%
Bid-Ask Spread %30.407.6966.1531.857.69
Gamma HHI0.380.300.480.310.39
Net GEX162.9K74.7K282.6K122.2K129.3K
Net DEX1.5M-4.2M6.2M4.1M-1.1M
Net VEX-35.7K-47.0K-24.8K-32.6K-31.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.430.022.380.200.34
Total Volume220.909331,1486877
Total OI5,912.6363,9377,2476,1094,319

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-08-02$91.20$125.0085.0%24.4%46.2%0.0%84.7%-8.3%-10.5%122.2K4.1M-32.6K0.2031.85N/AN/A57114,8321,277
2021-08-03$88.10$125.0082.3%23.6%46.5%0.0%75.8%2.6%-11.5%97.1K5.3M-25.8K0.0215.39N/AN/A31674,8521,281
2021-08-04$93.20$125.0084.9%24.3%52.8%0.0%84.1%-4.0%-10.3%131.2K4.0M-32.5K0.0518.93N/AN/A225104,8791,279
2021-08-05$98.10$100.0087.9%20.7%57.5%0.0%71.6%4.7%0.3%189.2K1.5M-41.9K0.0863.85N/AN/A8875,0301,278
2021-08-06$96.90$100.0093.9%21.0%54.3%0.0%73.1%2.0%-1.1%197.6K1.5M-41.9K0.0342.75N/AN/A26875,1701,281
2021-08-09$98.40$100.0099.9%21.8%54.7%0.0%77.5%-3.2%-2.8%212.1K590.0K-43.8K0.5959.13N/AN/A108645,1741,280
2021-08-10$98.30$100.0071.9%19.6%53.4%0.0%67.9%-0.6%0.2%226.3K1.7M-39.6K0.0966.15N/AN/A151145,2841,281
2021-08-11$101.60$100.0063.4%18.2%52.4%0.0%63.3%6.3%7.1%254.4K1.0M-39.8K0.0220.42N/AN/A1,129195,3411,305
2021-08-12$104.50$100.0065.6%18.8%53.6%0.0%65.8%-11.5%1.8%282.6K-512.3K-42.3K2.2616.08N/AN/A631435,3471,307
2021-08-13$98.30$100.0069.0%19.8%56.9%0.0%68.9%1.7%-0.7%276.0K476.8K-47.0K0.3624.62N/AN/A42155,7381,309
2021-08-16$90.30$100.0068.8%19.7%61.4%0.0%68.5%-1.5%-0.5%137.1K5.1M-34.1K0.4435.38N/AN/A69305,7411,410
2021-08-17$83.80$100.0077.2%22.1%66.0%0.0%75.8%8.1%-8.4%114.0K5.5M-29.4K2.3841.59N/AN/A801915,7351,399
2021-08-18$81.80$100.0070.4%20.2%66.0%0.0%70.9%-5.1%-0.2%86.4K6.2M-25.0K0.7031.41N/AN/A64455,7391,394
2021-08-19$78.30$100.0071.2%20.4%64.4%0.0%75.9%-8.1%2.0%74.7K6.2M-24.8K0.8461.01N/AN/A1501265,7931,454
2021-08-20$84.30$100.0071.8%20.6%70.6%0.0%74.5%0.8%1.6%93.8K6.1M-27.1K0.2213.21N/AN/A4721035,7771,452
2021-08-23$90.70$100.0072.1%20.7%75.9%0.0%72.4%-2.0%-0.6%142.6K-2.2M-35.7K0.1511.52N/AN/A116173,263674
2021-08-24$92.40$100.0069.5%19.9%74.9%0.0%69.0%14.9%1.6%188.5K-4.2M-44.1K0.0311.80N/AN/A27483,558696
2021-08-25$87.80$100.0073.2%21.0%75.2%0.0%74.5%-3.6%-2.3%166.0K-2.7M-39.4K0.1330.02N/AN/A2943,599702
2021-08-26$87.40$100.0067.8%19.4%75.1%0.0%67.2%-0.4%-0.5%155.8K-2.2M-35.9K0.249.80N/AN/A3893,583702
2021-08-27$90.30$100.0063.3%18.1%75.7%0.0%63.5%8.4%5.8%175.7K-3.1M-38.8K0.0313.39N/AN/A9333,575704
2021-08-30$83.00$100.0064.6%18.5%81.3%0.0%65.7%-1.9%2.3%130.3K-1.1M-31.8K0.1842.78N/AN/A100183,579705
2021-08-31$83.60$100.0070.9%20.3%80.6%0.0%68.6%0.7%-0.9%129.3K-1.1M-31.1K0.347.69N/AN/A57203,612707