OUST Options History — October 2023

In October 2023, OUST traded between $3.75 and $4.88. ATM implied volatility averaged 92.1%, placing in the 3.5% IV rank vs the trailing year. The 30-day expected move averaged 26.7%. IV traded above realized volatility by 29.2% (HV 20d: 62.9%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 3.65.

Notable Days

  • 2023-10-18: Highest Volume — 825 contracts
  • 2023-10-27: Largest IV drop — 17.1% change
  • 2023-10-17: Highest IV Rank — 4.6%
  • 2023-10-17: Largest Expected Move — 28.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$4.31$3.75$4.88$4.88$3.83
Max Pain$5.00$5.00$5.00$5.00$5.00
ATM IV92.1%81.9%99.9%91.0%91.6%
Expected Move26.7%23.5%28.6%26.1%26.3%
HV 20d62.9%48.5%71.0%48.5%69.8%
HV 60d85.1%83.3%87.3%85.9%83.4%
IV Rank3.5%2.1%4.6%3.4%3.4%
IV Percentile22.4%6.7%36.1%18.7%23.4%
Term Structure-8.4%-26.1%4.5%3.6%-17.0%
VWIV94.9%84.2%107.5%91.0%84.2%
Skew 25d-19.1%-46.7%20.5%20.5%-28.6%
Skew 10d-32.7%-90.8%32.7%32.7%-51.9%
Call IV 25d106.4%76.8%134.3%76.8%134.3%
Put IV 25d87.3%69.5%105.7%97.3%105.7%
Bid-Ask Spread %22.765.3656.1410.186.82
Gamma HHI0.360.330.410.380.34
Net GEX3.5K2.2K4.5K4.2K2.5K
Net DEX-293.6K-679.0K81.0K-679.0K-64.3K
Net VEX-4.6K-6.0K-3.0K-6.0K-3.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.650.0054.000.050.97
Total Volume173.09120825200513
Total OI9,063.6368,5939,8028,6709,298

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-10-02$4.88$5.0091.0%26.1%48.5%3.4%91.0%20.5%3.6%4.2K-679.0K-6.0K0.0510.18N/AN/A190105,4843,186
2023-10-03$4.64$5.0091.5%26.2%49.9%3.4%91.3%14.6%3.3%4.2K-527.7K-5.7K0.4511.72N/AN/A51235,6513,185
2023-10-04$4.67$5.0090.4%25.9%49.7%3.3%90.5%14.4%-6.9%4.2K-505.2K-5.7K0.118.84N/AN/A1825,6913,186
2023-10-05$4.61$5.0091.5%26.6%49.4%3.4%91.5%-42.7%-8.1%4.1K-446.7K-5.5K0.0756.14N/AN/A4635,7003,186
2023-10-06$4.56$5.0084.5%26.2%49.2%2.5%93.7%-16.0%-6.0%4.0K-431.6K-5.5K0.0814.98N/AN/A6055,7163,186
2023-10-09$4.30$5.0082.2%27.3%52.7%2.2%95.3%-46.7%-8.4%3.5K-290.0K-5.0K0.0834.54N/AN/A4945,7483,189
2023-10-10$4.75$5.0082.0%24.8%63.1%2.1%92.2%-36.8%4.5%4.0K-537.8K-5.3K0.3240.14N/AN/A114365,7763,193
2023-10-11$4.72$5.0094.2%27.0%60.9%3.8%96.9%-42.3%-7.3%4.4K-586.3K-5.5K10.7534.30N/AN/A4435,8713,188
2023-10-12$4.42$5.0090.1%25.8%65.1%3.2%89.6%-21.2%-3.7%3.9K-401.6K-5.2K0.1646.84N/AN/A113185,8733,186
2023-10-13$4.21$5.0096.0%27.5%66.3%4.0%105.5%-25.3%-11.1%4.0K-214.4K-4.7K0.1446.30N/AN/A2845,8963,199
2023-10-16$4.50$5.0091.7%26.3%68.7%3.4%91.7%-16.6%-6.4%4.5K-320.9K-4.8K1.1837.76N/AN/A1501775,9133,201
2023-10-17$4.63$5.0099.9%28.6%65.3%4.6%99.9%-15.2%-17.9%4.2K-512.2K-5.1K3.8836.42N/AN/A17666,0303,251
2023-10-18$4.42$5.0098.7%28.3%66.9%4.4%88.6%-19.4%-12.4%4.2K-377.1K-4.9K54.0011.20N/AN/A158106,0373,256
2023-10-19$4.17$5.0097.4%27.9%69.4%4.2%98.0%-18.9%-6.2%3.3K-233.0K-4.6K5.1214.40N/AN/A341746,0483,656
2023-10-20$4.17$5.0094.9%27.2%69.0%3.9%93.6%-14.7%-6.2%2.9K-165.9K-4.5K1.259.86N/AN/A40506,0633,739
2023-10-23$4.00$5.0096.8%27.7%69.7%4.1%97.2%-19.3%-5.9%2.5K-196.3K-4.1K0.3611.72N/AN/A3041085,5413,052
2023-10-24$4.01$5.0095.3%27.3%69.8%3.9%97.3%-19.0%-8.0%3.3K-177.7K-4.2K0.0213.04N/AN/A10525,7813,160
2023-10-25$3.81$5.0095.5%27.4%68.8%4.0%98.9%-25.1%-9.6%2.4K52.6K-3.3K0.556.05N/AN/A29165,8383,161
2023-10-26$3.92$5.0098.8%28.3%69.5%4.4%98.7%-14.8%-10.7%2.3K14.5K-3.3K0.2821.73N/AN/A74215,8443,154
2023-10-27$3.75$5.0081.9%23.5%70.4%2.1%94.1%-37.7%-26.1%2.2K81.0K-3.0K0.4022.33N/AN/A75305,8523,154
2023-10-30$3.81$5.0089.3%25.6%71.0%3.1%107.5%-9.6%-19.0%2.4K59.9K-3.1K0.005.36N/AN/A17705,9273,154
2023-10-31$3.83$5.0091.6%26.3%69.8%3.4%84.2%-28.6%-17.0%2.5K-64.3K-3.1K0.976.82N/AN/A2612526,1843,114