OUST Options History — April 2024 In April 2024, OUST traded between $7.01 and $10.02. ATM implied volatility averaged 115.7%, placing in the 20.3% IV rank vs the trailing year. The 30-day expected move averaged 33.2%. IV traded below realized volatility by 28.5% (HV 20d: 144.1%). Max pain ranged from $6.00 to $9.00. Net GEX was positive for 20 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 1.16.
Notable Days 2024-04-01 : Highest Volume — 12,747 contracts2024-04-25 : Largest IV spike — 9.8% change2024-04-30 : Highest IV Rank — 84.6%2024-04-30 : Largest Expected Move — 42.1%Monthly Statistics Metric Avg Min Max Open Close Price $8.41 $7.01 $10.02 $9.86 $9.07 Max Pain $8.86 $6.00 $9.00 $6.00 $9.00 ATM IV 115.7% 102.7% 146.7% 105.2% 146.7% Expected Move 33.2% 28.1% 42.1% 30.2% 42.1% HV 20d 144.1% 96.1% 160.9% 148.2% 96.1% HV 60d 107.1% 103.6% 110.7% 105.9% 110.7% IV Rank 20.3% 5.4% 84.6% 5.7% 84.6% IV Percentile 88.9% 76.2% 99.6% 79.4% 99.6% Term Structure -23.3% -49.0% -1.9% -5.1% -49.0% VWIV 115.4% 89.6% 147.3% 103.5% 147.3% Skew 25d -4.0% -13.0% 5.2% 0.5% -12.4% Skew 10d -9.3% -51.3% 28.3% -19.4% 17.8% Call IV 25d 118.2% 103.4% 150.9% 105.8% 150.9% Put IV 25d 114.2% 99.7% 138.5% 106.3% 138.5% Bid-Ask Spread % 41.25 20.47 66.61 36.38 33.48 Gamma HHI 0.24 0.21 0.34 0.27 0.26 Net GEX 49.0K -23.0K 122.0K 29.9K 96.8K Net DEX -4.9M -11.9M 114.4K -6.9M -9.5M Net VEX -28.3K -38.9K -10.7K -10.7K -31.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.16 0.04 14.21 0.30 0.04 Total Volume 2,903.909 179 12,747 12,747 498 Total OI 36,057.318 14,290 43,112 14,290 36,498
Daily Data (22 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 2024-04-01 $9.86 $6.00 105.2% 30.2% 148.2% 5.7% 103.5% 0.5% -5.1% 29.9K -6.9M -10.7K 0.30 36.38 N/A N/A 9,802 2,945 8,949 5,341 2024-04-02 $9.93 $9.00 106.7% 30.6% 147.5% 5.9% 107.6% -2.0% -2.1% 58.4K -7.4M -17.8K 0.48 28.82 N/A N/A 4,079 1,942 13,100 7,986 2024-04-03 $10.02 $9.00 107.8% 30.9% 144.3% 6.0% 105.0% -11.1% -1.9% 122.0K -11.9M -37.8K 0.29 23.63 N/A N/A 2,127 625 24,166 13,121 2024-04-04 $9.95 $9.00 110.3% 30.2% 145.0% 6.4% 106.7% 3.5% -34.6% 117.8K -11.2M -38.9K 0.10 43.73 N/A N/A 4,807 474 24,292 13,424 2024-04-05 $9.59 $9.00 102.7% 28.1% 146.6% 5.4% 89.6% 3.7% -9.6% 108.5K -9.7M -37.4K 0.40 44.69 N/A N/A 603 241 24,750 13,607 2024-04-08 $9.46 $9.00 105.2% 30.0% 147.4% 5.7% 107.8% -3.9% -44.4% 101.8K -9.2M -35.3K 0.16 32.60 N/A N/A 833 132 24,787 13,586 2024-04-09 $8.71 $9.00 103.7% 33.6% 152.1% 5.5% 116.7% -10.3% -25.2% 65.9K -5.7M -31.8K 2.61 66.61 N/A N/A 621 1,618 25,269 13,567 2024-04-10 $8.18 $9.00 112.6% 32.3% 150.8% 6.7% 112.2% 5.2% -20.8% 8.0K -2.4M -33.8K 0.08 34.85 N/A N/A 10,780 891 25,290 17,822 2024-04-11 $8.52 $9.00 114.7% 32.9% 150.7% 7.0% 115.6% 0.9% -34.5% 12.0K -3.7M -34.4K 0.81 30.83 N/A N/A 487 395 24,418 17,938 2024-04-12 $7.81 $9.00 115.2% 33.0% 151.3% 7.0% 117.2% -6.6% -21.0% -12.7K -1.2M -31.3K 1.08 42.73 N/A N/A 412 446 24,566 18,024 2024-04-15 $7.55 $9.00 113.6% 32.6% 152.7% 6.8% 114.0% -0.2% -18.8% -23.0K 114.4K -28.0K 14.21 46.97 N/A N/A 380 5,398 24,702 17,979 2024-04-16 $7.54 $9.00 114.9% 33.0% 152.9% 7.0% 114.4% -3.4% -21.3% 10.1K -1.3M -25.1K 0.37 49.70 N/A N/A 462 172 24,852 14,515 2024-04-17 $7.17 $9.00 112.8% 32.3% 154.9% 6.7% 114.2% -2.5% -19.7% 11.2K -430.3K -23.2K 0.45 41.89 N/A N/A 562 252 25,146 14,278 2024-04-18 $7.05 $9.00 119.6% 34.3% 155.4% 7.6% 110.9% -11.5% -20.2% 27.2K -58.3K -22.1K 1.16 54.12 N/A N/A 362 420 25,235 14,399 2024-04-19 $7.13 $9.00 116.8% 33.5% 155.4% 7.2% 117.0% -3.9% -21.6% 30.1K -134.4K -22.4K 0.23 43.29 N/A N/A 446 104 25,498 14,552 2024-04-22 $7.01 $9.00 115.0% 33.0% 154.4% 7.0% 114.9% -1.2% -23.3% 27.5K -1.2M -21.4K 1.34 44.03 N/A N/A 1,280 1,711 20,029 9,800 2024-04-23 $7.86 $9.00 118.5% 34.0% 158.1% 7.5% 118.0% 1.5% -24.1% 38.2K -3.3M -26.9K 0.24 42.60 N/A N/A 863 207 21,229 11,470 2024-04-24 $7.38 $9.00 111.1% 31.9% 160.9% 45.6% 111.7% -4.4% -12.6% 30.9K -1.9M -24.4K 0.04 49.38 N/A N/A 2,435 91 21,881 11,526 2024-04-25 $7.41 $9.00 122.0% 35.0% 126.8% 59.7% 119.1% -5.3% -26.1% 46.7K -2.7M -26.4K 0.70 55.97 N/A N/A 105 74 23,630 11,525 2024-04-26 $8.57 $9.00 128.7% 36.9% 123.1% 66.4% 132.0% -11.8% -34.5% 77.1K -7.3M -31.1K 0.09 40.77 N/A N/A 1,700 153 23,667 11,534 2024-04-29 $9.23 $9.00 140.8% 40.4% 96.1% 78.7% 144.4% -13.0% -41.8% 93.4K -9.8M -31.3K 0.24 20.47 N/A N/A 1,570 381 23,727 11,586 2024-04-30 $9.07 $9.00 146.7% 42.1% 96.1% 84.6% 147.3% -12.4% -49.0% 96.8K -9.5M -31.3K 0.04 33.48 N/A N/A 477 21 24,805 11,693
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