ONDS Options History — November 2023

In November 2023, ONDS traded between $0.41 and $1.38. ATM implied volatility averaged 238.3%, placing in the 45.1% IV rank vs the trailing year. The 30-day expected move averaged 58.7%. IV traded above realized volatility by 83.8% (HV 20d: 154.5%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 8 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 0.49.

Notable Days

2023-11-20: Highest Volume — 1,154 contracts
2023-11-30: Largest IV spike — 82.3% change
2023-11-07: Highest IV Rank — 99.6%
2023-11-01: Largest Expected Move — 99.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$0.85	$0.41	$1.38	$0.41	$1.10
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	238.3%	124.6%	460.4%	347.9%	296.6%
Expected Move	58.7%	35.7%	99.8%	99.8%	85.0%
HV 20d	154.5%	121.3%	182.2%	121.3%	182.2%
HV 60d	126.4%	101.5%	146.6%	101.5%	146.6%
IV Rank	45.1%	17.2%	99.6%	72.0%	59.4%
IV Percentile	69.0%	31.3%	99.6%	97.2%	90.5%
Term Structure	27.6%	-72.3%	72.8%	72.8%	-72.3%
VWIV	200.5%	184.4%	229.1%	198.7%	184.4%
Bid-Ask Spread %	13.04	4.84	52.98	52.98	17.02
Gamma HHI	0.65	0.51	1.00	1.00	0.51
Net GEX	110	0	460	0	351
Net DEX	-2.7K	-29.1K	11.8K	2.9K	-21.4K
Net VEX	-103	-384	-7	-7	-315
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.49	0.00	5.00	0.00	0.01
Total Volume	115.238	0	1,154	0	135
Total OI	7,849.095	7,363	8,991	7,363	8,991

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
2023-11-01	$0.41	$2.50	347.9%	99.8%	121.3%	72.0%	0.0%	0.0%	0.0%	0	2.9K	-7	0.00	52.98	0	0	7,292	71
2023-11-02	$0.48	$2.50	355.2%	62.2%	136.1%	73.8%	0.0%	0.0%	72.8%	0	3.4K	-7	0.00	4.84	11	0	7,292	71
2023-11-03	$0.54	$2.50	353.6%	64.1%	142.6%	73.4%	0.0%	0.0%	62.3%	0	3.8K	-7	0.00	6.08	15	0	7,296	71
2023-11-06	$0.58	$2.50	365.2%	52.4%	143.7%	76.2%	198.7%	0.0%	55.3%	0	4.1K	-7	5.00	5.08	4	20	7,307	71
2023-11-07	$0.59	$2.50	460.4%	58.5%	134.0%	99.6%	0.0%	0.0%	39.8%	0	4.2K	-7	0.00	7.10	0	0	7,311	71
2023-11-08	$0.57	$2.50	222.0%	63.7%	134.5%	41.1%	0.0%	0.0%	53.3%	0	4.0K	-7	0.00	8.81	3	0	7,311	71
2023-11-09	$0.48	$2.50	236.6%	67.8%	145.4%	44.7%	0.0%	0.0%	55.8%	0	3.4K	-7	0.00	9.87	5	0	7,314	71
2023-11-10	$0.60	$2.50	334.6%	95.9%	156.2%	68.7%	0.0%	0.0%	44.0%	0	4.3K	-7	0.00	15.21	51	0	7,319	71
2023-11-13	$0.64	$2.50	209.2%	60.0%	150.2%	38.0%	0.0%	0.0%	22.4%	0	4.5K	-7	0.00	8.38	6	0	7,370	71
2023-11-14	$0.63	$2.50	263.6%	75.6%	149.6%	51.3%	0.0%	0.0%	23.0%	0	4.5K	-7	0.00	28.15	0	0	7,376	71
2023-11-15	$0.79	$2.50	184.0%	52.8%	159.4%	31.8%	0.0%	0.0%	35.0%	0	5.6K	-7	0.00	7.64	47	0	7,376	71
2023-11-16	$0.78	$2.50	186.0%	53.3%	159.8%	32.3%	0.0%	0.0%	0.0%	0	5.5K	-7	0.00	8.67	1	0	7,388	71
2023-11-17	$0.89	$2.50	185.7%	53.2%	158.6%	32.2%	229.1%	0.0%	-25.6%	20	4.2K	-26	2.47	9.97	30	74	7,389	71
2023-11-20	$1.13	$2.50	154.6%	44.3%	169.1%	24.6%	189.7%	0.0%	-24.2%	37	7.6K	-41	0.00	10.43	1,152	2	7,400	108
2023-11-21	$1.10	$2.50	155.0%	44.4%	170.5%	24.7%	184.4%	0.0%	-26.7%	0	11.8K	-9	0.03	7.86	125	4	8,430	107
2023-11-22	$1.25	$2.50	126.4%	36.2%	164.1%	17.7%	0.0%	0.0%	44.4%	340	-19.8K	-305	0.01	7.12	72	1	8,481	104
2023-11-24	$1.29	$2.50	124.6%	35.7%	164.0%	17.2%	0.0%	0.0%	54.0%	343	-16.9K	-314	0.00	10.76	13	0	8,529	105
2023-11-27	$1.38	$2.50	133.4%	38.2%	164.0%	19.4%	0.0%	0.0%	47.2%	389	-20.6K	-333	0.02	10.35	340	8	8,530	105
2023-11-28	$1.35	$2.50	146.0%	41.8%	166.4%	22.5%	0.0%	0.0%	31.8%	460	-29.1K	-384	1.28	12.17	58	74	8,703	113
2023-11-29	$1.23	$2.50	162.6%	46.6%	172.7%	26.6%	0.0%	0.0%	31.1%	365	-21.8K	-348	0.05	25.42	161	8	8,748	113
2023-11-30	$1.10	$2.50	296.6%	85.0%	182.2%	59.4%	0.0%	0.0%	-72.3%	351	-21.4K	-315	0.01	17.02	134	1	8,878	113