ONDS Options History — April 2023

In April 2023, ONDS traded between $0.81 and $1.04. ATM implied volatility averaged 196.2%, placing in the 64.7% IV rank vs the trailing year. The 30-day expected move averaged 51.6%. IV traded above realized volatility by 107.1% (HV 20d: 89.1%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 0 of 19 days. Put/call ratio averaged 1.93.

Notable Days

  • 2023-04-24: Highest Volume — 635 contracts
  • 2023-04-28: Largest IV spike — 44.5% change
  • 2023-04-10: Highest IV Rank — 96.7%
  • 2023-04-21: Largest Expected Move — 71.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.95$0.81$1.04$1.04$1.00
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV196.2%118.5%266.4%170.1%221.3%
Expected Move51.6%32.2%71.9%48.8%63.4%
HV 20d89.1%81.0%102.5%81.9%98.9%
HV 60d86.8%82.7%90.2%83.3%89.8%
IV Rank64.7%29.3%96.7%52.8%76.1%
IV Percentile95.3%79.4%99.6%97.6%96.4%
Term Structure-36.8%-74.4%-8.4%-57.8%-51.4%
VWIV186.4%186.4%186.4%186.4%186.4%
Bid-Ask Spread %63.5421.7898.6884.2598.68
Gamma HHI1.001.001.001.001.00
Net GEX00000
Net DEX13.6K11.4K15.7K14.2K14.2K
Net VEX-7-7-7-7-7
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.930.0021.000.022.00
Total Volume48.2110635453
Total OI7,044.1586,8767,1407,0096,932

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-04-03$1.04$2.50170.1%48.8%81.9%52.8%186.4%0.0%-57.8%014.2K-70.0284.254416,872137
2023-04-04$1.00$2.50201.6%57.8%81.8%67.2%0.0%0.0%-63.6%013.7K-70.0085.21406,904137
2023-04-05$0.90$2.50228.4%65.5%85.1%79.4%0.0%0.0%-74.4%011.4K-70.1888.125196,904127
2023-04-06$0.97$0.00210.0%38.8%90.8%71.0%0.0%0.0%-23.8%013.0K-70.0121.787616,915134
2023-04-10$0.98$0.00266.4%46.6%90.3%96.7%0.0%0.0%-26.4%013.0K-70.0062.17106,985133
2023-04-11$1.00$0.00240.8%32.2%87.6%85.0%0.0%0.0%-26.7%013.3K-70.0053.69006,986133
2023-04-12$0.91$0.00207.3%59.4%91.0%69.8%0.0%0.0%-8.6%012.1K-721.0066.251216,986133
2023-04-13$1.02$0.00118.5%34.0%102.5%29.3%0.0%0.0%-8.4%015.7K-70.0056.095006,986154
2023-04-14$1.02$0.00163.0%46.7%102.5%49.6%0.0%0.0%-9.1%015.7K-70.0067.181006,941154
2023-04-17$1.02$0.00159.9%45.8%92.0%48.2%0.0%0.0%-31.9%015.7K-70.0062.24006,951154
2023-04-18$1.02$0.00173.1%49.6%85.9%54.2%0.0%0.0%-12.7%015.7K-70.0067.18106,951154
2023-04-19$1.00$0.00163.8%47.0%81.5%49.9%0.0%0.0%-35.0%015.4K-70.0063.49006,952154
2023-04-20$0.94$0.00173.9%49.8%83.2%54.5%0.0%0.0%-16.2%014.0K-70.0022.91056,952149
2023-04-21$0.89$0.00250.7%71.9%81.0%89.5%0.0%0.0%-42.0%012.8K-70.0074.96006,952144
2023-04-24$0.81$0.00202.8%58.1%86.1%67.7%0.0%0.0%-51.4%011.6K-70.0055.9363506,733143
2023-04-25$0.82$2.50192.2%55.1%86.2%62.9%0.0%0.0%-53.2%011.7K-70.0058.57006,789143
2023-04-26$0.85$2.50230.0%65.9%87.9%80.1%0.0%0.0%-53.9%012.2K-70.0089.95206,789143
2023-04-27$0.94$2.50153.2%43.9%96.0%45.1%0.0%0.0%-51.8%013.4K-70.0028.57016,790143
2023-04-28$1.00$2.50221.3%63.4%98.9%76.1%0.0%0.0%-51.4%014.2K-72.0098.68126,790142