Ondas Holdings Inc. (ONDS) Options History
Historical options analytics archive for ONDS with monthly max pain, implied volatility, gamma exposure, and put/call data.
60 months of complete options data available.
ONDS monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for ONDS. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-07 | 20 | 101.0% | 34.9% | $8.00 | $2.1M | -$109.3M | 0.47 |
| 2026-06 | 21 | 93.6% | 24.8% | $10.00 | $2.2M | -$121.7M | 0.44 |
| 2026-05 | 20 | 94.4% | 41.6% | $11.00 | $8.0M | -$921.8M | 0.38 |
| 2026-04 | 20 | 99.8% | 44.2% | $10.00 | $2.9M | -$235.1M | 0.42 |
| 2026-03 | 22 | 116.0% | 47.2% | $10.00 | $1.9M | -$134.4M | 0.39 |
| 2026-02 | 19 | 121.5% | 49.7% | $9.00 | $2.8M | -$252.2M | 0.36 |
This archive aggregates ONDS's daily end-of-day options snapshots into monthly summaries, spanning 2021-08 through 2026-07. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how ONDS option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-07) shows an average ATM implied volatility near 101.0%, a month-end max-pain strike around $8.00, an average put/call ratio of 0.47.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2023
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2022
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2021
Frequently asked ONDS history questions
- How much options history is available for ONDS?
- This archive holds 60 months of ONDS options analytics, spanning 2021-08 through 2026-07. Each entry is a monthly rollup of ONDS's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the ONDS archive.
- What data does each monthly ONDS aggregate contain?
- Every monthly row summarizes that month of ONDS option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-07 recorded an average ATM implied volatility near 101.0%, an average IV rank of 34.9%, a month-end max-pain strike around $8.00, an average put/call ratio of 0.47.
- How is the ONDS options-history archive built and how often does it update?
- The archive is derived from ONDS's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how ONDS's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.