OUST Options History — July 2022

In July 2022, OUST traded between $15.80 and $20.00. ATM implied volatility averaged 95.7%, placing in the 37.9% IV rank vs the trailing year. The 30-day expected move averaged 19.7%. IV traded above realized volatility by 15.3% (HV 20d: 80.4%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 13 of 20 days. Put/call ratio averaged 0.44.

Notable Days

  • 2022-07-07: Highest Volume — 140 contracts
  • 2022-07-13: Largest IV drop — 74.0% change
  • 2022-07-06: Highest IV Rank — 100.0%
  • 2022-07-01: Largest Expected Move — 29.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$17.34$15.80$20.00$16.20$17.60
Max Pain$25.00$25.00$25.00$25.00$25.00
ATM IV95.7%54.6%233.7%104.3%70.4%
Expected Move19.7%14.2%29.9%29.9%20.2%
HV 20d80.4%72.8%90.5%74.0%81.3%
HV 60d79.8%74.1%84.5%74.4%84.5%
IV Rank37.9%4.9%100.0%65.6%13.3%
IV Percentile46.3%1.2%100.0%96.0%26.6%
Term Structure19.3%-23.7%57.1%6.5%-11.0%
VWIV98.4%57.2%322.0%111.5%79.6%
Skew 25d2.6%-15.9%28.2%11.0%14.6%
Skew 10d6.3%-31.5%37.7%23.8%29.6%
Call IV 25d91.0%74.3%112.3%84.3%74.3%
Put IV 25d93.6%87.3%102.5%95.3%88.9%
Bid-Ask Spread %13.193.1269.116.794.84
Gamma HHI0.220.200.360.200.23
Net GEX18.0K9.5K31.3K15.3K16.9K
Net DEX-909.4K-2.2M188.6K-695.1K-576.6K
Net VEX-19.2K-25.8K-6.0K-18.6K-16.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.440.111.170.250.36
Total Volume78.953314012964
Total OI5,898.955,8205,9495,8205,948

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-07-01$16.20$25.00104.3%29.9%74.0%65.6%111.5%11.0%6.5%15.3K-695.1K-18.6K0.256.79N/AN/A104255,381439
2022-07-05$16.30$25.00124.2%18.8%74.1%87.9%82.2%13.2%57.1%14.0K-701.4K-17.3K0.287.67N/AN/A92255,396439
2022-07-06$15.80$25.00139.0%26.8%72.8%100.0%83.8%14.6%-16.4%15.0K-749.7K-18.8K0.286.93N/AN/A92265,406439
2022-07-07$17.60$25.00113.6%14.2%80.1%72.8%57.2%6.0%42.7%16.1K-626.1K-18.2K0.236.31N/AN/A114265,421438
2022-07-08$17.50$25.00137.3%27.6%80.0%98.2%94.8%-15.9%-20.1%17.6K-771.5K-19.5K0.479.44N/AN/A57265,441437
2022-07-11$16.30$25.00219.9%16.7%82.7%100.0%322.0%-15.1%36.5%9.5K188.6K-6.0K0.2869.11N/AN/A96265,473435
2022-07-12$16.50$25.00233.7%18.9%81.9%100.0%79.9%11.7%37.5%16.9K-1.0M-21.2K0.334.33N/AN/A80265,488435
2022-07-13$16.70$25.0060.7%17.4%79.6%8.1%69.8%14.2%33.7%14.3K-987.9K-18.0K0.494.41N/AN/A53265,502435
2022-07-14$16.60$25.0061.1%17.5%79.4%8.3%69.4%28.2%-2.7%17.5K-1.2M-22.4K0.464.41N/AN/A58275,505434
2022-07-15$17.60$25.0054.8%15.7%81.8%5.0%67.8%-9.0%38.7%16.4K-753.5K-18.5K1.1714.30N/AN/A23275,511434
2022-07-18$17.60$25.0057.8%16.6%79.6%6.5%66.4%-6.1%43.9%16.8K-2.2M-23.0K1.044.84N/AN/A16175,438428
2022-07-19$19.30$25.0056.3%16.1%83.1%5.8%67.2%-6.7%33.6%25.0K-1.1M-22.1K0.5453.31N/AN/A30165,438428
2022-07-20$20.00$25.0054.6%15.6%79.7%4.9%67.6%6.3%55.2%30.2K-1.1M-24.0K0.4018.82N/AN/A40165,448428
2022-07-21$19.50$25.0059.2%17.0%79.5%7.3%72.9%-9.2%32.4%31.3K-1.7M-25.8K0.3621.03N/AN/A45165,466428
2022-07-22$18.30$25.0059.4%17.0%82.5%7.4%72.4%-12.8%42.1%19.0K-713.4K-18.7K0.276.62N/AN/A60165,469428
2022-07-25$16.40$25.0080.0%22.9%90.5%18.3%211.6%-8.3%-22.8%16.4K-668.2K-17.5K0.115.69N/AN/A5765,486428
2022-07-26$16.40$25.0082.1%23.5%81.7%19.5%124.5%11.7%-23.7%15.2K-1.0M-19.0K0.365.69N/AN/A45165,513428
2022-07-27$17.00$25.0070.0%20.1%82.8%13.0%78.2%-10.9%33.1%17.5K-1.1M-21.5K0.576.10N/AN/A29165,514425
2022-07-28$17.50$25.0075.6%21.7%81.5%16.1%90.0%15.4%-10.1%18.1K-638.5K-17.3K0.593.12N/AN/A28175,524425
2022-07-29$17.60$25.0070.4%20.2%81.3%13.3%79.6%14.6%-11.0%16.9K-576.6K-16.7K0.364.84N/AN/A47175,524424