OUST Options History — April 2023 In April 2023, OUST traded between $3.24 and $7.60. ATM implied volatility averaged 256.7%, placing in the 42.3% IV rank vs the trailing year. The 30-day expected move averaged 60.3%. IV traded above realized volatility by 114.5% (HV 20d: 142.2%). Max pain ranged from $2.50 to $25.00. Net GEX was positive for 3 of 19 trading days. Term structure was in contango for 2 of 19 days. Put/call ratio averaged 0.75.
Notable Days 2023-04-27 : Highest Volume — 269 contracts2023-04-21 : Largest IV spike — 177.0% change2023-04-21 : Highest IV Rank — 100.0%2023-04-19 : Largest Expected Move — 86.2%Monthly Statistics Metric Avg Min Max Open Close Price $4.73 $3.24 $7.60 $7.60 $3.54 Max Pain $18.89 $2.50 $25.00 $25.00 $2.50 ATM IV 256.7% 78.6% 809.5% 209.5% 143.4% Expected Move 60.3% 22.5% 86.2% 60.1% 41.1% HV 20d 142.2% 116.5% 162.6% 116.5% 135.4% HV 60d 131.5% 118.3% 136.6% 120.0% 133.8% IV Rank 42.3% 3.6% 100.0% 37.5% 12.1% IV Percentile 80.7% 15.9% 100.0% 85.3% 56.3% Term Structure -73.6% -122.8% 19.2% -76.0% -80.1% VWIV 190.6% 72.8% 357.9% 232.8% 150.7% Skew 25d 28.1% -47.7% 150.5% -31.0% 149.6% Skew 10d 28.1% -47.7% 150.5% -31.0% 149.6% Call IV 25d 85.2% 56.7% 122.0% 106.8% 56.7% Put IV 25d 113.3% 68.7% 229.2% 75.8% 206.3% Bid-Ask Spread % 29.41 3.18 131.90 4.49 54.44 Gamma HHI 0.65 0.37 1.00 1.00 0.39 Net GEX 2.1K -340 40.6K 0 237 Net DEX -386.8K -7.6M 45.2K 39.7K -11.3K Net VEX -1.4K -26.1K -15 -44 -307 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.75 0.00 4.26 0.48 0.79 Total Volume 48.526 0 269 40 25 Total OI 5,013.842 22 34,387 4,413 562
Daily Data (19 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2023-04-03 $7.60 $25.00 209.5% 60.1% 116.5% 37.5% 0.0% -31.0% -76.0% 0 39.7K -44 0.48 4.49 N/A N/A 27 13 4,361 52 2023-04-04 $7.50 $25.00 212.5% 60.9% 116.5% 38.2% 0.0% -18.4% -81.3% 0 45.2K -44 0.00 3.18 N/A N/A 2 0 4,377 60 2023-04-05 $7.00 $25.00 230.6% 66.1% 117.2% 42.5% 232.8% -33.4% -90.9% 0 42.2K -44 0.65 4.38 N/A N/A 3 2 4,379 60 2023-04-06 $6.90 $25.00 238.5% 49.1% 117.2% 44.4% 0.0% -47.7% -42.8% 0 42.1K -44 0.25 9.35 N/A N/A 0 0 4,381 61 2023-04-10 $4.90 $25.00 423.9% 59.7% 162.6% 88.4% 0.0% 10.8% -84.7% 0 30.4K -44 0.02 4.90 N/A N/A 128 3 4,383 62 2023-04-11 $4.80 $25.00 230.1% 66.0% 160.9% 42.4% 0.0% 24.6% -87.8% 0 24.2K -45 0.16 55.55 N/A N/A 7 1 4,431 51 2023-04-12 $4.60 $25.00 198.9% 57.0% 158.5% 35.0% 0.0% -2.6% -92.4% 0 23.5K -45 0.00 58.18 N/A N/A 15 0 4,461 51 2023-04-13 $4.60 $25.00 256.1% 73.4% 157.7% 48.5% 0.0% 18.8% -94.8% 0 23.3K -47 0.95 55.37 N/A N/A 2 2 4,659 51 2023-04-14 $4.30 $25.00 257.2% 73.7% 149.1% 48.8% 0.0% 7.6% -101.2% 0 22.7K -47 0.27 4.74 N/A N/A 7 2 4,660 53 2023-04-17 $4.30 $25.00 268.8% 77.0% 149.5% 51.5% 0.0% 7.8% -109.6% 0 20.9K -47 0.80 12.91 N/A N/A 2 1 4,660 49 2023-04-18 $4.10 $25.00 297.3% 85.2% 148.8% 58.3% 0.0% 58.1% -115.9% 0 19.6K -47 0.00 5.49 N/A N/A 1 0 4,661 48 2023-04-19 $3.90 $25.00 300.8% 86.2% 146.4% 59.2% 357.9% 99.1% -122.8% 0 14.4K -47 0.40 5.49 N/A N/A 5 2 4,662 37 2023-04-20 $4.00 $25.00 292.2% 83.8% 147.6% 57.1% 0.0% 150.5% 0.0% 0 12.0K -47 0.00 3.94 N/A N/A 3 0 4,667 30 2023-04-21 $3.72 $0.00 809.5% 0.0% 145.5% 100.0% 0.0% 149.6% 10.4% 172 -70.5K -33 1.00 57.41 N/A N/A 12 12 199 24 2023-04-24 $3.69 $2.50 168.9% 48.4% 141.4% 15.5% 128.2% 0.0% -34.8% 40.6K -7.6M -26.1K 3.43 131.90 N/A N/A 7 24 34,146 241 2023-04-25 $3.24 $5.00 130.3% 37.3% 144.4% 10.4% 201.5% 0.0% -98.8% -6 849 -15 4.26 37.31 N/A N/A 50 213 7 15 2023-04-26 $3.49 $2.50 78.6% 22.5% 149.9% 3.6% 72.8% 0.0% 19.2% -304 10.1K -142 0.14 16.21 N/A N/A 72 10 64 226 2023-04-27 $3.62 $2.50 129.8% 37.2% 136.6% 10.3% 150.7% 0.0% -41.5% -340 616 -186 0.71 33.58 N/A N/A 157 112 136 236 2023-04-28 $3.54 $2.50 143.4% 41.1% 135.4% 12.1% 0.0% 0.0% -80.1% 237 -11.3K -307 0.79 54.44 N/A N/A 14 11 290 272
« Mar 2023 | All History | May 2023 » Home OUST History April 2023