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Ouster, Inc. Common Stock OUST

TECHNOLOGY · ELECTRONIC COMPONENTS
i

Market dataready · fetched 2026-11-03T19:44:12.007Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-03T19:44:05.011082253Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-03T19:44:10.949477+00:00

Share price$29.37
1D-0.4%
$28.59$29.01$29.43$29.85$30.275:30 AM6:30 AM9:00 AM1:00 PMOUST
Sold putSold call

Ouster, Inc. Common Stock options

Live interpolated OUST call and put midpoint premiums by absolute delta.Ouster, Inc. Common Stock$0.43$2.21$3.99$5.77$7.55$21.53$25.43$29.33$33.22$37.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OUST spot · $29.37OUST PRICE$0.63$0.84$1.07$1.28$1.58$1.83$2.18$2.50$2.93$3.27$3.80$4.52$5.22$0.80$1.05$1.34$1.67$2.08$2.43$2.83$3.38$4.04$4.51$5.73$5.99$7.04
PutsExpensive2.22×
CallsExpensive2.13×
SkewBearish+3.34 pp
Implied moveBearish±$5.01
TiltBearish15.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ35.83229.2%24.1%25.02240.3%17.6%
25Δ34.65230.9%20.8%26.01235.1%15.0%
30Δ33.60232.7%18.1%26.87235.0%13.1%
35Δ32.49227.4%15.0%27.69235.0%11.4%
40Δ31.70233.2%13.3%28.47240.6%10.2%
45Δ30.80227.8%11.1%29.26235.1%8.6%
50Δ30.04232.8%9.7%30.04231.7%7.4%
55Δ29.25229.9%8.1%30.88235.8%6.4%
60Δ28.47235.2%6.9%31.80240.7%5.5%
65Δ27.72227.5%5.5%32.58232.6%4.4%
70Δ26.90232.0%4.5%33.98249.0%3.8%
75Δ25.95241.2%3.7%34.54227.4%2.8%
80Δ24.97243.4%2.8%35.80228.3%2.1%

20Δ

Calls
Pseudo strike
35.83
IV
229.2%
B/E move
24.1%
Puts
Pseudo strike
25.02
IV
240.3%
B/E move
17.6%

25Δ

Calls
Pseudo strike
34.65
IV
230.9%
B/E move
20.8%
Puts
Pseudo strike
26.01
IV
235.1%
B/E move
15.0%

30Δ

Calls
Pseudo strike
33.60
IV
232.7%
B/E move
18.1%
Puts
Pseudo strike
26.87
IV
235.0%
B/E move
13.1%

35Δ

Calls
Pseudo strike
32.49
IV
227.4%
B/E move
15.0%
Puts
Pseudo strike
27.69
IV
235.0%
B/E move
11.4%

40Δ

Calls
Pseudo strike
31.70
IV
233.2%
B/E move
13.3%
Puts
Pseudo strike
28.47
IV
240.6%
B/E move
10.2%

45Δ

Calls
Pseudo strike
30.80
IV
227.8%
B/E move
11.1%
Puts
Pseudo strike
29.26
IV
235.1%
B/E move
8.6%

50Δ

Calls
Pseudo strike
30.04
IV
232.8%
B/E move
9.7%
Puts
Pseudo strike
30.04
IV
231.7%
B/E move
7.4%

55Δ

Calls
Pseudo strike
29.25
IV
229.9%
B/E move
8.1%
Puts
Pseudo strike
30.88
IV
235.8%
B/E move
6.4%

60Δ

Calls
Pseudo strike
28.47
IV
235.2%
B/E move
6.9%
Puts
Pseudo strike
31.80
IV
240.7%
B/E move
5.5%

65Δ

Calls
Pseudo strike
27.72
IV
227.5%
B/E move
5.5%
Puts
Pseudo strike
32.58
IV
232.6%
B/E move
4.4%

70Δ

Calls
Pseudo strike
26.90
IV
232.0%
B/E move
4.5%
Puts
Pseudo strike
33.98
IV
249.0%
B/E move
3.8%

75Δ

Calls
Pseudo strike
25.95
IV
241.2%
B/E move
3.7%
Puts
Pseudo strike
34.54
IV
227.4%
B/E move
2.8%

80Δ

Calls
Pseudo strike
24.97
IV
243.4%
B/E move
2.8%
Puts
Pseudo strike
35.80
IV
228.3%
B/E move
2.1%

Options history

IV · four-Friday blend132.07%
Daily close
OUST69.2%143.0%216.8%2026-08-05: 192.42%2026-08-06: 206.59%2026-08-07: 104.53%2026-08-10: 109.88%2026-08-11: 115.19%2026-08-12: 111.54%2026-08-13: 116.46%2026-08-14: 104.35%2026-08-17: 109.34%2026-08-18: 108.20%2026-08-19: 101.60%2026-08-20: 100.77%2026-08-21: 96.02%2026-08-24: 99.94%2026-08-25: 97.69%2026-08-26: 94.24%2026-08-27: 97.00%2026-08-28: 87.11%2026-08-31: 84.58%2026-09-01: 85.68%2026-09-02: 83.16%2026-09-03: 87.25%2026-09-04: 79.42%2026-09-08: 89.84%2026-09-09: 87.14%2026-09-10: 93.35%2026-09-11: 83.35%2026-09-14: 85.94%2026-09-15: 88.23%2026-09-16: 89.36%2026-09-17: 85.30%2026-09-18: 80.23%2026-09-21: 83.97%2026-09-22: 86.61%2026-09-23: 85.45%2026-09-24: 88.29%2026-09-25: 87.67%2026-09-28: 87.00%2026-09-29: 92.03%2026-09-30: 91.47%2026-10-01: 91.52%2026-10-02: 83.12%2026-10-05: 87.88%2026-10-06: 85.92%2026-10-07: 85.41%2026-10-08: 86.03%2026-10-09: 82.63%2026-10-12: 92.43%2026-10-13: 88.31%2026-10-14: 92.52%2026-10-15: 94.45%2026-10-16: 99.40%2026-10-19: 102.09%2026-10-20: 101.21%2026-10-21: 106.95%2026-10-22: 110.98%2026-10-23: 107.68%2026-10-26: 116.29%2026-10-27: 115.48%2026-10-28: 120.76%2026-10-29: 120.81%2026-10-30: 132.07%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
192.42%
206.59%
104.53%
109.88%
115.19%
111.54%
116.46%
104.35%
109.34%
108.20%
101.60%
100.77%
96.02%
99.94%
97.69%
94.24%
97.00%
87.11%
84.58%
85.68%
83.16%
87.25%
79.42%
89.84%
87.14%
93.35%
83.35%
85.94%
88.23%
89.36%
85.30%
80.23%
83.97%
86.61%
85.45%
88.29%
87.67%
87.00%
92.03%
91.47%
91.52%
83.12%
87.88%
85.92%
85.41%
86.03%
82.63%
92.43%
88.31%
92.52%
94.45%
99.40%
102.09%
101.21%
106.95%
110.98%
107.68%
116.29%
115.48%
120.76%
120.81%
132.07%