OUST Options History — May 2024

In May 2024, OUST traded between $9.35 and $13.09. ATM implied volatility averaged 121.0%, placing in the 50.7% IV rank vs the trailing year. The 30-day expected move averaged 30.0%. IV traded above realized volatility by 23.8% (HV 20d: 97.3%). Max pain ranged from $7.00 to $12.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.46.

Notable Days

2024-05-17: Highest Volume — 10,631 contracts
2024-05-10: Largest IV drop — 35.6% change
2024-05-03: Highest IV Rank — 100.0%
2024-05-03: Largest Expected Move — 46.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$11.32	$9.35	$13.09	$9.35	$11.61
Max Pain	$10.05	$7.00	$12.00	$9.00	$12.00
ATM IV	121.0%	87.2%	186.3%	150.4%	91.1%
Expected Move	30.0%	25.0%	46.4%	43.1%	26.1%
HV 20d	97.3%	89.5%	103.5%	96.8%	93.8%
HV 60d	111.9%	106.9%	114.8%	109.8%	114.5%
IV Rank	50.7%	19.8%	100.0%	88.3%	22.9%
IV Percentile	68.6%	26.6%	100.0%	99.6%	42.1%
Term Structure	-1.9%	-55.4%	41.6%	-49.7%	-3.8%
VWIV	106.4%	83.0%	161.9%	156.1%	87.4%
Skew 25d	-4.6%	-35.2%	49.3%	-17.8%	-6.3%
Skew 10d	-3.1%	-71.7%	61.6%	-39.3%	-23.4%
Call IV 25d	102.1%	60.6%	164.9%	162.6%	92.3%
Put IV 25d	97.5%	69.2%	153.5%	144.8%	86.0%
Bid-Ask Spread %	56.09	28.36	78.64	35.28	55.83
Gamma HHI	0.26	0.17	0.48	0.27	0.17
Net GEX	136.8K	59.3K	243.3K	105.6K	104.5K
Net DEX	-14.0M	-29.5M	-6.9M	-11.1M	-7.3M
Net VEX	-28.6K	-32.5K	-24.1K	-31.6K	-27.8K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.46	0.04	3.16	0.04	0.27
Total Volume	2,070.182	279	10,631	841	473
Total OI	32,200.409	20,519	42,375	36,685	23,453

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
2024-05-01	$9.35	$9.00	150.4%	43.1%	96.8%	88.3%	156.1%	-17.8%	-49.7%	105.6K	-11.1M	-31.6K	0.04	35.28	N/A	N/A	808	33	24,985	11,700
2024-05-02	$9.57	$9.00	148.0%	42.4%	97.3%	85.9%	151.2%	-12.1%	-37.1%	116.1K	-11.9M	-30.8K	0.20	28.36	N/A	N/A	542	110	25,099	11,725
2024-05-03	$9.59	$9.00	161.7%	46.4%	96.4%	100.0%	161.9%	-11.4%	-55.4%	114.3K	-11.9M	-30.2K	0.05	37.22	N/A	N/A	642	34	25,024	11,773
2024-05-06	$9.83	$7.00	167.7%	31.6%	96.6%	100.0%	109.8%	-1.9%	-8.8%	120.1K	-12.5M	-29.9K	0.20	58.81	N/A	N/A	496	99	25,160	11,793
2024-05-07	$9.48	$7.00	175.3%	31.4%	92.6%	100.0%	112.0%	8.6%	-6.8%	115.3K	-11.5M	-28.8K	0.10	74.34	N/A	N/A	410	42	25,409	11,833
2024-05-08	$9.77	$8.00	186.3%	32.0%	89.5%	100.0%	114.3%	11.4%	-8.3%	127.8K	-12.8M	-28.2K	0.15	77.03	N/A	N/A	985	147	25,529	11,826
2024-05-09	$10.45	$8.00	179.3%	32.1%	91.2%	94.3%	111.2%	49.3%	-8.1%	153.1K	-16.0M	-28.6K	0.08	69.96	N/A	N/A	2,839	237	26,129	11,730
2024-05-10	$12.54	$8.00	115.5%	30.4%	102.5%	42.7%	105.8%	-35.2%	-3.4%	243.3K	-26.5M	-26.2K	0.56	53.66	N/A	N/A	5,637	3,155	26,908	11,836
2024-05-13	$12.29	$8.00	134.0%	26.5%	101.6%	57.7%	103.2%	0.6%	24.2%	200.0K	-24.5M	-26.6K	0.34	58.85	N/A	N/A	3,168	1,065	27,493	14,557
2024-05-14	$11.89	$10.00	136.0%	27.1%	103.3%	59.3%	96.7%	-9.7%	6.5%	188.6K	-21.9M	-27.0K	0.36	52.69	N/A	N/A	918	330	27,286	15,051
2024-05-15	$11.97	$10.00	90.0%	25.8%	99.9%	22.0%	91.3%	-8.3%	13.0%	219.0K	-21.8M	-25.6K	0.39	56.77	N/A	N/A	1,021	395	26,944	15,219
2024-05-16	$11.79	$10.00	95.9%	27.5%	99.8%	26.8%	97.4%	-7.7%	40.4%	221.3K	-20.9M	-24.9K	3.16	61.64	N/A	N/A	464	1,467	26,937	15,438
2024-05-17	$13.09	$10.00	99.6%	28.6%	103.4%	29.8%	102.1%	-7.1%	11.8%	59.3K	-29.5M	-24.1K	0.09	64.85	N/A	N/A	9,776	855	26,979	15,291
2024-05-20	$12.95	$12.00	99.1%	28.4%	103.1%	29.4%	96.6%	21.3%	8.1%	129.7K	-10.9M	-32.5K	0.28	55.87	N/A	N/A	1,175	328	16,580	3,939
2024-05-21	$12.39	$12.00	90.2%	25.8%	101.4%	22.2%	94.8%	-10.5%	4.4%	123.6K	-9.4M	-30.9K	0.57	47.19	N/A	N/A	352	202	16,910	4,109
2024-05-22	$11.57	$12.00	95.4%	27.4%	102.0%	26.4%	96.0%	-12.3%	-4.5%	101.6K	-7.8M	-29.4K	0.48	51.65	N/A	N/A	653	316	17,026	4,258
2024-05-23	$11.23	$12.00	88.6%	25.4%	103.5%	20.9%	83.0%	-11.8%	41.6%	85.2K	-6.9M	-28.0K	0.10	78.64	N/A	N/A	3,496	347	17,292	4,389
2024-05-24	$11.44	$12.00	87.2%	25.0%	92.4%	19.8%	94.2%	-14.2%	-1.2%	103.1K	-7.5M	-29.0K	0.08	50.37	N/A	N/A	598	50	17,702	4,468
2024-05-28	$12.11	$12.00	90.2%	25.9%	91.1%	22.2%	95.0%	-11.1%	-3.1%	123.3K	-8.6M	-29.1K	0.32	47.50	N/A	N/A	849	275	17,734	4,505
2024-05-29	$11.98	$12.00	89.6%	25.7%	90.9%	21.7%	88.8%	-9.0%	-2.4%	126.3K	-8.6M	-29.1K	1.39	58.67	N/A	N/A	199	277	18,352	4,646
2024-05-30	$12.26	$12.00	91.4%	26.2%	90.7%	23.2%	91.2%	-5.5%	0.1%	129.0K	-8.7M	-30.3K	0.91	58.80	N/A	N/A	146	133	18,476	4,916
2024-05-31	$11.61	$12.00	91.1%	26.1%	93.8%	22.9%	87.4%	-6.3%	-3.8%	104.5K	-7.3M	-27.8K	0.27	55.83	N/A	N/A	373	100	18,459	4,994