OUST Options History — December 2024

In December 2024, OUST traded between $8.84 and $13.68. ATM implied volatility averaged 95.1%, placing in the 24.8% IV rank vs the trailing year. The 30-day expected move averaged 27.3%. IV traded below realized volatility by 12.3% (HV 20d: 107.5%). Max pain ranged from $8.00 to $10.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.26.

Notable Days

  • 2024-12-17: Highest Volume — 10,384 contracts
  • 2024-12-06: Largest IV spike — 21.5% change
  • 2024-12-19: Highest IV Rank — 39.2%
  • 2024-12-19: Largest Expected Move — 34.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$10.61$8.84$13.68$9.73$12.06
Max Pain$9.14$8.00$10.00$8.00$10.00
ATM IV95.1%74.9%121.8%79.3%107.5%
Expected Move27.3%21.5%34.9%22.7%30.8%
HV 20d107.5%77.6%132.2%117.7%120.2%
HV 60d93.5%84.1%102.9%84.1%102.9%
IV Rank24.8%13.8%39.2%16.2%31.5%
IV Percentile50.6%9.1%88.1%21.0%72.6%
Term Structure-3.9%-34.0%18.3%-0.8%-3.6%
VWIV95.9%77.4%115.9%79.2%110.5%
Skew 25d-5.5%-12.4%1.8%-1.7%-6.2%
Skew 10d3.4%-17.5%41.1%11.2%-9.5%
Call IV 25d99.3%78.9%122.6%80.6%113.6%
Put IV 25d93.8%76.3%112.2%78.9%107.4%
Bid-Ask Spread %45.0418.8261.1144.1318.82
Gamma HHI0.150.130.210.140.13
Net GEX146.7K80.6K201.4K96.6K195.5K
Net DEX-13.1M-25.3M-6.0M-7.9M-18.7M
Net VEX-50.1K-71.7K-33.8K-34.9K-66.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.260.050.870.120.51
Total Volume3,127.28656410,3841,6071,146
Total OI32,348.42925,20340,69025,20336,038

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-12-02$9.73$8.0079.3%22.7%117.7%16.2%79.2%-1.7%-0.8%96.6K-7.9M-34.9K0.1244.13N/AN/A1,44116619,1536,050
2024-12-03$9.10$8.0079.8%22.9%121.4%16.5%81.1%1.8%-3.7%91.8K-6.7M-34.3K0.4139.64N/AN/A1,04843120,0456,062
2024-12-04$8.84$8.0080.3%23.0%120.6%16.8%80.1%-0.9%-4.0%80.6K-6.0M-33.8K0.0657.67N/AN/A1,0726520,1396,446
2024-12-05$8.93$9.0075.8%21.7%120.3%14.3%77.4%-2.7%0.3%91.6K-6.5M-34.8K0.0661.11N/AN/A7274420,7986,474
2024-12-06$10.37$9.0092.0%24.0%130.4%23.1%84.0%-2.0%-4.0%130.4K-10.9M-39.8K0.3748.33N/AN/A3,5891,34321,2276,471
2024-12-09$9.87$9.0092.5%25.3%132.2%23.4%87.7%-3.7%0.2%125.3K-9.8M-41.3K0.7152.63N/AN/A2,1181,51223,4047,376
2024-12-10$9.84$9.0076.6%26.5%87.0%14.7%92.1%-2.3%-1.9%134.1K-9.8M-41.0K0.2050.34N/AN/A79716323,6906,870
2024-12-11$9.54$9.0085.9%24.6%83.1%19.8%85.4%-1.4%1.5%126.9K-8.8M-40.2K0.1853.48N/AN/A2,11437824,1776,952
2024-12-12$9.25$9.0074.9%21.5%80.8%13.8%87.3%-4.9%18.3%110.4K-7.7M-40.1K0.8750.72N/AN/A49943424,2137,433
2024-12-13$9.11$9.0082.7%23.7%78.2%18.0%82.7%-6.4%-0.1%92.5K-7.0M-38.9K0.5152.97N/AN/A37319124,2157,769
2024-12-16$9.38$9.0085.2%24.4%77.6%19.4%86.2%-3.8%-1.7%107.8K-7.7M-38.6K0.1549.31N/AN/A6088924,3117,907
2024-12-17$11.13$9.0091.4%26.2%95.9%22.8%94.6%-9.2%-1.6%197.2K-14.5M-44.8K0.0551.66N/AN/A9,91646824,4027,929
2024-12-18$10.05$9.00108.9%31.2%104.0%32.2%110.3%-3.6%-1.3%153.6K-11.9M-50.0K0.0948.69N/AN/A8,73277727,5478,234
2024-12-19$10.49$9.00121.8%34.9%104.6%39.2%110.4%-12.4%-34.0%194.5K-14.0M-54.4K0.0652.24N/AN/A6,14039028,6778,316
2024-12-20$11.85$9.00111.4%31.9%112.1%33.6%112.7%-11.9%-9.9%173.7K-21.4M-68.9K0.1044.79N/AN/A4,68345932,1458,545
2024-12-23$11.97$10.00108.3%31.0%109.7%31.9%108.3%-8.1%-6.9%189.8K-18.8M-68.7K0.2743.77N/AN/A1,99954128,2286,125
2024-12-24$12.75$10.00106.1%30.4%111.3%30.8%105.5%-7.6%-5.7%199.7K-21.9M-71.0K0.1651.69N/AN/A1,42522928,5876,704
2024-12-26$13.68$10.00109.7%31.5%111.2%32.7%109.3%-7.4%-9.1%201.4K-25.3M-71.3K0.0520.76N/AN/A2,64914328,4766,839
2024-12-27$12.32$10.00112.5%32.2%119.4%34.2%115.9%-10.3%-6.8%190.8K-19.9M-71.7K0.1424.58N/AN/A4,61963928,8786,888
2024-12-30$12.52$10.00115.2%33.0%119.3%35.7%113.2%-10.5%-8.1%195.4K-20.3M-68.2K0.2828.58N/AN/A1,18932728,6036,974
2024-12-31$12.06$10.00107.5%30.8%120.2%31.5%110.5%-6.2%-3.6%195.5K-18.7M-66.3K0.5118.82N/AN/A75838828,9867,052