ONDS Options History — December 2023

In December 2023, ONDS traded between $1.12 and $1.52. ATM implied volatility averaged 155.4%, placing in the 22.9% IV rank vs the trailing year. The 30-day expected move averaged 32.4%. IV traded above realized volatility by 17.3% (HV 20d: 138.1%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 16 of 20 days. Put/call ratio averaged 0.35.

Notable Days

2023-12-20: Highest Volume — 323 contracts
2023-12-15: Largest IV spike — 80.1% change
2023-12-12: Highest IV Rank — 61.5%
2023-12-01: Largest Expected Move — 58.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$1.33	$1.12	$1.52	$1.12	$1.52
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	155.4%	86.9%	308.4%	204.7%	95.4%
Expected Move	32.4%	24.9%	58.7%	58.7%	27.4%
HV 20d	138.1%	86.4%	182.6%	177.9%	86.4%
HV 60d	145.6%	140.3%	149.5%	146.6%	140.3%
IV Rank	22.9%	4.8%	61.5%	36.9%	4.8%
IV Percentile	38.4%	5.2%	91.3%	67.9%	6.0%
Term Structure	39.7%	-75.5%	76.0%	-75.5%	9.5%
VWIV	130.7%	94.2%	200.0%	94.2%	101.9%
Bid-Ask Spread %	19.85	5.12	59.46	10.40	9.37
Gamma HHI	0.49	0.37	1.00	0.53	0.37
Net GEX	520	0	705	369	678
Net DEX	-43.6K	-77.8K	16.6K	-26.0K	-44.5K
Net VEX	-485	-669	-9	-383	-518
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.35	0.00	5.00	0.01	0.57
Total Volume	87.6	0	323	90	83
Total OI	7,560.8	5,213	9,284	8,987	5,927

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
2023-12-01	$1.12	$2.50	204.7%	58.7%	177.9%	36.9%	0.0%	0.0%	-75.5%	369	-26.0K	-383	0.01	10.40	89	1	8,873	114
2023-12-04	$1.29	$2.50	188.2%	27.1%	179.4%	32.8%	94.2%	0.0%	61.7%	484	-34.4K	-443	0.00	54.16	52	0	8,953	115
2023-12-05	$1.25	$2.50	208.1%	28.9%	181.0%	37.7%	103.0%	0.0%	52.0%	470	-32.6K	-441	5.00	59.46	10	50	8,990	115
2023-12-06	$1.21	$2.50	231.1%	40.2%	182.6%	43.3%	103.7%	0.0%	53.6%	0	16.6K	-9	0.00	7.86	40	0	8,990	137
2023-12-07	$1.27	$2.50	217.0%	27.5%	180.8%	38.7%	0.0%	0.0%	51.5%	501	-43.1K	-511	0.00	6.41	0	0	9,018	137
2023-12-08	$1.37	$2.50	229.6%	36.8%	162.7%	41.8%	0.0%	0.0%	60.9%	552	-49.3K	-538	0.00	5.32	116	0	9,018	137
2023-12-11	$1.43	$2.50	224.1%	28.8%	149.7%	40.4%	200.0%	0.0%	-40.1%	501	-63.3K	-580	0.00	41.52	308	1	9,034	137
2023-12-12	$1.33	$2.50	308.4%	28.1%	155.0%	61.5%	0.0%	0.0%	56.3%	552	-49.4K	-542	0.00	5.65	17	0	9,148	136
2023-12-13	$1.33	$2.50	89.3%	25.6%	154.4%	6.7%	0.0%	0.0%	76.0%	522	-37.0K	-491	0.00	7.14	29	0	9,093	136
2023-12-14	$1.42	$2.50	99.3%	28.5%	137.9%	9.2%	0.0%	0.0%	0.0%	610	-52.3K	-576	0.00	7.39	6	0	9,103	136
2023-12-15	$1.37	$2.50	178.9%	51.3%	139.1%	29.1%	181.3%	0.0%	-32.6%	584	-56.2K	-599	0.08	5.12	13	1	9,106	136
2023-12-18	$1.25	$2.50	126.2%	36.2%	139.6%	15.9%	0.0%	0.0%	73.2%	470	-35.5K	-424	0.00	13.42	146	0	5,118	95
2023-12-19	$1.27	$2.50	86.9%	24.9%	112.4%	6.1%	0.0%	0.0%	59.1%	541	-51.1K	-501	0.00	54.88	75	0	5,258	95
2023-12-20	$1.25	$2.50	130.2%	37.3%	112.1%	17.0%	0.0%	0.0%	70.4%	504	-42.5K	-442	0.00	13.32	323	0	5,233	95
2023-12-21	$1.31	$2.50	97.8%	28.0%	103.8%	8.9%	0.0%	0.0%	69.9%	543	-44.1K	-469	0.79	7.59	14	11	5,556	95
2023-12-22	$1.32	$2.50	101.0%	28.9%	103.3%	9.6%	0.0%	0.0%	61.7%	519	-35.9K	-423	0.28	13.82	36	10	5,570	105
2023-12-26	$1.40	$2.50	95.8%	27.5%	102.6%	7.0%	0.0%	0.0%	66.3%	614	-51.4K	-553	0.00	7.50	61	0	5,603	115
2023-12-27	$1.48	$2.50	97.3%	27.9%	104.0%	5.3%	0.0%	0.0%	70.7%	683	-61.7K	-580	0.00	55.07	144	0	5,640	115
2023-12-28	$1.48	$2.50	99.4%	28.5%	97.4%	5.8%	0.0%	0.0%	10.5%	705	-77.8K	-669	0.00	11.59	116	0	5,719	115
2023-12-29	$1.52	$2.50	95.4%	27.4%	86.4%	4.8%	101.9%	0.0%	9.5%	678	-44.5K	-518	0.57	9.37	53	30	5,812	115