OUST Options History — August 2022

In August 2022, OUST traded between $14.40 and $19.80. ATM implied volatility averaged 108.9%, placing in the 33.7% IV rank vs the trailing year. The 30-day expected move averaged 27.3%. IV traded above realized volatility by 3.5% (HV 20d: 105.3%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 10 of 23 days. Put/call ratio averaged 0.18.

Notable Days

  • 2022-08-30: Highest Volume — 390 contracts
  • 2022-08-29: Largest IV spike — 93.7% change
  • 2022-08-08: Highest IV Rank — 90.6%
  • 2022-08-29: Largest Expected Move — 59.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$16.91$14.40$19.80$17.10$14.90
Max Pain$25.00$25.00$25.00$25.00$25.00
ATM IV108.9%58.5%216.0%81.3%128.6%
Expected Move27.3%14.5%59.7%23.3%36.9%
HV 20d105.3%82.1%122.0%82.1%107.6%
HV 60d88.4%81.6%93.4%84.6%91.7%
IV Rank33.7%7.0%90.6%19.1%44.2%
IV Percentile75.7%6.7%99.2%52.8%96.0%
Term Structure0.8%-43.4%54.2%-29.5%27.1%
VWIV113.1%49.6%224.2%94.2%184.9%
Skew 25d1.6%-18.4%14.6%-10.7%-0.5%
Skew 10d7.2%-31.9%34.6%-23.0%34.6%
Call IV 25d92.5%76.2%113.5%104.1%110.6%
Put IV 25d94.1%82.6%113.8%93.5%110.1%
Bid-Ask Spread %38.334.6690.066.109.12
Gamma HHI0.270.190.440.220.24
Net GEX16.7K9.0K25.7K17.8K17.3K
Net DEX-670.4K-1.5M19.5K-821.2K-846.0K
Net VEX-15.8K-23.9K-8.5K-18.0K-17.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.180.000.830.300.08
Total Volume80.652839074303
Total OI6,084.6525,7746,3675,9736,367

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-08-01$17.10$25.0081.3%23.3%82.1%19.1%94.2%-10.7%-29.5%17.8K-821.2K-18.0K0.306.10N/AN/A57175,549424
2022-08-02$19.10$25.0082.8%23.7%90.6%19.8%114.4%12.2%27.5%22.9K-1.5M-23.9K0.3712.93N/AN/A46175,578405
2022-08-03$19.80$25.0058.5%16.8%89.9%7.0%211.5%5.0%34.8%18.1K-987.9K-16.8K0.4947.58N/AN/A35175,598405
2022-08-04$19.60$25.0085.3%25.3%82.5%21.2%89.4%-18.4%-6.6%20.8K-1.1M-21.1K0.1940.10N/AN/A3875,609405
2022-08-05$18.90$25.00141.7%15.1%83.8%51.1%53.5%11.9%54.2%17.9K-817.1K-18.2K0.1858.59N/AN/A72135,624411
2022-08-08$17.40$25.00216.0%14.5%85.2%90.6%49.6%5.0%35.9%15.2K-789.3K-15.3K0.5189.46N/AN/A24125,672411
2022-08-09$15.60$25.00128.1%19.0%94.0%43.9%0.0%4.3%24.2%14.8K-670.8K-16.5K0.0153.78N/AN/A2705,680411
2022-08-10$18.00$25.00100.3%28.7%107.3%29.1%116.2%14.6%-28.3%19.2K-1.0M-19.5K0.2159.86N/AN/A2865,700409
2022-08-11$18.80$25.00115.3%33.1%108.2%37.1%116.8%9.7%-28.5%21.7K-962.5K-20.3K0.0969.96N/AN/A7065,725405
2022-08-12$18.80$25.00104.9%30.1%106.4%31.6%104.9%13.2%-12.3%20.1K-892.8K-18.5K0.0156.01N/AN/A5415,758411
2022-08-15$19.70$25.00101.4%29.1%107.5%29.7%106.3%-15.2%-16.6%22.0K-980.5K-20.2K0.0112.92N/AN/A6815,768410
2022-08-16$19.80$25.0097.7%28.0%102.5%27.8%224.2%10.6%-10.8%25.7K-1.4M-23.7K0.0057.44N/AN/A9405,826410
2022-08-17$16.40$25.0082.6%23.7%121.6%19.8%83.5%-0.3%18.0%13.8K19.5K-8.8K0.069.85N/AN/A5845,891410
2022-08-18$16.60$25.0068.0%19.5%121.7%12.0%70.7%1.4%19.1%15.9K-135.8K-10.9K0.147.03N/AN/A715,939414
2022-08-19$15.50$25.0075.5%21.7%122.0%16.0%76.3%-0.8%-11.9%12.1K-32.9K-9.9K0.838.50N/AN/A12105,944414
2022-08-22$14.70$25.0091.5%26.2%117.4%24.5%0.0%1.7%-30.7%12.6K-376.1K-12.0K0.254.66N/AN/A1745,421353
2022-08-23$14.70$25.0093.4%26.8%117.4%25.5%0.0%5.9%-32.0%14.1K-466.8K-13.2K0.0042.31N/AN/A1105,431351
2022-08-24$15.00$25.0098.9%28.4%116.8%28.4%0.0%-1.8%35.0%11.2K-57.9K-8.5K0.027.89N/AN/A11535,438351
2022-08-25$15.10$25.00129.6%37.1%116.1%44.7%0.0%-7.2%46.1%16.3K-836.0K-16.9K0.1037.40N/AN/A97105,601349
2022-08-26$14.40$25.00107.6%30.8%116.9%33.0%0.0%0.3%-22.6%13.0K-284.6K-11.1K0.1740.74N/AN/A2955,701359
2022-08-29$14.50$25.00208.4%59.7%116.8%86.5%0.0%-1.1%-43.4%12.3K-277.4K-11.2K0.0190.06N/AN/A6815,708364
2022-08-30$14.50$25.00106.5%30.5%108.1%32.5%0.0%-2.3%-30.2%9.0K-237.1K-11.3K0.0059.33N/AN/A39005,772365
2022-08-31$14.90$25.00128.6%36.9%107.6%44.2%184.9%-0.5%27.1%17.3K-846.0K-17.5K0.089.12N/AN/A280236,002365