ONDS Options History — August 2022

In August 2022, ONDS traded between $4.55 and $5.38. ATM implied volatility averaged 88.9%, placing in the 41.5% IV rank vs the trailing year. The 30-day expected move averaged 24.7%. IV traded above realized volatility by 20.5% (HV 20d: 68.3%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 16 of 23 days. Put/call ratio averaged 0.40.

Notable Days

  • 2022-08-08: Highest Volume — 1,419 contracts
  • 2022-08-09: Largest IV drop — 22.8% change
  • 2022-08-08: Highest IV Rank — 83.5%
  • 2022-08-03: Largest Expected Move — 29.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$4.97$4.55$5.38$4.55$4.74
Max Pain$5.00$5.00$5.00$5.00$5.00
ATM IV88.9%73.8%120.5%99.3%82.3%
Expected Move24.7%21.2%29.3%28.5%23.6%
HV 20d68.3%60.2%72.5%60.2%63.0%
HV 60d73.2%69.2%84.7%84.7%70.4%
IV Rank41.5%21.4%83.5%55.3%32.7%
IV Percentile30.5%1.2%97.2%64.5%8.7%
Term Structure2.3%-9.3%12.5%-8.6%3.2%
VWIV88.2%73.7%141.0%141.0%82.4%
Skew 25d7.2%-16.7%38.3%-8.1%17.9%
Skew 10d11.4%-27.3%64.9%-27.0%27.9%
Call IV 25d83.9%61.4%116.5%116.5%78.1%
Put IV 25d91.1%80.0%122.6%108.4%96.0%
Bid-Ask Spread %29.667.9872.4046.8817.54
Gamma HHI0.440.390.550.390.54
Net GEX33.9K22.7K46.4K25.2K31.7K
Net DEX-1.2M-1.7M-526.7K-770.7K-1.1M
Net VEX-6.3K-8.2K-5.0K-5.8K-5.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.400.001.840.700.18
Total Volume582.4351231,419848569
Total OI15,709.26113,89617,23615,26215,363

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-08-01$4.55$5.0099.3%28.5%60.2%55.3%141.0%-8.1%-8.6%25.2K-770.7K-5.8K0.7046.8849934913,7041,558
2022-08-02$4.73$5.00101.3%29.0%60.5%57.9%86.7%20.1%-8.5%29.1K-1.0M-6.5K0.7514.4647735813,7431,565
2022-08-03$5.19$5.00102.1%29.3%70.1%59.1%96.0%38.3%-9.3%36.9K-1.5M-7.5K0.7214.6573753213,7951,575
2022-08-04$5.28$5.00103.0%27.0%70.6%60.2%86.2%3.2%-3.5%39.4K-1.6M-7.8K0.6961.0269847913,8921,608
2022-08-05$5.38$5.00112.0%26.0%69.4%72.1%106.8%2.7%-0.7%41.5K-1.7M-8.2K0.8372.4062952313,9041,651
2022-08-08$5.26$5.00120.5%28.9%63.7%83.5%92.2%-1.0%-9.1%39.9K-1.6M-7.5K0.6034.8788653314,0121,689
2022-08-09$4.75$5.0093.1%23.2%70.6%47.1%81.1%17.1%8.5%27.9K-804.0K-5.9K0.5140.4159930414,2651,949
2022-08-10$4.91$5.0083.4%23.9%70.6%34.2%83.3%22.9%5.9%31.8K-917.6K-6.5K0.2910.5839711414,4772,013
2022-08-11$5.21$5.0084.8%24.3%72.5%36.1%89.0%-7.5%7.1%41.8K-1.6M-7.5K0.1325.187079214,6841,981
2022-08-12$5.20$5.0080.9%23.2%72.2%30.9%87.6%-7.1%10.2%40.5K-1.3M-6.9K0.9134.87908214,7141,985
2022-08-15$5.18$5.0086.5%24.8%71.9%38.4%96.9%-6.1%3.6%41.6K-1.4M-6.8K0.1533.051071614,7052,022
2022-08-16$5.20$5.0087.8%25.2%71.4%40.1%89.4%-6.2%1.4%43.4K-1.5M-6.8K0.0735.501511114,7702,020
2022-08-17$5.31$5.0083.6%24.0%67.0%34.5%86.3%-11.3%6.4%41.2K-1.5M-6.4K0.0372.023881214,7872,020
2022-08-18$5.10$5.0083.6%24.0%68.5%34.5%83.6%-4.5%2.4%46.4K-1.4M-6.6K0.4312.651757515,1002,030
2022-08-19$4.82$5.0077.6%22.3%67.6%26.6%77.7%-16.7%11.0%25.3K-526.7K-5.6K1.8455.9525647215,1812,055
2022-08-22$4.66$5.0085.0%24.4%68.7%36.3%85.0%9.3%0.8%22.7K-760.8K-5.0K0.159.771952912,8521,044
2022-08-23$4.68$5.0082.3%23.6%66.8%32.8%82.4%11.6%3.7%23.7K-803.1K-5.1K0.0010.79477013,0111,044
2022-08-24$4.85$5.0082.6%23.7%67.6%33.2%82.6%15.9%-0.9%28.1K-950.4K-5.5K0.047.98138513,4791,044
2022-08-25$5.03$5.0073.8%21.2%68.3%21.4%73.7%28.3%12.5%31.2K-1.1M-5.7K0.0413.305492213,6071,045
2022-08-26$4.84$5.0076.2%21.9%69.8%24.7%76.2%18.1%6.9%31.9K-1.1M-5.6K0.099.372422213,9721,056
2022-08-29$4.83$5.0078.3%22.5%69.7%27.5%78.2%18.1%8.9%30.9K-990.8K-5.4K0.0412.36168714,0481,038
2022-08-30$4.59$5.0083.6%24.0%70.9%34.5%84.2%11.3%1.6%27.3K-789.0K-5.0K0.1136.592022314,2131,043
2022-08-31$4.74$5.0082.3%23.6%63.0%32.7%82.4%17.9%3.2%31.7K-1.1M-5.6K0.1817.544818814,3551,008