ONDS Options History — July 2022

In July 2022, ONDS traded between $4.55 and $5.78. ATM implied volatility averaged 92.1%, placing in the 43.6% IV rank vs the trailing year. The 30-day expected move averaged 27.1%. IV traded above realized volatility by 21.0% (HV 20d: 71.1%). 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 3 of 20 days. Put/call ratio averaged 1.07.

Notable Days

  • 2022-07-12: Highest Volume — 2,300 contracts
  • 2022-07-11: Largest IV spike — 81.0% change
  • 2022-07-12: Highest IV Rank — 71.7%
  • 2022-07-06: Largest Expected Move — 28.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$5.00$4.55$5.78$5.49$4.59
Max Pain$5.13$5.00$7.50$7.50$5.00
ATM IV92.1%57.6%111.7%85.8%98.6%
Expected Move27.1%24.6%28.3%24.6%28.3%
HV 20d71.1%54.1%83.5%78.0%60.9%
HV 60d87.0%84.7%88.7%88.7%84.7%
IV Rank43.6%0.0%71.7%26.5%54.4%
IV Percentile45.1%0.0%87.0%22.7%62.3%
Term Structure-4.5%-12.1%4.4%4.4%-12.1%
VWIV97.2%89.0%114.2%104.7%114.2%
Skew 25d16.6%-15.7%64.5%0.7%-8.3%
Skew 10d28.6%-26.2%101.5%12.4%-13.5%
Call IV 25d96.3%74.8%142.9%142.9%91.3%
Put IV 25d113.0%83.0%143.6%143.6%83.0%
Bid-Ask Spread %49.0921.8871.9822.6021.88
Gamma HHI0.430.390.500.420.39
Net GEX26.6K16.8K39.4K29.4K25.4K
Net DEX-985.8K-1.8M-363.1K-1.3M-850.9K
Net VEX-7.4K-10.1K-6.0K-8.4K-6.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.070.381.950.600.77
Total Volume1,037.96342,3001,221791
Total OI14,730.7513,64816,49813,69014,946

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-07-01$5.49$7.5085.8%24.6%78.0%26.5%104.7%0.7%4.4%29.4K-1.3M-8.4K0.6022.6076146012,3051,385
2022-07-05$5.69$5.0077.5%26.9%79.9%13.5%93.4%18.1%1.5%32.0K-1.6M-9.4K0.4850.351,04849812,4131,436
2022-07-06$5.78$5.00104.6%28.3%80.3%55.8%95.9%9.2%-5.0%35.5K-1.7M-9.9K0.6463.0859338112,7771,477
2022-07-07$5.78$5.0082.1%28.2%80.2%20.7%94.9%10.2%-6.8%39.4K-1.8M-10.1K1.0547.0236438112,9931,479
2022-07-08$5.53$5.0057.6%27.7%80.5%0.0%93.4%24.1%-4.0%32.0K-1.4M-9.0K0.8771.9841836313,0431,484
2022-07-11$5.11$5.00104.3%28.3%83.4%62.0%99.3%17.7%-3.5%26.2K-1.1M-7.9K1.4067.1053674813,1771,484
2022-07-12$4.82$5.00111.7%27.9%83.3%71.7%105.1%21.7%0.8%16.8K-780.6K-6.9K1.1049.941,0971,20313,2631,822
2022-07-13$4.67$5.0097.9%28.1%83.5%53.5%101.9%18.3%-6.3%23.5K-578.2K-6.6K0.8664.8172662213,9602,226
2022-07-14$4.55$5.0097.0%27.8%72.3%52.3%98.4%-15.7%-5.5%19.1K-363.1K-6.2K1.0837.4855760114,1772,314
2022-07-15$4.67$5.0093.9%26.9%72.9%48.2%93.4%-13.9%-6.1%20.3K-411.3K-6.3K0.9437.4451948714,2012,297
2022-07-18$4.60$5.0093.2%26.7%69.0%47.2%97.4%-15.2%-4.6%19.6K-619.5K-6.0K1.0338.1644045511,9091,739
2022-07-19$4.73$5.0091.4%26.2%54.1%44.8%91.7%-11.5%-3.7%21.9K-716.1K-6.4K0.6137.2758235412,1391,739
2022-07-20$5.09$5.0095.3%27.3%62.6%50.0%99.6%-12.4%-7.5%29.0K-1.1M-7.5K0.3838.031,01138912,1421,739
2022-07-21$5.16$5.0089.1%25.5%62.7%41.8%98.4%40.8%-1.6%32.0K-1.3M-8.3K0.8761.6049843512,6171,758
2022-07-22$4.84$5.0089.1%25.5%64.7%41.7%89.0%61.1%-2.9%27.0K-921.4K-7.2K1.2457.8233641512,8511,785
2022-07-25$4.83$5.0091.6%26.3%64.7%45.1%91.5%64.5%-4.5%27.1K-916.3K-6.9K1.9557.7421541912,9251,785
2022-07-26$4.62$5.0096.6%27.7%63.6%51.7%96.5%40.1%-10.5%24.2K-716.1K-6.3K1.8459.1924444913,0351,785
2022-07-27$4.72$5.0091.5%26.2%63.1%45.0%91.5%28.7%-4.1%26.2K-814.0K-6.5K1.7840.6224743913,1221,809
2022-07-28$4.64$5.0092.9%26.6%61.3%46.8%92.9%54.6%-6.8%25.5K-723.0K-6.1K1.8957.7823444213,2681,809
2022-07-29$4.59$5.0098.6%28.3%60.9%54.4%114.2%-8.3%-12.1%25.4K-850.9K-6.1K0.7721.8844734413,3871,559