ONDS Options History — November 2021

In November 2021, ONDS traded between $7.79 and $11.15. ATM implied volatility averaged 100.8%. The 30-day expected move averaged 28.0%. IV traded above realized volatility by 28.6% (HV 20d: 72.2%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.31.

Notable Days

  • 2021-11-15: Highest Volume — 9,608 contracts
  • 2021-11-10: Largest IV drop — 17.9% change
  • 2021-11-03: Largest Expected Move — 33.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$9.18$7.79$11.15$8.65$7.79
Max Pain$7.50$7.50$7.50$7.50$7.50
ATM IV100.8%86.7%127.8%108.7%95.5%
Expected Move28.0%24.9%33.7%31.2%27.4%
HV 20d72.2%57.3%87.3%61.5%77.0%
HV 60d80.8%76.6%82.9%82.3%80.5%
Term Structure-6.4%-21.4%1.8%-11.6%-2.7%
VWIV100.7%89.8%122.0%115.2%100.1%
Skew 25d-8.7%-16.0%5.4%-6.2%-16.0%
Skew 10d-19.1%-48.6%30.7%-11.2%-13.9%
Call IV 25d104.4%95.4%124.1%118.5%101.1%
Put IV 25d95.7%82.8%114.9%112.3%85.1%
Bid-Ask Spread %31.9010.9155.7655.7628.09
Gamma HHI0.380.310.520.390.32
Net GEX209.3K123.8K396.0K147.2K123.8K
Net DEX-11.9M-23.0M-5.7M-8.8M-5.7M
Net VEX-49.0K-57.1K-38.2K-46.9K-38.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.310.070.830.140.46
Total Volume3,060.2861,0069,6081,8191,510
Total OI40,185.66734,30546,84337,99935,849

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-11-01$8.65$7.50108.7%31.2%61.5%0.0%115.2%-6.2%-11.6%147.2K-8.8M-46.9K0.1455.761,60021930,7567,243
2021-11-02$8.62$7.50106.3%30.5%61.4%0.0%122.0%-15.5%-13.9%152.2K-9.0M-47.5K0.1847.2288716231,4627,194
2021-11-03$9.16$7.50117.5%33.7%63.5%0.0%118.7%-9.1%-21.4%179.8K-11.1M-50.2K0.1533.7099114531,5137,235
2021-11-04$9.23$7.50114.9%28.8%61.6%0.0%100.7%-9.0%-12.1%182.7K-11.5M-50.0K0.0738.744,55729831,5337,221
2021-11-05$9.37$7.50116.6%29.4%60.2%0.0%100.2%0.0%-9.0%208.4K-12.8M-52.5K0.3643.942,58492033,4447,209
2021-11-08$9.36$7.50127.8%30.0%58.2%0.0%103.7%-7.4%-11.5%221.9K-13.5M-51.5K0.1537.122,33735034,0076,968
2021-11-09$9.09$7.50123.1%30.0%57.3%0.0%104.3%-11.8%-8.9%209.6K-12.0M-50.4K0.2950.271,08331134,2976,844
2021-11-10$9.41$7.50101.0%29.0%58.2%0.0%101.8%5.4%-8.9%226.6K-13.4M-51.5K0.1531.371,77326934,6696,807
2021-11-11$10.35$7.50100.8%28.9%67.3%0.0%104.2%-11.7%-10.4%285.3K-19.0M-57.1K0.1024.096,83769935,3996,841
2021-11-12$10.11$7.5098.9%28.3%67.2%0.0%106.0%-8.3%-6.6%279.6K-16.8M-54.1K0.1922.273,42665935,9917,082
2021-11-15$11.15$7.5091.4%26.2%74.9%0.0%91.7%-9.5%-2.6%383.8K-23.0M-56.2K0.1441.838,4481,16036,9617,209
2021-11-16$10.91$7.5088.7%25.4%75.1%0.0%95.0%-10.7%-1.8%396.0K-21.4M-56.6K0.4522.641,98089538,2367,452
2021-11-17$9.96$7.5086.7%24.9%83.1%0.0%89.8%-10.8%1.8%358.5K-15.2M-52.7K0.3523.532,61491438,3357,558
2021-11-18$9.44$7.5089.1%25.5%85.6%0.0%92.7%-12.2%0.0%173.5K-10.9M-49.2K0.2426.911,73641038,6497,645
2021-11-19$8.84$7.5092.1%26.4%86.3%0.0%96.8%-10.2%-4.0%157.5K-9.0M-46.9K0.1532.354,23862539,1907,653
2021-11-22$8.49$7.5090.6%26.0%87.3%0.0%93.0%-5.6%0.9%146.2K-8.0M-44.8K0.2343.982,72864030,0024,303
2021-11-23$8.47$7.5091.0%26.1%86.5%0.0%93.9%-9.5%-3.5%149.8K-7.8M-45.1K0.5414.271,9631,06530,5614,343
2021-11-24$8.27$7.5089.4%25.6%86.8%0.0%95.6%-10.6%1.1%144.8K-7.5M-44.5K0.6415.8567643430,8864,398
2021-11-26$8.18$7.5096.4%27.6%81.0%0.0%96.6%-1.6%-4.5%139.7K-7.1M-42.7K0.6325.1361838830,9884,405
2021-11-29$7.86$7.5091.2%26.2%77.1%0.0%91.9%-12.6%-4.2%128.7K-6.0M-39.5K0.8310.9161150631,1484,413
2021-11-30$7.79$7.5095.5%27.4%77.0%0.0%100.1%-16.0%-2.7%123.8K-5.7M-38.2K0.4628.091,03347731,3524,497