OUST Options History — October 2021

In October 2021, OUST traded between $61.80 and $73.70. ATM implied volatility averaged 81.8%, placing in the 29.3% IV rank vs the trailing year. The 30-day expected move averaged 23.4%. IV traded above realized volatility by 34.3% (HV 20d: 47.5%). 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 1 of 21 days. Put/call ratio averaged 0.60.

Notable Days

  • 2021-10-26: Highest Volume — 389 contracts
  • 2021-10-26: Largest IV spike — 16.9% change
  • 2021-10-12: Highest IV Rank — 40.8%
  • 2021-10-28: Largest Expected Move — 26.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$68.55$61.80$73.70$73.30$61.80
Max Pain$95.24$75.00$100.00$75.00$75.00
ATM IV81.8%69.4%93.0%72.5%86.0%
Expected Move23.4%20.8%26.4%20.8%24.7%
HV 20d47.5%40.9%57.0%42.8%57.0%
HV 60d59.6%57.5%61.8%59.7%59.5%
IV Rank29.3%15.3%40.8%22.2%33.2%
IV Percentile65.7%14.8%81.1%54.0%73.6%
Term Structure-5.8%-14.9%6.1%6.1%-1.7%
VWIV83.2%72.5%93.4%72.5%93.4%
Skew 25d-13.7%-44.6%14.1%14.1%-7.1%
Skew 10d-22.2%-66.1%23.0%23.0%-22.7%
Call IV 25d86.3%62.6%97.9%62.6%95.7%
Put IV 25d72.6%50.8%88.7%76.6%88.7%
Bid-Ask Spread %12.144.7630.5430.5415.06
Gamma HHI0.390.310.500.360.31
Net GEX52.7K36.8K75.8K75.8K45.1K
Net DEX304.9K-377.9K930.0K-377.9K176.2K
Net VEX-19.1K-23.5K-15.6K-23.5K-20.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.600.022.470.020.43
Total Volume120.5241738941252
Total OI4,662.3334,4575,0494,5785,049

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-10-01$73.30$75.0072.5%20.8%42.8%0.0%72.5%14.1%6.1%75.8K-377.9K-23.5K0.0230.54N/AN/A4013,889689
2021-10-04$70.80$100.0079.6%22.8%43.9%0.0%83.0%-0.9%-3.3%73.5K-241.3K-22.6K0.129.16N/AN/A2633,913691
2021-10-05$73.70$100.0075.8%21.3%43.4%22.2%74.7%-0.3%-2.2%74.2K-349.3K-22.2K0.2016.08N/AN/A49103,897692
2021-10-06$71.70$100.0076.9%22.7%44.1%23.4%80.8%1.4%-6.0%73.8K-282.6K-22.2K0.3513.40N/AN/A40143,905694
2021-10-07$71.00$100.0069.4%22.7%41.4%15.3%80.5%-3.1%-4.7%65.2K-6.3K-21.2K0.1516.44N/AN/A1523,908695
2021-10-08$67.60$100.0077.1%22.9%43.0%23.7%82.2%-1.2%-5.1%54.4K559.3K-19.3K0.4527.41N/AN/A79363,910704
2021-10-11$68.20$100.0086.2%23.9%43.3%33.4%84.2%-6.7%-8.6%47.7K650.5K-18.0K0.1018.09N/AN/A6363,919705
2021-10-12$67.90$100.0093.0%23.9%43.0%40.8%85.7%-2.2%-9.5%51.0K930.0K-17.6K0.3116.59N/AN/A2273,964731
2021-10-13$69.10$100.0078.9%22.6%41.2%25.5%79.7%2.8%-6.3%50.6K905.2K-17.6K2.2215.29N/AN/A13293,973733
2021-10-14$69.60$100.0078.2%22.4%40.9%24.7%78.5%1.8%-3.8%53.6K779.9K-18.0K0.196.65N/AN/A4793,982737
2021-10-15$69.50$100.0077.5%22.2%40.9%24.0%78.0%-19.0%-4.6%48.7K865.0K-17.4K2.477.51N/AN/A13323,980731
2021-10-18$65.40$100.0086.7%24.9%43.3%34.0%87.1%-38.7%-8.9%37.6K676.4K-15.6K0.105.26N/AN/A5463,810647
2021-10-19$70.10$100.0077.7%22.3%50.9%24.3%79.6%-22.5%-6.3%47.4K297.0K-17.2K0.274.76N/AN/A81223,820662
2021-10-20$68.40$100.0080.4%23.1%51.5%27.2%81.7%-27.3%-7.0%44.2K332.4K-17.6K1.495.12N/AN/A691033,870684
2021-10-21$68.90$100.0079.1%22.7%51.6%25.8%77.7%-20.9%-5.2%41.7K337.0K-18.1K0.924.93N/AN/A72663,878712
2021-10-22$65.70$100.0087.9%25.2%53.1%35.2%88.8%-31.0%-6.7%36.8K619.5K-16.7K0.8012.09N/AN/A90723,893714
2021-10-25$69.90$100.0078.2%22.4%54.4%24.8%80.3%-22.4%-5.3%45.3K135.4K-18.4K0.896.88N/AN/A91823,938723
2021-10-26$67.90$100.0091.4%26.2%54.5%39.0%92.5%-26.6%-14.9%46.2K220.6K-18.2K0.225.32N/AN/A318713,950712
2021-10-27$65.10$75.0092.0%26.4%56.0%39.7%92.9%-32.6%-10.5%46.1K229.3K-17.4K0.2611.51N/AN/A281724,100712
2021-10-28$64.00$75.0092.1%26.4%56.1%39.8%93.0%-44.6%-8.4%48.3K-52.9K-21.1K0.726.82N/AN/A101724,280713
2021-10-29$61.80$75.0086.0%24.7%57.0%33.2%93.4%-7.1%-1.7%45.1K176.2K-20.2K0.4315.06N/AN/A176764,335714