OUST Options History — September 2022

In September 2022, OUST traded between $9.50 and $14.80. ATM implied volatility averaged 177.6%, placing in the 54.8% IV rank vs the trailing year. The 30-day expected move averaged 39.3%. IV traded above realized volatility by 93.4% (HV 20d: 84.2%). 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 3 of 21 days. Put/call ratio averaged 0.10.

Notable Days

  • 2022-09-29: Highest Volume — 1,006 contracts
  • 2022-09-21: Largest IV spike — 89.6% change
  • 2022-09-09: Highest IV Rank — 100.0%
  • 2022-09-30: Largest Expected Move — 66.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$11.93$9.50$14.80$13.80$9.80
Max Pain$25.00$25.00$25.00$25.00$25.00
ATM IV177.6%91.9%323.1%131.9%233.0%
Expected Move39.3%21.4%66.8%37.8%66.8%
HV 20d84.2%65.1%109.9%109.9%81.8%
HV 60d92.4%91.2%95.1%91.5%92.4%
IV Rank54.8%16.7%100.0%45.9%67.6%
IV Percentile93.4%65.9%100.0%96.8%98.4%
Term Structure-20.0%-55.3%55.0%-55.3%-52.6%
VWIV213.4%82.9%394.6%85.9%394.6%
Skew 25d-12.4%-52.9%22.0%-0.8%-51.1%
Skew 10d-8.6%-52.9%48.7%-0.8%-51.1%
Call IV 25d129.5%96.9%159.4%110.0%145.3%
Put IV 25d117.0%82.0%154.4%109.3%94.2%
Bid-Ask Spread %35.653.0474.836.1866.04
Gamma HHI0.230.170.860.220.17
Net GEX7.7K2.7K17.0K8.2K4.5K
Net DEX-553.1K-1.8M320.6K-30.9K-1.1M
Net VEX-11.1K-18.3K-1.9K-8.8K-11.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.100.000.430.000.02
Total Volume173.28651,00672739
Total OI6,6136,3246,7386,3246,400

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-09-01$13.80$25.00131.9%37.8%109.9%45.9%0.0%-0.8%-55.3%8.2K-30.9K-8.8K0.006.18N/AN/A7205,959365
2022-09-02$13.60$25.00178.0%51.0%109.7%70.4%0.0%15.4%-42.8%15.0K-944.0K-17.3K0.0046.91N/AN/A15006,031365
2022-09-06$13.90$25.00163.3%22.3%107.5%62.6%85.9%-1.4%50.9%8.6K-140.8K-9.6K0.435.84N/AN/A53236,172365
2022-09-07$14.40$25.00180.4%21.4%102.2%71.7%82.9%-1.5%53.9%14.8K-1.0M-18.3K0.1121.16N/AN/A198236,185365
2022-09-08$13.80$25.00180.2%22.5%86.8%71.6%0.0%-1.8%-2.0%2.7K320.6K-1.9K0.0054.64N/AN/A1206,345365
2022-09-09$14.80$25.00256.9%29.2%89.6%100.0%0.0%22.0%-1.8%17.0K-887.2K-17.1K0.283.04N/AN/A416,356365
2022-09-12$13.70$25.00251.2%23.3%92.4%97.3%134.5%-0.8%55.0%10.6K-464.0K-13.1K0.284.35N/AN/A1446,356366
2022-09-13$12.80$25.00323.1%26.3%91.0%100.0%147.9%-1.7%-4.7%7.6K-464.3K-12.1K0.085.54N/AN/A175146,359370
2022-09-14$12.70$25.0091.9%26.3%90.6%16.7%0.0%-3.0%-21.3%7.6K-484.8K-12.0K0.0353.75N/AN/A706,359370
2022-09-15$12.90$25.0095.4%27.4%66.8%18.0%0.0%-3.1%-21.6%8.5K-234.1K-9.2K0.106.96N/AN/A816,363369
2022-09-16$12.20$25.0099.0%28.4%67.9%19.3%208.5%-4.1%-23.8%7.2K-496.5K-11.7K0.077.13N/AN/A188136,369369
2022-09-19$11.70$25.00108.4%31.1%65.8%22.7%0.0%-0.6%-27.6%6.8K-474.9K-11.2K0.0034.79N/AN/A1006,216369
2022-09-20$11.20$25.00115.5%33.1%65.1%25.2%0.0%-4.6%-30.0%4.0K-1.8M-11.1K0.0938.80N/AN/A1416,223368
2022-09-21$9.90$25.00218.9%62.8%75.6%62.5%312.9%-33.3%-35.3%5.2K-578.7K-9.3K0.3774.83N/AN/A34136,227368
2022-09-22$10.20$25.00200.3%57.4%76.3%55.8%0.0%-38.8%-35.6%5.2K-285.7K-8.5K0.0031.01N/AN/A1706,259356
2022-09-23$9.90$25.00214.2%61.4%75.8%60.8%0.0%-40.0%-38.1%5.5K-640.7K-11.4K0.0067.58N/AN/A5006,274356
2022-09-26$9.80$25.00149.3%42.8%75.2%37.4%220.1%-50.3%-43.6%5.8K-519.2K-10.5K0.1052.61N/AN/A227226,280350
2022-09-27$9.60$25.00148.3%42.5%74.6%37.0%213.7%-3.4%-46.5%5.3K-669.3K-10.7K0.0453.75N/AN/A293126,288349
2022-09-28$10.30$25.00163.5%46.9%81.1%42.5%251.8%-52.9%-45.1%5.0K-253.3K-8.3K0.0554.97N/AN/A229126,297349
2022-09-29$9.50$25.00226.6%65.0%82.3%65.2%294.5%-5.0%-51.2%5.7K-508.2K-10.2K0.0158.80N/AN/A994126,308348
2022-09-30$9.80$25.00233.0%66.8%81.8%67.6%394.6%-51.1%-52.6%4.5K-1.1M-11.4K0.0266.04N/AN/A727126,053347