ONDS Options History — December 2021

In December 2021, ONDS traded between $6.36 and $8.37. ATM implied volatility averaged 92.9%. The 30-day expected move averaged 25.5%. IV traded above realized volatility by 12.1% (HV 20d: 80.9%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 15 of 22 days. Put/call ratio averaged 0.59.

Notable Days

  • 2021-12-20: Highest Volume — 10,020 contracts
  • 2021-12-15: Largest IV drop — 27.2% change
  • 2021-12-03: Largest Expected Move — 28.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$7.24$6.36$8.37$7.38$6.74
Max Pain$7.50$7.50$7.50$7.50$7.50
ATM IV92.9%84.2%118.0%98.5%84.2%
Expected Move25.5%24.1%28.9%28.3%24.1%
HV 20d80.9%70.6%87.6%78.9%80.2%
HV 60d79.1%73.2%83.5%80.2%73.2%
Term Structure0.7%-8.3%5.6%-6.3%2.6%
VWIV87.1%73.4%100.2%100.2%73.4%
Skew 25d-7.3%-25.2%8.2%-20.6%-9.8%
Skew 10d-10.6%-47.3%30.4%-33.8%-7.1%
Call IV 25d92.1%79.8%113.7%102.0%79.8%
Put IV 25d84.8%65.2%99.8%81.4%70.0%
Bid-Ask Spread %34.796.2272.4210.656.22
Gamma HHI0.320.280.350.310.35
Net GEX115.6K68.8K156.0K107.1K121.7K
Net DEX-5.0M-7.6M-2.1M-4.6M-5.0M
Net VEX-35.2K-41.5K-26.2K-35.4K-34.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.590.061.520.620.30
Total Volume1,874.40975310,0201,256759
Total OI36,677.22728,63238,81535,95737,269

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-12-01$7.38$7.5098.5%28.3%78.9%0.0%100.2%-20.6%-6.3%107.1K-4.6M-35.4K0.6210.6577747931,2944,663
2021-12-02$7.80$7.5099.2%28.4%78.3%0.0%97.8%-10.2%-5.6%120.7K-5.8M-38.6K0.7934.9494574431,2624,592
2021-12-03$7.30$7.50101.0%28.9%80.7%0.0%96.7%-23.9%-8.3%105.3K-4.7M-35.0K0.6019.9367440231,6924,594
2021-12-06$7.59$7.50100.2%26.9%82.2%0.0%93.1%4.8%2.0%117.5K-5.3M-36.1K0.5972.4266839231,9934,688
2021-12-07$8.16$7.5098.6%25.9%87.3%0.0%90.0%5.2%-7.1%143.7K-6.8M-39.1K1.5035.547111,07032,0184,684
2021-12-08$8.37$7.5092.0%24.9%87.6%0.0%86.4%3.8%2.1%156.0K-7.6M-40.5K0.8839.7574765532,2344,683
2021-12-09$8.19$7.5099.0%25.0%86.5%0.0%86.1%-5.4%2.0%147.9K-6.9M-38.9K1.5232.8842564632,4654,698
2021-12-10$8.05$7.5087.1%24.4%77.7%0.0%88.0%-10.8%0.8%138.7K-6.5M-37.9K1.3118.3650766332,5234,704
2021-12-13$7.53$7.50103.1%24.2%80.0%0.0%84.6%-17.6%5.6%112.0K-4.7M-32.9K1.0831.3060765832,5904,704
2021-12-14$6.99$7.50118.0%24.7%70.6%0.0%82.1%0.1%3.1%89.9K-3.1M-28.8K0.4037.621,88475332,6024,759
2021-12-15$7.41$7.5085.9%24.6%76.4%0.0%88.8%8.2%-2.2%110.7K-4.2M-32.3K0.7619.2158244433,3425,002
2021-12-16$6.62$7.5091.3%26.2%79.4%0.0%82.0%-0.2%-0.1%73.1K-2.1M-26.2K0.2620.941,33935033,6385,009
2021-12-17$6.66$7.5087.0%25.0%78.9%0.0%82.7%-4.2%0.9%77.0K-2.4M-26.8K0.6771.0276150934,0294,786
2021-12-20$6.36$7.5095.6%27.4%77.6%0.0%93.6%-5.7%0.9%68.8K-3.0M-26.2K0.0644.909,46655425,4693,163
2021-12-21$6.64$7.5090.3%25.9%79.8%0.0%87.8%-2.3%-0.8%104.1K-4.6M-35.0K0.2959.481,62447731,7253,515
2021-12-22$6.96$7.5084.4%24.2%82.5%0.0%79.8%7.3%4.5%121.8K-5.8M-39.7K0.2859.171,38139132,5913,621
2021-12-23$7.09$7.5084.5%24.2%82.9%0.0%85.2%-20.1%4.9%131.9K-6.4M-41.5K0.1134.291,99622033,6683,548
2021-12-27$7.06$7.5085.7%24.6%82.9%0.0%83.1%-18.3%5.1%134.4K-6.2M-40.5K0.096.592,58724534,2473,558
2021-12-28$6.85$7.5088.5%25.4%82.5%0.0%85.5%5.3%2.6%123.8K-5.3M-37.0K0.2846.1491325833,5283,527
2021-12-29$6.60$7.5084.3%24.2%83.2%0.0%80.9%-25.2%4.2%112.6K-4.6M-34.2K0.4956.2050424933,6063,526
2021-12-30$6.87$7.5085.8%24.6%83.0%0.0%88.9%-21.6%5.5%125.1K-5.4M-36.6K0.167.761,05316833,5383,552
2021-12-31$6.74$7.5084.2%24.1%80.2%0.0%73.4%-9.8%2.6%121.7K-5.0M-34.8K0.306.2258317633,7173,552