ONDS Options History — June 2023

In June 2023, ONDS traded between $0.84 and $1.08. ATM implied volatility averaged 221.1%, placing in the 52.9% IV rank vs the trailing year. The 30-day expected move averaged 50.7%. IV traded above realized volatility by 120.2% (HV 20d: 100.9%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 1 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.21.

Notable Days

2023-06-07: Highest Volume — 301 contracts
2023-06-16: Largest IV spike — 81.4% change
2023-06-12: Highest IV Rank — 100.0%
2023-06-02: Largest Expected Move — 68.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$0.95	$0.84	$1.08	$0.86	$0.90
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	221.1%	118.6%	418.3%	229.7%	183.7%
Expected Move	50.7%	34.0%	68.6%	65.8%	52.7%
HV 20d	100.9%	84.9%	150.7%	150.7%	103.6%
HV 60d	115.8%	112.9%	118.4%	114.1%	118.4%
IV Rank	52.9%	17.7%	100.0%	65.2%	35.6%
IV Percentile	88.1%	63.9%	100.0%	96.0%	84.9%
Term Structure	-20.5%	-84.7%	246.0%	-43.7%	-56.5%
VWIV	221.7%	128.3%	399.1%	399.1%	137.7%
Bid-Ask Spread %	48.72	4.33	91.29	6.62	83.43
Gamma HHI	1.00	0.94	1.00	1.00	1.00
Net GEX	26	0	536	0	0
Net DEX	9.0K	-37.7K	16.5K	10.3K	7.3K
Net VEX	-21	-320	-2	-8	-3
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.21	0.00	2.14	0.71	0.00
Total Volume	40.476	0	301	29	0
Total OI	5,570.333	2,492	8,144	7,582	2,567

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
2023-06-01	$0.86	$2.50	229.7%	65.8%	150.7%	65.2%	0.0%	0.0%	-43.7%	0	10.3K	-8	0.71	6.62	17	12	7,462	120
2023-06-02	$0.87	$2.50	239.4%	68.6%	150.7%	68.8%	399.1%	0.0%	-70.4%	0	11.5K	-8	0.00	7.95	0	10	7,479	132
2023-06-05	$0.89	$2.50	250.6%	45.7%	102.6%	73.0%	0.0%	0.0%	-84.7%	0	11.7K	-8	0.00	84.01	0	0	7,479	132
2023-06-06	$0.84	$2.50	250.5%	53.6%	99.6%	72.9%	0.0%	0.0%	-39.5%	0	11.1K	-8	0.08	90.78	12	1	7,479	132
2023-06-07	$0.98	$2.50	272.6%	61.5%	104.8%	81.1%	128.3%	0.0%	-43.6%	0	12.1K	-8	0.01	16.88	299	2	7,491	123
2023-06-08	$0.92	$2.50	273.3%	50.2%	106.2%	81.4%	0.0%	0.0%	-64.4%	0	11.3K	-8	0.00	15.54	150	0	7,718	123
2023-06-09	$0.96	$2.50	304.3%	39.7%	99.3%	92.9%	0.0%	0.0%	-32.5%	0	11.8K	-8	0.00	54.40	50	0	7,863	123
2023-06-12	$0.97	$2.50	385.8%	65.3%	99.4%	100.0%	137.7%	0.0%	-49.9%	0	11.9K	-8	0.00	91.29	2	0	7,913	123
2023-06-13	$1.08	$2.50	418.3%	35.0%	88.9%	100.0%	0.0%	0.0%	-22.1%	0	13.3K	-8	0.00	55.89	64	0	7,915	123
2023-06-14	$1.08	$2.50	133.5%	38.3%	85.7%	21.8%	0.0%	0.0%	-9.8%	536	-37.7K	-320	0.00	86.28	0	78	7,973	123
2023-06-15	$1.02	$2.50	118.6%	34.0%	88.8%	17.7%	0.0%	0.0%	0.0%	0	16.5K	-8	0.00	55.21	9	0	7,973	162
2023-06-16	$1.02	$2.50	215.2%	61.7%	84.9%	44.2%	0.0%	0.0%	82.8%	0	16.5K	-8	0.00	65.41	0	1	7,982	162
2023-06-20	$0.99	$2.50	216.0%	61.9%	85.8%	44.4%	0.0%	0.0%	-34.1%	0	11.6K	-3	0.00	14.60	0	1	2,388	117
2023-06-21	$0.96	$2.50	160.7%	46.1%	85.6%	29.2%	0.0%	0.0%	-14.7%	0	11.3K	-3	0.00	13.74	0	0	2,388	118
2023-06-22	$0.95	$2.50	174.7%	50.1%	85.6%	33.1%	0.0%	0.0%	20.1%	0	11.0K	-3	0.04	88.62	25	1	2,388	116
2023-06-23	$1.06	$2.50	151.3%	43.4%	92.2%	26.7%	0.0%	0.0%	-35.6%	0	12.2K	-3	0.00	17.27	8	0	2,388	115
2023-06-26	$0.96	$2.50	146.7%	42.0%	98.9%	25.4%	0.0%	0.0%	246.0%	0	11.0K	-3	0.00	4.33	10	0	2,394	115
2023-06-27	$0.92	$2.50	158.9%	45.6%	100.5%	28.8%	0.0%	0.0%	-48.2%	0	10.6K	-3	2.14	83.49	7	15	2,404	115
2023-06-28	$0.87	$2.50	170.3%	48.8%	102.6%	31.9%	0.0%	0.0%	-52.9%	0	7.0K	-2	0.00	4.89	75	0	2,411	81
2023-06-29	$0.85	$2.50	188.5%	54.0%	101.6%	36.9%	0.0%	0.0%	-56.5%	0	6.9K	-3	0.00	82.57	1	0	2,486	81
2023-06-30	$0.90	$2.50	183.7%	52.7%	103.6%	35.6%	0.0%	0.0%	-56.5%	0	7.3K	-3	0.00	83.43	0	0	2,486	81