ONDS Options History — May 2023

In May 2023, ONDS traded between $0.83 and $1.25. ATM implied volatility averaged 187.9%, placing in the 50.0% IV rank vs the trailing year. The 30-day expected move averaged 47.0%. IV traded above realized volatility by 44.8% (HV 20d: 143.1%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 3 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 0.08.

Notable Days

2023-05-05: Highest Volume — 456 contracts
2023-05-04: Largest IV spike — 76.6% change
2023-05-01: Highest IV Rank — 100.0%
2023-05-01: Largest Expected Move — 90.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$0.96	$0.83	$1.25	$0.97	$0.87
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	187.9%	100.2%	323.4%	314.1%	203.7%
Expected Move	47.0%	28.3%	90.0%	90.0%	58.4%
HV 20d	143.1%	92.9%	161.9%	99.0%	150.8%
HV 60d	108.9%	88.9%	114.8%	89.5%	114.3%
IV Rank	50.0%	17.1%	100.0%	100.0%	55.5%
IV Percentile	88.3%	54.8%	100.0%	100.0%	93.3%
Term Structure	-21.1%	-84.9%	131.8%	-61.9%	-84.9%
VWIV	212.2%	147.0%	281.1%	153.3%	215.1%
Bid-Ask Spread %	17.41	4.66	94.41	12.96	4.66
Gamma HHI	0.98	0.85	1.00	1.00	1.00
Net GEX	20	0	184	0	0
Net DEX	11.2K	3.9K	15.5K	13.8K	10.8K
Net VEX	-20	-124	-7	-7	-8
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.08	0.00	1.00	0.00	1.00
Total Volume	76.636	0	456	0	2
Total OI	7,362.273	6,923	7,658	6,931	7,585

Daily Data (22 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
2023-05-01	$0.97	$2.50	314.1%	90.0%	99.0%	100.0%	0.0%	0.0%	-61.9%	0	13.8K	-7	0.00	12.96	0	0	6,789	142
2023-05-02	$0.91	$2.50	222.8%	63.9%	100.6%	64.9%	0.0%	0.0%	-69.4%	0	12.9K	-7	0.00	94.41	1	0	6,789	142
2023-05-03	$0.92	$2.50	183.1%	52.5%	100.0%	49.6%	0.0%	0.0%	-73.0%	0	13.1K	-7	0.10	93.43	10	1	6,790	142
2023-05-04	$0.90	$2.50	323.4%	40.3%	92.9%	100.0%	0.0%	0.0%	29.6%	0	12.9K	-7	0.00	16.07	215	0	6,780	143
2023-05-05	$1.21	$2.50	294.7%	31.0%	138.5%	89.4%	153.3%	0.0%	57.6%	84	10.3K	-53	0.01	10.46	452	4	6,901	143
2023-05-08	$1.10	$2.50	187.3%	28.9%	143.6%	49.5%	0.0%	0.0%	30.7%	0	15.5K	-7	0.00	5.13	90	0	7,099	141
2023-05-09	$1.25	$2.50	170.2%	28.3%	150.0%	43.1%	0.0%	0.0%	37.7%	177	3.9K	-121	0.00	6.73	8	0	7,167	141
2023-05-10	$1.25	$2.50	100.2%	28.7%	144.8%	17.1%	0.0%	0.0%	27.5%	184	3.9K	-124	0.00	8.19	106	0	7,187	141
2023-05-11	$1.10	$2.50	116.8%	33.5%	148.5%	23.3%	0.0%	0.0%	17.2%	0	15.5K	-7	0.00	6.26	7	0	7,222	141
2023-05-12	$1.08	$2.50	127.1%	36.4%	148.7%	27.1%	0.0%	0.0%	19.1%	0	15.2K	-7	0.00	7.86	58	0	7,227	141
2023-05-15	$0.92	$2.50	138.1%	39.6%	159.6%	31.2%	147.0%	0.0%	-63.9%	0	13.0K	-7	0.03	5.81	75	2	7,292	141
2023-05-16	$0.87	$2.50	147.2%	42.2%	160.6%	34.6%	0.0%	0.0%	-68.9%	0	12.4K	-7	0.00	5.71	261	0	7,258	143
2023-05-17	$0.86	$2.50	147.8%	42.4%	160.5%	34.8%	0.0%	0.0%	-55.2%	0	11.4K	-8	0.00	4.66	1	0	7,526	132
2023-05-18	$0.93	$2.50	146.6%	42.0%	161.9%	34.3%	281.1%	0.0%	0.0%	0	10.2K	-8	0.27	6.33	11	3	7,527	110
2023-05-19	$0.93	$2.50	200.7%	57.5%	160.6%	54.4%	264.5%	0.0%	131.8%	0	10.1K	-8	0.00	9.60	0	22	7,538	109
2023-05-22	$0.90	$2.50	168.8%	48.4%	157.2%	42.5%	0.0%	0.0%	-53.2%	0	10.7K	-8	0.00	54.28	300	0	7,417	119
2023-05-23	$0.89	$2.50	186.0%	53.3%	157.3%	49.0%	0.0%	0.0%	-33.1%	0	10.6K	-8	0.00	6.68	0	0	7,410	119
2023-05-24	$0.86	$2.50	168.4%	48.3%	157.4%	42.4%	0.0%	0.0%	-16.2%	0	10.2K	-8	0.00	7.10	0	5	7,410	119
2023-05-25	$0.83	$2.50	185.2%	53.1%	153.3%	48.6%	0.0%	0.0%	-64.8%	0	10.3K	-8	0.00	5.57	0	0	7,410	124
2023-05-26	$0.84	$2.50	191.4%	54.9%	151.3%	51.0%	0.0%	0.0%	-67.2%	0	10.4K	-8	0.00	5.57	45	0	7,410	124
2023-05-30	$0.83	$2.50	210.2%	60.3%	151.1%	58.0%	0.0%	0.0%	-83.3%	0	10.3K	-8	0.00	5.57	7	0	7,455	124
2023-05-31	$0.87	$2.50	203.7%	58.4%	150.8%	55.5%	215.1%	0.0%	-84.9%	0	10.8K	-8	1.00	4.66	1	1	7,461	124