ONDS Options History — December 2022

In December 2022, ONDS traded between $1.50 and $2.51. ATM implied volatility averaged 89.0%, placing in the 36.3% IV rank vs the trailing year. The 30-day expected move averaged 25.2%. IV traded above realized volatility by 14.7% (HV 20d: 74.3%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.30.

Notable Days

2022-12-14: Highest Volume — 2,941 contracts
2022-12-13: Largest IV spike — 41.9% change
2022-12-13: Highest IV Rank — 100.0%
2022-12-15: Largest Expected Move — 35.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$1.97	$1.50	$2.51	$2.51	$1.54
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	89.0%	54.2%	153.2%	74.1%	109.2%
Expected Move	25.2%	17.9%	35.7%	21.2%	31.3%
HV 20d	74.3%	57.6%	93.6%	92.5%	67.1%
HV 60d	80.4%	78.4%	82.3%	78.4%	79.9%
IV Rank	36.3%	0.0%	100.0%	20.1%	55.5%
IV Percentile	38.2%	0.0%	100.0%	5.2%	84.1%
Term Structure	8.7%	-57.9%	61.5%	7.8%	-38.4%
VWIV	99.3%	67.2%	148.0%	74.2%	131.9%
Bid-Ask Spread %	39.96	7.65	70.09	70.09	59.79
Gamma HHI	0.47	0.38	0.62	0.43	0.61
Net GEX	4.1K	1.5K	7.0K	5.7K	1.7K
Net DEX	-110.4K	-272.4K	-2.5K	-91.3K	-83.7K
Net VEX	-1.3K	-2.0K	-756	-1.3K	-903
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.30	0.00	3.33	0.04	0.67
Total Volume	343.048	0	2,941	234	5
Total OI	11,521.81	9,469	14,827	11,040	11,314

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
2022-12-01	$2.51	$2.50	74.1%	21.2%	92.5%	20.1%	74.2%	0.0%	7.8%	5.7K	-91.3K	-1.3K	0.04	70.09	226	8	10,586	454
2022-12-02	$2.42	$2.50	90.1%	25.8%	92.7%	39.6%	90.0%	0.0%	-6.6%	5.5K	-98.8K	-1.4K	0.30	53.33	74	22	10,752	454
2022-12-05	$2.28	$2.50	54.2%	25.5%	93.6%	0.0%	89.1%	0.0%	4.2%	5.2K	-45.2K	-1.1K	0.05	48.12	346	17	10,798	432
2022-12-06	$2.28	$2.50	65.5%	24.7%	91.9%	13.2%	0.0%	0.0%	8.7%	6.6K	-114.9K	-1.5K	0.00	48.18	0	0	11,143	430
2022-12-07	$2.27	$2.50	77.8%	25.2%	92.1%	27.6%	0.0%	0.0%	5.5%	5.9K	-89.4K	-1.3K	0.05	56.87	101	5	11,143	430
2022-12-08	$2.32	$2.50	65.6%	25.6%	91.8%	13.3%	89.4%	0.0%	-3.2%	7.0K	-112.6K	-1.4K	3.33	63.22	6	20	11,193	430
2022-12-09	$2.37	$2.50	84.3%	24.9%	83.2%	35.2%	87.1%	0.0%	2.9%	6.9K	-133.7K	-1.5K	0.07	33.95	100	7	11,196	430
2022-12-12	$2.17	$2.50	107.9%	24.7%	75.8%	62.8%	86.2%	0.0%	0.3%	3.5K	-38.7K	-984	0.11	40.17	174	19	11,292	430
2022-12-13	$2.00	$2.50	153.2%	17.9%	77.8%	100.0%	0.0%	0.0%	29.3%	2.8K	-2.5K	-756	0.07	9.49	151	11	11,427	428
2022-12-14	$1.92	$2.50	107.0%	30.7%	67.6%	53.3%	108.4%	0.0%	-2.3%	3.3K	-65.1K	-1.0K	0.00	33.06	2,931	10	11,571	365
2022-12-15	$1.92	$2.50	124.6%	35.7%	64.8%	71.1%	127.8%	0.0%	26.2%	4.6K	-179.3K	-1.6K	0.07	54.76	310	23	14,282	366
2022-12-16	$1.81	$2.50	84.6%	24.3%	65.6%	30.7%	133.2%	0.0%	49.4%	3.1K	-92.0K	-1.2K	0.23	7.70	301	69	14,451	376
2022-12-19	$1.81	$2.50	94.8%	27.2%	66.2%	41.0%	67.2%	0.0%	49.2%	2.9K	-112.1K	-1.2K	0.00	9.70	1,315	6	9,245	224
2022-12-20	$1.92	$2.50	82.0%	23.5%	62.3%	28.0%	104.3%	0.0%	51.0%	5.4K	-272.4K	-2.0K	0.86	8.47	7	6	10,529	230
2022-12-21	$1.90	$2.50	62.5%	17.9%	57.6%	8.3%	77.2%	0.0%	61.5%	4.2K	-222.8K	-1.7K	0.03	60.20	107	3	10,534	238
2022-12-22	$1.75	$2.50	68.1%	19.5%	61.6%	14.1%	0.0%	0.0%	55.6%	3.8K	-203.7K	-1.7K	0.00	58.45	184	0	10,558	241
2022-12-23	$1.67	$2.50	79.5%	22.8%	61.7%	25.6%	75.4%	0.0%	-13.8%	3.3K	-159.1K	-1.4K	0.02	7.65	84	2	10,627	242
2022-12-27	$1.54	$2.50	91.0%	26.1%	64.7%	37.2%	0.0%	0.0%	-33.4%	1.5K	-63.7K	-799	0.00	53.54	126	0	10,718	241
2022-12-28	$1.54	$2.50	81.9%	23.5%	64.9%	28.0%	148.0%	0.0%	-12.8%	1.6K	-71.1K	-828	0.19	54.19	31	6	10,803	241
2022-12-29	$1.50	$2.50	111.5%	32.0%	64.5%	57.9%	131.9%	0.0%	-57.9%	1.5K	-65.9K	-807	0.00	8.14	391	0	10,873	241
2022-12-30	$1.54	$2.50	109.2%	31.3%	67.1%	55.5%	0.0%	0.0%	-38.4%	1.7K	-83.7K	-903	0.67	59.79	3	2	11,073	241