ONDS Options History — August 2021

In August 2021, ONDS traded between $6.12 and $8.00. ATM implied volatility averaged 82.1%. The 30-day expected move averaged 23.5%. IV traded below realized volatility by 0.9% (HV 20d: 82.9%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 16 of 16 trading days. Term structure was in contango for 16 of 16 days. Put/call ratio averaged 0.63.

Notable Days

  • 2021-08-30: Highest Volume — 1,724 contracts
  • 2021-08-30: Largest IV spike — 18.0% change
  • 2021-08-19: Largest Expected Move — 25.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$6.93$6.12$8.00$8.00$7.11
Max Pain$7.50$7.50$7.50$7.50$7.50
ATM IV82.1%75.3%89.8%89.8%85.2%
Expected Move23.5%21.6%25.7%25.3%24.4%
HV 20d82.9%82.9%82.9%82.9%82.9%
Term Structure7.0%0.4%50.3%8.8%4.1%
VWIV81.1%74.2%91.4%91.4%85.3%
Skew 25d-6.4%-29.4%14.9%11.5%4.1%
Skew 10d-1.7%-45.5%34.3%32.9%12.9%
Call IV 25d81.6%65.6%98.9%92.7%71.0%
Put IV 25d75.2%55.8%104.2%104.2%75.1%
Bid-Ask Spread %27.517.5860.1053.7411.14
Gamma HHI0.340.250.560.440.28
Net GEX7.2K3.1K18.8K9.6K11.4K
Net DEX-223.3K-825.3K343.3K-762.0K-710.6K
Net VEX-7.2K-9.3K-5.9K-6.9K-9.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.630.015.070.420.01
Total Volume573.125981,724915455
Total OI7,218.1885,6548,5446,0687,514

Daily Data (16 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-08-10$8.00$7.5089.8%25.3%0.0%0.0%91.4%11.5%8.8%9.6K-762.0K-6.9K0.4253.746442714,1221,946
2021-08-11$7.98$7.5083.2%23.8%0.0%0.0%83.6%-11.9%3.2%8.6K-825.3K-7.1K1.2738.632453115,1401,944
2021-08-12$7.93$7.5081.2%23.3%0.0%0.0%80.4%10.2%6.0%18.8K-804.4K-7.7K1.4555.3440585,1732,202
2021-08-13$7.60$7.5081.7%23.4%0.0%0.0%83.7%5.6%2.8%7.6K-480.0K-7.6K0.0442.07443195,1202,481
2021-08-16$6.66$7.5080.9%23.2%0.0%0.0%81.0%-29.4%4.1%3.3K272.6K-6.1K0.3651.167662795,1482,494
2021-08-17$6.51$7.5085.0%24.4%0.0%0.0%84.7%14.9%0.6%3.1K316.5K-5.9K0.1510.39215335,3582,512
2021-08-18$6.31$7.5079.3%22.7%0.0%0.0%79.1%-0.5%8.2%4.0K341.5K-6.1K0.0223.62430105,7552,579
2021-08-19$6.12$7.5089.6%25.7%0.0%0.0%74.2%-8.6%50.3%4.2K336.6K-6.2K5.0734.31743755,9052,604
2021-08-20$6.20$7.5079.3%22.7%0.0%0.0%77.2%-0.6%1.7%4.4K343.3K-6.1K0.8060.103082455,9402,604
2021-08-23$6.79$7.5075.8%21.7%0.0%0.0%75.7%-10.7%3.8%5.0K-173.2K-6.9K0.067.58547353,4112,243
2021-08-24$6.76$7.5078.7%22.6%0.0%0.0%78.8%-25.6%2.9%3.8K-122.8K-7.3K0.077.81590423,5352,466
2021-08-25$6.53$7.5078.1%22.4%0.0%0.0%78.1%-18.1%4.6%5.0K-78.1K-7.2K0.1111.09114123,8432,499
2021-08-26$6.39$7.5081.3%23.3%0.0%0.0%80.3%-25.0%0.4%6.5K-107.1K-7.7K0.028.5422454,3512,540
2021-08-27$6.95$7.5075.3%21.6%0.0%0.0%74.3%-0.3%7.5%9.3K-460.7K-8.7K0.158.33572844,4102,550
2021-08-30$7.04$7.5088.8%25.5%0.0%0.0%89.4%-18.8%3.4%10.0K-659.1K-9.0K0.0516.221,642824,5572,545
2021-08-31$7.11$7.5085.2%24.4%82.9%0.0%85.3%4.1%4.1%11.4K-710.6K-9.3K0.0111.1445144,8842,630