OUST Options History — January 2023

In January 2023, OUST traded between $9.20 and $14.20. ATM implied volatility averaged 172.9%, placing in the 40.1% IV rank vs the trailing year. The 30-day expected move averaged 44.6%. IV traded above realized volatility by 82.1% (HV 20d: 90.8%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 0.05.

Notable Days

  • 2023-01-04: Highest Volume — 74 contracts
  • 2023-01-26: Largest IV spike — 80.3% change
  • 2023-01-10: Highest IV Rank — 71.3%
  • 2023-01-27: Largest Expected Move — 73.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$11.60$9.20$14.20$9.50$14.20
Max Pain$25.00$25.00$25.00$25.00$25.00
ATM IV172.9%102.8%272.4%211.2%162.3%
Expected Move44.6%29.5%73.2%60.6%46.5%
HV 20d90.8%75.2%103.5%94.7%82.4%
HV 60d100.1%94.6%104.3%104.3%97.2%
IV Rank40.1%18.0%71.3%52.1%36.7%
IV Percentile77.4%57.5%98.0%90.9%74.2%
Term Structure-8.5%-68.2%122.2%-42.0%-25.4%
VWIV117.7%117.7%117.7%117.7%117.7%
Skew 25d-33.3%-136.0%80.8%-132.7%-10.2%
Skew 10d-27.5%-140.7%128.5%-140.7%-22.8%
Call IV 25d124.0%106.3%137.1%133.6%106.3%
Put IV 25d90.7%0.9%210.6%0.9%96.1%
Bid-Ask Spread %54.9212.5994.1720.3114.54
Gamma HHI0.300.181.000.260.23
Net GEX5.1K18.3K4.2K8.3K
Net DEX-247.3K-639.8K351.8K-48.3K-639.8K
Net VEX-5.9K-8.8K-63-4.7K-8.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.050.000.260.000.02
Total Volume10.05174228
Total OI5,433.253,8526,2966,2223,874

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-01-03$9.50$25.00211.2%60.6%94.7%52.1%0.0%0.0%-42.0%4.2K-48.3K-4.7K0.0020.31N/AN/A205,933289
2023-01-04$9.90$25.00222.2%63.7%96.4%55.6%0.0%0.0%-68.2%4.3K-32.9K-4.6K0.0029.16N/AN/A7405,934289
2023-01-05$9.20$25.00172.7%46.4%92.1%40.0%0.0%0.0%-9.8%1266.0K-630.0078.59N/AN/A305,996289
2023-01-06$9.60$25.00215.6%41.9%93.4%53.5%0.0%0.0%-10.3%4.4K-74.3K-5.0K0.0074.37N/AN/A105,988289
2023-01-09$10.60$25.00221.1%34.0%101.1%55.2%0.0%-132.7%38.3%4.6K-214.3K-6.4K0.0558.81N/AN/A1115,989289
2023-01-10$10.80$25.00272.4%31.9%101.2%71.3%0.0%-136.0%30.8%5.8K-366.2K-8.4K0.0058.57N/AN/A505,999289
2023-01-11$11.00$25.00161.6%46.3%101.5%36.5%0.0%80.8%-23.3%5.8K-324.6K-8.0K0.0012.59N/AN/A505,999289
2023-01-12$11.70$25.00102.8%29.5%103.4%18.0%0.0%74.1%-33.0%6.5K-408.7K-8.8K0.0054.89N/AN/A306,002289
2023-01-13$12.10$25.00108.6%31.1%103.5%19.9%0.0%0.0%-32.8%5.7K-238.4K-7.1K0.0255.96N/AN/A506,004289
2023-01-17$12.50$25.00109.0%31.3%102.1%20.0%0.0%-21.7%14.9%6.9K-314.4K-8.1K0.2160.83N/AN/A516,006289
2023-01-18$12.30$25.00108.5%31.1%100.8%19.8%117.7%0.0%9.0%55351.8K-1050.2660.71N/AN/A316,006290
2023-01-19$11.30$25.00121.2%34.7%83.7%23.8%0.0%0.0%-32.0%5.3K-186.9K-6.5K0.1059.36N/AN/A206,005290
2023-01-20$11.50$25.00125.9%36.1%83.7%25.3%0.0%0.0%-32.7%5.1K-101.4K-5.8K0.2360.88N/AN/A316,005290
2023-01-23$12.10$25.00128.1%36.7%81.2%26.0%0.0%0.0%-34.9%5.1K-387.8K-5.7K0.0061.22N/AN/A503,82527
2023-01-24$12.10$25.00142.1%40.7%79.8%30.4%0.0%0.0%-36.5%5.4K-455.6K-6.1K0.0058.90N/AN/A303,82727
2023-01-25$11.90$25.00131.0%37.5%77.7%26.9%0.0%0.0%-38.9%6.1K-484.4K-6.7K0.0266.18N/AN/A903,82827
2023-01-26$12.50$25.00236.2%67.7%75.2%60.0%0.0%0.0%122.2%5.2K-380.6K-5.4K0.0089.69N/AN/A1103,83228
2023-01-27$13.80$25.00255.2%73.2%79.9%66.0%0.0%-87.6%59.2%7.1K-565.3K-7.3K0.0094.17N/AN/A503,84328
2023-01-30$13.30$25.00250.0%71.7%82.6%64.3%0.0%0.0%-25.7%5.5K-340.7K-5.0K0.0028.63N/AN/A1403,84528
2023-01-31$14.20$25.00162.3%46.5%82.4%36.7%0.0%-10.2%-25.4%8.3K-639.8K-8.2K0.0214.54N/AN/A2713,84628