OUST Options History — August 2023 In August 2023, OUST traded between $5.05 and $7.16. ATM implied volatility averaged 96.8%, placing in the 4.3% IV rank vs the trailing year. The 30-day expected move averaged 27.1%. IV traded below realized volatility by 10.2% (HV 20d: 107.0%). Max pain ranged from $5.00 to $7.50. Net GEX was positive for 17 of 23 trading days. Term structure was in contango for 15 of 23 days. Put/call ratio averaged 0.76.
Notable Days 2023-08-11 : Highest Volume — 2,613 contracts2023-08-09 : Largest IV drop — 16.6% change2023-08-04 : Highest IV Rank — 7.7%2023-08-11 : Largest Expected Move — 31.1%Monthly Statistics Metric Avg Min Max Open Close Price $5.85 $5.05 $7.16 $6.12 $5.63 Max Pain $5.65 $5.00 $7.50 $5.00 $5.00 ATM IV 96.8% 78.5% 122.6% 107.9% 82.0% Expected Move 27.1% 22.5% 31.1% 30.9% 23.5% HV 20d 107.0% 70.5% 126.0% 85.4% 119.8% HV 60d 104.9% 94.7% 117.3% 117.3% 96.3% IV Rank 4.3% 1.7% 7.7% 6.6% 2.1% IV Percentile 19.3% 2.8% 42.9% 33.7% 4.8% Term Structure 0.6% -48.3% 21.6% -15.2% 8.0% VWIV 96.2% 77.6% 119.3% 97.1% 82.0% Skew 25d 3.0% -15.4% 34.4% 8.4% 13.4% Skew 10d 33.7% -21.7% 108.5% 32.3% 43.1% Call IV 25d 100.1% 58.7% 198.6% 95.8% 67.2% Put IV 25d 103.1% 77.8% 191.9% 104.2% 80.7% Bid-Ask Spread % 44.58 13.45 68.71 27.62 39.16 Gamma HHI 0.50 0.31 0.80 0.41 0.41 Net GEX 4.6K -7.8K 24.0K 825 6.0K Net DEX -900.9K -1.8M -160.6K -521.9K -1.0M Net VEX -4.2K -5.5K -2.5K -2.9K -5.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.76 0.01 3.24 0.91 0.01 Total Volume 409.217 65 2,613 65 389 Total OI 6,185.435 4,494 8,047 4,494 7,096
Daily Data (23 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 2023-08-01 $6.12 $5.00 107.9% 30.9% 85.4% 6.6% 97.1% 8.4% -15.2% 825 -521.9K -2.9K 0.91 27.62 N/A N/A 34 31 2,465 2,029 2023-08-02 $5.71 $5.00 103.4% 29.6% 89.3% 6.0% 111.1% -11.2% -14.0% -2.3K -365.7K -2.8K 0.41 47.02 N/A N/A 257 106 2,485 2,055 2023-08-03 $5.78 $7.50 110.4% 29.1% 78.6% 6.9% 102.0% 3.9% -0.6% 3.1K -572.8K -2.5K 0.44 68.71 N/A N/A 66 29 2,639 2,121 2023-08-04 $5.56 $7.50 116.2% 28.6% 78.8% 7.7% 101.2% -13.2% 2.6% -2.7K -388.5K -3.0K 2.38 64.84 N/A N/A 26 62 2,628 2,148 2023-08-07 $5.32 $7.50 109.3% 29.4% 76.4% 5.8% 102.9% 25.7% -48.3% -5.8K -299.8K -2.8K 3.24 59.86 N/A N/A 63 204 2,652 2,202 2023-08-08 $5.21 $7.50 122.6% 29.9% 73.4% 7.6% 0.0% -13.1% -0.4% -7.3K -194.7K -2.8K 0.19 21.67 N/A N/A 74 14 2,679 2,405 2023-08-09 $5.05 $7.50 102.2% 29.3% 73.7% 4.9% 102.4% 34.4% 2.2% -7.8K -160.6K -2.8K 0.57 60.44 N/A N/A 97 55 2,735 2,399 2023-08-10 $5.12 $7.50 104.4% 29.9% 70.5% 5.2% 103.7% 31.3% -3.8% -7.3K -187.7K -2.8K 0.42 62.97 N/A N/A 387 161 2,811 2,452 2023-08-11 $6.69 $5.00 108.5% 31.1% 120.9% 5.7% 119.3% -6.7% 21.6% 3.2K -971.2K -2.9K 0.25 53.17 N/A N/A 2,093 520 3,134 2,604 2023-08-14 $7.16 $5.00 100.5% 28.8% 122.5% 4.6% 99.4% 2.1% -4.0% 24.0K -1.8M -4.9K 0.32 38.41 N/A N/A 667 215 4,472 2,565 2023-08-15 $6.63 $5.00 100.8% 28.9% 126.0% 4.7% 102.6% -10.2% 2.4% 9.4K -1.2M -4.6K 0.05 57.23 N/A N/A 858 47 4,581 2,680 2023-08-16 $6.38 $5.00 100.1% 28.7% 125.7% 4.6% 93.3% -15.4% 1.7% 10.1K -1.4M -5.0K 1.30 64.55 N/A N/A 99 129 5,138 2,692 2023-08-17 $6.17 $5.00 93.9% 26.9% 121.0% 3.7% 98.6% -4.3% -22.8% 9.9K -1.3M -4.8K 1.28 64.12 N/A N/A 78 100 5,196 2,744 2023-08-18 $5.98 $5.00 90.4% 25.9% 120.8% 3.3% 101.0% -10.9% 7.8% 9.1K -1.3M -4.8K 0.26 44.59 N/A N/A 394 101 5,352 2,695 2023-08-21 $5.79 $5.00 86.2% 24.7% 121.4% 2.7% 93.6% -8.4% 9.3% 7.9K -1.1M -4.4K 0.33 50.68 N/A N/A 315 103 4,283 1,345 2023-08-22 $5.63 $5.00 88.7% 25.4% 121.7% 3.0% 93.4% -4.5% 6.7% 7.8K -1.1M -4.9K 0.89 23.07 N/A N/A 316 280 4,575 1,446 2023-08-23 $6.12 $5.00 92.8% 26.6% 125.3% 3.6% 96.0% -3.2% 7.0% 10.5K -1.4M -5.5K 0.21 20.70 N/A N/A 286 60 4,734 1,727 2023-08-24 $5.75 $5.00 84.1% 24.1% 125.9% 2.4% 93.6% -5.1% 14.1% 8.3K -1.1M -5.3K 1.10 22.95 N/A N/A 84 92 4,913 1,783 2023-08-25 $5.79 $5.00 84.9% 24.3% 121.6% 2.5% 85.0% -1.3% 10.3% 8.7K -1.2M -5.5K 0.45 16.76 N/A N/A 47 21 4,960 1,839 2023-08-28 $5.49 $5.00 78.5% 22.5% 121.1% 1.7% 77.6% 22.3% 10.2% 5.5K -970.1K -5.0K 0.71 37.54 N/A N/A 62 44 4,997 1,860 2023-08-29 $5.71 $5.00 80.8% 23.2% 122.2% 2.0% 81.1% 19.8% 8.8% 7.2K -1.1M -5.2K 0.37 13.45 N/A N/A 162 60 5,026 1,901 2023-08-30 $5.75 $5.00 78.5% 22.5% 119.7% 1.7% 78.5% 16.2% 11.5% 7.8K -1.1M -5.4K 1.30 65.82 N/A N/A 54 70 5,102 1,920 2023-08-31 $5.63 $5.00 82.0% 23.5% 119.8% 2.1% 82.0% 13.4% 8.0% 6.0K -1.0M -5.2K 0.01 39.16 N/A N/A 385 4 5,108 1,988
« Jul 2023 | All History | Sep 2023 » Home OUST History August 2023