OUST Options History — January 2024 In January 2024, OUST traded between $5.25 and $7.42. ATM implied volatility averaged 90.3%, placing in the 3.7% IV rank vs the trailing year. The 30-day expected move averaged 26.1%. IV traded above realized volatility by 9.0% (HV 20d: 81.3%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 14 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 2.01.
Notable Days 2024-01-11 : Highest Volume — 17,956 contracts2024-01-11 : Largest IV spike — 31.8% change2024-01-22 : Highest IV Rank — 6.8%2024-01-22 : Largest Expected Move — 32.6%Monthly Statistics Metric Avg Min Max Open Close Price $6.32 $5.25 $7.42 $7.12 $5.25 Max Pain $5.00 $5.00 $5.00 $5.00 $5.00 ATM IV 90.3% 69.1% 113.6% 91.0% 93.0% Expected Move 26.1% 19.8% 32.6% 26.1% 26.7% HV 20d 81.3% 58.6% 94.6% 87.4% 69.3% HV 60d 97.0% 95.7% 99.6% 99.0% 95.7% IV Rank 3.7% 0.8% 6.8% 3.8% 4.0% IV Percentile 35.2% 2.0% 73.4% 33.3% 44.8% Term Structure 0.3% -17.9% 38.6% 0.0% -5.7% VWIV 95.2% 76.6% 114.8% 91.3% 95.3% Skew 25d 3.9% -24.2% 242.8% -10.7% -15.6% Skew 10d 17.2% -35.0% 324.2% 0.8% -13.5% Call IV 25d 98.9% 83.0% 115.9% 97.2% 115.9% Put IV 25d 102.8% 68.8% 340.0% 86.5% 100.3% Bid-Ask Spread % 46.71 13.05 72.94 63.46 16.47 Gamma HHI 0.51 0.34 0.71 0.44 0.48 Net GEX 46.7K -40.9K 155.1K 67.8K -8.7K Net DEX -2.9M -7.5M -388.8K -4.2M -388.8K Net VEX -12.9K -18.3K -7.5K -11.2K -7.5K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 2.01 0.02 22.55 0.07 0.42 Total Volume 2,214.476 159 17,956 8,041 559 Total OI 23,995.476 17,052 30,639 17,052 20,672
Daily Data (21 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 2024-01-02 $7.12 $5.00 91.0% 26.1% 87.4% 3.8% 91.3% -10.7% 0.0% 67.8K -4.2M -11.2K 0.07 63.46 N/A N/A 7,516 525 13,377 3,675 2024-01-03 $6.91 $5.00 91.4% 26.2% 88.2% 3.8% 91.4% 3.7% -0.4% 118.7K -5.8M -17.6K 0.84 42.87 N/A N/A 300 251 20,442 4,110 2024-01-04 $6.94 $5.00 87.9% 26.7% 84.5% 3.4% 93.9% -17.4% -5.6% 122.4K -6.0M -18.0K 0.37 55.38 N/A N/A 143 53 20,698 4,326 2024-01-05 $6.96 $5.00 80.9% 25.8% 84.5% 2.4% 90.0% -24.2% -2.7% 130.1K -5.9M -17.8K 0.27 67.64 N/A N/A 244 65 20,800 4,376 2024-01-08 $7.04 $5.00 90.4% 26.1% 84.5% 3.7% 91.0% -19.9% -3.9% 134.8K -6.1M -17.3K 0.86 67.90 N/A N/A 292 250 20,817 4,425 2024-01-09 $7.42 $5.00 86.1% 25.8% 85.7% 3.1% 91.8% -14.5% -2.1% 155.1K -7.5M -18.3K 0.05 68.47 N/A N/A 354 16 20,896 4,550 2024-01-10 $6.70 $5.00 69.1% 19.8% 94.6% 0.8% 76.6% 242.8% 14.6% 127.0K -5.2M -16.0K 0.92 72.94 N/A N/A 247 227 21,013 4,560 2024-01-11 $6.71 $5.00 91.0% 26.1% 87.8% 3.8% 89.3% -15.0% -0.7% 135.8K -4.7M -14.8K 1.27 72.53 N/A N/A 7,902 10,054 21,164 4,603 2024-01-12 $6.56 $5.00 95.4% 27.4% 87.2% 4.4% 94.6% -8.5% -7.9% -4.6K -2.0M -14.4K 0.97 70.67 N/A N/A 299 291 15,560 14,694 2024-01-16 $6.25 $5.00 92.0% 26.4% 88.8% 3.9% 95.2% 3.8% -1.5% -24.2K -1.1M -13.5K 0.60 54.38 N/A N/A 214 128 15,452 14,983 2024-01-17 $6.08 $5.00 96.0% 27.5% 89.0% 4.4% 95.3% -2.5% -9.0% -36.0K -662.1K -13.4K 0.18 72.23 N/A N/A 300 55 15,392 15,042 2024-01-18 $5.99 $5.00 89.9% 25.8% 88.5% 3.6% 95.5% -8.0% -3.3% -40.9K -558.0K -13.0K 1.42 56.65 N/A N/A 96 136 15,564 15,075 2024-01-19 $6.14 $5.00 93.0% 26.6% 87.3% 4.0% 94.3% -1.3% 4.7% -31.4K -1.1M -13.4K 22.55 38.77 N/A N/A 447 10,081 15,547 14,772 2024-01-22 $6.33 $5.00 113.6% 32.6% 84.2% 6.8% 113.8% -10.6% -17.9% 28.7K -2.1M -10.3K 0.02 16.61 N/A N/A 2,330 42 12,349 4,906 2024-01-23 $6.04 $5.00 85.5% 24.5% 80.1% 3.0% 114.8% 0.9% 38.6% 35.9K -2.0M -10.7K 0.54 27.83 N/A N/A 234 127 14,461 4,942 2024-01-24 $5.72 $5.00 96.8% 27.7% 79.4% 4.6% 95.6% 2.1% -8.6% 18.8K -1.2M -9.1K 4.80 23.52 N/A N/A 259 1,243 14,558 5,068 2024-01-25 $5.70 $5.00 90.3% 25.9% 59.2% 3.7% 89.8% -6.8% -1.3% 13.4K -1.1M -9.0K 4.12 26.11 N/A N/A 57 235 14,763 5,324 2024-01-26 $5.54 $5.00 78.9% 22.6% 58.6% 2.2% 101.9% 0.7% 20.6% 18.2K -1.1M -9.4K 0.42 19.71 N/A N/A 112 47 14,793 5,389 2024-01-29 $5.94 $5.00 93.8% 26.9% 66.4% 4.2% 99.6% -3.0% 7.6% 23.6K -1.5M -9.2K 0.87 33.70 N/A N/A 285 248 14,861 5,408 2024-01-30 $5.38 $5.00 90.3% 25.9% 72.3% 3.7% 97.9% -13.9% -8.5% -3.3K -565.2K -7.6K 0.57 13.05 N/A N/A 153 87 14,877 5,621 2024-01-31 $5.25 $5.00 93.0% 26.7% 69.3% 4.0% 95.3% -15.6% -5.7% -8.7K -388.8K -7.5K 0.42 16.47 N/A N/A 393 166 14,948 5,724
« Dec 2023 | All History | Feb 2024 » Home OUST History January 2024