OUST Options History — December 2021

In December 2021, OUST traded between $51.20 and $66.00. ATM implied volatility averaged 94.0%, placing in the 41.9% IV rank vs the trailing year. The 30-day expected move averaged 25.6%. IV traded above realized volatility by 30.9% (HV 20d: 63.2%). Max pain ranged from $50.00 to $75.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 13 of 22 days. Put/call ratio averaged 0.08.

Notable Days

  • 2021-12-29: Highest Volume — 1,941 contracts
  • 2021-12-14: Largest IV spike — 58.4% change
  • 2021-12-14: Highest IV Rank — 86.1%
  • 2021-12-03: Largest Expected Move — 30.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$58.08$51.20$66.00$66.00$52.20
Max Pain$64.77$50.00$75.00$75.00$50.00
ATM IV94.0%75.9%135.1%102.4%80.2%
Expected Move25.6%21.8%30.9%29.4%23.0%
HV 20d63.2%52.2%77.1%76.6%54.8%
HV 60d64.0%61.5%66.0%61.9%65.0%
IV Rank41.9%22.4%86.1%50.9%26.9%
IV Percentile72.4%40.5%98.3%86.7%53.5%
Term Structure1.3%-11.0%12.1%-11.0%5.5%
VWIV90.4%80.5%113.7%102.5%82.6%
Skew 25d-1.6%-12.0%6.3%6.3%-8.0%
Skew 10d5.2%-20.1%58.8%-2.7%-5.9%
Call IV 25d93.4%85.6%114.2%107.2%95.6%
Put IV 25d91.8%81.5%113.5%113.5%87.6%
Bid-Ask Spread %29.865.9863.7727.0110.30
Gamma HHI0.370.280.460.460.29
Net GEX99.4K53.1K181.3K167.4K88.0K
Net DEX-3.6M-5.7M-1.9M-5.7M-4.2M
Net VEX-29.5K-36.4K-21.5K-36.4K-34.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.080.020.370.370.03
Total Volume773.7731311,9411311,417
Total OI5,086.7274,3255,7804,7555,780

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-12-01$66.00$75.00102.4%29.4%76.6%50.9%102.5%6.3%-11.0%167.4K-5.7M-36.4K0.3727.01N/AN/A96354,343412
2021-12-02$64.60$75.00104.0%29.8%76.5%52.6%105.5%6.2%-10.5%154.4K-5.1M-34.5K0.0526.64N/AN/A1,072504,329410
2021-12-03$62.30$75.00107.9%30.9%76.9%56.8%113.7%-7.3%-3.8%145.8K-4.8M-34.5K0.0824.22N/AN/A568434,673425
2021-12-06$61.70$75.00115.1%28.6%76.8%64.5%98.7%4.5%-1.1%140.8K-4.2M-33.3K0.0563.77N/AN/A585314,692441
2021-12-07$65.20$75.0095.9%26.1%77.1%43.9%91.2%4.0%-1.6%181.3K-5.3M-36.1K0.0449.68N/AN/A798324,672440
2021-12-08$64.80$75.00104.2%25.3%71.6%52.8%90.4%0.8%2.9%96.7K-4.1M-32.5K0.0615.40N/AN/A579334,713439
2021-12-09$61.10$75.00102.3%26.7%63.7%50.7%89.9%1.6%-1.8%137.1K-4.1M-32.1K0.0450.13N/AN/A858324,714439
2021-12-10$58.00$75.00116.7%26.1%65.3%66.3%90.3%-1.4%-3.6%113.6K-3.6M-32.9K0.058.77N/AN/A644335,043441
2021-12-13$59.20$75.0085.3%26.6%65.4%32.5%90.3%0.8%0.8%86.6K-3.3M-29.8K0.0611.48N/AN/A558355,090442
2021-12-14$59.70$75.00135.1%26.6%59.5%86.1%91.9%2.9%0.4%95.3K-3.8M-32.1K0.0749.11N/AN/A554365,105442
2021-12-15$62.00$75.0088.2%25.3%59.9%35.6%91.2%-4.6%4.0%102.6K-4.1M-32.8K0.0816.77N/AN/A554425,103442
2021-12-16$59.20$50.0092.5%26.5%57.3%40.2%90.8%4.5%-1.9%88.1K-3.4M-29.2K0.0837.83N/AN/A544445,111435
2021-12-17$56.10$50.0078.9%22.6%59.2%25.6%85.6%-7.5%11.3%70.3K-2.5M-24.9K0.0953.41N/AN/A584545,113437
2021-12-20$53.10$75.0083.4%23.9%60.9%30.4%86.0%-2.7%7.2%61.8K-2.1M-23.3K0.0536.65N/AN/A605334,055270
2021-12-21$53.80$75.0084.7%24.3%57.9%31.8%84.9%-0.3%4.7%61.8K-2.1M-22.2K0.2034.38N/AN/A6551344,079271
2021-12-22$53.00$50.0082.5%23.7%57.8%29.4%82.6%-5.6%6.8%53.1K-1.9M-22.2K0.0633.28N/AN/A643394,134374
2021-12-23$53.70$50.0081.4%23.3%58.2%28.2%87.3%-4.1%4.7%62.6K-2.4M-23.4K0.0642.10N/AN/A596374,258375
2021-12-27$54.80$50.0087.0%24.9%53.7%34.3%87.6%-2.9%-1.2%67.5K-2.5M-23.5K0.0639.94N/AN/A543334,305380
2021-12-28$53.30$50.0084.1%24.1%52.2%31.1%84.1%-2.4%2.2%62.9K-2.4M-21.9K0.0410.20N/AN/A763314,325380
2021-12-29$51.20$50.0075.9%21.8%53.0%22.4%80.5%-8.7%12.1%59.8K-2.1M-21.5K0.029.86N/AN/A1,900414,446381
2021-12-30$52.70$50.0081.1%23.3%54.9%27.9%81.9%-12.0%3.1%89.9K-4.5M-35.6K0.045.98N/AN/A1,016435,368381
2021-12-31$52.20$50.0080.2%23.0%54.8%26.9%82.6%-8.0%5.5%88.0K-4.2M-34.3K0.0310.30N/AN/A1,375425,398382