ONDS Options History — September 2023

In September 2023, ONDS traded between $0.58 and $0.97. ATM implied volatility averaged 235.4%, placing in the 46.1% IV rank vs the trailing year. The 30-day expected move averaged 52.6%. IV traded above realized volatility by 158.6% (HV 20d: 76.7%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 0.03.

Notable Days

  • 2023-09-21: Highest Volume — 360 contracts
  • 2023-09-12: Largest IV drop — 69.3% change
  • 2023-09-11: Highest IV Rank — 100.0%
  • 2023-09-21: Largest Expected Move — 72.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.78$0.58$0.97$0.97$0.61
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV235.4%141.8%462.2%217.5%228.5%
Expected Move52.6%33.2%72.5%62.4%65.5%
HV 20d76.7%52.8%103.8%89.3%101.3%
HV 60d138.9%135.6%143.1%138.8%142.2%
IV Rank46.1%21.5%100.0%44.8%42.7%
IV Percentile85.6%58.7%100.0%89.3%87.7%
Term Structure4.4%-87.2%108.8%-87.2%-76.3%
Bid-Ask Spread %40.464.7290.668.965.15
Gamma HHI1.001.001.001.001.00
Net GEX00000
Net DEX13.6K6.0K26.7K26.7K6.3K
Net VEX-7-9-6-8-7
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.030.000.330.030.00
Total Volume61.603604128
Total OI7,397.956,0668,5458,1006,672

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-09-01$0.97$2.50217.5%62.4%89.3%44.8%0.0%0.0%-87.2%026.7K-80.038.964017,825275
2023-09-05$0.91$2.50267.4%33.2%83.0%58.6%0.0%0.0%51.7%025.1K-80.0055.20007,865276
2023-09-06$0.91$2.50281.8%33.6%83.0%62.5%0.0%0.0%66.1%025.1K-80.004.728707,865276
2023-09-07$0.94$2.50279.6%35.1%84.9%61.9%0.0%0.0%79.3%025.9K-80.005.8733207,952276
2023-09-08$0.90$2.50344.3%33.8%67.0%79.7%0.0%0.0%65.0%024.8K-90.004.721008,259276
2023-09-11$0.90$2.50462.2%35.0%64.0%100.0%0.0%0.0%63.6%024.8K-90.006.08108,269276
2023-09-12$0.83$2.50141.8%40.7%66.1%21.5%0.0%0.0%52.3%011.5K-80.3383.34318,269139
2023-09-13$0.84$2.50158.0%45.3%60.6%25.4%0.0%0.0%48.3%011.8K-80.007.831108,266140
2023-09-14$0.83$2.50145.6%41.7%55.4%22.4%0.0%0.0%-10.3%011.6K-80.0083.34008,255140
2023-09-15$0.83$2.50186.3%53.4%52.8%32.4%0.0%0.0%-11.2%011.6K-80.0088.606008,160140
2023-09-18$0.78$2.50204.9%58.7%56.0%36.9%0.0%0.0%108.8%09.0K-60.0088.913505,951115
2023-09-19$0.73$2.50189.6%54.4%59.2%33.2%0.0%0.0%-17.1%08.4K-60.009.9523305,956115
2023-09-20$0.69$2.50204.3%58.6%60.3%36.8%0.0%0.0%4.9%07.9K-60.1361.67816,189115
2023-09-21$0.61$2.50253.0%72.5%70.9%48.7%0.0%0.0%4.6%07.0K-60.0090.6636006,192115
2023-09-22$0.70$2.50228.9%65.6%90.0%42.8%0.0%0.0%-22.3%07.3K-70.008.202006,549104
2023-09-25$0.71$2.50208.0%59.6%90.5%37.7%0.0%0.0%-56.9%07.4K-70.0083.16106,567104
2023-09-26$0.63$2.50218.7%62.7%97.1%40.3%0.0%0.0%-64.8%06.6K-70.0053.86006,568104
2023-09-27$0.58$2.50236.4%67.8%99.4%44.7%0.0%0.0%-71.7%06.0K-70.005.08006,568104
2023-09-28$0.63$2.50250.2%71.7%103.8%48.0%0.0%0.0%-38.3%06.6K-70.0053.81006,568104
2023-09-29$0.61$2.50228.5%65.5%101.3%42.7%0.0%0.0%-76.3%06.3K-70.005.152806,568104