OUST Options History — October 2022

In October 2022, OUST traded between $8.10 and $12.60. ATM implied volatility averaged 175.9%, placing in the 47.0% IV rank vs the trailing year. The 30-day expected move averaged 44.9%. IV traded above realized volatility by 78.0% (HV 20d: 97.9%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.05.

Notable Days

  • 2022-10-10: Highest Volume — 407 contracts
  • 2022-10-19: Largest IV spike — 53.7% change
  • 2022-10-11: Highest IV Rank — 80.2%
  • 2022-10-21: Largest Expected Move — 64.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$9.82$8.10$12.60$9.60$12.60
Max Pain$25.00$25.00$25.00$25.00$25.00
ATM IV175.9%128.1%268.0%172.1%130.0%
Expected Move44.9%28.5%64.4%49.3%37.3%
HV 20d97.9%81.8%116.2%81.8%111.1%
HV 60d97.4%92.4%104.2%92.4%102.6%
IV Rank47.0%29.8%80.2%45.6%30.5%
IV Percentile91.4%81.7%99.6%94.0%82.5%
Term Structure-5.5%-63.8%58.9%-62.4%-27.4%
VWIV231.7%140.9%492.7%314.3%199.5%
Skew 25d7.3%-62.9%86.5%-5.1%57.6%
Skew 10d7.3%-62.9%86.5%-5.1%57.6%
Call IV 25d114.8%59.3%192.2%150.7%72.5%
Put IV 25d122.1%71.5%162.5%145.6%130.1%
Bid-Ask Spread %24.512.3954.2353.594.09
Gamma HHI0.300.181.000.180.19
Net GEX4.5K07.6K5.3K7.6K
Net DEX-252.3K-608.1K291.6K-382.2K-397.0K
Net VEX-7.3K-11.1K-64-9.0K-10.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.050.030.070.030.06
Total Volume263.476181407396187
Total OI6,443.6196,4066,4956,4066,495

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-10-03$9.60$25.00172.1%49.3%81.8%45.6%314.3%-5.1%-62.4%5.3K-382.2K-9.0K0.0353.59N/AN/A385116,059347
2022-10-04$10.80$25.00163.7%46.9%94.1%42.6%301.8%-43.0%-59.2%6.1K-401.0K-9.6K0.034.99N/AN/A377116,072347
2022-10-05$10.60$25.00165.4%47.4%92.4%43.2%249.7%-5.1%-63.8%6.0K-456.8K-10.4K0.0352.74N/AN/A374116,078347
2022-10-06$10.50$25.00166.5%28.5%91.8%43.6%143.4%-55.1%40.5%5.8K-446.7K-10.1K0.032.49N/AN/A372116,081347
2022-10-07$9.50$25.00250.1%42.5%91.1%73.7%175.4%-8.1%44.2%5.2K-324.3K-8.8K0.032.39N/AN/A391126,085347
2022-10-10$8.40$25.00262.7%43.9%96.1%78.2%176.1%-62.9%49.4%3.9K-215.8K-6.8K0.035.23N/AN/A395126,089348
2022-10-11$8.20$25.00268.0%39.8%94.7%80.2%186.1%-57.2%49.9%3.3K-114.4K-5.5K0.044.54N/AN/A386176,094348
2022-10-12$8.10$25.00140.2%40.2%94.6%34.1%187.7%-44.7%58.7%3.5K-173.8K-6.1K0.074.54N/AN/A182126,104332
2022-10-13$8.20$25.00194.9%55.9%94.5%53.8%255.6%42.2%-18.7%1272.7K-650.0735.49N/AN/A183126,116332
2022-10-14$8.10$25.00143.8%41.2%93.7%35.4%150.1%56.2%-36.5%4.3K-404.7K-8.2K0.0717.96N/AN/A183126,126332
2022-10-17$8.60$25.00143.5%41.1%97.5%35.3%207.4%10.7%-39.1%3.8K-225.3K-6.5K0.078.75N/AN/A181126,126315
2022-10-18$9.10$25.00132.2%37.9%100.1%31.2%492.7%-6.1%-38.9%4.2K-228.1K-7.0K0.0751.90N/AN/A169136,123315
2022-10-19$8.80$25.00203.1%58.2%91.3%56.8%267.4%58.5%-41.9%4.4K-325.9K-7.6K0.0754.23N/AN/A168136,124315
2022-10-20$8.80$25.00219.5%62.9%90.4%62.7%298.5%78.3%0.0%0278.6K-650.0731.97N/AN/A168136,124315
2022-10-21$9.30$25.00224.6%64.4%92.6%64.5%311.8%86.5%1.6%0291.6K-640.0731.97N/AN/A169136,124315
2022-10-24$9.30$25.00185.5%53.2%92.6%50.5%226.1%32.5%-2.5%4.6K-269.0K-7.6K0.0635.91N/AN/A179126,111316
2022-10-25$11.30$25.00131.8%37.8%115.7%31.1%140.9%-54.0%58.9%6.3K-608.1K-11.1K0.0438.33N/AN/A269126,105316
2022-10-26$12.20$25.00133.7%38.3%116.2%31.8%152.5%41.6%-38.0%6.7K-422.3K-10.2K0.0646.61N/AN/A213126,155316
2022-10-27$12.00$25.00134.2%38.5%111.8%32.0%207.3%17.9%37.2%7.0K-423.4K-10.1K0.066.59N/AN/A178116,166316
2022-10-28$12.30$25.00128.1%36.7%111.7%29.8%220.6%12.3%-22.2%5.7K-323.1K-8.8K0.0620.38N/AN/A181116,176317
2022-10-31$12.60$25.00130.0%37.3%111.1%30.5%199.5%57.6%-27.4%7.6K-397.0K-10.2K0.064.09N/AN/A176116,177318