OUST Options History — June 2023

In June 2023, OUST traded between $4.96 and $6.97. ATM implied volatility averaged 101.4%, placing in the 6.4% IV rank vs the trailing year. The 30-day expected move averaged 28.4%. IV traded below realized volatility by 23.1% (HV 20d: 124.5%). Max pain ranged from $5.00 to $7.50. Net GEX was positive for 12 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.66.

Notable Days

  • 2023-06-07: Highest Volume — 643 contracts
  • 2023-06-09: Largest IV spike — 35.4% change
  • 2023-06-13: Highest IV Rank — 10.9%
  • 2023-06-08: Largest Expected Move — 36.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$5.77$4.96$6.97$6.97$4.96
Max Pain$7.26$5.00$7.50$5.00$7.50
ATM IV101.4%82.5%133.9%103.0%89.3%
Expected Move28.4%25.6%36.8%29.5%25.6%
HV 20d124.5%72.0%165.1%163.1%72.0%
HV 60d141.3%135.3%145.2%145.0%135.4%
IV Rank6.4%4.1%10.9%6.8%4.6%
IV Percentile25.9%14.3%50.0%29.4%14.3%
Term Structure-0.2%-16.0%9.2%-5.7%1.0%
VWIV100.3%89.5%120.2%120.2%89.5%
Skew 25d-0.2%-41.3%33.6%-41.3%22.7%
Skew 10d8.5%-66.3%86.3%-66.3%35.1%
Call IV 25d100.8%70.5%116.1%116.1%70.5%
Put IV 25d100.6%74.5%139.9%74.8%93.2%
Bid-Ask Spread %34.768.3064.8854.9610.84
Gamma HHI0.470.280.650.570.62
Net GEX2.1K-7.4K12.2K11.9K-7.4K
Net DEX77.4K-865.8K793.4K-865.8K793.4K
Net VEX-4.5K-5.4K-3.2K-5.3K-3.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.660.002.990.070.27
Total Volume283.3339643442169
Total OI7,769.2866,3088,9516,3088,170

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-06-01$6.97$5.00103.0%29.5%163.1%6.8%120.2%-41.3%-5.7%11.9K-865.8K-5.3K0.0754.96N/AN/A414283,8062,502
2023-06-02$6.62$5.00100.7%28.9%165.1%6.5%100.0%-24.7%2.7%11.9K-706.0K-5.4K0.0414.73N/AN/A561234,2022,611
2023-06-05$6.55$7.5087.5%27.6%161.8%4.7%99.3%-0.8%0.2%12.2K-660.8K-5.1K0.3148.43N/AN/A4011264,0892,606
2023-06-06$6.64$7.50108.1%26.3%161.5%7.5%93.2%3.6%8.1%12.1K-636.5K-5.3K0.3139.87N/AN/A58184,2662,643
2023-06-07$6.49$7.50108.1%29.0%161.3%7.5%101.3%-2.9%-3.9%4.4K-520.4K-4.8K0.8725.64N/AN/A3433004,2692,651
2023-06-08$6.06$7.5082.5%36.8%163.3%4.1%98.6%33.6%-16.0%8.8K-242.9K-5.4K0.0044.04N/AN/A904,7673,096
2023-06-09$5.56$7.50111.7%27.3%162.0%7.9%95.7%-4.9%0.4%5.8K115.4K-4.4K2.9939.20N/AN/A702094,8023,105
2023-06-12$5.79$7.50129.6%28.8%135.5%10.3%103.5%-6.8%1.7%5.6K-10.6K-5.0K0.1926.64N/AN/A192374,8793,390
2023-06-13$6.33$7.50133.9%27.6%125.1%10.9%106.3%24.2%-1.0%2.7K-313.5K-5.3K0.2057.60N/AN/A112224,9963,427
2023-06-14$5.76$7.50101.3%29.0%129.8%6.2%103.9%4.3%-0.6%1.7K-72.7K-4.7K0.8950.32N/AN/A2892565,0633,444
2023-06-15$5.64$7.50100.7%28.9%129.6%6.1%100.6%2.9%-1.6%1.3K-610-4.6K0.2423.46N/AN/A101245,2103,704
2023-06-16$5.42$7.5098.8%28.3%129.5%5.9%98.6%-12.3%5.3%425184.2K-4.2K1.7940.93N/AN/A2003585,2383,713
2023-06-20$5.54$7.50103.2%29.6%126.7%6.4%102.6%1.7%-3.8%-602370.9K-4.3K1.0027.65N/AN/A2422423,8343,452
2023-06-21$5.45$7.5095.3%27.3%97.3%5.4%95.8%26.0%-0.8%-2.2K460.0K-4.4K0.2064.25N/AN/A1534,0133,688
2023-06-22$5.38$7.5097.9%28.1%96.9%5.7%97.6%18.0%-3.3%-2.5K513.4K-4.2K0.1848.39N/AN/A78144,0283,691
2023-06-23$5.45$7.50101.3%29.1%93.3%6.2%103.3%-1.7%5.5%-1.4K391.8K-4.5K1.2564.88N/AN/A60754,1013,705
2023-06-26$5.05$7.5095.2%27.3%96.4%5.4%95.4%-11.0%1.1%-4.1K676.9K-3.6K0.2811.10N/AN/A3661014,1093,772
2023-06-27$5.12$7.5096.8%27.8%93.1%5.6%97.1%-11.3%-2.8%-5.1K704.4K-3.5K1.8611.11N/AN/A581084,0443,872
2023-06-28$5.17$7.5090.0%25.8%78.0%4.7%96.8%-11.2%9.2%-6.2K727.1K-3.6K0.558.30N/AN/A93514,0733,980
2023-06-29$5.16$7.5095.1%27.3%74.1%5.4%107.5%-11.4%0.2%-6.2K717.6K-3.5K0.3817.73N/AN/A90344,1134,031
2023-06-30$4.96$7.5089.3%25.6%72.0%4.6%89.5%22.7%1.0%-7.4K793.4K-3.2K0.2710.84N/AN/A133364,1274,043