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Ouster, Inc. Common Stock OUST

TECHNOLOGY · ELECTRONIC COMPONENTS
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Market dataready · fetched 2026-10-16T00:14:15.675Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:55:25.387858781Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:14:14.974735+00:00

Share price$31.24
1D+1.6%
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$0.59$4.10$7.61$11.12$14.63$18.54$26.14$33.73$41.32$48.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OUST spot · $31.24OUST PRICE$0.97$1.29$1.61$2.06$2.45$2.91$3.37$3.92$4.54$5.08$5.79$6.63$7.23$1.33$1.72$2.28$2.76$3.33$3.96$4.73$5.58$6.71$7.38$8.95$10.30$13.62
PutsExpensive1.14×
CallsExpensive1.19×
SkewBullish-3.80 pp
Implied moveBearish±$8.10
TiltBearish20.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.29102.4%41.7%25.15103.2%23.7%
25Δ41.08102.8%35.6%26.6799.3%20.1%
30Δ38.92100.7%29.7%27.91101.9%18.0%
35Δ37.67105.7%27.2%29.1999.3%15.4%
40Δ35.99104.8%23.0%30.4298.3%13.3%
45Δ34.52105.0%19.8%31.6397.7%11.4%
50Δ33.09104.3%16.7%32.8998.1%9.9%
55Δ31.76104.9%14.2%34.2098.4%8.4%
60Δ30.47106.1%12.1%35.72100.5%7.1%
65Δ29.17103.5%9.6%36.8696.0%5.6%
70Δ27.88103.5%7.8%38.7599.1%4.6%
75Δ26.54104.3%6.2%40.4697.7%3.5%
80Δ25.3798.1%4.4%44.02107.0%2.7%

20Δ

Calls
Pseudo strike
43.29
IV
102.4%
B/E move
41.7%
Puts
Pseudo strike
25.15
IV
103.2%
B/E move
23.7%

25Δ

Calls
Pseudo strike
41.08
IV
102.8%
B/E move
35.6%
Puts
Pseudo strike
26.67
IV
99.3%
B/E move
20.1%

30Δ

Calls
Pseudo strike
38.92
IV
100.7%
B/E move
29.7%
Puts
Pseudo strike
27.91
IV
101.9%
B/E move
18.0%

35Δ

Calls
Pseudo strike
37.67
IV
105.7%
B/E move
27.2%
Puts
Pseudo strike
29.19
IV
99.3%
B/E move
15.4%

40Δ

Calls
Pseudo strike
35.99
IV
104.8%
B/E move
23.0%
Puts
Pseudo strike
30.42
IV
98.3%
B/E move
13.3%

45Δ

Calls
Pseudo strike
34.52
IV
105.0%
B/E move
19.8%
Puts
Pseudo strike
31.63
IV
97.7%
B/E move
11.4%

50Δ

Calls
Pseudo strike
33.09
IV
104.3%
B/E move
16.7%
Puts
Pseudo strike
32.89
IV
98.1%
B/E move
9.9%

55Δ

Calls
Pseudo strike
31.76
IV
104.9%
B/E move
14.2%
Puts
Pseudo strike
34.20
IV
98.4%
B/E move
8.4%

60Δ

Calls
Pseudo strike
30.47
IV
106.1%
B/E move
12.1%
Puts
Pseudo strike
35.72
IV
100.5%
B/E move
7.1%

65Δ

Calls
Pseudo strike
29.17
IV
103.5%
B/E move
9.6%
Puts
Pseudo strike
36.86
IV
96.0%
B/E move
5.6%

70Δ

Calls
Pseudo strike
27.88
IV
103.5%
B/E move
7.8%
Puts
Pseudo strike
38.75
IV
99.1%
B/E move
4.6%

75Δ

Calls
Pseudo strike
26.54
IV
104.3%
B/E move
6.2%
Puts
Pseudo strike
40.46
IV
97.7%
B/E move
3.5%

80Δ

Calls
Pseudo strike
25.37
IV
98.1%
B/E move
4.4%
Puts
Pseudo strike
44.02
IV
107.0%
B/E move
2.7%