OUST Options History — September 2024

In September 2024, OUST traded between $5.92 and $6.62. ATM implied volatility averaged 73.9%, placing in the 12.7% IV rank vs the trailing year. The 30-day expected move averaged 21.3%. IV traded below realized volatility by 3.6% (HV 20d: 77.4%). Max pain ranged from $6.00 to $8.00. Net GEX was positive for 17 of 20 trading days. Term structure was in contango for 19 of 20 days. Put/call ratio averaged 1.01.

Notable Days

  • 2024-09-05: Highest Volume — 1,310 contracts
  • 2024-09-06: Largest IV spike — 62.6% change
  • 2024-09-10: Highest IV Rank — 19.1%
  • 2024-09-03: Largest Expected Move — 24.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$6.21$5.92$6.62$6.56$6.22
Max Pain$6.65$6.00$8.00$8.00$6.00
ATM IV73.9%49.4%85.5%85.5%71.6%
Expected Move21.3%19.5%24.5%24.5%20.5%
HV 20d77.4%41.0%117.4%116.8%64.5%
HV 60d96.4%94.9%98.2%94.9%98.1%
IV Rank12.7%0.0%19.1%13.8%12.0%
IV Percentile9.1%0.0%31.0%31.0%5.6%
Term Structure11.2%-3.5%17.7%-3.5%16.6%
VWIV74.8%66.3%84.2%84.2%71.6%
Skew 25d-7.9%-23.5%9.6%-2.4%-7.2%
Skew 10d-0.8%-33.7%45.5%-7.9%-0.5%
Call IV 25d74.5%61.7%84.3%84.3%70.0%
Put IV 25d66.6%51.6%81.9%81.9%62.8%
Bid-Ask Spread %72.1847.0786.4261.6375.95
Gamma HHI0.160.140.200.170.17
Net GEX3.2K-2.7K10.5K10.5K6.6K
Net DEX621.4K-375.9K1.4M546.1K-151.0K
Net VEX-19.0K-21.4K-16.8K-20.3K-19.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.010.033.350.860.89
Total Volume614.82901,310652822
Total OI26,969.6524,86529,00224,93426,353

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-09-03$6.56$8.0085.5%24.5%116.8%13.8%84.2%-2.4%-3.5%10.5K546.1K-20.3K0.8661.63N/AN/A35030217,5437,391
2024-09-04$6.49$8.0076.6%22.0%116.6%8.7%77.8%-10.3%1.3%7.5K715.0K-19.8K3.0258.34N/AN/A21364417,8017,540
2024-09-05$6.25$7.0049.4%21.0%116.5%0.0%75.9%-3.6%10.0%3.4K1.1M-18.5K1.0466.03N/AN/A64366717,8587,820
2024-09-06$5.92$7.0080.4%21.4%115.9%16.8%78.1%0.5%9.8%2271.4M-17.3K0.7676.71N/AN/A66350118,4538,207
2024-09-09$6.09$7.0079.7%22.7%117.4%16.4%78.8%0.6%4.9%-3311.1M-19.1K0.5071.41N/AN/A38119118,8238,469
2024-09-10$6.17$7.0084.7%21.8%116.1%19.1%78.0%-22.6%12.0%1.5K887.0K-19.7K3.3577.41N/AN/A15351219,1558,626
2024-09-11$6.19$7.0076.8%22.0%116.4%14.9%78.6%-20.7%15.1%2.4K817.6K-19.6K2.4577.57N/AN/A9423019,2698,530
2024-09-12$6.09$7.0075.6%21.7%41.0%14.2%76.4%-23.5%11.7%-9791.1M-19.0K0.6076.57N/AN/A24614819,2878,749
2024-09-13$6.62$7.0078.7%22.6%53.3%15.9%75.1%2.4%7.0%1.3K272.4K-21.4K0.2978.58N/AN/A49514519,4828,768
2024-09-16$6.25$7.0076.4%21.9%54.5%14.6%78.3%-19.2%11.0%402859.0K-19.3K0.3447.07N/AN/A2859819,7418,732
2024-09-17$6.28$7.0075.3%21.6%54.7%14.0%75.5%-16.1%13.7%1.8K772.8K-19.4K1.5573.30N/AN/A13721219,9228,766
2024-09-18$6.09$6.0075.6%21.7%54.9%14.2%76.9%-8.7%9.3%1.5K1.1M-18.4K0.3086.42N/AN/A3009120,0388,964
2024-09-19$6.17$6.0070.1%20.1%54.7%11.2%70.9%9.6%16.7%3.9K732.0K-19.0K0.3979.40N/AN/A2539820,2448,630
2024-09-20$6.08$6.0072.8%20.9%54.3%12.7%71.9%-0.8%9.9%-2.7K651.1K-17.7K0.7883.50N/AN/A37829420,4158,181
2024-09-23$5.96$6.0068.0%19.5%54.4%10.1%68.7%3.0%13.7%1.7K552.7K-16.8K0.7465.69N/AN/A29121417,2387,627
2024-09-24$6.24$6.0070.1%20.1%58.2%11.2%66.3%-2.9%15.1%5.4K78.1K-18.6K0.0364.36N/AN/A282817,3907,824
2024-09-25$5.92$6.0069.0%19.8%60.1%10.6%69.3%-22.0%17.7%2.6K502.5K-17.4K0.3875.06N/AN/A41615617,6217,829
2024-09-26$6.28$6.0072.1%20.7%64.1%12.3%72.1%-1.9%15.6%7.2K-144.0K-19.1K1.3479.23N/AN/A40654517,9007,910
2024-09-27$6.36$6.0068.9%19.7%64.5%10.6%70.7%-12.7%15.7%9.2K-375.9K-20.3K0.5869.33N/AN/A27315918,1538,144
2024-09-30$6.22$6.0071.6%20.5%64.5%12.0%71.6%-7.2%16.6%6.6K-151.0K-19.4K0.8975.95N/AN/A43538718,1718,182