ONDS Options History — April 2022

In April 2022, ONDS traded between $6.51 and $8.07. ATM implied volatility averaged 90.9%, placing in the 32.1% IV rank vs the trailing year. The 30-day expected move averaged 26.9%. IV traded above realized volatility by 5.2% (HV 20d: 85.7%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.38.

Notable Days

2022-04-28: Highest Volume — 1,674 contracts
2022-04-13: Largest IV spike — 27.6% change
2022-04-29: Highest IV Rank — 56.9%
2022-04-29: Largest Expected Move — 30.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$7.28	$6.51	$8.07	$7.69	$8.07
Max Pain	$7.50	$7.50	$7.50	$7.50	$7.50
ATM IV	90.9%	68.8%	105.3%	93.5%	105.3%
Expected Move	26.9%	25.5%	30.2%	25.9%	30.2%
HV 20d	85.7%	69.4%	99.5%	92.3%	75.6%
HV 60d	91.9%	87.9%	94.0%	93.3%	87.9%
IV Rank	32.1%	0.0%	56.9%	31.5%	56.9%
IV Percentile	39.1%	0.0%	75.8%	45.4%	75.8%
Term Structure	-5.2%	-11.7%	-1.6%	-2.8%	-11.0%
VWIV	93.8%	89.7%	101.1%	89.7%	99.1%
Skew 25d	4.7%	-6.1%	24.4%	24.4%	17.6%
Skew 10d	19.1%	-9.4%	54.5%	48.5%	51.9%
Call IV 25d	96.5%	90.2%	102.3%	102.3%	98.0%
Put IV 25d	101.2%	92.5%	126.6%	126.6%	115.5%
Bid-Ask Spread %	37.06	20.63	52.60	20.63	34.69
Gamma HHI	0.41	0.35	0.67	0.42	0.38
Net GEX	90.4K	52.3K	205.0K	114.5K	100.6K
Net DEX	-4.6M	-6.5M	-3.2M	-6.3M	-6.0M
Net VEX	-17.3K	-20.3K	-14.8K	-20.3K	-19.9K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.38	0.12	1.07	0.45	0.34
Total Volume	1,020.1	767	1,674	956	774
Total OI	20,884.25	18,057	23,547	22,139	20,078

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
2022-04-01	$7.69	$7.50	93.5%	25.9%	92.3%	31.5%	89.7%	24.4%	-2.8%	114.5K	-6.3M	-20.3K	0.45	20.63	660	296	19,589	2,550
2022-04-04	$7.69	$7.50	89.3%	26.7%	91.5%	24.3%	93.5%	1.9%	-4.3%	117.8K	-6.5M	-19.6K	0.29	46.08	1,083	311	19,555	2,573
2022-04-05	$7.65	$7.50	88.6%	26.0%	92.1%	23.0%	91.8%	-2.0%	-3.1%	119.8K	-6.2M	-19.5K	0.59	43.17	502	296	19,583	2,645
2022-04-06	$7.11	$7.50	92.9%	25.5%	98.1%	30.5%	90.7%	-2.5%	-1.7%	104.7K	-4.8M	-17.7K	0.74	39.92	525	386	19,614	2,595
2022-04-07	$6.93	$7.50	83.4%	26.1%	96.1%	13.9%	92.4%	4.3%	-1.6%	100.0K	-4.2M	-16.4K	0.64	24.57	597	384	19,661	2,607
2022-04-08	$6.51	$7.50	90.7%	27.5%	99.5%	26.7%	95.3%	-6.1%	-6.6%	52.3K	-3.2M	-14.8K	0.28	37.18	930	261	19,842	2,642
2022-04-11	$6.67	$7.50	68.8%	26.5%	95.9%	0.0%	93.3%	-2.8%	-2.1%	56.8K	-3.5M	-15.7K	0.37	35.45	800	297	20,362	2,644
2022-04-12	$6.81	$7.50	72.7%	27.2%	95.4%	6.1%	97.2%	-2.6%	-5.2%	59.7K	-3.7M	-15.8K	0.55	39.95	496	271	20,527	2,669
2022-04-13	$7.38	$7.50	92.8%	26.6%	98.3%	37.3%	92.6%	2.9%	-5.2%	205.0K	-5.3M	-17.6K	1.07	39.59	563	600	20,635	2,661
2022-04-14	$7.30	$7.50	92.9%	26.6%	87.5%	37.6%	93.1%	4.7%	-5.3%	69.1K	-4.4M	-17.2K	0.42	46.58	587	247	20,713	2,834
2022-04-18	$7.10	$7.50	92.5%	26.5%	86.5%	36.9%	92.4%	-2.5%	-6.3%	67.4K	-3.7M	-16.0K	0.14	42.53	970	135	16,040	2,017
2022-04-19	$7.31	$7.50	92.8%	26.6%	86.9%	37.3%	90.1%	5.9%	-5.7%	75.4K	-4.2M	-17.1K	0.18	25.27	834	146	16,609	2,020
2022-04-20	$7.53	$7.50	89.0%	25.5%	81.7%	31.5%	90.1%	5.9%	-2.3%	81.9K	-4.6M	-17.3K	0.20	52.60	684	139	16,860	2,024
2022-04-21	$7.15	$7.50	92.8%	26.6%	78.6%	37.3%	92.6%	3.8%	-6.1%	75.2K	-3.9M	-16.3K	0.32	40.68	667	216	17,018	2,025
2022-04-22	$6.95	$7.50	92.5%	26.5%	69.4%	37.0%	92.6%	-3.6%	-4.9%	72.4K	-3.6M	-16.2K	0.29	41.61	627	184	17,189	2,058
2022-04-25	$7.48	$7.50	94.5%	27.1%	71.9%	40.0%	95.1%	7.9%	-5.4%	83.6K	-4.4M	-16.8K	0.20	27.45	746	148	17,143	2,067
2022-04-26	$7.07	$7.50	99.9%	28.7%	70.5%	48.5%	101.1%	6.5%	-11.7%	74.6K	-3.8M	-15.8K	0.32	30.89	636	203	17,158	2,068
2022-04-27	$7.28	$7.50	95.4%	27.3%	70.2%	41.4%	98.9%	10.8%	-4.8%	79.2K	-4.0M	-15.9K	0.12	48.92	1,366	161	17,119	2,009
2022-04-28	$7.97	$7.50	97.4%	27.9%	75.8%	44.5%	95.2%	19.2%	-7.6%	97.7K	-5.6M	-19.3K	0.19	23.52	1,401	273	17,543	2,139
2022-04-29	$8.07	$7.50	105.3%	30.2%	75.6%	56.9%	99.1%	17.6%	-11.0%	100.6K	-6.0M	-19.9K	0.34	34.69	576	198	17,947	2,131