ONDS Options History — August 2023

In August 2023, ONDS traded between $0.90 and $1.69. ATM implied volatility averaged 162.4%, placing in the 29.7% IV rank vs the trailing year. The 30-day expected move averaged 47.5%. IV traded above realized volatility by 16.3% (HV 20d: 146.1%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 11 of 23 trading days. Term structure was in contango for 6 of 23 days. Put/call ratio averaged 0.18.

Notable Days

2023-08-08: Highest Volume — 776 contracts
2023-08-07: Largest IV spike — 58.3% change
2023-08-30: Highest IV Rank — 58.3%
2023-08-30: Largest Expected Move — 76.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$1.15	$0.90	$1.69	$1.69	$1.00
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	162.4%	92.8%	266.4%	92.8%	261.7%
Expected Move	47.5%	26.6%	76.4%	26.6%	75.0%
HV 20d	146.1%	82.8%	202.1%	201.0%	89.9%
HV 60d	142.7%	140.7%	155.9%	155.9%	142.2%
IV Rank	29.7%	10.6%	58.3%	10.6%	57.0%
IV Percentile	69.8%	30.6%	96.4%	30.6%	95.2%
Term Structure	-23.9%	-79.5%	79.7%	79.7%	-79.5%
VWIV	178.5%	115.5%	237.0%	115.5%	237.0%
Bid-Ask Spread %	9.26	5.05	30.98	9.23	24.43
Gamma HHI	0.95	0.84	1.00	0.89	1.00
Net GEX	934	0	4.1K	3.9K	0
Net DEX	10.3K	-141.1K	184.5K	-120.2K	27.5K
Net VEX	-610	-2.3K	-8	-2.3K	-8
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.18	0.00	1.50	0.03	0.00
Total Volume	201.522	1	776	321	74
Total OI	8,909.304	7,943	10,103	9,446	8,108

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
2023-08-01	$1.69	$2.50	92.8%	26.6%	201.0%	10.6%	0.0%	0.0%	79.7%	3.9K	-120.2K	-2.3K	0.03	9.23	311	10	7,444	2,002
2023-08-02	$1.63	$2.50	112.0%	32.1%	202.1%	15.9%	115.5%	0.0%	44.3%	3.6K	-122.3K	-2.3K	0.00	5.85	311	0	7,783	2,013
2023-08-03	$1.58	$2.50	107.0%	42.1%	199.0%	14.5%	147.7%	0.0%	8.4%	4.1K	-56.3K	-2.2K	0.00	30.98	141	0	8,032	2,013
2023-08-04	$1.50	$2.50	112.7%	49.8%	193.1%	16.0%	174.6%	0.0%	-21.3%	3.4K	-82.0K	-2.1K	1.34	14.53	225	301	7,994	2,013
2023-08-07	$1.33	$2.50	178.4%	41.8%	196.5%	34.1%	176.4%	0.0%	-24.6%	517	184.5K	-498	0.00	7.48	178	0	8,090	2,013
2023-08-08	$1.33	$2.50	169.7%	51.8%	193.5%	31.7%	182.8%	0.0%	-16.7%	2.9K	-141.1K	-1.8K	0.28	5.54	605	171	8,144	1,252
2023-08-09	$1.29	$2.50	156.1%	44.8%	193.3%	28.0%	189.3%	0.0%	-17.0%	823	70.2K	-576	0.03	7.66	301	10	8,459	1,083
2023-08-10	$1.10	$2.50	190.1%	54.5%	191.5%	37.3%	0.0%	0.0%	-60.4%	520	48.1K	-477	0.00	5.05	299	0	8,303	1,083
2023-08-11	$1.15	$2.50	190.4%	54.6%	176.0%	37.4%	220.2%	0.0%	-52.2%	535	43.3K	-521	0.01	5.19	216	2	8,325	1,083
2023-08-14	$1.08	$2.50	121.3%	34.8%	176.8%	18.4%	0.0%	0.0%	60.5%	598	39.6K	-542	0.00	5.05	735	1	8,526	1,083
2023-08-15	$1.15	$2.50	120.0%	34.4%	178.5%	18.1%	0.0%	0.0%	65.5%	579	8.5K	-555	1.50	5.87	6	9	8,476	821
2023-08-16	$1.06	$2.50	122.0%	35.0%	155.3%	18.6%	0.0%	0.0%	34.0%	0	86.1K	-9	0.20	6.26	15	3	8,478	812
2023-08-17	$1.00	$2.50	128.2%	36.7%	155.7%	20.3%	0.0%	0.0%	-21.5%	0	25.5K	-9	0.00	6.08	180	0	8,413	255
2023-08-18	$0.99	$2.50	143.8%	41.2%	107.4%	24.6%	0.0%	0.0%	-43.4%	0	25.2K	-9	0.02	5.97	145	3	8,368	255
2023-08-21	$0.97	$2.50	163.5%	46.9%	107.6%	30.0%	0.0%	0.0%	-49.8%	0	24.8K	-8	0.00	7.17	101	0	7,687	256
2023-08-22	$0.98	$2.50	153.5%	44.0%	99.9%	27.3%	166.0%	0.0%	-51.4%	0	25.1K	-8	0.04	6.15	27	1	7,728	256
2023-08-23	$0.97	$2.50	154.8%	44.4%	100.0%	27.6%	0.0%	0.0%	-54.2%	0	24.8K	-8	0.00	6.15	31	0	7,733	256
2023-08-24	$0.92	$2.50	166.0%	47.6%	95.6%	30.7%	175.9%	0.0%	-59.4%	0	23.6K	-8	0.42	5.81	50	21	7,725	256
2023-08-25	$0.90	$2.50	199.9%	57.3%	93.8%	40.0%	0.0%	0.0%	-63.4%	0	24.8K	-8	0.00	6.68	108	0	7,725	275
2023-08-28	$0.92	$2.50	217.9%	62.5%	84.4%	45.0%	0.0%	0.0%	-72.3%	0	25.3K	-8	0.00	8.89	1	0	7,826	275
2023-08-29	$0.92	$2.50	207.3%	59.4%	82.8%	42.0%	237.0%	0.0%	-76.4%	0	25.3K	-8	0.00	6.80	0	14	7,826	275
2023-08-30	$0.96	$2.50	266.4%	76.4%	86.7%	58.3%	0.0%	0.0%	-77.8%	0	26.4K	-8	0.00	20.23	29	0	7,816	275
2023-08-31	$1.00	$2.50	261.7%	75.0%	89.9%	57.0%	0.0%	0.0%	-79.5%	0	27.5K	-8	0.00	24.43	74	0	7,833	275