OUST Options History — August 2024 In August 2024, OUST traded between $7.06 and $12.45. ATM implied volatility averaged 114.6%, placing in the 37.5% IV rank vs the trailing year. The 30-day expected move averaged 26.8%. IV traded above realized volatility by 9.0% (HV 20d: 105.7%). Max pain ranged from $7.50 to $13.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 13 of 22 days. Put/call ratio averaged 0.54.
Notable Days 2024-08-14 : Highest Volume — 5,953 contracts2024-08-14 : Largest IV drop — 61.7% change2024-08-12 : Highest IV Rank — 100.0%2024-08-02 : Largest Expected Move — 37.6%Monthly Statistics Metric Avg Min Max Open Close Price $9.03 $7.06 $12.45 $12.45 $7.06 Max Pain $9.55 $7.50 $13.00 $7.50 $8.00 ATM IV 114.6% 61.7% 233.8% 124.2% 76.1% Expected Move 26.8% 17.7% 37.6% 35.6% 21.8% HV 20d 105.7% 59.2% 121.1% 99.4% 116.6% HV 60d 89.6% 76.0% 97.7% 84.1% 94.0% IV Rank 37.5% 0.0% 100.0% 49.8% 8.4% IV Percentile 51.8% 0.0% 100.0% 94.0% 6.0% Term Structure -1.2% -35.9% 31.4% -23.0% 1.5% VWIV 97.1% 76.2% 143.1% 125.5% 76.2% Skew 25d -7.1% -39.9% 21.5% -4.5% -22.9% Skew 10d -16.9% -47.1% 25.7% -47.1% -27.4% Call IV 25d 96.2% 75.8% 137.1% 128.9% 75.8% Put IV 25d 89.0% 46.5% 131.7% 124.4% 52.9% Bid-Ask Spread % 56.63 32.93 75.80 35.26 57.16 Gamma HHI 0.12 0.09 0.17 0.10 0.17 Net GEX 65.0K 18.5K 144.8K 112.4K 18.5K Net DEX -4.1M -9.7M -264.4K -9.7M -264.4K Net VEX -27.9K -35.4K -20.6K -35.4K -23.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.54 0.07 2.83 0.20 2.83 Total Volume 1,592.273 503 5,953 1,936 559 Total OI 25,288.136 19,224 35,299 22,571 24,618
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 2024-08-01 $12.45 $7.50 124.2% 35.6% 99.4% 49.8% 125.5% -4.5% -23.0% 112.4K -9.7M -35.4K 0.20 35.26 N/A N/A 1,612 324 16,879 5,692 2024-08-02 $11.75 $7.50 131.1% 37.6% 102.0% 55.3% 134.2% -5.4% -25.6% 111.2K -9.1M -34.9K 0.27 32.93 N/A N/A 532 141 18,101 5,714 2024-08-05 $10.96 $13.00 167.3% 32.6% 101.6% 84.6% 143.1% 21.5% 20.0% 94.8K -8.1M -32.5K 0.53 72.23 N/A N/A 1,296 692 18,394 5,742 2024-08-06 $10.93 $12.00 148.8% 32.5% 93.7% 69.6% 113.7% 0.4% -4.5% 104.1K -8.0M -33.8K 0.15 50.65 N/A N/A 1,163 169 19,235 5,944 2024-08-07 $10.46 $11.00 151.2% 26.6% 93.3% 71.6% 109.1% 3.1% 31.4% 104.2K -7.2M -33.1K 0.24 38.49 N/A N/A 478 114 20,069 5,956 2024-08-08 $10.61 $12.00 149.3% 30.7% 88.9% 70.1% 105.0% -1.0% -14.2% 108.0K -7.5M -33.1K 0.13 48.13 N/A N/A 745 100 20,245 6,029 2024-08-09 $10.54 $12.00 163.4% 30.0% 83.9% 81.4% 105.1% -4.3% 8.0% 108.3K -7.3M -32.9K 0.07 40.42 N/A N/A 1,108 82 20,723 6,027 2024-08-12 $10.93 $11.00 199.2% 30.5% 60.8% 100.0% 116.9% 2.2% 7.8% 128.4K -8.7M -34.1K 0.18 40.36 N/A N/A 2,014 364 21,394 6,036 2024-08-13 $10.82 $11.00 233.8% 31.1% 59.2% 100.0% 108.8% 2.2% 3.3% 144.8K -9.1M -34.1K 0.08 43.46 N/A N/A 4,369 370 22,859 6,256 2024-08-14 $7.86 $11.00 89.5% 25.7% 119.4% 15.7% 92.3% -3.0% 5.8% 41.0K -1.1M -20.6K 0.97 42.82 N/A N/A 3,025 2,928 25,665 6,484 2024-08-15 $7.76 $10.00 91.2% 26.2% 119.5% 16.7% 86.4% -17.0% -35.9% 32.9K -1.0M -22.1K 0.34 70.61 N/A N/A 2,286 781 26,754 7,488 2024-08-16 $7.97 $10.00 86.5% 24.8% 121.1% 13.9% 87.8% -5.3% -9.8% 33.1K -2.3M -24.3K 0.17 75.80 N/A N/A 1,637 279 27,853 7,446 2024-08-19 $7.81 $10.00 84.4% 24.2% 120.4% 12.7% 87.9% -10.0% 2.3% 32.1K -1.3M -23.3K 0.48 72.35 N/A N/A 730 348 14,407 4,817 2024-08-20 $7.83 $8.00 84.3% 24.2% 119.0% 12.6% 84.1% -0.2% 1.6% 33.8K -1.4M -24.3K 0.33 69.76 N/A N/A 1,098 362 15,169 5,183 2024-08-21 $7.95 $8.00 82.4% 23.6% 119.2% 11.6% 79.3% -39.9% -0.6% 39.1K -1.7M -25.3K 0.26 74.98 N/A N/A 496 131 15,867 5,517 2024-08-22 $7.71 $8.00 82.9% 23.8% 119.1% 11.9% 83.5% -11.3% 1.9% 36.1K -1.3M -24.7K 0.22 74.18 N/A N/A 822 177 16,061 5,607 2024-08-23 $7.66 $8.00 61.7% 17.7% 117.4% 0.0% 81.6% -11.1% -1.1% 36.2K -1.3M -25.1K 0.71 62.62 N/A N/A 294 209 16,413 5,749 2024-08-26 $7.59 $8.00 79.5% 22.8% 117.6% 10.4% 82.6% 1.7% 1.0% 34.1K -1.1M -24.4K 1.09 62.56 N/A N/A 361 395 16,611 5,952 2024-08-27 $7.54 $8.00 78.8% 22.6% 117.9% 10.0% 78.8% -10.2% -0.4% 30.5K -980.1K -24.8K 0.81 62.16 N/A N/A 489 396 16,889 6,335 2024-08-28 $7.24 $8.00 79.5% 22.8% 117.4% 10.4% 77.4% -18.9% 1.5% 24.6K -567.2K -23.8K 0.78 61.46 N/A N/A 404 314 17,173 6,711 2024-08-29 $7.22 $8.00 76.2% 21.8% 117.1% 8.4% 77.0% -23.2% 1.7% 22.6K -460.0K -23.5K 1.07 57.54 N/A N/A 404 432 17,362 6,913 2024-08-30 $7.06 $8.00 76.1% 21.8% 116.6% 8.4% 76.2% -22.9% 1.5% 18.5K -264.4K -23.2K 2.83 57.16 N/A N/A 146 413 17,455 7,163
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