ONDS Options History — September 2021

Name: ONDS Options Analytics - September 2021
Creator: Options Analysis Suite

In September 2021, ONDS traded between $6.97 and $9.82. ATM implied volatility averaged 90.0%. The 30-day expected move averaged 25.8%. IV traded above realized volatility by 7.0% (HV 20d: 83.0%). Max pain ranged from $2.50 to $7.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 19 of 21 days. Put/call ratio averaged 0.16.

Notable Days

2021-09-28: Highest Volume — 16,095 contracts
2021-09-27: Largest IV spike — 16.3% change
2021-09-28: Largest Expected Move — 29.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$7.87	$6.97	$9.82	$7.06	$9.09
Max Pain	$5.12	$2.50	$7.50	$7.50	$7.50
ATM IV	90.0%	80.7%	102.3%	84.1%	93.3%
Expected Move	25.8%	23.1%	29.3%	24.1%	26.7%
HV 20d	83.0%	68.7%	103.3%	80.1%	103.2%
Term Structure	4.9%	-2.4%	8.8%	7.8%	8.6%
VWIV	92.0%	81.5%	110.1%	84.0%	93.2%
Skew 25d	-10.4%	-29.2%	49.0%	49.0%	-10.4%
Skew 10d	-10.7%	-51.7%	76.7%	76.7%	-14.3%
Call IV 25d	100.1%	73.3%	123.7%	73.3%	102.9%
Put IV 25d	89.7%	71.0%	122.3%	122.3%	92.6%
Bid-Ask Spread %	42.88	12.78	73.15	20.44	18.51
Gamma HHI	0.48	0.37	0.70	0.37	0.70
Net GEX	47.3K	18.2K	134.0K	18.2K	134.0K
Net DEX	-3.5M	-7.7M	-1.1M	-1.1M	-7.7M
Net VEX	-15.3K	-28.8K	-10.7K	-10.7K	-28.8K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.16	0.00	0.57	0.02	0.17
Total Volume	2,069.905	208	16,095	797	1,797
Total OI	12,184	8,521	23,149	8,521	23,149

Daily Data (21 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Vol	Put Vol	Call OI	Put OI
2021-09-01	$7.06	$7.50	84.1%	24.1%	80.1%	0.0%	84.0%	49.0%	7.8%	18.2K	-1.1M	-10.7K	0.02	20.44	780	17	5,961	2,560
2021-09-02	$6.97	$2.50	90.2%	25.9%	77.6%	0.0%	89.1%	-20.4%	5.5%	19.7K	-1.3M	-10.8K	0.00	64.89	665	3	6,328	2,554
2021-09-03	$7.61	$2.50	84.5%	24.2%	83.4%	0.0%	83.6%	-27.6%	8.8%	27.7K	-2.1M	-11.9K	0.02	56.17	1,486	25	6,787	2,566
2021-09-07	$8.08	$2.50	86.5%	25.3%	84.2%	0.0%	93.0%	-7.5%	7.5%	34.4K	-2.8M	-12.2K	0.04	64.67	2,280	99	7,085	2,567
2021-09-08	$7.65	$2.50	91.0%	26.1%	84.3%	0.0%	92.3%	-29.2%	5.4%	42.2K	-2.8M	-12.6K	0.06	34.75	438	26	8,237	2,590
2021-09-09	$7.71	$5.00	90.4%	25.9%	84.4%	0.0%	92.6%	11.9%	4.6%	52.1K	-3.4M	-15.0K	0.57	66.61	458	262	9,787	2,636
2021-09-10	$7.45	$5.00	88.2%	25.3%	85.1%	0.0%	86.5%	-28.4%	5.0%	54.5K	-3.0M	-14.7K	0.01	44.48	553	3	9,965	2,646
2021-09-13	$7.40	$5.00	89.7%	25.7%	83.9%	0.0%	89.5%	-20.5%	1.3%	60.4K	-3.0M	-14.4K	0.42	56.92	677	281	10,037	2,634
2021-09-14	$7.20	$5.00	83.8%	24.0%	69.2%	0.0%	86.1%	-19.8%	7.0%	63.7K	-2.6M	-14.0K	0.03	73.15	1,038	27	10,336	2,635
2021-09-15	$7.36	$5.00	80.7%	23.1%	68.7%	0.0%	81.5%	18.7%	7.7%	67.4K	-2.9M	-14.7K	0.11	71.94	188	20	10,652	2,913
2021-09-16	$8.28	$5.00	82.6%	23.7%	77.8%	0.0%	88.6%	-20.3%	3.8%	37.4K	-5.1M	-15.5K	0.22	31.64	1,882	422	10,683	2,914
2021-09-17	$8.09	$5.00	86.0%	24.6%	77.2%	0.0%	92.8%	-15.3%	8.1%	37.2K	-4.9M	-15.4K	0.05	67.57	964	48	10,735	2,917
2021-09-20	$7.38	$5.00	94.8%	27.2%	85.9%	0.0%	92.8%	-23.1%	2.6%	33.4K	-2.6M	-14.2K	0.24	39.75	1,169	286	8,148	2,161
2021-09-21	$7.42	$7.50	98.5%	28.2%	80.2%	0.0%	98.5%	-2.9%	-0.2%	34.0K	-2.6M	-14.7K	0.37	25.75	548	205	8,219	2,186
2021-09-22	$7.62	$7.50	89.2%	25.6%	80.5%	0.0%	95.5%	9.5%	5.8%	36.5K	-2.9M	-15.5K	0.29	46.80	831	240	8,884	2,453
2021-09-23	$7.62	$5.00	87.7%	25.1%	79.1%	0.0%	87.0%	-14.7%	7.0%	42.5K	-3.3M	-15.8K	0.07	39.89	348	26	9,342	2,259
2021-09-24	$8.11	$5.00	85.9%	24.6%	80.6%	0.0%	89.4%	-10.9%	5.7%	44.3K	-3.9M	-16.8K	0.05	17.05	461	25	9,425	2,477
2021-09-27	$8.18	$5.00	100.0%	28.7%	76.0%	0.0%	110.1%	-21.0%	-2.4%	44.4K	-4.0M	-16.9K	0.09	26.41	2,099	197	9,561	2,498
2021-09-28	$9.82	$5.00	102.3%	29.3%	98.1%	0.0%	103.0%	-17.7%	2.4%	51.2K	-6.4M	-17.7K	0.26	12.78	12,810	3,285	9,812	2,497
2021-09-29	$9.11	$7.50	100.8%	28.9%	103.3%	0.0%	102.3%	-17.5%	0.6%	58.8K	-6.3M	-20.0K	0.18	20.33	5,485	1,014	11,331	2,737
2021-09-30	$9.09	$7.50	93.3%	26.7%	103.2%	0.0%	93.2%	-10.4%	8.6%	134.0K	-7.7M	-28.8K	0.17	18.51	1,539	258	18,165	4,984