ONDS Options History — June 2022

In June 2022, ONDS traded between $5.33 and $7.52. ATM implied volatility averaged 82.4%, placing in the 21.2% IV rank vs the trailing year. The 30-day expected move averaged 23.6%. IV traded above realized volatility by 0.9% (HV 20d: 81.5%). Max pain ranged from $5.00 to $7.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 0.81.

Notable Days

2022-06-06: Highest Volume — 3,930 contracts
2022-06-02: Largest IV drop — 6.8% change
2022-06-22: Highest IV Rank — 26.4%
2022-06-22: Largest Expected Move — 24.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$6.62	$5.33	$7.52	$7.39	$5.40
Max Pain	$6.79	$5.00	$7.50	$5.00	$7.50
ATM IV	82.4%	77.3%	85.8%	83.9%	84.5%
Expected Move	23.6%	22.2%	24.6%	24.1%	24.2%
HV 20d	81.5%	57.9%	111.2%	110.9%	78.0%
HV 60d	90.7%	87.9%	94.1%	94.0%	88.6%
IV Rank	21.2%	13.2%	26.4%	23.5%	24.4%
IV Percentile	10.5%	2.4%	20.2%	9.3%	18.8%
Term Structure	4.5%	-1.4%	10.6%	-0.4%	9.9%
VWIV	82.8%	78.2%	87.4%	78.2%	86.2%
Skew 25d	6.1%	-25.1%	93.1%	93.1%	-10.2%
Skew 10d	25.2%	-39.9%	147.7%	147.7%	28.2%
Call IV 25d	85.3%	64.9%	112.2%	64.9%	112.2%
Put IV 25d	91.4%	65.1%	158.0%	158.0%	102.0%
Bid-Ask Spread %	44.15	10.53	68.35	43.01	62.15
Gamma HHI	0.50	0.39	0.72	0.47	0.44
Net GEX	63.2K	27.3K	118.0K	89.7K	29.6K
Net DEX	-2.9M	-4.7M	-1.1M	-4.4M	-1.2M
Net VEX	-12.6K	-15.8K	-8.1K	-15.8K	-8.4K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.81	0.29	1.59	1.53	0.31
Total Volume	1,645.286	814	3,930	1,210	1,579
Total OI	17,961.714	11,302	21,845	20,612	13,411

Daily Data (21 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
2022-06-01	$7.39	$5.00	83.9%	24.1%	110.9%	23.5%	78.2%	93.1%	-0.4%	89.7K	-4.4M	-15.8K	1.53	43.01	479	731	18,696	1,916
2022-06-02	$7.52	$7.50	78.2%	23.4%	111.2%	14.6%	80.4%	10.7%	3.4%	97.7K	-4.7M	-15.8K	1.13	48.39	670	757	18,864	1,922
2022-06-03	$7.32	$7.50	79.3%	23.6%	106.8%	16.3%	82.8%	6.1%	3.3%	98.3K	-4.4M	-15.7K	1.59	49.40	489	779	19,097	1,929
2022-06-06	$7.11	$7.50	82.8%	22.8%	102.9%	21.8%	79.5%	4.4%	5.3%	92.9K	-3.8M	-14.4K	0.29	66.78	3,039	891	19,145	1,962
2022-06-07	$6.94	$7.50	81.3%	22.5%	86.3%	19.5%	79.9%	1.4%	4.5%	85.5K	-3.5M	-14.1K	0.49	53.08	1,572	769	18,893	2,033
2022-06-08	$7.05	$5.00	77.3%	22.2%	86.0%	13.2%	79.9%	4.2%	6.0%	92.4K	-3.6M	-14.3K	0.50	50.79	1,543	768	19,004	2,036
2022-06-09	$6.77	$5.00	81.9%	23.5%	77.3%	20.4%	82.6%	-0.3%	2.5%	82.3K	-3.3M	-13.9K	0.58	24.96	1,326	771	19,274	2,032
2022-06-10	$6.37	$5.00	80.5%	23.1%	62.7%	18.2%	82.5%	1.6%	4.7%	35.5K	-2.2M	-11.8K	1.28	24.27	627	800	19,341	2,026
2022-06-13	$6.32	$5.00	85.0%	24.4%	57.9%	25.2%	87.4%	2.0%	1.8%	34.9K	-2.2M	-11.6K	1.05	45.82	745	784	19,325	2,049
2022-06-14	$6.96	$5.00	83.5%	24.0%	66.7%	23.0%	82.8%	25.3%	1.5%	96.2K	-3.5M	-13.5K	1.10	24.34	1,029	1,128	19,307	2,008
2022-06-15	$7.09	$7.50	83.6%	24.0%	63.9%	23.1%	83.5%	10.8%	-1.4%	118.0K	-3.8M	-13.8K	1.24	47.38	720	895	19,517	2,139
2022-06-16	$6.52	$7.50	84.0%	24.1%	70.1%	23.6%	83.8%	4.9%	5.7%	38.2K	-2.5M	-11.9K	1.29	10.53	581	749	19,653	2,135
2022-06-17	$7.26	$7.50	82.0%	23.5%	79.0%	20.6%	82.4%	10.2%	1.5%	45.6K	-3.3M	-13.5K	0.45	59.43	1,067	479	19,722	2,123
2022-06-21	$6.92	$7.50	82.8%	23.7%	79.5%	21.9%	83.4%	-25.1%	6.9%	45.2K	-2.9M	-12.8K	0.32	41.09	1,235	398	10,123	1,179
2022-06-22	$6.65	$7.50	85.8%	24.6%	77.3%	26.4%	78.5%	17.4%	-0.3%	50.2K	-2.7M	-12.6K	0.62	48.83	618	384	11,018	1,201
2022-06-23	$6.39	$7.50	84.0%	24.1%	78.1%	23.7%	85.5%	10.8%	2.0%	47.9K	-2.4M	-12.0K	0.86	27.71	437	377	11,204	1,208
2022-06-24	$6.23	$7.50	84.0%	24.1%	77.8%	23.7%	86.5%	-6.7%	9.4%	47.0K	-2.2M	-11.4K	1.01	43.62	428	433	11,367	1,217
2022-06-27	$5.88	$7.50	82.1%	23.5%	79.8%	20.6%	86.0%	-6.0%	10.6%	38.8K	-1.7M	-10.0K	0.56	68.35	854	475	11,389	1,313
2022-06-28	$5.60	$7.50	83.7%	24.0%	79.5%	23.1%	84.8%	-16.5%	8.4%	33.3K	-1.4M	-9.2K	0.34	44.79	1,328	445	11,823	1,367
2022-06-29	$5.33	$7.50	80.5%	23.1%	80.4%	18.2%	82.0%	-9.5%	9.4%	27.3K	-1.1M	-8.1K	0.40	42.43	978	394	11,861	1,367
2022-06-30	$5.40	$7.50	84.5%	24.2%	78.0%	24.4%	86.2%	-10.2%	9.9%	29.6K	-1.2M	-8.4K	0.31	62.15	1,205	374	12,026	1,385