OUST Options History — September 2021

In September 2021, OUST traded between $73.20 and $87.10. ATM implied volatility averaged 70.2%. The 30-day expected move averaged 20.1%. IV traded above realized volatility by 5.7% (HV 20d: 64.5%). Max pain ranged from $75.00 to $100.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 19 of 21 days. Put/call ratio averaged 0.41.

Notable Days

  • 2021-09-03: Highest Volume — 227 contracts
  • 2021-09-03: Largest IV spike — 13.6% change
  • 2021-09-20: Largest Expected Move — 22.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$77.91$73.20$87.10$87.10$73.50
Max Pain$76.19$75.00$100.00$100.00$75.00
ATM IV70.2%55.2%79.8%55.2%70.0%
Expected Move20.1%15.8%22.9%15.8%20.1%
HV 20d64.5%43.4%79.3%79.3%43.4%
HV 60d60.7%58.2%68.8%68.8%59.7%
Term Structure5.7%-3.4%29.9%29.9%8.2%
VWIV71.2%62.9%80.4%62.9%70.0%
Skew 25d8.6%-10.2%48.0%9.6%13.5%
Skew 10d22.4%-15.3%77.3%18.4%22.1%
Call IV 25d68.0%50.0%83.2%61.2%60.4%
Put IV 25d76.6%64.5%101.9%70.8%73.9%
Bid-Ask Spread %20.438.0531.9522.7931.45
Gamma HHI0.360.340.390.390.36
Net GEX96.9K65.0K153.8K153.8K75.4K
Net DEX-515.2K-2.0M825.4K-2.0M-417.8K
Net VEX-26.1K-34.1K-21.2K-34.1K-23.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.410.022.460.050.06
Total Volume111.5242822711840
Total OI4,434.2864,0784,6554,3404,569

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-09-01$87.10$100.0055.2%15.8%79.3%0.0%62.9%9.6%29.9%153.8K-2.0M-34.1K0.0522.79N/AN/A11353,622718
2021-09-02$84.70$75.0062.7%19.8%77.0%0.0%67.4%6.8%1.3%141.6K-1.5M-33.5K0.559.35N/AN/A78433,626728
2021-09-03$83.50$75.0071.2%19.3%77.0%0.0%71.1%3.0%6.9%129.9K-1.1M-30.7K0.4411.81N/AN/A158693,623730
2021-09-07$79.00$75.0079.0%20.5%78.3%0.0%72.3%-10.0%4.1%108.0K-354.6K-27.5K0.3612.64N/AN/A96353,668721
2021-09-08$78.10$75.0068.8%19.7%78.2%0.0%71.8%15.1%4.3%87.8K825.4K-24.1K1.0613.73N/AN/A59633,681786
2021-09-09$81.00$75.0069.5%19.9%78.5%0.0%69.3%12.6%5.8%107.6K121.8K-27.3K0.269.27N/AN/A57153,753817
2021-09-10$78.20$75.0071.5%20.5%77.5%0.0%71.2%-5.8%0.8%90.8K402.9K-25.3K0.7313.38N/AN/A39293,786787
2021-09-13$77.30$75.0073.0%20.9%75.5%0.0%73.9%-5.8%-0.0%86.9K504.4K-24.5K2.4615.97N/AN/A571393,814795
2021-09-14$75.70$75.0071.4%20.5%70.6%0.0%73.5%-10.2%3.3%86.9K305.3K-26.5K0.5917.26N/AN/A43263,836819
2021-09-15$78.40$75.0068.3%19.6%67.7%0.0%67.9%6.1%4.9%99.3K-771.2K-25.8K0.1629.74N/AN/A3963,863754
2021-09-16$79.40$75.0071.3%20.4%67.4%0.0%71.2%11.9%4.6%103.9K-1.1M-27.5K0.4912.00N/AN/A78383,869763
2021-09-17$78.60$75.0071.9%20.6%65.7%0.0%74.0%-8.0%3.6%100.4K-683.6K-25.6K0.2712.46N/AN/A91253,864763
2021-09-20$75.20$75.0079.8%22.9%61.3%0.0%79.8%-9.1%-3.4%90.2K-922.7K-24.5K0.228.05N/AN/A74163,459619
2021-09-21$75.80$75.0071.1%20.4%54.1%0.0%71.3%-8.3%5.9%83.0K-543.2K-23.2K0.3329.72N/AN/A95313,501631
2021-09-22$75.70$75.0071.2%20.4%53.3%0.0%71.1%48.0%4.2%77.3K-353.2K-21.7K0.1630.72N/AN/A82133,529639
2021-09-23$75.50$75.0066.1%19.0%51.0%0.0%66.1%46.3%8.8%73.6K-251.9K-22.0K0.0227.89N/AN/A20353,576668
2021-09-24$73.20$75.0068.0%19.5%51.7%0.0%68.1%11.2%7.7%65.0K70.1K-21.2K0.2129.27N/AN/A83173,591680
2021-09-27$77.20$75.0073.2%21.0%54.3%0.0%80.4%18.7%4.5%93.1K-993.3K-25.9K0.0231.95N/AN/A20333,750680
2021-09-28$75.10$75.0071.6%20.5%47.0%0.0%71.6%17.7%5.0%97.9K-1.3M-27.8K0.1830.93N/AN/A2443,791686
2021-09-29$74.00$75.0070.1%20.1%46.8%0.0%70.1%16.5%8.2%82.6K-657.2K-25.0K0.0828.72N/AN/A4443,878687
2021-09-30$73.50$75.0070.0%20.1%43.4%0.0%70.0%13.5%8.2%75.4K-417.8K-23.6K0.0631.45N/AN/A3823,882687