ONDS Options History — January 2022

Name: ONDS Options Analytics - January 2022
Creator: Options Analysis Suite

In January 2022, ONDS traded between $4.19 and $6.77. ATM implied volatility averaged 103.3%. The 30-day expected move averaged 29.3%. IV traded above realized volatility by 31.9% (HV 20d: 71.5%). Max pain ranged from $5.00 to $7.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 0.46.

Notable Days

2022-01-26: Highest Volume — 3,768 contracts
2022-01-06: Largest IV spike — 36.9% change
2022-01-25: Largest Expected Move — 34.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$5.08	$4.19	$6.77	$6.77	$4.93
Max Pain	$5.88	$5.00	$7.50	$7.50	$5.00
ATM IV	103.3%	75.6%	119.9%	84.8%	119.3%
Expected Move	29.3%	21.7%	34.4%	24.3%	34.2%
HV 20d	71.5%	57.1%	84.6%	77.2%	84.6%
HV 60d	76.1%	72.6%	79.9%	72.6%	79.9%
Term Structure	-2.4%	-10.3%	5.2%	2.1%	-10.3%
VWIV	101.3%	81.8%	130.2%	82.1%	119.9%
Skew 25d	-0.9%	-40.2%	71.5%	-13.6%	25.7%
Skew 10d	0.9%	-48.9%	115.1%	-13.7%	39.1%
Call IV 25d	97.1%	79.5%	125.4%	81.9%	86.1%
Put IV 25d	96.1%	57.2%	163.4%	68.3%	111.8%
Bid-Ask Spread %	45.89	34.34	60.64	44.11	53.12
Gamma HHI	0.36	0.32	0.38	0.36	0.34
Net GEX	56.1K	29.9K	121.5K	121.5K	49.3K
Net DEX	-1.4M	-4.8M	-291.3K	-4.8M	-1.3M
Net VEX	-17.1K	-33.9K	-10.6K	-33.9K	-14.6K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.46	0.08	0.98	0.15	0.48
Total Volume	1,564.4	801	3,768	1,361	801
Total OI	37,621.75	36,854	38,681	37,408	38,491

Daily Data (20 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
2022-01-03	$6.77	$7.50	84.8%	24.3%	77.2%	0.0%	82.1%	-13.6%	2.1%	121.5K	-4.8M	-33.9K	0.15	44.11	1,182	179	33,843	3,565
2022-01-04	$6.28	$7.50	81.9%	23.5%	79.4%	0.0%	81.8%	-15.1%	5.2%	101.0K	-3.4M	-29.3K	0.08	34.34	2,236	174	33,666	3,566
2022-01-05	$5.84	$7.50	75.6%	21.7%	76.2%	0.0%	94.8%	-40.2%	1.4%	77.2K	-2.2M	-23.3K	0.13	58.47	1,758	220	33,522	3,571
2022-01-06	$5.78	$7.50	103.4%	27.6%	74.6%	0.0%	86.3%	8.9%	1.4%	78.6K	-2.4M	-24.7K	0.14	38.40	1,653	225	33,437	3,657
2022-01-07	$5.46	$7.50	97.8%	27.5%	75.8%	0.0%	90.8%	0.9%	2.1%	65.0K	-1.7M	-20.4K	0.57	56.96	892	505	33,445	3,657
2022-01-10	$5.25	$7.50	105.4%	27.8%	76.1%	0.0%	95.0%	-6.6%	1.0%	59.3K	-1.3M	-18.0K	0.71	38.08	813	578	33,475	3,486
2022-01-11	$5.52	$5.00	100.6%	27.8%	78.1%	0.0%	93.7%	1.2%	-1.2%	70.1K	-1.9M	-20.2K	0.48	37.68	1,002	485	33,611	3,425
2022-01-12	$5.45	$5.00	92.1%	26.4%	75.0%	0.0%	92.7%	-1.6%	1.2%	64.5K	-1.5M	-18.2K	0.42	54.18	775	329	33,831	3,426
2022-01-13	$5.16	$5.00	96.0%	27.5%	71.5%	0.0%	95.4%	-6.2%	0.1%	56.4K	-1.1M	-16.3K	0.48	45.48	707	336	33,886	3,433
2022-01-14	$5.01	$5.00	99.5%	28.5%	62.4%	0.0%	84.5%	-9.2%	-0.0%	50.7K	-872.0K	-15.5K	0.91	54.53	1,018	924	34,076	3,440
2022-01-18	$4.68	$7.50	107.6%	30.8%	64.7%	0.0%	92.1%	-20.5%	-5.6%	42.2K	-564.9K	-12.7K	0.98	37.66	796	780	34,578	3,339
2022-01-19	$4.49	$5.00	107.7%	30.9%	64.5%	0.0%	106.7%	0.3%	-7.4%	33.5K	-315.9K	-11.3K	0.92	53.45	742	680	34,715	3,342
2022-01-20	$4.48	$5.00	106.5%	30.5%	60.8%	0.0%	104.5%	7.6%	-5.7%	32.6K	-291.3K	-10.8K	0.65	35.50	924	598	35,011	3,241
2022-01-21	$4.21	$5.00	109.1%	31.3%	57.1%	0.0%	120.9%	-26.2%	-3.0%	32.6K	-439.9K	-11.2K	0.66	36.57	740	491	35,238	3,443
2022-01-24	$4.61	$5.00	116.9%	33.5%	69.0%	0.0%	116.8%	38.1%	-9.7%	38.2K	-725.7K	-12.3K	0.42	60.64	749	316	33,711	3,143
2022-01-25	$4.52	$5.00	119.9%	34.4%	68.7%	0.0%	130.2%	71.5%	-5.4%	38.3K	-751.1K	-12.2K	0.31	47.08	1,167	357	34,174	3,280
2022-01-26	$4.47	$5.00	119.6%	34.3%	68.7%	0.0%	121.8%	-17.0%	-9.6%	37.3K	-798.3K	-12.5K	0.13	41.82	3,339	429	34,287	3,397
2022-01-27	$4.19	$5.00	108.3%	31.1%	70.2%	0.0%	101.5%	-18.7%	1.0%	29.9K	-462.8K	-10.6K	0.25	37.19	1,017	255	35,040	3,535
2022-01-28	$4.51	$5.00	114.9%	32.9%	75.0%	0.0%	115.2%	1.8%	-5.3%	43.3K	-1.1M	-13.7K	0.28	52.44	871	245	34,908	3,544
2022-01-31	$4.93	$5.00	119.3%	34.2%	84.6%	0.0%	119.9%	25.7%	-10.3%	49.3K	-1.3M	-14.6K	0.48	53.12	543	258	34,952	3,539