OUST Options History — February 2024 In February 2024, OUST traded between $4.71 and $5.91. ATM implied volatility averaged 92.9%, placing in the 4.0% IV rank vs the trailing year. The 30-day expected move averaged 26.6%. IV traded above realized volatility by 14.1% (HV 20d: 78.8%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 13 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 0.73.
Notable Days 2024-02-02 : Highest Volume — 1,092 contracts2024-02-23 : Largest IV spike — 12.5% change2024-02-29 : Highest IV Rank — 4.9%2024-02-29 : Largest Expected Move — 28.4%Monthly Statistics Metric Avg Min Max Open Close Price $5.35 $4.71 $5.91 $5.01 $5.38 Max Pain $5.00 $5.00 $5.00 $5.00 $5.00 ATM IV 92.9% 81.0% 99.1% 89.6% 99.1% Expected Move 26.6% 23.2% 28.4% 25.9% 28.4% HV 20d 78.8% 65.5% 88.1% 70.0% 74.4% HV 60d 86.3% 78.0% 96.5% 95.3% 78.0% IV Rank 4.0% 2.4% 4.9% 3.6% 4.9% IV Percentile 44.4% 15.9% 64.7% 32.1% 64.7% Term Structure 8.6% -44.3% 92.9% -0.5% -6.4% VWIV 94.3% 71.3% 111.1% 90.3% 71.3% Skew 25d 8.1% -98.0% 42.4% 6.6% -98.0% Skew 10d 36.7% -108.2% 91.2% 22.0% -108.2% Call IV 25d 105.1% 63.8% 220.9% 96.5% 220.9% Put IV 25d 113.2% 85.6% 140.7% 103.1% 122.8% Bid-Ask Spread % 59.77 25.58 81.65 51.27 49.18 Gamma HHI 0.44 0.23 0.83 0.61 0.25 Net GEX -5.4K -33.7K 6.2K -18.5K 5.8K Net DEX -897.9K -2.0M 122.7K -129.5K -1.2M Net VEX -7.3K -7.9K -6.5K -7.1K -7.0K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.73 0.00 3.52 1.15 0.05 Total Volume 341.4 34 1,092 644 599 Total OI 16,826 8,220 22,603 20,971 9,501
Daily Data (20 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 2024-02-01 $5.01 $5.00 89.6% 25.9% 70.0% 3.6% 90.3% 6.6% -0.5% -18.5K -129.5K -7.1K 1.15 51.27 N/A N/A 300 344 15,179 5,792 2024-02-02 $5.00 $5.00 89.8% 26.6% 69.8% 3.6% 92.8% 26.8% -0.4% -21.3K -32.1K -7.4K 0.20 49.66 N/A N/A 907 185 15,237 5,964 2024-02-05 $4.71 $5.00 97.8% 27.5% 71.1% 4.7% 95.2% 13.3% -4.9% -21.9K 122.7K -7.3K 0.08 56.06 N/A N/A 106 8 16,059 6,114 2024-02-06 $4.99 $5.00 98.6% 26.4% 75.5% 4.8% 92.3% 42.4% -0.2% -23.9K -218.8K -7.6K 0.60 58.06 N/A N/A 149 89 16,058 6,120 2024-02-07 $4.94 $5.00 89.8% 25.7% 71.0% 3.6% 89.7% 42.1% 1.1% -29.8K -111.3K -7.6K 0.31 64.94 N/A N/A 26 8 16,192 6,208 2024-02-08 $5.05 $5.00 85.1% 24.4% 65.5% 3.0% 89.3% 32.9% 2.0% -33.7K -318.0K -7.5K 1.60 58.57 N/A N/A 35 56 16,204 6,209 2024-02-09 $5.36 $5.00 94.2% 27.0% 70.4% 4.2% 93.2% 26.4% 1.9% -25.3K -844.3K -7.9K 0.43 56.24 N/A N/A 195 84 16,221 6,163 2024-02-12 $5.81 $5.00 95.8% 27.5% 77.4% 4.4% 102.1% -3.1% -4.0% 631 -1.7M -7.4K 0.90 54.87 N/A N/A 280 251 16,274 6,166 2024-02-13 $5.29 $5.00 96.7% 27.7% 82.2% 4.5% 104.4% 36.1% -0.0% 4.3K -1.3M -6.9K 0.21 61.90 N/A N/A 286 60 16,329 6,188 2024-02-14 $5.72 $5.00 92.4% 26.5% 87.3% 4.0% 93.6% 4.1% 2.3% 5.9K -1.9M -7.5K 0.04 72.28 N/A N/A 526 21 16,598 5,925 2024-02-15 $5.91 $5.00 92.2% 26.4% 88.1% 3.9% 95.4% -9.6% 74.8% 6.2K -2.0M -7.8K 0.62 72.09 N/A N/A 176 109 16,607 5,944 2024-02-16 $5.75 $5.00 92.7% 26.6% 88.0% 4.0% 94.4% -7.7% 92.9% 6.2K -1.9M -7.7K 2.03 81.65 N/A N/A 37 75 16,675 5,928 2024-02-20 $5.55 $5.00 97.2% 27.9% 87.8% 4.6% 107.3% 25.5% 39.1% 5.9K -965.8K -7.3K 0.32 64.47 N/A N/A 323 104 5,366 2,854 2024-02-21 $5.45 $5.00 90.8% 26.0% 86.6% 3.7% 95.4% -5.8% 4.3% 5.9K -921.9K -7.0K 0.44 66.20 N/A N/A 150 66 5,542 2,858 2024-02-22 $5.46 $5.00 81.0% 23.2% 84.6% 2.4% 77.6% 21.7% 11.2% 4.9K -879.6K -6.9K 0.66 25.58 N/A N/A 107 71 5,546 2,909 2024-02-23 $5.33 $5.00 91.2% 26.1% 85.0% 3.8% 91.5% 23.5% -4.4% 4.5K -816.5K -7.0K 0.51 69.64 N/A N/A 190 97 5,565 2,970 2024-02-26 $5.50 $5.00 91.6% 26.3% 85.3% 3.9% 111.1% -81.2% 3.0% 6.2K -1.0M -6.5K 3.52 51.67 N/A N/A 60 211 5,638 3,066 2024-02-27 $5.55 $5.00 97.6% 28.0% 81.3% 4.7% 105.8% 41.6% 4.2% 4.9K -1.0M -7.5K 0.00 64.48 N/A N/A 289 1 5,751 3,277 2024-02-28 $5.31 $5.00 94.7% 27.2% 74.8% 4.3% 94.0% 24.2% -44.3% 4.9K -904.3K -7.3K 0.89 66.60 N/A N/A 131 116 6,045 3,278 2024-02-29 $5.38 $5.00 99.1% 28.4% 74.4% 4.9% 71.3% -98.0% -6.4% 5.8K -1.2M -7.0K 0.05 49.18 N/A N/A 570 29 6,161 3,340
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