ONDS Options History — November 2022

In November 2022, ONDS traded between $2.55 and $3.92. ATM implied volatility averaged 96.8%, placing in the 47.9% IV rank vs the trailing year. The 30-day expected move averaged 27.1%. IV traded above realized volatility by 6.3% (HV 20d: 90.5%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.45.

Notable Days

2022-11-16: Highest Volume — 954 contracts
2022-11-03: Largest IV spike — 31.8% change
2022-11-03: Highest IV Rank — 100.0%
2022-11-10: Largest Expected Move — 33.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$3.13	$2.55	$3.92	$3.92	$2.55
Max Pain	$4.17	$2.50	$5.00	$5.00	$2.50
ATM IV	96.8%	72.9%	139.7%	112.3%	82.6%
Expected Move	27.1%	20.9%	33.4%	32.2%	23.7%
HV 20d	90.5%	72.7%	106.4%	72.7%	95.8%
HV 60d	71.8%	63.1%	79.2%	65.4%	78.4%
IV Rank	47.9%	18.6%	100.0%	68.5%	30.4%
IV Percentile	52.0%	3.6%	100.0%	87.3%	17.9%
Term Structure	-2.2%	-27.7%	24.0%	-27.7%	0.5%
VWIV	90.0%	45.2%	131.7%	114.7%	131.7%
Skew 25d	6.9%	-15.2%	57.2%	11.9%	-15.2%
Skew 10d	6.3%	-36.4%	59.6%	26.1%	-22.2%
Call IV 25d	89.0%	46.8%	110.9%	85.0%	97.8%
Put IV 25d	95.9%	72.8%	148.2%	96.9%	82.6%
Bid-Ask Spread %	37.85	13.20	61.82	30.29	47.34
Gamma HHI	0.51	0.42	0.59	0.55	0.43
Net GEX	10.1K	5.0K	17.6K	17.6K	5.6K
Net DEX	-299.4K	-635.3K	-83.3K	-635.3K	-100.9K
Net VEX	-2.8K	-4.5K	-1.5K	-4.5K	-1.5K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.45	0.00	2.59	0.38	0.01
Total Volume	330.381	15	954	246	104
Total OI	11,257.952	10,848	12,057	11,034	11,023

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
2022-11-01	$3.92	$5.00	112.3%	32.2%	72.7%	68.5%	114.7%	11.9%	-27.7%	17.6K	-635.3K	-4.5K	0.38	30.29	178	68	10,489	545
2022-11-02	$3.59	$5.00	106.0%	30.4%	78.7%	60.6%	122.3%	9.2%	-5.1%	14.3K	-486.6K	-3.9K	0.18	56.34	262	48	10,516	545
2022-11-03	$3.49	$5.00	139.7%	31.1%	79.0%	100.0%	87.0%	7.2%	-6.1%	13.7K	-465.7K	-3.8K	0.12	58.20	269	33	10,571	508
2022-11-04	$3.36	$5.00	113.3%	26.8%	73.4%	67.8%	110.5%	-12.4%	6.4%	12.0K	-375.0K	-3.4K	0.24	40.83	140	33	10,570	510
2022-11-07	$3.47	$5.00	98.8%	29.1%	73.0%	50.2%	94.2%	12.5%	5.9%	12.8K	-412.6K	-3.5K	0.39	21.91	126	49	10,507	510
2022-11-08	$3.41	$2.50	101.7%	30.3%	73.3%	53.8%	62.6%	-7.7%	-10.5%	12.5K	-407.1K	-3.4K	2.59	33.42	112	290	10,536	508
2022-11-09	$3.20	$5.00	103.8%	29.8%	76.6%	56.3%	99.5%	-10.0%	-6.1%	10.3K	-318.3K	-3.2K	0.23	39.45	200	46	10,530	633
2022-11-10	$3.52	$5.00	116.5%	33.4%	83.7%	71.8%	80.5%	10.8%	-15.5%	13.6K	-438.3K	-3.7K	0.17	36.65	381	65	10,643	629
2022-11-11	$3.85	$5.00	91.1%	26.1%	89.2%	40.9%	88.2%	57.2%	-4.8%	17.3K	-613.0K	-4.4K	0.21	53.61	670	142	10,819	606
2022-11-14	$3.66	$5.00	89.3%	25.6%	91.0%	38.6%	72.4%	45.5%	24.0%	14.6K	-472.5K	-3.8K	0.34	61.82	418	143	11,198	644
2022-11-15	$3.20	$5.00	94.7%	27.1%	102.5%	45.2%	45.2%	15.3%	-6.0%	10.8K	-318.3K	-3.1K	0.75	37.51	143	107	11,225	657
2022-11-16	$2.95	$5.00	95.1%	27.3%	105.6%	45.7%	93.4%	21.1%	-4.6%	8.0K	-169.3K	-2.3K	0.18	13.20	810	144	11,275	672
2022-11-17	$2.95	$5.00	100.0%	28.7%	104.1%	51.7%	99.4%	24.7%	-1.9%	7.9K	-194.0K	-2.4K	0.90	38.37	151	136	11,316	741
2022-11-18	$2.88	$5.00	90.6%	26.0%	103.4%	40.2%	90.1%	8.0%	-0.4%	7.0K	-154.7K	-2.1K	0.65	59.54	225	146	11,267	738
2022-11-21	$2.56	$5.00	84.0%	24.1%	106.4%	32.2%	84.6%	-2.0%	0.8%	5.0K	-83.3K	-1.5K	0.17	16.35	470	79	10,322	526
2022-11-22	$2.69	$2.50	85.7%	24.6%	100.9%	34.2%	85.8%	1.1%	-3.3%	5.8K	-112.3K	-1.7K	0.70	16.24	161	112	10,376	524
2022-11-23	$2.69	$2.50	83.0%	23.8%	99.7%	30.9%	83.2%	-3.0%	-0.1%	6.1K	-133.5K	-1.7K	0.58	45.38	194	112	10,450	468
2022-11-25	$2.69	$2.50	72.9%	20.9%	98.0%	18.6%	72.9%	-9.9%	11.7%	6.1K	-137.7K	-1.7K	0.15	24.79	13	2	10,431	468
2022-11-28	$2.58	$2.50	87.1%	25.0%	98.1%	36.0%	87.6%	-8.7%	-3.6%	5.8K	-124.3K	-1.6K	0.00	20.28	137	0	10,433	462
2022-11-29	$2.57	$2.50	84.8%	24.3%	95.6%	33.1%	84.8%	-11.6%	0.2%	6.1K	-133.9K	-1.7K	0.46	43.41	13	6	10,569	457
2022-11-30	$2.55	$2.50	82.6%	23.7%	95.8%	30.4%	131.7%	-15.2%	0.5%	5.6K	-100.9K	-1.5K	0.01	47.34	103	1	10,569	454