ONDS Options History — February 2023

In February 2023, ONDS traded between $1.81 and $2.41. ATM implied volatility averaged 111.0%, placing in the 33.0% IV rank vs the trailing year. The 30-day expected move averaged 31.3%. IV traded above realized volatility by 31.4% (HV 20d: 79.6%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 6 of 19 days. Put/call ratio averaged 0.14.

Notable Days

2023-02-15: Highest Volume — 1,152 contracts
2023-02-15: Largest IV drop — 34.7% change
2023-02-06: Highest IV Rank — 45.2%
2023-02-02: Largest Expected Move — 36.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$2.12	$1.81	$2.41	$2.13	$1.90
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	111.0%	76.9%	132.0%	104.7%	82.8%
Expected Move	31.3%	22.1%	36.8%	30.0%	23.7%
HV 20d	79.6%	62.9%	96.5%	67.9%	91.4%
HV 60d	77.6%	73.1%	80.7%	80.6%	77.9%
IV Rank	33.0%	13.2%	45.2%	29.3%	16.6%
IV Percentile	71.4%	9.1%	95.2%	71.4%	23.0%
Term Structure	2.4%	-21.3%	46.5%	8.8%	46.5%
VWIV	111.8%	72.9%	132.7%	117.6%	102.0%
Bid-Ask Spread %	32.30	6.94	77.23	19.79	51.50
Gamma HHI	0.68	0.52	0.81	0.53	0.76
Net GEX	9.1K	5.0K	18.5K	8.4K	5.7K
Net DEX	-499.9K	-803.1K	-243.5K	-473.2K	-258.5K
Net VEX	-2.7K	-3.3K	-1.8K	-2.9K	-1.9K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.14	0.00	1.31	0.01	0.03
Total Volume	343.053	32	1,152	307	363
Total OI	14,794.368	13,963	15,676	13,963	14,474

Daily Data (19 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
2023-02-01	$2.13	$2.50	104.7%	30.0%	67.9%	29.3%	117.6%	0.0%	8.8%	8.4K	-473.2K	-2.9K	0.01	19.79	305	2	13,294	669
2023-02-02	$2.19	$2.50	128.3%	36.8%	67.1%	43.0%	132.7%	0.0%	-8.9%	9.2K	-564.8K	-3.2K	0.27	49.24	818	217	13,564	669
2023-02-03	$2.19	$2.50	128.0%	34.7%	63.9%	42.9%	99.7%	0.0%	-6.4%	10.0K	-606.4K	-3.1K	0.64	50.13	327	210	13,809	526
2023-02-06	$2.26	$2.50	132.0%	35.1%	62.9%	45.2%	122.5%	0.0%	-6.5%	10.6K	-642.0K	-3.1K	0.01	12.08	672	4	13,856	535
2023-02-07	$2.36	$2.50	128.4%	32.0%	63.4%	43.1%	110.1%	0.0%	-0.4%	13.3K	-744.7K	-3.3K	0.07	13.77	348	26	14,394	531
2023-02-08	$2.33	$2.50	104.7%	30.0%	63.0%	29.3%	104.7%	0.0%	7.5%	13.2K	-733.8K	-3.2K	0.09	50.88	77	7	14,521	545
2023-02-09	$2.08	$2.50	122.4%	35.1%	78.0%	39.6%	122.5%	0.0%	-1.5%	8.3K	-502.6K	-2.8K	0.05	12.58	200	10	14,562	547
2023-02-10	$2.05	$2.50	127.8%	36.6%	77.2%	42.7%	128.2%	0.0%	-10.3%	8.2K	-474.8K	-2.8K	0.00	14.76	48	0	14,666	545
2023-02-13	$2.02	$2.50	119.3%	34.2%	74.4%	37.8%	120.2%	0.0%	-4.2%	7.9K	-435.4K	-2.6K	0.02	35.03	173	3	14,703	545
2023-02-14	$2.20	$2.50	121.3%	34.8%	78.7%	38.9%	121.3%	0.0%	-12.3%	9.6K	-551.2K	-2.8K	0.06	21.60	751	42	14,786	548
2023-02-15	$2.41	$2.50	79.2%	22.7%	82.2%	14.5%	93.5%	0.0%	6.4%	18.5K	-803.1K	-3.2K	0.02	73.02	1,129	23	14,986	589
2023-02-16	$2.19	$2.50	104.2%	29.9%	90.8%	29.0%	111.3%	0.0%	-21.3%	9.8K	-562.4K	-2.9K	1.31	77.23	16	21	15,054	599
2023-02-17	$2.21	$2.50	112.8%	32.3%	90.7%	34.0%	112.8%	0.0%	-6.6%	9.9K	-554.6K	-2.9K	0.08	12.83	118	9	15,070	606
2023-02-21	$2.02	$2.50	123.9%	35.5%	96.5%	40.5%	125.1%	0.0%	-7.6%	8.5K	-474.8K	-2.6K	0.02	47.96	103	2	13,762	528
2023-02-22	$1.97	$2.50	113.4%	32.5%	94.0%	34.4%	114.8%	0.0%	-2.6%	5.4K	-303.0K	-2.1K	0.01	10.09	71	1	13,812	530
2023-02-23	$1.98	$2.50	116.2%	33.3%	90.6%	36.0%	117.6%	0.0%	-7.4%	5.5K	-303.4K	-2.1K	0.00	6.94	290	0	13,832	531
2023-02-24	$1.92	$2.50	76.9%	22.1%	90.1%	13.2%	72.9%	0.0%	27.3%	5.5K	-266.7K	-2.0K	0.00	47.30	32	0	13,917	531
2023-02-27	$1.81	$2.50	82.3%	23.6%	89.4%	16.3%	95.3%	0.0%	44.8%	5.0K	-243.5K	-1.8K	0.01	7.02	99	1	13,926	531
2023-02-28	$1.90	$2.50	82.8%	23.7%	91.4%	16.6%	102.0%	0.0%	46.5%	5.7K	-258.5K	-1.9K	0.03	51.50	353	10	13,942	532