ONDS Options History — January 2024

In January 2024, ONDS traded between $1.25 and $1.85. ATM implied volatility averaged 128.5%, placing in the 13.4% IV rank vs the trailing year. The 30-day expected move averaged 38.3%. IV traded above realized volatility by 34.4% (HV 20d: 94.2%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 0.00.

Notable Days

2024-01-02: Highest Volume — 793 contracts
2024-01-25: Largest IV spike — 38.4% change
2024-01-12: Highest IV Rank — 21.5%
2024-01-12: Largest Expected Move — 45.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$1.51	$1.25	$1.85	$1.78	$1.37
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	128.5%	98.1%	159.8%	140.3%	126.6%
Expected Move	38.3%	30.1%	45.8%	40.2%	36.3%
HV 20d	94.2%	84.9%	104.4%	100.0%	84.9%
HV 60d	135.5%	130.7%	143.1%	143.1%	130.7%
IV Rank	13.4%	5.5%	21.5%	16.4%	12.9%
IV Percentile	27.0%	7.1%	44.0%	33.7%	26.6%
Term Structure	35.6%	-12.0%	72.4%	-3.3%	55.4%
VWIV	162.0%	156.7%	167.1%	167.1%	156.7%
Bid-Ask Spread %	21.41	5.54	62.91	14.07	10.52
Gamma HHI	0.50	0.33	1.00	0.70	0.33
Net GEX	2.0K	0	5.1K	4.6K	1.0K
Net DEX	-171.2K	-479.9K	10.0K	-427.6K	-94.1K
Net VEX	-1.0K	-2.2K	-7	-2.1K	-760
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.00	0.00	0.01	0.01	0.00
Total Volume	105.857	0	793	793	5
Total OI	6,363.762	5,968	6,536	5,968	6,536

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
2024-01-02	$1.78	$2.50	140.3%	40.2%	100.0%	16.4%	167.1%	0.0%	-3.3%	4.6K	-427.6K	-2.1K	0.01	14.07	783	10	5,864	104
2024-01-03	$1.81	$2.50	137.3%	39.4%	89.7%	15.7%	162.2%	0.0%	-12.0%	4.7K	-413.2K	-1.9K	0.01	11.24	114	1	5,979	95
2024-01-04	$1.77	$2.50	107.9%	37.0%	89.1%	8.0%	0.0%	0.0%	34.4%	4.8K	-431.3K	-2.1K	0.01	38.60	166	1	6,064	95
2024-01-05	$1.85	$2.50	98.1%	44.0%	87.6%	5.5%	0.0%	0.0%	10.6%	5.1K	-479.9K	-2.2K	0.00	22.47	404	0	6,101	96
2024-01-08	$1.75	$2.50	123.7%	43.5%	91.0%	12.1%	0.0%	0.0%	-1.1%	5.1K	-398.6K	-2.0K	0.00	23.82	32	0	6,265	96
2024-01-09	$1.65	$2.50	141.9%	41.8%	91.8%	16.9%	0.0%	0.0%	-3.5%	1.1K	-104.2K	-817	0.00	31.15	3	0	6,293	96
2024-01-10	$1.67	$2.50	157.8%	45.2%	91.0%	21.0%	156.7%	0.0%	6.9%	4.6K	-359.7K	-1.9K	0.00	36.15	39	0	6,291	96
2024-01-11	$1.60	$2.50	134.5%	38.6%	88.1%	15.0%	0.0%	0.0%	-5.9%	1.1K	-98.6K	-831	0.00	35.68	11	0	6,325	96
2024-01-12	$1.58	$2.50	159.8%	45.8%	88.4%	21.5%	0.0%	0.0%	1.4%	1.1K	-100.2K	-817	0.00	29.82	0	0	6,328	96
2024-01-16	$1.42	$2.50	106.9%	30.6%	94.6%	7.8%	0.0%	0.0%	56.8%	867	-69.4K	-662	0.00	7.39	190	0	6,328	96
2024-01-17	$1.29	$2.50	104.9%	30.1%	99.9%	7.3%	0.0%	0.0%	72.4%	837	-76.6K	-665	0.00	7.48	103	0	6,359	96
2024-01-18	$1.25	$2.50	144.6%	41.5%	95.0%	17.6%	0.0%	0.0%	65.9%	0	10.0K	-7	0.00	23.10	0	0	6,416	80
2024-01-19	$1.31	$2.50	120.4%	34.5%	96.3%	11.3%	0.0%	0.0%	69.7%	833	-69.8K	-621	0.00	15.61	36	0	6,416	77
2024-01-22	$1.28	$2.50	113.3%	32.5%	96.5%	9.4%	0.0%	0.0%	70.1%	1	9.7K	-7	0.00	5.54	86	0	6,268	77
2024-01-23	$1.38	$2.50	155.8%	44.7%	98.8%	20.5%	0.0%	0.0%	39.6%	834	-57.3K	-550	0.00	13.89	10	0	6,297	77
2024-01-24	$1.35	$2.50	115.1%	33.0%	99.1%	9.9%	0.0%	0.0%	64.5%	931	-81.9K	-665	0.00	27.38	27	0	6,298	77
2024-01-25	$1.38	$2.50	159.2%	45.6%	97.1%	21.4%	0.0%	0.0%	62.6%	913	-75.5K	-656	0.00	13.52	5	0	6,325	77
2024-01-26	$1.40	$2.50	114.7%	32.9%	95.0%	9.8%	0.0%	0.0%	49.4%	991	-87.8K	-704	0.00	62.91	70	0	6,330	77
2024-01-29	$1.51	$2.50	113.4%	32.5%	99.0%	9.5%	0.0%	0.0%	57.1%	1.1K	-94.3K	-756	0.00	10.91	51	0	6,398	77
2024-01-30	$1.37	$2.50	122.9%	35.2%	104.4%	11.9%	0.0%	0.0%	57.0%	980	-94.0K	-730	0.00	8.39	76	0	6,400	77
2024-01-31	$1.37	$2.50	126.6%	36.3%	84.9%	12.9%	0.0%	0.0%	55.4%	1.0K	-94.1K	-760	0.00	10.52	5	0	6,459	77