OUST Options History — April 2022

In April 2022, OUST traded between $33.10 and $49.10. ATM implied volatility averaged 77.8%, placing in the 34.7% IV rank vs the trailing year. The 30-day expected move averaged 21.5%. IV traded above realized volatility by 3.3% (HV 20d: 74.5%). Max pain ranged from $25.00 to $50.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 0.95.

Notable Days

  • 2022-04-11: Highest Volume — 344 contracts
  • 2022-04-11: Largest IV spike — 44.1% change
  • 2022-04-12: Highest IV Rank — 94.6%
  • 2022-04-21: Largest Expected Move — 26.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$39.80$33.10$49.10$43.80$33.40
Max Pain$31.25$25.00$50.00$25.00$25.00
ATM IV77.8%56.5%130.3%65.8%63.0%
Expected Move21.5%16.2%26.7%21.4%18.1%
HV 20d74.5%64.1%83.8%70.0%64.8%
HV 60d82.6%78.1%84.5%81.2%78.2%
IV Rank34.7%12.4%94.6%19.9%19.5%
IV Percentile40.1%1.6%99.6%6.8%5.2%
Term Structure3.0%-19.0%29.3%-3.2%20.7%
VWIV83.8%61.4%122.0%76.5%122.0%
Skew 25d-6.3%-52.6%15.5%-8.6%-52.6%
Skew 10d-6.3%-63.7%29.1%-21.8%-63.7%
Call IV 25d83.6%58.6%111.4%84.0%111.4%
Put IV 25d77.3%53.9%114.1%75.5%58.8%
Bid-Ask Spread %13.303.6536.5910.865.21
Gamma HHI0.300.190.460.370.19
Net GEX90.8K47.0K155.9K122.7K49.5K
Net DEX-6.6M-14.2M-3.8M-8.9M-4.2M
Net VEX-62.8K-84.0K-47.9K-75.1K-50.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.950.021.951.430.25
Total Volume148.4526344151190
Total OI5,963.455,8166,1206,0086,120

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-04-01$43.80$25.0065.8%21.4%70.0%19.9%76.5%-8.6%-3.2%122.7K-8.9M-75.1K1.4310.86N/AN/A62895,564444
2022-04-04$48.50$25.0071.1%21.5%75.7%25.0%75.9%2.1%-0.2%155.9K-10.4M-84.0K1.3932.54N/AN/A64895,576445
2022-04-05$49.10$25.0071.3%22.2%75.7%25.2%78.3%3.4%-3.2%139.8K-14.2M-73.4K1.9530.90N/AN/A48945,572447
2022-04-06$46.70$25.0077.3%21.7%78.2%31.7%75.7%-0.6%0.1%147.1K-9.5M-81.0K0.7732.37N/AN/A124955,592444
2022-04-07$44.70$25.0095.9%21.9%81.2%50.3%94.0%-1.6%-0.3%133.0K-8.2M-74.7K0.8330.69N/AN/A114945,576445
2022-04-08$42.40$50.0065.8%22.3%83.8%20.4%70.6%-2.0%-0.0%111.7K-7.0M-68.9K0.3711.69N/AN/A145545,582445
2022-04-11$41.00$50.0094.9%22.7%78.4%49.3%77.8%7.2%-2.3%103.7K-6.2M-65.3K0.2136.59N/AN/A285595,508485
2022-04-12$40.90$50.00130.3%23.0%77.5%94.6%76.4%-5.9%-0.5%103.9K-6.8M-67.3K1.3913.03N/AN/A42595,446485
2022-04-13$42.40$50.0079.1%22.7%73.7%37.6%78.5%-0.4%-4.7%110.3K-7.0M-68.0K1.868.37N/AN/A31585,456486
2022-04-14$40.60$50.0084.1%24.1%75.3%43.1%79.5%-7.5%-11.0%101.9K-6.2M-62.4K1.0612.50N/AN/A38405,459485
2022-04-18$37.90$25.0084.3%24.2%76.8%43.4%84.6%-7.3%-6.9%51.3K-4.7M-54.6K1.493.76N/AN/A52785,362454
2022-04-19$38.50$25.0072.5%20.8%76.4%30.1%79.3%-8.9%-4.3%83.9K-6.3M-60.0K1.243.65N/AN/A63785,368484
2022-04-20$37.80$25.0087.1%25.0%76.5%46.5%86.0%-22.4%-8.4%51.9K-5.1M-58.7K1.195.36N/AN/A57685,399484
2022-04-21$36.10$25.0093.0%26.7%77.8%53.0%100.8%15.5%-19.0%76.5K-5.7M-56.5K1.134.64N/AN/A47535,430484
2022-04-22$35.20$25.0089.9%25.8%74.1%49.5%106.7%12.7%23.1%72.1K-4.6M-52.8K0.624.67N/AN/A73455,440456
2022-04-25$36.00$25.0058.5%16.8%74.8%14.6%107.7%-38.8%14.1%56.3K-4.4M-52.4K0.734.27N/AN/A69505,479456
2022-04-26$34.10$25.0059.3%17.0%70.1%15.5%83.0%-1.6%21.6%49.7K-4.4M-51.9K0.565.26N/AN/A97555,498461
2022-04-27$33.10$25.0056.5%16.2%64.1%12.4%62.3%-7.2%29.3%47.0K-4.1M-50.7K0.024.88N/AN/A2605,505460
2022-04-28$33.90$25.0056.9%16.3%65.5%12.8%61.4%-1.3%15.1%47.8K-3.8M-47.9K0.444.83N/AN/A128565,527460
2022-04-29$33.40$25.0063.0%18.1%64.8%19.5%122.0%-52.6%20.7%49.5K-4.2M-50.5K0.255.21N/AN/A152385,659461