OUST Options History — November 2022

In November 2022, OUST traded between $9.60 and $13.80. ATM implied volatility averaged 182.2%, placing in the 49.3% IV rank vs the trailing year. The 30-day expected move averaged 48.7%. IV traded above realized volatility by 69.8% (HV 20d: 112.4%). 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 4 of 21 days. Put/call ratio averaged 0.09.

Notable Days

  • 2022-11-16: Highest Volume — 453 contracts
  • 2022-11-17: Largest IV spike — 93.6% change
  • 2022-11-18: Highest IV Rank — 91.2%
  • 2022-11-18: Largest Expected Move — 85.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$11.90$9.60$13.80$11.80$12.10
Max Pain$25.00$25.00$25.00$25.00$25.00
ATM IV182.2%101.4%298.5%129.3%199.1%
Expected Move48.7%26.2%85.6%37.1%57.1%
HV 20d112.4%86.9%130.3%107.3%105.6%
HV 60d99.9%94.8%102.6%102.1%101.4%
IV Rank49.3%20.2%91.2%30.2%55.3%
IV Percentile88.4%66.7%99.6%81.7%90.5%
Term Structure-26.1%-111.7%55.9%-53.7%-61.3%
VWIV320.0%183.0%481.4%269.6%393.3%
Skew 25d19.5%-160.4%111.7%-46.5%55.9%
Skew 10d19.5%-160.4%111.7%-46.5%55.9%
Call IV 25d92.7%57.9%161.0%126.6%77.4%
Put IV 25d112.1%0.6%169.6%80.1%133.3%
Bid-Ask Spread %73.003.86118.364.38106.28
Gamma HHI0.200.180.220.190.19
Net GEX6.6K4.5K8.2K6.8K7.1K
Net DEX-426.0K-858.6K-182.0K-448.9K-500.2K
Net VEX-9.6K-12.0K-7.6K-10.0K-10.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.090.001.000.050.00
Total Volume207.61904532202
Total OI6,445.2866,1806,8316,5046,180

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-11-01$11.80$25.00129.3%37.1%107.3%30.2%269.6%-46.5%-53.7%6.8K-448.9K-10.0K0.054.38N/AN/A209116,186318
2022-11-02$11.80$25.00153.6%44.0%107.0%38.9%202.2%-53.6%-57.0%6.7K-380.6K-9.8K0.077.93N/AN/A190136,186318
2022-11-03$11.50$25.00152.7%26.2%107.4%38.6%205.5%5.1%-23.2%6.2K-239.8K-8.3K0.073.86N/AN/A192146,186319
2022-11-04$11.80$25.00164.0%27.5%100.2%42.7%0.0%27.0%-23.3%6.3K-183.2K-7.7K0.075.22N/AN/A199146,188319
2022-11-07$11.90$25.00188.3%43.1%86.9%51.5%183.0%1.3%-111.7%7.1K-715.8K-12.0K0.076.59N/AN/A202146,191319
2022-11-08$10.20$25.00191.2%28.6%105.4%52.5%313.9%72.1%-30.2%5.8K-520.7K-10.0K0.0662.44N/AN/A214136,198317
2022-11-09$9.60$25.00208.2%59.7%108.2%58.6%300.9%74.0%-33.0%4.5K-858.6K-9.9K0.0790.58N/AN/A206136,199314
2022-11-10$10.70$25.00105.1%30.1%113.9%21.5%481.4%-160.4%55.9%6.1K-407.0K-9.3K0.05118.36N/AN/A253136,214314
2022-11-11$12.10$25.00143.4%41.1%119.8%35.3%397.9%-46.5%50.6%6.4K-331.6K-9.0K0.0788.02N/AN/A194136,272314
2022-11-14$12.50$25.00116.6%33.4%119.0%25.6%394.9%-24.5%43.4%6.7K-217.9K-8.1K0.0762.65N/AN/A189136,267314
2022-11-15$13.80$25.00141.9%40.7%121.7%34.7%258.9%111.7%-27.0%8.2K-538.2K-11.4K0.0797.69N/AN/A203136,268313
2022-11-16$12.60$25.00101.4%29.1%126.7%20.2%222.8%-26.7%53.8%7.1K-426.7K-10.0K0.0384.52N/AN/A439146,281313
2022-11-17$12.60$25.00196.3%56.3%126.7%54.3%318.7%61.7%-32.2%7.2K-535.1K-10.6K0.05111.66N/AN/A290146,517314
2022-11-18$11.70$25.00298.5%85.6%129.9%91.2%455.6%41.9%-36.5%6.3K-299.1K-8.6K0.05106.67N/AN/A292156,516314
2022-11-21$12.20$25.00243.6%69.8%130.3%71.4%386.1%36.9%-21.9%6.9K-460.0K-10.1K0.04101.36N/AN/A287125,873307
2022-11-22$12.00$25.00248.4%71.2%111.6%73.1%335.5%49.0%-41.9%6.0K-182.0K-7.6K0.0494.60N/AN/A287125,873307
2022-11-23$12.20$25.00253.9%72.8%108.3%75.1%393.3%55.1%-42.7%7.0K-460.0K-10.3K0.04108.23N/AN/A288125,874307
2022-11-25$12.40$25.00196.3%56.3%108.2%54.3%0.0%60.3%-45.6%7.0K-391.5K-9.6K0.0072.28N/AN/A005,873307
2022-11-28$12.10$25.00187.8%53.8%108.3%51.3%0.0%54.9%-54.8%6.9K-436.2K-9.8K0.0087.96N/AN/A105,874307
2022-11-29$12.30$25.00206.4%59.2%108.1%58.0%0.0%60.2%-56.8%7.6K-413.5K-9.9K1.00111.75N/AN/A005,874306
2022-11-30$12.10$25.00199.1%57.1%105.6%55.3%0.0%55.9%-61.3%7.1K-500.2K-10.3K0.00106.28N/AN/A205,874306