ONDS Options History — October 2021

In October 2021, ONDS traded between $8.41 and $10.24. ATM implied volatility averaged 97.2%. The 30-day expected move averaged 27.4%. IV traded above realized volatility by 11.6% (HV 20d: 85.6%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.14.

Notable Days

  • 2021-10-07: Highest Volume — 10,120 contracts
  • 2021-10-11: Largest IV spike — 17.9% change
  • 2021-10-28: Largest Expected Move — 29.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$9.26$8.41$10.24$9.02$8.57
Max Pain$8.69$7.50$10.00$7.50$7.50
ATM IV97.2%89.4%120.2%91.3%100.2%
Expected Move27.4%25.6%29.7%26.2%28.7%
HV 20d85.6%47.6%103.1%103.1%63.5%
HV 60d83.5%80.8%87.4%87.4%83.1%
Term Structure-4.7%-14.0%7.1%7.1%-10.7%
VWIV98.2%86.9%107.8%86.9%107.8%
Skew 25d-6.3%-14.4%-0.8%-9.5%-14.2%
Skew 10d-7.7%-40.8%28.1%-20.8%-40.8%
Call IV 25d101.2%91.6%115.3%96.7%115.3%
Put IV 25d94.9%87.2%102.4%87.2%101.2%
Bid-Ask Spread %25.568.2458.6124.4123.09
Gamma HHI0.510.310.820.780.37
Net GEX183.3K111.5K325.8K145.6K141.9K
Net DEX-10.5M-16.1M-7.9M-7.9M-8.7M
Net VEX-44.8K-50.8K-32.1K-32.1K-47.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.140.030.320.320.29
Total Volume3,199.7621,24210,1202,3371,285
Total OI34,639.71425,43339,30925,43337,665

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-10-01$9.02$7.5091.3%26.2%103.1%0.0%86.9%-9.5%7.1%145.6K-7.9M-32.1K0.3224.411,77356419,8335,600
2021-10-04$9.41$7.5099.2%28.8%99.9%0.0%100.3%-9.5%-5.0%171.7K-9.3M-32.8K0.0436.746,06925320,4825,705
2021-10-05$9.42$7.5092.5%28.1%98.2%0.0%97.2%-3.5%-3.5%184.0K-9.6M-34.3K0.2018.982,50951421,1196,129
2021-10-06$9.84$7.5098.2%28.0%96.1%0.0%100.2%-6.9%-4.8%223.2K-13.2M-41.3K0.1115.626,26869924,7526,291
2021-10-07$10.24$7.50103.6%28.7%96.6%0.0%104.5%-6.5%-4.0%241.3K-15.7M-43.9K0.1311.668,9451,17526,2416,601
2021-10-08$9.80$10.00101.9%28.7%97.3%0.0%106.1%-11.1%-3.2%252.6K-14.1M-46.8K0.1433.151,86126627,8506,687
2021-10-11$10.19$10.00120.2%28.6%97.4%0.0%104.5%-6.2%-2.9%294.8K-16.1M-50.8K0.2913.961,15433330,2437,351
2021-10-12$9.78$10.00116.3%28.8%98.3%0.0%107.7%-4.1%-7.9%325.1K-14.0M-49.3K0.0610.771,82210731,1707,400
2021-10-13$9.52$10.0099.1%28.4%99.4%0.0%103.2%-6.9%-5.0%325.8K-12.2M-48.0K0.0328.192,7158231,5937,417
2021-10-14$9.46$10.0097.1%27.8%91.5%0.0%99.5%-5.8%-3.8%114.5K-9.9M-45.9K0.0621.151,69110731,3967,446
2021-10-15$9.22$10.0096.7%27.7%91.6%0.0%96.0%-5.7%-6.1%111.5K-9.3M-45.6K0.1018.352,04719931,7847,525
2021-10-18$9.23$10.0089.6%25.7%83.9%0.0%90.2%-4.8%-0.9%116.4K-8.7M-45.6K0.038.244,18613424,0836,776
2021-10-19$9.07$10.0091.3%26.2%84.5%0.0%92.0%-5.2%-4.6%121.1K-8.5M-45.9K0.0811.201,21110125,0936,766
2021-10-20$9.12$10.0089.4%25.6%84.3%0.0%92.0%-2.6%-3.8%159.9K-9.7M-49.0K0.109.453,21431727,8816,866
2021-10-21$9.09$10.0089.4%25.6%84.4%0.0%90.5%-3.4%-4.3%168.5K-10.0M-49.9K0.1942.661,41627129,2306,921
2021-10-22$8.57$7.5090.4%25.9%85.2%0.0%90.9%-0.8%-3.7%148.9K-8.5M-47.5K0.0943.113,31728330,1016,921
2021-10-25$8.41$7.5089.9%25.8%85.5%0.0%91.0%-1.1%-3.4%140.0K-8.1M-44.3K0.1041.554,57543530,7946,947
2021-10-26$8.68$7.5090.5%25.9%54.0%0.0%96.2%-3.5%-6.1%146.6K-8.3M-46.3K0.2127.261,02821429,8427,123
2021-10-27$8.57$7.5090.8%26.0%47.6%0.0%100.5%-14.4%-7.3%143.1K-8.0M-45.7K0.1738.591,71328629,8617,138
2021-10-28$9.30$7.50103.7%29.7%56.3%0.0%105.1%-5.8%-14.0%172.6K-10.5M-48.5K0.1958.611,73432229,7957,016
2021-10-29$8.57$7.50100.2%28.7%63.5%0.0%107.8%-14.2%-10.7%141.9K-8.7M-47.9K0.2923.0999928630,5367,129