ONDS Options History — March 2023

In March 2023, ONDS traded between $1.06 and $1.88. ATM implied volatility averaged 141.5%, placing in the 44.1% IV rank vs the trailing year. The 30-day expected move averaged 35.8%. IV traded above realized volatility by 57.8% (HV 20d: 83.7%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 14 of 23 trading days. Term structure was in contango for 14 of 23 days. Put/call ratio averaged 0.23.

Notable Days

2023-03-20: Highest Volume — 659 contracts
2023-03-28: Largest IV spike — 71.3% change
2023-03-13: Highest IV Rank — 100.0%
2023-03-28: Largest Expected Move — 78.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$1.40	$1.06	$1.88	$1.88	$1.08
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	141.5%	79.4%	273.7%	83.9%	148.8%
Expected Move	35.8%	22.8%	78.5%	24.0%	42.7%
HV 20d	83.7%	69.1%	91.3%	91.3%	82.1%
HV 60d	80.6%	77.3%	84.9%	77.9%	83.4%
IV Rank	44.1%	14.6%	100.0%	17.2%	43.1%
IV Percentile	77.1%	15.1%	100.0%	28.6%	94.8%
Term Structure	26.1%	-42.1%	206.4%	37.6%	206.4%
VWIV	120.1%	80.1%	146.9%	131.3%	146.9%
Bid-Ask Spread %	59.86	5.42	91.96	46.94	89.23
Gamma HHI	0.88	0.71	1.00	0.75	1.00
Net GEX	2.2K	0	5.7K	5.6K	0
Net DEX	-97.2K	-326.2K	20.3K	-286.0K	14.8K
Net VEX	-847	-2.1K	-7	-2.1K	-7
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.23	0.00	3.50	0.00	0.00
Total Volume	96.826	0	659	8	43
Total OI	11,605.957	6,875	15,539	14,734	6,966

Daily Data (23 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
2023-03-01	$1.88	$2.50	83.9%	24.0%	91.3%	17.2%	0.0%	0.0%	37.6%	5.6K	-286.0K	-2.1K	0.00	46.94	8	0	14,202	532
2023-03-02	$1.81	$2.50	79.4%	22.8%	87.5%	14.6%	0.0%	0.0%	36.6%	5.2K	-283.5K	-2.0K	0.00	5.42	113	0	14,211	532
2023-03-03	$1.85	$2.50	86.9%	24.9%	87.2%	19.0%	0.0%	0.0%	11.2%	5.7K	-326.2K	-2.1K	3.50	15.61	6	21	14,324	527
2023-03-06	$1.83	$2.50	107.2%	37.8%	87.1%	30.8%	131.3%	0.0%	6.8%	5.0K	-308.0K	-2.0K	0.13	79.53	23	3	14,325	527
2023-03-07	$1.75	$2.50	101.3%	24.9%	86.6%	27.3%	0.0%	0.0%	22.6%	4.9K	-257.5K	-1.9K	0.00	57.28	104	0	14,348	530
2023-03-08	$1.63	$2.50	132.5%	38.8%	86.3%	45.5%	0.0%	0.0%	-20.1%	4.3K	-182.9K	-1.6K	0.00	63.96	514	1	14,416	530
2023-03-09	$1.51	$2.50	169.7%	35.5%	88.7%	67.1%	0.0%	0.0%	55.7%	4.3K	-178.2K	-1.5K	0.08	63.49	24	2	14,919	531
2023-03-10	$1.54	$2.50	168.8%	24.3%	82.8%	66.5%	80.1%	0.0%	42.1%	4.3K	-169.8K	-1.6K	0.02	55.92	366	8	14,916	532
2023-03-13	$1.62	$2.50	238.7%	35.8%	86.0%	100.0%	120.8%	0.0%	1.0%	4.7K	-216.5K	-1.8K	0.59	78.18	17	10	14,989	527
2023-03-14	$1.56	$2.50	262.1%	30.7%	86.5%	100.0%	133.9%	0.0%	49.3%	4.4K	-193.9K	-1.6K	0.03	54.76	93	3	15,005	527
2023-03-15	$1.46	$2.50	92.7%	26.6%	80.2%	18.5%	0.0%	0.0%	36.8%	443	19.2K	-317	0.07	60.56	43	3	15,048	434
2023-03-16	$1.46	$2.50	84.7%	24.3%	69.1%	14.6%	0.0%	0.0%	0.0%	463	19.1K	-320	0.02	54.61	48	1	15,068	434
2023-03-17	$1.27	$2.50	94.8%	27.2%	76.4%	19.5%	0.0%	0.0%	-6.4%	356	20.3K	-270	0.22	53.07	36	8	15,105	434
2023-03-20	$1.15	$2.50	105.6%	30.3%	79.2%	24.7%	107.6%	0.0%	-9.9%	0	16.6K	-7	0.00	83.66	656	3	6,731	144
2023-03-21	$1.23	$2.50	106.8%	30.6%	83.6%	25.3%	0.0%	0.0%	-9.8%	1.1K	-32.7K	-274	0.06	14.41	18	1	6,794	146
2023-03-22	$1.19	$2.50	135.5%	38.9%	83.7%	39.1%	0.0%	0.0%	44.8%	0	17.4K	-7	0.00	87.18	3	0	6,812	146
2023-03-23	$1.10	$2.50	172.1%	49.3%	84.9%	56.7%	0.0%	0.0%	-13.6%	0	16.2K	-7	0.00	91.96	2	0	6,812	147
2023-03-24	$1.10	$2.50	164.8%	47.2%	85.6%	53.2%	0.0%	0.0%	-34.3%	0	15.9K	-7	0.00	85.65	0	0	6,810	145
2023-03-27	$1.06	$2.50	159.8%	45.8%	84.9%	50.8%	0.0%	0.0%	-40.3%	0	15.4K	-7	0.00	18.94	1	0	6,810	145
2023-03-28	$1.06	$2.50	273.7%	78.5%	80.8%	100.0%	0.0%	0.0%	-42.1%	0	14.5K	-7	0.00	63.26	0	0	6,810	137
2023-03-29	$1.08	$2.50	142.2%	40.8%	82.4%	40.1%	0.0%	0.0%	90.6%	0	14.8K	-7	0.00	63.74	25	0	6,810	137
2023-03-30	$1.06	$2.50	141.7%	40.6%	82.3%	39.8%	146.9%	0.0%	108.6%	0	14.5K	-7	0.05	89.33	19	1	6,825	137
2023-03-31	$1.08	$2.50	148.8%	42.7%	82.1%	43.1%	0.0%	0.0%	206.4%	0	14.8K	-7	0.00	89.23	43	0	6,829	137