ONDS Options History — September 2022

In September 2022, ONDS traded between $3.56 and $4.59. ATM implied volatility averaged 83.9%, placing in the 34.9% IV rank vs the trailing year. The 30-day expected move averaged 24.3%. IV traded above realized volatility by 34.4% (HV 20d: 49.5%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 21 of 21 days. Put/call ratio averaged 0.28.

Notable Days

  • 2022-09-07: Highest Volume — 972 contracts
  • 2022-09-26: Largest IV spike — 30.0% change
  • 2022-09-30: Highest IV Rank — 63.4%
  • 2022-09-30: Largest Expected Move — 30.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$4.15$3.56$4.59$4.58$3.72
Max Pain$5.00$5.00$5.00$5.00$5.00
ATM IV83.9%71.3%105.4%74.4%105.4%
Expected Move24.3%20.4%30.2%21.3%30.2%
HV 20d49.5%39.6%63.3%63.3%52.2%
HV 60d63.1%57.8%70.5%70.5%61.5%
IV Rank34.9%18.2%63.4%22.3%63.4%
IV Percentile22.4%0.8%79.8%1.6%79.8%
Term Structure10.0%3.8%23.9%11.1%11.0%
VWIV79.6%58.0%109.1%74.6%103.8%
Skew 25d14.4%-26.8%46.7%18.6%24.0%
Skew 10d22.9%-31.0%83.9%23.0%23.7%
Call IV 25d92.6%75.4%106.1%75.4%99.2%
Put IV 25d107.0%70.9%137.5%94.1%123.3%
Bid-Ask Spread %44.9210.3374.7111.2471.92
Gamma HHI0.500.400.640.590.48
Net GEX18.1K11.3K30.6K30.0K12.6K
Net DEX-579.4K-823.0K-415.9K-821.8K-450.2K
Net VEX-4.2K-5.2K-3.5K-5.2K-3.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.280.001.330.200.42
Total Volume472.42914972130664
Total OI12,2726,84315,91415,6739,207

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-09-01$4.58$5.0074.4%21.3%63.3%22.3%74.6%18.6%11.1%30.0K-821.8K-5.2K0.2011.241082214,6621,011
2022-09-02$4.59$5.0074.8%21.4%62.7%22.8%74.8%46.7%8.1%30.6K-823.0K-5.1K1.3310.336814,6871,023
2022-09-06$4.51$5.0075.0%25.0%62.5%23.1%60.5%32.0%5.6%30.4K-731.0K-4.8K0.2443.073578614,6911,021
2022-09-07$4.50$5.0073.8%24.8%51.7%21.5%84.7%21.9%5.1%29.6K-685.1K-4.7K0.9367.2950446814,730989
2022-09-08$4.43$5.0079.4%23.2%50.1%28.9%80.9%19.1%6.2%29.0K-756.2K-4.7K0.0117.78212214,780919
2022-09-09$4.38$5.0084.0%23.6%43.9%35.0%82.2%8.9%6.6%28.7K-709.5K-4.4K0.2052.184779614,877905
2022-09-12$4.38$5.0077.1%22.7%43.9%25.9%79.2%16.6%9.3%12.8K-483.4K-4.0K0.0147.82248214,814852
2022-09-13$4.18$5.0097.1%24.4%45.9%52.4%81.8%39.8%6.8%12.3K-465.4K-3.9K0.4847.2725612414,931852
2022-09-14$4.30$5.0079.0%22.7%47.7%28.4%80.4%13.1%10.3%12.8K-478.8K-4.0K0.0757.611901414,945855
2022-09-15$4.33$5.0079.4%22.8%46.8%28.9%79.5%9.9%6.0%13.0K-483.2K-4.0K0.0226.65258515,067847
2022-09-16$4.14$5.0079.5%22.8%47.2%29.0%80.0%-1.9%10.7%12.4K-464.8K-3.7K0.2952.5443712615,123785
2022-09-19$4.17$5.0077.3%22.2%44.3%26.1%78.0%-26.8%13.0%12.4K-487.7K-3.6K0.0016.2525006,348495
2022-09-20$4.27$5.0080.1%23.0%44.4%29.9%80.2%-20.4%8.1%13.9K-545.9K-3.8K0.0021.6987516,586495
2022-09-21$4.14$5.0083.0%23.8%45.3%33.7%83.3%3.1%3.8%15.6K-662.6K-4.5K0.0220.05865177,347480
2022-09-22$4.08$5.0077.6%22.3%42.6%26.6%78.7%-5.0%7.8%17.6K-678.5K-4.6K0.0255.575318,207491
2022-09-23$3.96$5.0071.3%20.4%39.6%18.2%58.0%-3.6%6.9%16.9K-633.4K-4.5K0.0129.7113218,242492
2022-09-26$3.56$5.0092.7%26.6%51.3%46.6%109.1%22.8%23.9%13.2K-495.5K-3.9K0.1473.43510718,304493
2022-09-27$3.61$5.0096.0%27.5%52.2%50.9%87.0%21.0%15.3%11.3K-415.9K-3.5K0.1072.76754728,384484
2022-09-28$3.70$5.00102.5%29.4%52.1%59.5%63.0%24.8%17.1%12.7K-474.7K-3.9K0.5973.365433228,605486
2022-09-29$3.59$5.00102.5%29.4%49.9%59.5%72.4%38.3%17.5%11.3K-421.0K-3.7K0.7074.714623228,615585
2022-09-30$3.72$5.00105.4%30.2%52.2%63.4%103.8%24.0%11.0%12.6K-450.2K-3.9K0.4271.924681968,622585