ONDS Options History — July 2023

In July 2023, ONDS traded between $0.89 and $2.04. ATM implied volatility averaged 154.4%, placing in the 27.5% IV rank vs the trailing year. The 30-day expected move averaged 39.4%. IV traded above realized volatility by 0.7% (HV 20d: 153.7%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 11 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 0.79.

Notable Days

2023-07-20: Highest Volume — 2,399 contracts
2023-07-21: Largest IV spike — 75.1% change
2023-07-10: Highest IV Rank — 50.0%
2023-07-27: Largest Expected Move — 58.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$1.38	$0.89	$2.04	$0.92	$1.65
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	154.4%	93.4%	236.3%	182.4%	107.8%
Expected Move	39.4%	26.8%	58.4%	52.3%	30.9%
HV 20d	153.7%	103.8%	201.0%	103.8%	201.0%
HV 60d	136.5%	116.0%	156.0%	116.5%	156.0%
IV Rank	27.5%	10.7%	50.0%	35.2%	14.7%
IV Percentile	68.3%	33.3%	93.3%	84.1%	47.2%
Term Structure	-2.4%	-69.6%	69.7%	-64.4%	48.8%
VWIV	150.2%	93.1%	199.9%	110.2%	108.0%
Bid-Ask Spread %	33.84	4.52	83.49	83.49	7.86
Gamma HHI	0.92	0.71	1.00	1.00	0.89
Net GEX	1.6K	0	4.8K	0	3.7K
Net DEX	-35.6K	-200.8K	47.6K	7.5K	-107.5K
Net VEX	-972	-2.8K	-3	-3	-2.3K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.79	0.00	6.01	0.00	0.35
Total Volume	681.15	0	2,399	0	134
Total OI	5,518.2	2,563	9,390	2,567	9,390

Daily Data (20 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
2023-07-03	$0.92	$2.50	182.4%	52.3%	103.8%	35.2%	0.0%	0.0%	-64.4%	0	7.5K	-3	0.00	83.49	0	0	2,486	81
2023-07-05	$0.97	$2.50	184.9%	53.0%	105.1%	35.9%	0.0%	0.0%	-69.6%	0	7.9K	-3	0.00	82.40	14	0	2,486	81
2023-07-06	$0.89	$0.00	214.9%	36.8%	107.7%	44.1%	0.0%	0.0%	-25.7%	0	7.2K	-3	0.00	54.28	1	0	2,482	81
2023-07-07	$1.06	$0.00	196.4%	32.8%	111.8%	39.0%	0.0%	0.0%	-22.4%	0	8.6K	-3	0.00	54.56	112	0	2,482	81
2023-07-10	$1.17	$0.00	236.3%	43.4%	113.6%	50.0%	0.0%	0.0%	-5.0%	0	9.5K	-3	0.00	64.56	228	0	2,590	81
2023-07-11	$1.29	$0.00	180.1%	26.8%	117.2%	34.6%	0.0%	0.0%	69.7%	722	-56.9K	-453	0.00	55.22	640	0	2,815	81
2023-07-12	$1.24	$2.50	99.3%	28.5%	118.8%	12.4%	110.2%	0.0%	-5.5%	0	10.0K	-4	0.14	9.62	636	87	3,442	81
2023-07-13	$1.46	$2.50	112.3%	32.2%	126.2%	16.0%	152.5%	0.0%	-4.4%	1.7K	-109.8K	-883	0.76	4.52	172	131	4,034	182
2023-07-14	$1.17	$2.50	104.4%	29.9%	151.6%	13.8%	111.7%	0.0%	-7.5%	0	42.0K	-5	0.10	5.28	341	35	4,205	359
2023-07-17	$1.21	$2.50	102.6%	29.4%	150.2%	13.3%	0.0%	0.0%	55.5%	0	47.6K	-5	0.82	5.38	107	88	4,342	393
2023-07-18	$1.21	$2.50	104.2%	29.9%	150.2%	13.7%	0.0%	0.0%	-10.0%	0	40.7K	-5	0.02	6.73	87	2	4,418	336
2023-07-19	$1.54	$2.50	127.8%	36.6%	170.4%	20.2%	162.1%	0.0%	49.9%	2.1K	-132.9K	-1.1K	0.46	82.79	788	361	4,502	338
2023-07-20	$1.54	$2.50	93.4%	26.8%	169.5%	10.7%	93.1%	0.0%	60.7%	2.5K	-127.8K	-1.3K	6.01	55.51	342	2,057	5,087	548
2023-07-21	$2.04	$2.50	163.5%	46.9%	191.8%	30.0%	163.4%	0.0%	-44.3%	1.6K	-200.8K	-2.8K	0.17	54.58	1,566	261	5,298	2,611
2023-07-24	$1.96	$2.50	147.3%	42.2%	191.8%	25.6%	147.2%	0.0%	4.1%	4.8K	-19.8K	-2.3K	0.16	15.30	1,225	195	5,710	2,647
2023-07-25	$1.69	$2.50	188.3%	54.0%	197.0%	36.8%	187.0%	0.0%	-20.0%	4.3K	-49.4K	-2.2K	0.62	15.15	863	539	6,351	2,489
2023-07-26	$1.63	$2.50	172.0%	49.3%	196.7%	32.4%	170.0%	0.0%	-0.5%	3.3K	-14.9K	-2.1K	2.37	6.60	477	1,132	6,821	2,379
2023-07-27	$1.46	$2.50	203.8%	58.4%	200.7%	41.1%	199.9%	0.0%	-30.5%	3.2K	-25.6K	-1.9K	1.43	5.08	287	411	7,128	2,123
2023-07-28	$1.50	$2.50	166.1%	47.6%	199.8%	30.7%	197.9%	0.0%	-26.6%	3.4K	-47.3K	-2.1K	1.49	7.89	122	182	7,253	2,070
2023-07-31	$1.65	$2.50	107.8%	30.9%	201.0%	14.7%	108.0%	0.0%	48.8%	3.7K	-107.5K	-2.3K	0.35	7.86	99	35	7,355	2,035