OUST Options History — November 2021

In November 2021, OUST traded between $61.90 and $77.00. ATM implied volatility averaged 90.9%, placing in the 38.4% IV rank vs the trailing year. The 30-day expected move averaged 25.3%. IV traded above realized volatility by 14.7% (HV 20d: 76.2%). Max pain ranged from $50.00 to $75.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.50.

Notable Days

  • 2021-11-19: Highest Volume — 1,142 contracts
  • 2021-11-19: Largest IV spike — 23.1% change
  • 2021-11-30: Highest IV Rank — 62.9%
  • 2021-11-30: Largest Expected Move — 32.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$68.47$61.90$77.00$67.00$67.70
Max Pain$58.33$50.00$75.00$75.00$75.00
ATM IV90.9%68.7%113.5%93.9%113.5%
Expected Move25.3%19.7%32.6%26.9%32.6%
HV 20d76.2%62.6%84.1%64.2%77.8%
HV 60d63.0%61.9%64.4%62.2%62.7%
IV Rank38.4%14.6%62.9%41.7%62.9%
IV Percentile69.0%10.4%98.2%82.8%98.2%
Term Structure-4.7%-19.2%7.2%-11.8%-19.2%
VWIV89.8%68.6%118.2%94.5%111.5%
Skew 25d-1.9%-27.1%26.6%6.8%26.6%
Skew 10d-7.0%-43.8%55.7%-2.8%55.7%
Call IV 25d94.7%74.4%122.5%102.3%91.7%
Put IV 25d92.8%77.1%118.3%109.1%118.3%
Bid-Ask Spread %23.606.4146.2914.4621.04
Gamma HHI0.390.340.470.340.44
Net GEX116.5K62.7K174.4K62.7K174.3K
Net DEX-3.1M-6.7M-625.9K-625.9K-6.7M
Net VEX-30.5K-40.0K-23.0K-23.0K-39.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.500.112.150.520.27
Total Volume431.6671691,142289229
Total OI5,680.3334,3057,2805,1304,779

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-11-01$67.00$75.0093.9%26.9%64.2%41.7%94.5%6.8%-11.8%62.7K-625.9K-23.0K0.5214.46N/AN/A190994,403727
2021-11-02$70.00$75.0094.8%27.2%64.6%42.7%93.6%-27.1%-13.6%80.5K-1.7M-26.2K0.457.46N/AN/A2301044,507748
2021-11-03$71.00$75.0096.5%27.7%64.1%44.4%96.2%-25.5%-16.7%87.5K-1.8M-26.6K1.256.41N/AN/A901124,545764
2021-11-04$69.00$50.0098.9%23.6%64.8%47.0%84.4%-4.1%-5.9%78.0K-1.5M-25.6K0.9229.97N/AN/A1231134,558764
2021-11-05$68.00$50.00101.1%24.6%62.6%49.5%87.1%-7.6%-9.1%73.1K-1.1M-23.5K0.6342.35N/AN/A1721084,532766
2021-11-08$71.70$50.00104.7%24.4%65.3%53.3%86.9%-2.7%-11.1%90.5K-2.2M-25.0K0.1342.18N/AN/A9441274,589767
2021-11-09$77.00$50.0083.6%21.9%69.6%30.6%77.6%6.3%-4.1%131.4K-4.1M-31.2K0.1334.39N/AN/A8281084,798776
2021-11-10$68.90$50.0077.9%22.3%80.9%24.4%77.4%1.2%-0.9%100.0K-1.5M-26.6K0.4446.29N/AN/A2661175,365778
2021-11-11$69.70$50.0071.2%20.4%81.0%17.2%68.6%7.5%4.3%111.1K-2.1M-29.0K0.1942.96N/AN/A5771075,496776
2021-11-12$71.00$50.0068.7%19.7%81.3%14.6%68.8%7.3%6.6%125.4K-2.3M-31.5K2.1544.91N/AN/A541155,989786
2021-11-15$75.90$50.0070.2%20.1%81.0%16.1%75.4%6.8%5.4%149.9K-4.2M-34.1K0.5423.94N/AN/A2191196,008799
2021-11-16$72.00$50.0068.9%19.7%80.2%14.8%69.4%8.8%5.9%140.1K-2.8M-31.0K0.738.95N/AN/A133976,091782
2021-11-17$67.20$50.0073.9%21.2%83.6%20.2%74.6%-0.2%2.5%98.2K-952.8K-27.6K0.798.30N/AN/A110886,159783
2021-11-18$65.20$50.0083.6%24.0%84.1%30.6%83.7%-8.3%-7.5%89.5K-785.0K-26.1K0.248.35N/AN/A398966,213785
2021-11-19$66.10$50.00103.0%29.5%82.6%51.5%91.5%3.5%7.2%116.1K-2.4M-31.6K0.1217.89N/AN/A1,0171256,489791
2021-11-22$61.90$50.0099.6%28.5%82.4%47.8%118.2%-18.1%-1.6%127.4K-4.8M-33.7K0.1116.98N/AN/A388424,015290
2021-11-23$62.10$50.0095.9%27.5%82.0%43.8%106.4%-17.0%-4.3%134.5K-5.4M-35.9K0.2313.49N/AN/A5331214,266301
2021-11-24$62.30$75.0099.6%28.6%80.8%47.9%108.9%-13.1%-3.4%137.0K-5.3M-36.5K0.2126.99N/AN/A186404,373381
2021-11-26$66.10$75.00105.1%30.1%83.4%53.7%107.3%3.5%-10.5%165.7K-6.4M-40.0K0.2617.54N/AN/A228594,421382
2021-11-29$68.00$75.00104.1%29.8%82.8%52.7%104.2%4.8%-11.5%174.4K-6.5M-37.2K0.1920.72N/AN/A213404,344401
2021-11-30$67.70$75.00113.5%32.6%77.8%62.9%111.5%26.6%-19.2%174.3K-6.7M-39.2K0.2721.04N/AN/A181484,371408