OUST Options History — October 2024

In October 2024, OUST traded between $6.00 and $8.41. ATM implied volatility averaged 93.1%, placing in the 23.7% IV rank vs the trailing year. The 30-day expected move averaged 27.8%. IV traded above realized volatility by 33.0% (HV 20d: 60.1%). Max pain ranged from $6.00 to $8.00. Net GEX was positive for 17 of 23 trading days. Term structure was in contango for 2 of 23 days. Put/call ratio averaged 0.56.

Notable Days

  • 2024-10-18: Highest Volume — 2,802 contracts
  • 2024-10-02: Largest IV spike — 34.4% change
  • 2024-10-31: Highest IV Rank — 39.6%
  • 2024-10-31: Largest Expected Move — 35.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$7.09$6.00$8.41$6.00$6.63
Max Pain$7.83$6.00$8.00$6.00$8.00
ATM IV93.1%53.6%122.4%53.6%122.4%
Expected Move27.8%15.4%35.1%15.4%35.1%
HV 20d60.1%56.8%65.2%60.6%65.2%
HV 60d87.2%82.7%96.3%96.3%85.7%
IV Rank23.7%2.3%39.6%2.3%39.6%
IV Percentile54.0%0.4%90.5%0.4%90.5%
Term Structure-10.1%-32.6%42.8%42.8%-32.6%
VWIV97.1%66.0%120.3%66.0%120.3%
Skew 25d-0.7%-12.7%6.3%-12.7%-8.4%
Skew 10d7.5%-50.7%49.1%-16.5%-50.7%
Call IV 25d97.7%66.4%118.4%66.4%118.4%
Put IV 25d97.0%53.7%113.9%53.7%109.9%
Bid-Ask Spread %65.1350.4787.0187.0159.56
Gamma HHI0.200.130.460.250.16
Net GEX34.1K-6.8K143.7K-5.0K22.4K
Net DEX-2.0M-5.0M254.3K254.3K-907.4K
Net VEX-20.8K-24.4K-18.4K-18.5K-19.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.560.023.140.270.28
Total Volume762.2171622,802414213
Total OI27,945.30426,42029,39327,04929,078

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-10-01$6.00$6.0053.6%15.4%60.6%2.3%66.0%-12.7%42.8%-5.0K254.3K-18.5K0.2787.01N/AN/A3268818,5108,539
2024-10-02$6.19$6.0072.0%20.6%61.8%12.2%72.0%-3.1%16.0%-1.6K40.0K-18.8K1.7584.34N/AN/A5910318,5668,617
2024-10-03$6.14$8.0072.4%25.8%60.4%12.4%90.4%-2.2%-6.3%-3.8K148.0K-18.4K3.1464.53N/AN/A5116018,6208,715
2024-10-04$6.39$8.0056.5%25.9%58.6%3.9%89.2%-3.4%-8.1%-166-333.1K-19.7K0.3167.97N/AN/A34210518,6198,870
2024-10-07$6.41$8.0073.9%26.4%57.9%13.3%92.2%1.6%-7.5%-1.3K-280.5K-19.4K0.4465.71N/AN/A1908318,8568,924
2024-10-08$6.26$8.0071.5%25.6%58.5%12.0%91.6%-4.8%-3.6%-6.8K-18.8K-18.4K0.2068.38N/AN/A1553118,9438,960
2024-10-09$6.53$8.0091.4%26.2%60.3%22.8%91.2%-1.5%-10.3%3.8K-594.1K-19.5K0.3462.55N/AN/A78126819,0218,974
2024-10-10$6.55$8.0092.7%26.6%59.9%23.5%90.0%6.3%-9.8%4.6K-765.0K-19.3K0.0571.75N/AN/A4642319,3709,048
2024-10-11$7.19$8.0093.9%26.9%61.7%24.1%95.1%-0.4%-10.8%37.8K-2.4M-21.8K0.1169.74N/AN/A1,65817719,5529,058
2024-10-14$7.04$8.0093.6%26.8%58.1%24.0%90.7%4.1%-9.1%34.1K-1.8M-20.1K0.1666.63N/AN/A84013619,6639,057
2024-10-15$7.14$8.0092.6%26.5%58.2%23.4%93.5%3.6%-9.5%40.5K-2.0M-20.3K0.9256.42N/AN/A41838619,4249,039
2024-10-16$7.50$8.0098.0%28.1%58.4%26.3%96.6%6.0%-14.7%52.8K-2.9M-21.6K0.0867.62N/AN/A5754819,7299,119
2024-10-17$7.83$8.0094.2%27.0%59.5%24.3%95.6%-3.3%-8.4%83.8K-3.8M-22.6K0.3667.88N/AN/A1,09639219,8059,120
2024-10-18$8.11$8.0096.9%27.8%59.2%25.7%98.2%3.2%-8.2%143.7K-4.6M-23.5K0.0255.24N/AN/A2,7366620,0629,331
2024-10-21$8.21$8.00104.5%30.0%57.8%29.9%104.3%3.5%-14.4%57.0K-4.4M-24.1K0.3050.47N/AN/A64119419,2867,134
2024-10-22$8.41$8.00102.3%29.3%56.8%28.7%104.3%-1.3%-13.1%64.2K-5.0M-24.4K0.0857.53N/AN/A8756819,5697,231
2024-10-23$7.75$8.00107.5%30.8%62.1%31.5%105.6%4.8%-18.3%51.5K-3.4M-22.8K0.6353.00N/AN/A44227719,8207,281
2024-10-24$7.70$8.00105.1%30.1%60.0%30.2%105.6%3.5%-15.2%50.4K-3.3M-22.9K0.6965.16N/AN/A23215920,0007,450
2024-10-25$7.58$8.00107.2%30.7%60.7%31.3%106.4%0.6%-17.8%46.8K-3.0M-22.5K0.5264.32N/AN/A20310620,0977,542
2024-10-28$7.46$8.00113.0%32.4%60.3%34.5%115.2%-4.7%-24.4%44.9K-2.8M-21.4K0.0556.87N/AN/A4562520,1297,550
2024-10-29$7.05$8.00109.5%31.4%62.7%32.6%108.4%-3.8%-25.8%34.8K-1.8M-19.7K0.7768.45N/AN/A77059120,1787,567
2024-10-30$6.95$8.00115.9%33.2%62.6%36.1%111.8%-3.1%-22.5%30.2K-1.5M-20.2K1.3266.94N/AN/A22529720,5838,136
2024-10-31$6.63$8.00122.4%35.1%65.2%39.6%120.3%-8.4%-32.6%22.4K-907.4K-19.0K0.2859.56N/AN/A1664720,7078,371