OUST Options History — June 2022

In June 2022, OUST traded between $16.30 and $21.20. ATM implied volatility averaged 71.3%, placing in the 28.9% IV rank vs the trailing year. The 30-day expected move averaged 21.1%. IV traded below realized volatility by 5.6% (HV 20d: 77.0%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 17 of 21 days. Put/call ratio averaged 0.26.

Notable Days

  • 2022-06-30: Highest Volume — 180 contracts
  • 2022-06-02: Largest IV spike — 54.4% change
  • 2022-06-02: Highest IV Rank — 53.8%
  • 2022-06-06: Largest Expected Move — 26.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$18.73$16.30$21.20$20.40$16.30
Max Pain$25.00$25.00$25.00$25.00$25.00
ATM IV71.3%51.6%93.7%60.7%87.9%
Expected Move21.1%14.8%26.0%17.4%25.2%
HV 20d77.0%62.1%95.1%92.5%76.3%
HV 60d78.9%74.6%82.3%81.5%74.6%
IV Rank28.9%6.9%53.8%17.0%47.3%
IV Percentile32.4%0.8%82.1%4.0%70.2%
Term Structure20.8%-15.1%41.5%38.6%18.2%
VWIV83.8%53.3%141.6%67.6%83.3%
Skew 25d-3.8%-16.5%15.3%-10.5%-7.1%
Skew 10d-4.8%-25.8%27.3%-12.4%-20.0%
Call IV 25d95.8%77.2%106.0%102.0%98.2%
Put IV 25d92.0%86.5%97.6%91.5%91.1%
Bid-Ask Spread %16.995.0097.108.415.00
Gamma HHI0.220.190.250.210.20
Net GEX23.6K15.2K34.7K26.7K15.3K
Net DEX-1.2M-1.9M-379.8K-1.4M-648.3K
Net VEX-24.4K-30.5K-15.8K-27.5K-17.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.260.090.550.120.17
Total Volume68.71436180139180
Total OI5,727.3335,6225,8675,6225,767

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-06-01$20.40$25.0060.7%17.4%92.5%17.0%67.6%-10.5%38.6%26.7K-1.4M-27.5K0.128.41N/AN/A124155,151471
2022-06-02$21.20$25.0093.7%24.7%95.1%53.8%86.6%-16.5%0.2%34.7K-1.8M-30.5K0.4416.79N/AN/A34155,180471
2022-06-03$20.60$25.0057.4%24.6%89.0%13.4%86.0%-7.1%6.9%27.5K-1.5M-28.7K0.4330.85N/AN/A34155,189471
2022-06-06$21.20$25.0060.6%26.0%89.9%16.9%90.7%-5.7%-1.8%28.6K-1.6M-28.4K0.4116.79N/AN/A36155,206472
2022-06-07$19.50$25.0085.0%23.1%84.7%44.1%87.2%-8.6%2.0%24.9K-1.3M-25.9K0.287.25N/AN/A52145,223472
2022-06-08$19.60$25.0089.0%25.5%84.3%48.5%89.9%-1.2%-9.9%26.2K-1.4M-27.3K0.4310.16N/AN/A34145,255472
2022-06-09$18.90$25.0080.5%23.1%79.1%39.1%92.3%-12.0%-9.8%24.8K-1.3M-25.0K0.558.47N/AN/A23135,273472
2022-06-10$18.10$25.0051.6%14.8%77.3%6.9%53.3%-5.4%41.2%21.6K-1.1M-22.7K0.3611.40N/AN/A35135,277471
2022-06-13$17.10$25.0059.2%17.0%63.4%15.4%0.0%-4.7%40.1%20.1K-1.1M-22.8K0.2368.46N/AN/A74175,294471
2022-06-14$17.40$25.0064.1%18.4%62.3%20.9%70.2%-10.5%41.5%20.9K-812.9K-20.6K0.415.77N/AN/A40165,340474
2022-06-15$17.80$25.0060.9%17.5%62.3%17.3%65.7%-6.5%39.0%22.0K-1.1M-23.5K0.146.05N/AN/A4265,354472
2022-06-16$16.90$25.0070.4%20.2%62.1%27.8%77.2%-7.4%35.4%16.6K-874.2K-21.1K0.097.09N/AN/A7065,364472
2022-06-17$18.00$25.0056.8%16.3%68.4%12.7%141.6%-8.7%39.4%22.9K-1.2M-23.7K0.1797.10N/AN/A4785,395472
2022-06-21$19.40$25.0057.5%16.5%74.8%13.4%64.2%-3.2%32.5%27.4K-1.9M-29.5K0.287.25N/AN/A3295,209447
2022-06-22$20.00$25.0063.0%18.0%75.6%19.5%78.5%1.7%38.5%31.2K-1.5M-27.8K0.168.93N/AN/A5695,218449
2022-06-23$20.00$25.0056.7%16.3%71.0%12.6%64.9%-4.4%30.8%28.4K-1.7M-28.4K0.1512.39N/AN/A5685,227449
2022-06-24$19.60$25.0083.3%23.9%71.2%42.2%93.0%-3.3%-15.1%27.1K-1.4M-25.9K0.207.75N/AN/A4185,247450
2022-06-27$17.50$25.0085.3%24.4%79.6%44.4%95.2%11.7%24.7%15.2K-379.8K-15.8K0.238.06N/AN/A54135,252449
2022-06-28$17.30$25.0085.4%24.5%78.4%44.6%95.9%15.3%21.9%17.7K-1.1M-21.5K0.157.34N/AN/A85135,280441
2022-06-29$16.50$25.0089.3%25.6%79.2%48.9%92.8%14.1%22.3%15.7K-687.7K-18.5K0.175.49N/AN/A57105,314441
2022-06-30$16.30$25.0087.9%25.2%76.3%47.3%83.3%-7.1%18.2%15.3K-648.3K-17.8K0.175.00N/AN/A154265,317450