ONDS Options History — October 2023

In October 2023, ONDS traded between $0.34 and $0.59. ATM implied volatility averaged 301.6%, placing in the 60.6% IV rank vs the trailing year. The 30-day expected move averaged 77.6%. IV traded above realized volatility by 188.6% (HV 20d: 113.0%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 0.00.

Notable Days

  • 2023-10-13: Highest Volume — 555 contracts
  • 2023-10-11: Largest IV drop — 51.5% change
  • 2023-10-30: Highest IV Rank — 97.3%
  • 2023-10-30: Largest Expected Move — 129.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.45$0.34$0.59$0.59$0.37
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV301.6%210.4%451.0%342.4%376.1%
Expected Move77.6%54.2%129.3%98.2%107.8%
HV 20d113.0%99.4%136.4%101.3%113.7%
HV 60d112.4%97.8%137.2%137.2%98.3%
IV Rank60.6%38.3%97.3%70.6%78.9%
IV Percentile92.6%80.6%99.6%98.4%97.6%
Term Structure-61.4%-91.3%-36.2%-91.3%-90.1%
Bid-Ask Spread %28.903.1971.5071.503.94
Net GEX00000
Net DEX4.2K2.4K6.1K6.1K2.6K
Net VEX-7-8-7-7-7
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume62.091055500
Total OI7,137.7276,5067,5936,6547,363

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-10-02$0.59$2.50342.4%98.2%101.3%70.6%0.0%0.0%-91.3%06.1K-70.0071.50006,550104
2023-10-03$0.56$2.50297.8%85.4%100.8%59.7%0.0%0.0%-62.4%05.8K-70.007.10306,550104
2023-10-04$0.57$2.50335.2%96.1%101.5%68.9%0.0%0.0%-67.4%05.9K-70.008.81006,550104
2023-10-05$0.56$2.50316.7%54.2%99.4%64.3%0.0%0.0%-36.2%05.8K-70.007.104006,550104
2023-10-06$0.58$2.50331.4%55.4%101.5%67.9%0.0%0.0%-36.4%06.0K-70.008.02006,567104
2023-10-09$0.55$2.50407.6%61.6%101.7%86.6%0.0%0.0%-41.1%05.7K-70.0056.6121506,567104
2023-10-10$0.48$2.50433.5%60.1%107.5%93.0%0.0%0.0%-46.3%05.0K-70.006.5353716,402104
2023-10-11$0.47$2.50210.4%60.3%106.5%38.3%0.0%0.0%-48.3%04.9K-70.004.90506,938105
2023-10-12$0.43$2.50230.2%66.0%108.4%43.1%0.0%0.0%-52.6%04.5K-70.009.23006,943105
2023-10-13$0.38$2.50220.4%63.2%112.2%40.7%0.0%0.0%-58.5%04.0K-70.005.9655506,943105
2023-10-16$0.44$2.50245.5%70.4%129.6%46.9%0.0%0.0%-59.4%04.6K-80.004.80107,487105
2023-10-17$0.47$2.50229.2%65.7%133.0%42.9%0.0%0.0%-59.1%04.9K-80.0053.68107,487105
2023-10-18$0.42$2.50249.5%71.5%136.4%47.9%0.0%0.0%-65.6%04.4K-80.0056.58007,488105
2023-10-19$0.42$2.50253.7%72.7%131.5%48.9%0.0%0.0%-68.2%03.1K-80.0057.43207,48875
2023-10-20$0.39$2.50249.4%71.5%119.0%47.8%0.0%0.0%-74.0%02.9K-80.0054.23007,48775
2023-10-23$0.37$2.50253.2%72.6%118.1%48.8%0.0%0.0%-86.3%02.8K-70.003.98007,28775
2023-10-24$0.37$2.50258.3%74.0%114.0%50.0%0.0%0.0%-90.1%02.8K-70.0052.98007,28775
2023-10-25$0.34$2.50292.2%83.8%114.1%58.3%0.0%0.0%0.0%02.4K-70.0052.05017,28772
2023-10-26$0.35$2.50311.4%89.3%108.8%63.0%0.0%0.0%0.0%02.5K-70.003.19007,28771
2023-10-27$0.37$2.50339.8%97.4%112.9%70.0%0.0%0.0%0.0%02.6K-70.0052.95507,28771
2023-10-30$0.38$2.50451.0%129.3%114.3%97.3%0.0%0.0%0.0%02.7K-70.0054.12007,29271
2023-10-31$0.37$2.50376.1%107.8%113.7%78.9%0.0%0.0%0.0%02.6K-70.003.94007,29271