OUSTOuster, Inc.
OUST Options Overview
IV is elevated with bullish flow and unusual activity. Conditions favor premium sellers.
REWARDS
RISK ANALYSIS
OUST Gamma Walls
Value
Is IV priced right?
Measures whether options are cheap, fair, or rich relative to historical and peer
IV Rank 94.2% — elevated vs history
IV/HV 0.90x — IV ≤ HV
Sector percentile 91% — above sector median
Front/Back 0.91x — contango
Put/Call IV 1.16x — elevated
ATM IV 86.2% — crisis-level IV
Effective IV 113.2% (ATM 86.2% + spread 13.5% + bias) — expensive
Total drag 19.87% (spread 13.49% + slippage 6.38%) — high friction
Vega efficiency 2.78 (vega 3.744 / spread 13.49%) — spread drag
Sentiment
Bullish or bearish?
Analyzes
Conviction-weighted: +42% (strong bullish) — Raw: +38%
|OI skew| 35.0% — call-heavy
Vol skew +44.1%, OI skew +35.0% — aligned
0-DTE 0%, far-OTM 15%, avg DTE 30
OI change +0.0% (5d) — stable
ITM: +13%, ATM: +53%, OTM: +37% — strong bullish (ITM/ATM aligned)
Sector P/C percentile 41% — bullish vs sector
Activity
Unusual activity?
Detects volume surges,
Volume 1.4x avg — normal
Vol/OI 12.0% — normal turnover
1 day(s) elevated — may be one-day event
OI change +12.3% (5d) — building
Sector activity percentile 89% — very active vs sector
Large trade volume 32% — institutional presence
Aggressive execution 32% — patient
Conviction +42 (bullish) — moderate
Liquidity
Can I trade efficiently?
Evaluates
Spread 13.5% — wide
OI 109,557 — deep
Volume 13,181/day — active
$0.67 to cross — expensive
0 liquid strikes — limited options
Sector spread percentile 95% — much wider than sector
Depth 347.79999999999995 contracts (bid:198.2 ask:149.6) — adequate
Avg slippage 6.38% — poor
Timing
Is now a good time?
Considers earnings proximity,
Slope -8.8% — contango
IV percentile 94% — seller opportunity
IV kink -5.3pts — no clear event
θ/ν ratio 63.03 — favors income trades
5 liquid expirations — flexible
safe window: No events detected
Spread ratio 1.00x — stable
Flow +42% @ 71% consistency — STRONG directional (bullish)
Score 62 (ITM 20% + inst 32%) — HIGH institutional
Directional Strategy Fit
For educational purposes only. Not investment advice.
The Options Desk tracks the move options price into every US earnings report the week of Aug 31, next to how much each stock has actually moved on its past prints — plus the SPY, QQQ and IWM expected ranges and the gamma walls that box them in.