ONDS Options History — October 2022

In October 2022, ONDS traded between $3.33 and $4.44. ATM implied volatility averaged 93.9%, placing in the 46.8% IV rank vs the trailing year. The 30-day expected move averaged 26.7%. IV traded above realized volatility by 24.8% (HV 20d: 69.1%). 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 8 of 21 days. Put/call ratio averaged 0.21.

Notable Days

  • 2022-10-03: Highest Volume — 1,187 contracts
  • 2022-10-17: Largest IV spike — 86.6% change
  • 2022-10-13: Highest IV Rank — 100.0%
  • 2022-10-17: Largest Expected Move — 39.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.72$3.33$4.44$3.64$4.01
Max Pain$5.00$5.00$5.00$5.00$5.00
ATM IV93.9%60.3%137.4%114.9%105.8%
Expected Move26.7%17.3%39.4%32.9%30.3%
HV 20d69.1%52.2%79.1%52.2%78.9%
HV 60d62.8%60.6%66.5%61.1%65.4%
IV Rank46.8%3.6%100.0%76.0%60.3%
IV Percentile44.8%0.4%100.0%89.3%78.2%
Term Structure3.2%-15.8%39.7%4.2%-11.0%
VWIV111.5%70.2%257.6%117.8%114.6%
Skew 25d8.9%-23.8%38.7%14.5%6.7%
Skew 10d1.2%-42.3%38.8%8.4%-4.0%
Call IV 25d97.4%81.1%105.4%100.7%100.4%
Put IV 25d106.3%69.6%137.4%115.2%107.1%
Bid-Ask Spread %44.819.5276.8573.0832.72
Gamma HHI0.480.430.550.480.51
Net GEX14.7K9.4K25.1K12.1K18.5K
Net DEX-529.0K-1.0M-298.4K-432.4K-699.0K
Net VEX-4.2K-5.8K-3.3K-3.7K-4.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.210.060.360.190.12
Total Volume505.191581,1871,187629
Total OI10,308.0489,25610,9119,25610,911

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-10-03$3.64$5.00114.9%32.9%52.2%76.0%117.8%14.5%4.2%12.1K-432.4K-3.7K0.1973.081,0011868,671585
2022-10-04$3.98$5.0082.3%23.6%63.2%32.7%100.4%27.2%-2.0%15.5K-624.1K-4.7K0.3072.726161869,096595
2022-10-05$3.88$5.0060.3%17.3%63.5%3.6%70.2%26.7%39.7%14.6K-561.2K-4.4K0.3446.265721949,108595
2022-10-06$3.81$5.0068.9%29.2%63.6%15.0%101.4%17.5%-5.5%14.9K-587.6K-4.7K0.2819.277001959,393605
2022-10-07$3.48$5.00124.6%23.9%70.1%88.9%101.8%-4.7%2.4%12.1K-409.7K-3.9K0.1853.64376699,765605
2022-10-10$3.35$5.00121.0%34.4%70.5%84.1%108.2%0.9%-8.8%9.4K-298.4K-3.3K0.1855.75332609,744605
2022-10-11$3.37$5.00106.7%29.0%69.7%65.1%103.5%-7.8%-0.1%11.5K-368.2K-3.6K0.1845.70359639,775599
2022-10-12$3.41$5.00107.3%30.8%68.7%66.0%102.1%2.8%-10.6%11.6K-371.4K-3.5K0.2131.39301639,865602
2022-10-13$3.33$5.00134.0%38.4%68.5%100.0%115.2%-2.6%-15.8%11.2K-383.1K-3.7K0.2058.88323639,863588
2022-10-14$3.34$5.0073.7%21.1%67.7%21.0%87.8%-7.2%-2.6%11.2K-359.5K-3.5K0.1335.01404549,886589
2022-10-17$3.44$5.00137.4%39.4%68.9%100.0%181.1%3.6%-1.7%12.0K-407.9K-3.7K0.3266.79151489,990589
2022-10-18$3.55$5.0068.3%19.6%69.4%13.4%79.8%9.2%31.3%12.9K-428.7K-3.8K0.3633.291164210,006589
2022-10-19$3.61$5.0069.9%20.0%69.5%15.4%122.8%25.9%33.6%13.8K-476.0K-4.0K0.3245.781334210,006590
2022-10-20$3.75$5.0070.8%20.3%71.2%16.5%101.6%38.7%39.5%15.0K-503.9K-4.1K0.3135.891494610,021590
2022-10-21$3.83$5.0095.0%27.2%71.1%46.8%257.6%12.0%-5.6%13.2K-477.5K-3.9K0.2476.852335510,030590
2022-10-24$4.04$5.0083.5%23.9%61.9%32.4%89.4%13.8%1.7%18.4K-654.0K-4.5K0.0935.63536479,098496
2022-10-25$4.44$5.0092.6%26.5%69.4%43.8%92.7%6.8%-1.5%25.1K-1.0M-5.8K0.0614.57773469,382499
2022-10-26$4.13$5.0086.5%24.8%75.0%36.2%86.5%-23.8%0.6%22.6K-789.3K-5.1K0.0731.21622469,898515
2022-10-27$3.84$5.0080.5%23.1%79.1%28.7%92.9%19.1%-9.2%16.0K-605.3K-4.6K0.159.523515110,220515
2022-10-28$3.85$5.0087.7%25.1%78.2%37.7%114.8%8.4%-11.8%16.6K-637.4K-4.6K0.1666.953255110,277523
2022-10-31$4.01$5.00105.8%30.3%78.9%60.3%114.6%6.7%-11.0%18.5K-699.0K-4.8K0.1232.725616810,388523