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Ouster, Inc. Common Stock OUST

TECHNOLOGY · ELECTRONIC COMPONENTS
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Market dataready · fetched 2026-10-15T20:32:54.602Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:30:02.452796871Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:32:54.072516+00:00

Share price$31.64
1D+3.1%
AH$29.10$29.82$30.54$31.26$31.985:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOUST
Sold putSold callAH

Ouster, Inc. Common Stock options

Live interpolated OUST call and put midpoint premiums by absolute delta.Ouster, Inc. Common Stock$0.00$2.14$4.29$6.43$8.57$28.40$29.99$31.58$33.17$34.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $31.64OPTION PRICELive OUST spot · $31.64OUST PRICE$0.22$0.24$0.27$0.34$0.41$0.49$0.57$0.65$0.78$0.91$1.03$1.13$1.24$0.27$0.28$0.37$0.46$0.55$0.64$0.79$0.94$1.49$2.13$2.93$2.53$7.96
PutsExpensive1.10×
CallsCheap0.60×
SkewBearish+68.91 pp
Implied moveBearish±$1.36
TiltBearish44.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.47124.0%6.5%29.77142.5%6.8%
25Δ32.92103.4%4.8%30.50108.5%4.5%
30Δ32.4486.9%3.4%30.74111.7%4.0%
35Δ32.2587.5%3.0%30.97114.9%3.6%
40Δ32.0588.1%2.6%31.22112.6%3.1%
45Δ31.8688.0%2.2%31.47109.6%2.6%
50Δ31.6887.6%1.9%31.71112.8%2.3%
55Δ31.4987.4%1.6%31.95117.1%2.0%
60Δ31.3089.1%1.4%32.43157.3%2.2%
65Δ31.1090.8%1.2%33.08188.7%2.2%
70Δ30.9189.4%0.9%33.91225.7%2.1%
75Δ30.7485.1%0.7%33.82162.3%1.1%
80Δ30.5680.7%0.5%38.91419.9%2.2%

20Δ

Calls
Pseudo strike
33.47
IV
124.0%
B/E move
6.5%
Puts
Pseudo strike
29.77
IV
142.5%
B/E move
6.8%

25Δ

Calls
Pseudo strike
32.92
IV
103.4%
B/E move
4.8%
Puts
Pseudo strike
30.50
IV
108.5%
B/E move
4.5%

30Δ

Calls
Pseudo strike
32.44
IV
86.9%
B/E move
3.4%
Puts
Pseudo strike
30.74
IV
111.7%
B/E move
4.0%

35Δ

Calls
Pseudo strike
32.25
IV
87.5%
B/E move
3.0%
Puts
Pseudo strike
30.97
IV
114.9%
B/E move
3.6%

40Δ

Calls
Pseudo strike
32.05
IV
88.1%
B/E move
2.6%
Puts
Pseudo strike
31.22
IV
112.6%
B/E move
3.1%

45Δ

Calls
Pseudo strike
31.86
IV
88.0%
B/E move
2.2%
Puts
Pseudo strike
31.47
IV
109.6%
B/E move
2.6%

50Δ

Calls
Pseudo strike
31.68
IV
87.6%
B/E move
1.9%
Puts
Pseudo strike
31.71
IV
112.8%
B/E move
2.3%

55Δ

Calls
Pseudo strike
31.49
IV
87.4%
B/E move
1.6%
Puts
Pseudo strike
31.95
IV
117.1%
B/E move
2.0%

60Δ

Calls
Pseudo strike
31.30
IV
89.1%
B/E move
1.4%
Puts
Pseudo strike
32.43
IV
157.3%
B/E move
2.2%

65Δ

Calls
Pseudo strike
31.10
IV
90.8%
B/E move
1.2%
Puts
Pseudo strike
33.08
IV
188.7%
B/E move
2.2%

70Δ

Calls
Pseudo strike
30.91
IV
89.4%
B/E move
0.9%
Puts
Pseudo strike
33.91
IV
225.7%
B/E move
2.1%

75Δ

Calls
Pseudo strike
30.74
IV
85.1%
B/E move
0.7%
Puts
Pseudo strike
33.82
IV
162.3%
B/E move
1.1%

80Δ

Calls
Pseudo strike
30.56
IV
80.7%
B/E move
0.5%
Puts
Pseudo strike
38.91
IV
419.9%
B/E move
2.2%