OUST Options History — July 2024

In July 2024, OUST traded between $9.43 and $16.45. ATM implied volatility averaged 103.8%, placing in the 33.3% IV rank vs the trailing year. The 30-day expected move averaged 30.4%. IV traded above realized volatility by 24.7% (HV 20d: 79.2%). Max pain ranged from $5.00 to $10.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.27.

Notable Days

2024-07-15: Highest Volume — 5,096 contracts
2024-07-10: Largest IV spike — 16.8% change
2024-07-29: Highest IV Rank — 51.0%
2024-07-29: Largest Expected Move — 36.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$12.96	$9.43	$16.45	$9.52	$13.25
Max Pain	$7.09	$5.00	$10.00	$10.00	$7.50
ATM IV	103.8%	75.2%	125.7%	79.6%	121.3%
Expected Move	30.4%	21.6%	36.0%	22.8%	34.8%
HV 20d	79.2%	41.4%	95.7%	49.8%	95.4%
HV 60d	84.4%	80.8%	90.5%	82.7%	83.1%
IV Rank	33.3%	10.2%	51.0%	13.7%	47.5%
IV Percentile	67.4%	4.4%	94.8%	10.7%	93.3%
Term Structure	-5.3%	-24.4%	20.4%	15.4%	4.6%
VWIV	105.2%	51.4%	125.1%	79.0%	119.8%
Skew 25d	-6.5%	-41.3%	24.6%	-2.5%	-16.7%
Skew 10d	-18.4%	-67.6%	20.7%	-11.1%	-11.8%
Call IV 25d	106.3%	51.2%	126.6%	81.5%	100.2%
Put IV 25d	99.8%	60.2%	131.9%	79.1%	83.4%
Bid-Ask Spread %	40.95	22.58	70.21	65.52	32.90
Gamma HHI	0.13	0.10	0.17	0.17	0.10
Net GEX	103.9K	56.3K	134.4K	57.7K	124.1K
Net DEX	-11.1M	-19.1M	-3.7M	-3.9M	-11.6M
Net VEX	-31.1K	-38.4K	-22.9K	-23.5K	-36.7K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.27	0.06	0.68	0.52	0.15
Total Volume	1,310.364	127	5,096	233	261
Total OI	20,776.273	18,345	24,239	18,345	22,588

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
2024-07-01	$9.52	$10.00	79.6%	22.8%	49.8%	13.7%	79.0%	-2.5%	15.4%	57.7K	-3.9M	-23.5K	0.52	65.52	N/A	N/A	153	80	13,150	5,195
2024-07-02	$9.43	$10.00	75.2%	21.6%	49.7%	10.2%	51.4%	9.0%	20.4%	56.3K	-3.7M	-22.9K	0.56	70.21	N/A	N/A	144	80	13,258	5,275
2024-07-03	$9.67	$10.00	77.5%	22.2%	50.9%	12.1%	76.5%	-13.2%	19.4%	60.2K	-4.3M	-23.8K	0.18	69.45	N/A	N/A	176	32	13,327	5,345
2024-07-05	$9.52	$5.00	78.2%	28.7%	41.4%	12.6%	103.7%	-2.3%	-3.1%	56.3K	-4.0M	-23.3K	0.43	56.45	N/A	N/A	89	38	13,432	5,359
2024-07-08	$10.39	$5.00	83.5%	28.5%	54.1%	16.9%	103.1%	-5.8%	-4.8%	79.7K	-5.7M	-24.5K	0.06	44.31	N/A	N/A	935	60	13,496	5,391
2024-07-09	$11.57	$5.00	87.3%	28.4%	67.0%	20.0%	101.6%	-1.1%	-2.7%	114.0K	-8.5M	-26.6K	0.25	40.67	N/A	N/A	1,385	351	14,138	5,384
2024-07-10	$12.05	$5.00	102.0%	29.2%	68.1%	31.8%	102.7%	-3.1%	-5.1%	131.2K	-9.8M	-27.7K	0.19	45.05	N/A	N/A	1,183	225	14,888	5,531
2024-07-11	$12.96	$5.00	100.2%	28.7%	71.4%	30.4%	101.1%	0.1%	-4.9%	134.4K	-11.7M	-28.0K	0.19	42.06	N/A	N/A	1,036	197	14,778	5,558
2024-07-12	$13.88	$5.00	99.4%	28.5%	73.8%	29.8%	101.7%	-0.5%	-6.1%	128.0K	-13.7M	-27.3K	0.16	43.30	N/A	N/A	3,106	504	14,526	5,653
2024-07-15	$16.14	$6.00	112.8%	32.3%	86.6%	40.6%	110.1%	-2.6%	-9.8%	107.4K	-18.7M	-28.7K	0.25	23.98	N/A	N/A	4,061	1,035	14,878	5,974
2024-07-16	$16.45	$7.50	109.1%	31.3%	85.4%	37.6%	110.7%	-1.9%	-9.7%	114.1K	-19.1M	-30.2K	0.36	22.58	N/A	N/A	2,054	732	15,442	6,581
2024-07-17	$14.94	$7.50	106.6%	30.6%	94.7%	35.5%	112.1%	-6.8%	1.1%	96.6K	-15.2M	-32.1K	0.32	23.40	N/A	N/A	1,367	432	15,641	6,986
2024-07-18	$14.32	$7.50	111.7%	32.0%	95.6%	39.7%	113.1%	-1.1%	-12.5%	92.8K	-13.6M	-32.8K	0.18	36.81	N/A	N/A	1,855	340	15,955	7,140
2024-07-19	$14.13	$7.50	110.6%	31.7%	94.6%	38.8%	113.2%	-18.5%	-11.4%	129.0K	-14.0M	-37.1K	0.08	33.63	N/A	N/A	855	70	17,263	6,976
2024-07-22	$14.25	$7.50	113.7%	32.6%	94.6%	41.3%	114.5%	-3.6%	-13.8%	107.4K	-12.7M	-37.0K	0.15	25.82	N/A	N/A	967	143	15,095	5,039
2024-07-23	$14.68	$7.50	112.3%	32.2%	91.3%	40.2%	110.0%	-8.1%	-13.0%	120.4K	-14.1M	-38.4K	0.23	42.89	N/A	N/A	1,061	249	15,659	5,051
2024-07-24	$13.71	$7.50	115.5%	33.1%	95.0%	42.8%	115.5%	-7.5%	-12.6%	112.6K	-11.8M	-37.1K	0.68	30.75	N/A	N/A	390	267	15,718	5,254
2024-07-25	$13.52	$7.50	115.7%	33.2%	95.4%	42.9%	116.8%	-5.4%	-16.8%	109.9K	-11.5M	-36.5K	0.09	38.29	N/A	N/A	1,038	94	15,743	5,289
2024-07-26	$13.94	$7.50	120.9%	34.7%	95.5%	47.1%	111.0%	24.6%	-6.6%	119.3K	-13.2M	-38.1K	0.11	33.30	N/A	N/A	149	17	16,189	5,333
2024-07-29	$13.54	$7.50	125.7%	36.0%	95.7%	51.0%	122.7%	-35.5%	-19.8%	116.2K	-12.0M	-36.1K	0.32	40.89	N/A	N/A	493	157	16,258	5,344
2024-07-30	$13.20	$7.50	125.2%	35.9%	95.7%	50.6%	125.1%	-41.3%	-24.4%	117.9K	-11.5M	-36.4K	0.45	38.66	N/A	N/A	665	302	16,582	5,416
2024-07-31	$13.25	$7.50	121.3%	34.8%	95.4%	47.5%	119.8%	-16.7%	4.6%	124.1K	-11.6M	-36.7K	0.15	32.90	N/A	N/A	227	34	16,918	5,670