OUST Options History — November 2024

In November 2024, OUST traded between $6.99 and $10.59. ATM implied volatility averaged 96.1%, placing in the 25.3% IV rank vs the trailing year. The 30-day expected move averaged 24.3%. IV traded below realized volatility by 8.2% (HV 20d: 104.4%). Max pain ranged from $6.00 to $8.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 0.29.

Notable Days

  • 2024-11-11: Highest Volume — 5,863 contracts
  • 2024-11-08: Largest IV drop — 50.0% change
  • 2024-11-07: Highest IV Rank — 55.8%
  • 2024-11-01: Largest Expected Move — 36.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$8.79$6.99$10.59$6.99$9.89
Max Pain$6.90$6.00$8.00$8.00$8.00
ATM IV96.1%73.6%152.3%128.2%78.5%
Expected Move24.3%21.1%36.8%36.8%22.5%
HV 20d104.4%61.2%124.3%66.3%117.7%
HV 60d82.7%58.4%87.7%86.5%84.9%
IV Rank25.3%13.1%55.8%42.7%15.8%
IV Percentile42.1%7.9%96.4%91.7%18.3%
Term Structure-4.6%-36.0%31.8%-33.1%-3.6%
VWIV84.1%70.3%118.8%118.8%78.5%
Skew 25d-2.4%-29.0%5.3%0.8%2.4%
Skew 10d10.7%-23.3%50.7%13.4%-2.5%
Call IV 25d85.4%75.8%129.1%129.1%76.2%
Put IV 25d83.0%56.4%129.9%129.9%78.6%
Bid-Ask Spread %51.4837.6061.5061.5043.73
Gamma HHI0.170.110.290.160.14
Net GEX72.2K30.1K137.5K30.1K96.9K
Net DEX-5.6M-11.9M-1.7M-1.7M-8.3M
Net VEX-26.2K-35.6K-20.0K-20.4K-35.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.290.050.590.180.26
Total Volume1,675.653315,863456518
Total OI26,918.418,23431,80729,16924,940

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-11-01$6.99$8.00128.2%36.8%66.3%42.7%118.8%0.8%-33.1%30.1K-1.7M-20.4K0.1861.50N/AN/A3876920,7858,384
2024-11-04$7.03$6.00141.7%27.9%66.3%50.1%98.0%2.0%-6.7%31.2K-1.9M-20.1K0.5953.55N/AN/A35720920,8288,403
2024-11-05$7.50$6.00145.8%28.2%68.7%52.3%96.3%3.9%-10.2%43.8K-2.9M-21.1K0.3048.84N/AN/A39411821,0878,365
2024-11-06$7.75$6.00138.1%27.0%68.2%48.1%95.6%5.3%-7.0%51.0K-3.5M-21.4K0.5447.97N/AN/A1,64088021,0658,459
2024-11-07$7.78$6.00152.3%26.6%68.2%55.8%95.3%-29.0%-6.8%56.5K-3.7M-21.8K0.2459.51N/AN/A1,41133321,3138,410
2024-11-08$8.03$6.0076.1%22.3%61.2%14.5%81.1%2.1%-1.6%74.3K-3.7M-20.0K0.3360.46N/AN/A2,08068621,9808,666
2024-11-11$10.59$6.00104.7%24.6%113.2%30.0%83.1%-2.5%-3.7%137.5K-11.9M-23.0K0.2044.64N/AN/A4,89996421,3218,892
2024-11-12$9.79$6.0098.0%24.2%118.5%26.4%84.3%-1.6%-5.1%127.9K-8.7M-24.0K0.4648.57N/AN/A93342721,4449,079
2024-11-13$9.20$6.0082.3%23.6%120.9%17.9%82.4%-2.4%-0.9%107.2K-6.5M-23.1K0.2245.10N/AN/A1,38530321,6079,333
2024-11-14$8.69$6.0080.9%23.2%122.5%17.1%80.8%-3.9%-36.0%71.4K-5.0M-21.9K0.5750.37N/AN/A1,09561921,9419,467
2024-11-15$8.41$7.0082.9%23.8%122.7%18.1%70.3%0.1%-0.5%39.7K-4.6M-21.8K0.4353.38N/AN/A1,33357822,4299,378
2024-11-18$8.91$7.0075.7%21.7%124.3%14.2%77.5%-0.4%-5.4%44.6K-4.3M-23.5K0.1360.64N/AN/A3,68646813,4234,811
2024-11-19$8.98$7.0080.5%23.1%124.1%16.9%82.0%-4.5%0.0%61.5K-5.5M-29.8K0.2355.73N/AN/A1,55035816,2845,240
2024-11-20$8.86$7.0079.6%22.8%120.2%16.4%80.0%2.9%31.8%62.3K-5.2M-30.0K0.4052.25N/AN/A91336616,6705,454
2024-11-21$8.96$8.0076.9%22.0%120.1%14.9%76.4%2.6%0.7%67.1K-5.7M-31.8K0.1157.66N/AN/A2973417,3865,748
2024-11-22$9.66$8.0076.5%21.9%122.1%14.7%78.1%-0.8%-0.1%81.5K-7.3M-33.3K0.1437.60N/AN/A1,41419517,4155,721
2024-11-25$9.80$8.0076.1%21.8%121.6%14.5%76.6%0.4%-4.9%88.0K-7.8M-34.5K0.1545.62N/AN/A68310418,1875,815
2024-11-26$9.41$8.0073.6%21.1%120.5%13.1%73.8%-20.3%-0.9%82.9K-6.7M-33.4K0.2555.31N/AN/A61415518,3005,877
2024-11-27$9.64$8.0073.8%21.2%120.1%13.2%73.3%-4.2%1.0%88.3K-7.5M-34.6K0.0547.20N/AN/A1,0094918,5005,961
2024-11-29$9.89$8.0078.5%22.5%117.7%15.8%78.5%2.4%-3.6%96.9K-8.3M-35.6K0.2643.73N/AN/A41010818,9505,990