ONDS Options History — February 2022

In February 2022, ONDS traded between $4.12 and $5.28. ATM implied volatility averaged 107.9%, placing in the 57.8% IV rank vs the trailing year. The 30-day expected move averaged 30.2%. IV traded above realized volatility by 17.4% (HV 20d: 90.5%). Max pain ranged from $5.00 to $7.50. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 1 of 19 days. Put/call ratio averaged 0.57.

Notable Days

2022-02-14: Highest Volume — 1,654 contracts
2022-02-09: Largest IV drop — 11.9% change
2022-02-08: Highest IV Rank — 75.6%
2022-02-01: Largest Expected Move — 32.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$4.83	$4.12	$5.28	$5.24	$4.94
Max Pain	$6.18	$5.00	$7.50	$5.00	$5.00
ATM IV	107.9%	101.3%	120.0%	112.1%	107.8%
Expected Move	30.2%	29.0%	32.1%	32.1%	30.9%
HV 20d	90.5%	85.8%	99.5%	88.7%	94.1%
HV 60d	81.1%	77.5%	84.7%	81.2%	84.7%
IV Rank	57.8%	49.6%	75.6%	75.6%	61.9%
IV Percentile	78.7%	68.8%	88.9%	88.9%	83.5%
Term Structure	-6.2%	-13.0%	6.1%	-9.3%	-8.4%
VWIV	105.5%	85.0%	117.1%	113.1%	108.4%
Skew 25d	-2.3%	-30.7%	56.6%	-9.8%	-20.8%
Skew 10d	-5.4%	-50.0%	89.2%	-14.2%	-32.3%
Call IV 25d	111.1%	84.4%	126.3%	122.5%	126.3%
Put IV 25d	108.9%	86.6%	160.2%	112.7%	105.5%
Bid-Ask Spread %	35.63	5.08	71.90	32.82	24.25
Gamma HHI	0.32	0.30	0.34	0.34	0.32
Net GEX	43.1K	21.9K	59.5K	59.1K	38.2K
Net DEX	-962.6K	-1.7M	-51.4K	-1.7M	-728.7K
Net VEX	-11.8K	-16.7K	-7.2K	-16.7K	-9.3K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.57	0.23	1.97	0.44	0.52
Total Volume	1,016.158	559	1,654	937	886
Total OI	38,812.474	37,383	39,811	38,560	38,320

Daily Data (19 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
2022-02-01	$5.24	$5.00	112.1%	32.1%	88.7%	0.0%	113.1%	-9.8%	-9.3%	59.1K	-1.7M	-16.7K	0.44	32.82	652	285	34,998	3,562
2022-02-02	$4.76	$5.00	107.7%	30.9%	90.9%	0.0%	107.8%	16.3%	-2.9%	46.2K	-1.2M	-13.4K	0.42	43.90	676	283	34,817	3,537
2022-02-03	$4.57	$7.50	115.4%	30.5%	88.9%	0.0%	105.8%	-25.9%	-6.9%	37.6K	-730.5K	-11.6K	0.30	71.90	926	279	34,865	3,555
2022-02-04	$4.77	$7.50	116.2%	29.1%	91.0%	0.0%	96.1%	-21.9%	-2.9%	42.0K	-1.0M	-12.9K	0.38	42.88	672	254	35,148	3,560
2022-02-07	$4.62	$7.50	120.0%	30.8%	89.7%	0.0%	117.1%	37.1%	-10.8%	39.1K	-879.9K	-12.2K	0.34	61.05	807	273	35,236	3,568
2022-02-08	$4.78	$7.50	115.0%	29.4%	90.1%	75.6%	101.0%	-13.2%	-3.7%	42.2K	-908.5K	-12.1K	0.41	25.45	607	251	35,333	3,568
2022-02-09	$5.10	$7.50	101.3%	29.1%	91.4%	49.6%	103.8%	-4.6%	6.1%	55.9K	-1.6M	-14.3K	0.46	13.66	744	341	35,350	3,571
2022-02-10	$5.03	$7.50	104.0%	29.8%	91.5%	54.7%	113.8%	-18.9%	-4.5%	53.1K	-1.4M	-14.1K	0.90	30.22	584	528	35,524	3,593
2022-02-11	$4.98	$7.50	103.9%	29.8%	89.5%	54.5%	105.5%	-17.2%	-2.8%	49.8K	-1.2M	-13.7K	0.50	14.38	1,047	525	35,574	3,840
2022-02-14	$4.94	$5.00	106.8%	30.6%	89.0%	60.1%	106.4%	33.7%	-8.0%	47.2K	-1.1M	-11.9K	0.51	39.22	1,096	558	35,900	3,848
2022-02-15	$5.24	$7.50	104.7%	30.0%	87.6%	55.9%	105.9%	-3.9%	-6.7%	50.9K	-1.6M	-13.2K	0.70	20.80	787	553	35,856	3,868
2022-02-16	$5.28	$5.00	105.5%	30.2%	85.8%	57.4%	105.1%	2.4%	-11.7%	59.5K	-1.5M	-13.5K	1.03	32.03	521	539	35,906	3,845
2022-02-17	$4.90	$5.00	101.3%	29.0%	90.7%	49.6%	85.0%	-14.2%	-0.6%	52.4K	-863.3K	-11.3K	1.97	50.57	260	513	35,946	3,766
2022-02-18	$4.64	$7.50	102.2%	29.3%	90.0%	51.3%	102.2%	-24.6%	-4.7%	30.7K	-301.7K	-9.8K	0.62	5.08	446	277	35,852	3,959
2022-02-22	$4.41	$5.00	102.8%	29.5%	86.0%	52.3%	103.4%	-30.7%	-7.4%	25.9K	-286.9K	-8.3K	0.23	39.97	1,052	238	34,243	3,140
2022-02-23	$4.12	$5.00	111.4%	31.9%	89.0%	68.7%	108.1%	-18.9%	-12.3%	21.9K	-51.4K	-7.2K	0.29	10.27	507	147	34,464	3,147
2022-02-24	$4.65	$5.00	110.8%	31.8%	99.5%	67.6%	114.8%	35.4%	-13.0%	33.4K	-573.3K	-9.6K	0.36	55.33	466	168	34,832	3,151
2022-02-25	$4.73	$5.00	101.3%	29.1%	96.4%	49.6%	101.5%	56.6%	-8.0%	33.4K	-552.0K	-9.5K	0.52	63.19	367	192	35,043	3,152
2022-02-28	$4.94	$5.00	107.8%	30.9%	94.1%	61.9%	108.4%	-20.8%	-8.4%	38.2K	-728.7K	-9.3K	0.52	24.25	584	302	35,177	3,143