OUST Options History — December 2022

In December 2022, OUST traded between $8.50 and $14.00. ATM implied volatility averaged 192.3%, placing in the 49.3% IV rank vs the trailing year. The 30-day expected move averaged 42.0%. IV traded above realized volatility by 98.1% (HV 20d: 94.2%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 18 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.04.

Notable Days

  • 2022-12-27: Highest Volume — 115 contracts
  • 2022-12-14: Largest IV drop — 61.8% change
  • 2022-12-13: Highest IV Rank — 100.0%
  • 2022-12-01: Largest Expected Move — 63.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$10.96$8.50$14.00$12.70$8.60
Max Pain$25.00$25.00$25.00$25.00$25.00
ATM IV192.3%112.8%363.5%221.6%175.5%
Expected Move42.0%29.8%63.5%63.5%50.3%
HV 20d94.2%71.7%117.9%106.9%92.1%
HV 60d103.1%99.1%106.4%101.7%102.1%
IV Rank49.3%21.2%100.0%63.5%40.9%
IV Percentile84.1%66.3%100.0%94.4%81.7%
Term Structure-16.0%-61.5%61.2%-61.5%-32.8%
VWIV185.7%185.7%185.7%185.7%185.7%
Skew 25d65.6%-42.1%156.0%70.2%-42.1%
Skew 10d69.4%7.4%156.0%70.2%7.4%
Call IV 25d89.3%67.0%127.9%73.8%127.9%
Put IV 25d154.8%85.8%267.3%144.0%85.8%
Bid-Ask Spread %30.888.98101.75101.7519.96
Gamma HHI0.410.201.000.261.00
Net GEX4.7K010.0K9.1K0
Net DEX-100.6K-625.6K269.0K-278.3K248.6K
Net VEX-5.6K-12.1K-61-8.0K-62
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.040.000.330.000.00
Total Volume11.9520115270
Total OI6,152.2386,1086,2206,1826,220

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-12-01$12.70$25.00221.6%63.5%106.9%63.5%0.0%70.2%-61.5%9.1K-278.3K-8.0K0.00101.75N/AN/A2705,876306
2022-12-02$13.80$25.00199.0%57.1%109.8%55.3%0.0%68.0%-58.9%10.0K-585.9K-11.5K0.0361.70N/AN/A705,876306
2022-12-05$14.00$25.00186.5%30.0%109.7%50.8%0.0%74.0%59.5%9.3K-625.6K-12.1K0.0959.67N/AN/A1115,883306
2022-12-06$12.50$25.00169.9%32.6%117.9%44.8%0.0%69.0%61.2%7.0K-183.2K-7.6K0.0035.93N/AN/A6205,888305
2022-12-07$11.90$25.00208.1%29.8%104.5%58.6%0.0%38.1%-2.6%6.4K-243.0K-7.9K0.068.98N/AN/A815,830305
2022-12-08$11.70$25.00203.9%32.2%101.9%57.1%0.0%49.2%-19.6%5.3K-103.0K-6.2K0.0011.78N/AN/A005,834305
2022-12-09$11.90$25.00317.2%32.9%95.1%97.9%0.0%55.4%-19.8%5.6K-85.2K-6.1K0.0022.61N/AN/A005,834305
2022-12-12$11.90$25.00311.4%34.1%84.3%95.8%0.0%57.3%-21.6%6.0K-142.4K-6.8K0.0020.17N/AN/A005,834305
2022-12-13$12.30$25.00363.5%37.5%84.3%100.0%0.0%85.2%-21.4%6.1K-89.3K-6.6K0.0022.58N/AN/A105,834305
2022-12-14$11.90$25.00138.9%39.8%76.3%29.4%0.0%0.0%-23.0%5.3K-56.5K-5.9K0.0020.61N/AN/A205,835305
2022-12-15$11.30$25.00146.9%42.1%71.7%31.9%0.0%94.5%-7.1%5.3K-128.9K-6.4K0.0032.41N/AN/A005,836305
2022-12-16$11.90$25.00134.3%38.5%74.5%27.9%0.0%77.8%-7.2%6.2K-294.2K-8.2K0.0031.67N/AN/A205,836305
2022-12-19$10.00$25.00121.8%34.9%93.2%24.0%0.0%0.0%-12.0%4.4K-139.6K-5.9K0.0230.40N/AN/A605,817305
2022-12-20$10.20$25.00127.2%36.5%92.0%25.7%0.0%0.0%-12.7%4.8K-187.7K-6.4K0.0029.17N/AN/A105,815302
2022-12-21$9.60$25.00112.8%32.3%93.8%21.2%0.0%0.0%-14.7%4.0K-394-4.4K0.0028.59N/AN/A405,815298
2022-12-22$9.30$25.00160.1%45.9%93.5%36.1%185.7%0.0%-16.4%1269.0K-610.2028.83N/AN/A105,819289
2022-12-23$8.90$25.00185.2%53.1%93.4%43.9%0.0%0.0%-41.9%0257.5K-610.0018.49N/AN/A105,819289
2022-12-27$8.50$25.00196.0%56.2%93.9%47.3%0.0%156.0%-26.2%1245.9K-610.0027.58N/AN/A11505,822289
2022-12-28$8.50$25.00165.3%47.4%93.3%37.7%0.0%0.0%-28.3%0245.9K-620.3316.81N/AN/A005,930289
2022-12-29$8.80$25.00192.4%55.2%95.2%46.2%0.0%-42.1%-29.8%4.7K-235.9K-6.4K0.0018.72N/AN/A105,931289
2022-12-30$8.60$25.00175.5%50.3%92.1%40.9%0.0%0.0%-32.8%0248.6K-620.0019.96N/AN/A005,931289