OUST Options History — June 2024

In June 2024, OUST traded between $9.48 and $12.08. ATM implied volatility averaged 82.6%, placing in the 16.1% IV rank vs the trailing year. The 30-day expected move averaged 23.7%. IV traded above realized volatility by 13.8% (HV 20d: 68.8%). Max pain ranged from $10.00 to $12.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 17 of 19 days. Put/call ratio averaged 0.55.

Notable Days

  • 2024-06-24: Highest Volume — 1,349 contracts
  • 2024-06-11: Largest IV spike — 41.6% change
  • 2024-06-05: Highest IV Rank — 23.8%
  • 2024-06-05: Largest Expected Move — 26.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$10.67$9.48$12.08$11.52$9.75
Max Pain$11.11$10.00$12.00$12.00$10.00
ATM IV82.6%62.6%92.2%85.9%80.2%
Expected Move23.7%18.0%26.4%24.6%23.0%
HV 20d68.8%52.0%96.3%93.9%52.0%
HV 60d107.2%82.3%115.4%114.6%82.6%
IV Rank16.1%0.0%23.8%18.7%14.2%
IV Percentile22.3%0.0%49.6%24.2%13.1%
Term Structure19.5%-4.4%58.9%10.1%18.7%
VWIV79.0%58.0%95.9%89.6%82.3%
Skew 25d1.7%-40.1%34.3%-7.7%-14.6%
Skew 10d-8.8%-40.3%22.3%-16.5%-35.5%
Call IV 25d74.9%47.0%96.4%96.4%84.8%
Put IV 25d76.7%43.9%96.3%88.6%70.2%
Bid-Ask Spread %74.8056.8895.4660.4962.82
Gamma HHI0.160.120.190.160.16
Net GEX59.8K7.9K123.1K100.2K60.6K
Net DEX-5.3M-8.2M-3.5M-7.2M-4.5M
Net VEX-25.4K-28.6K-22.8K-27.6K-24.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.550.091.691.130.15
Total Volume681.0531761,349403176
Total OI23,993.63216,05728,73523,74018,248

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-06-03$11.52$12.0085.9%24.6%93.9%18.7%89.6%-7.7%10.1%100.2K-7.2M-27.6K1.1360.49N/AN/A18921418,6605,080
2024-06-04$11.24$12.0090.2%25.9%94.5%22.2%87.9%6.9%6.0%88.2K-6.5M-26.5K0.3771.87N/AN/A60522118,8295,253
2024-06-05$12.08$12.0092.2%26.4%95.8%23.8%89.1%-2.8%-4.4%123.1K-8.2M-28.4K0.2260.37N/AN/A61313319,2615,410
2024-06-06$11.82$12.0084.2%24.5%96.3%17.3%58.0%34.3%12.3%115.6K-7.8M-28.6K0.6785.40N/AN/A36724519,7495,527
2024-06-07$11.52$12.0085.1%18.8%94.5%18.0%84.4%34.1%50.8%96.8K-7.0M-28.1K0.1783.40N/AN/A2604319,9265,725
2024-06-10$11.32$12.0062.6%23.8%67.5%0.0%69.0%8.6%20.9%79.2K-6.4M-26.4K0.7871.13N/AN/A32925719,9955,718
2024-06-11$11.02$11.0088.7%24.4%67.7%21.1%86.6%-17.2%12.2%58.2K-5.5M-25.6K0.2478.20N/AN/A86320920,0916,016
2024-06-12$10.82$11.0084.2%24.1%67.1%17.4%79.4%25.5%22.6%36.3K-5.0M-24.9K0.2488.17N/AN/A1984720,5686,214
2024-06-13$10.48$11.0085.9%24.6%67.7%18.8%66.4%3.8%2.2%21.8K-4.1M-23.8K1.6991.59N/AN/A31252620,5716,220
2024-06-14$10.30$11.0062.9%18.0%67.7%0.3%59.0%-40.1%58.9%13.1K-3.7M-23.9K0.3395.46N/AN/A40513320,7936,495
2024-06-17$10.82$11.0087.4%25.1%57.7%20.1%87.9%-2.2%14.0%25.1K-4.9M-24.5K0.0975.82N/AN/A4884421,1116,572
2024-06-18$10.51$11.0088.1%25.3%58.2%20.6%77.6%-35.8%13.4%19.5K-4.3M-24.7K1.6976.75N/AN/A36762021,4346,570
2024-06-20$10.18$11.0087.9%25.2%57.4%20.5%61.8%9.4%38.4%7.9K-3.5M-24.4K0.3382.52N/AN/A36611921,6447,091
2024-06-21$10.29$11.0086.4%24.8%53.4%19.2%88.9%-2.4%12.5%57.2K-4.8M-25.0K1.1864.88N/AN/A20824521,8706,254
2024-06-24$9.78$11.0083.4%23.9%55.1%16.8%80.0%34.0%31.0%53.8K-4.3M-22.8K0.4460.87N/AN/A93941011,7204,337
2024-06-25$9.48$10.0066.5%19.1%54.9%3.2%77.9%-8.9%34.8%54.0K-3.7M-23.1K0.2478.84N/AN/A1,02324612,5514,717
2024-06-26$9.83$10.0088.2%25.3%52.0%20.7%95.9%12.8%-1.1%59.8K-4.4M-24.5K0.1975.84N/AN/A76414512,6944,956
2024-06-27$10.02$10.0079.1%22.7%53.1%13.3%79.5%-5.1%16.6%65.5K-5.0M-25.3K0.2756.88N/AN/A48312812,9425,067
2024-06-28$9.75$10.0080.2%23.0%52.0%14.2%82.3%-14.6%18.7%60.6K-4.5M-24.7K0.1562.82N/AN/A1532313,0675,181