ONDS Options History — February 2024

In February 2024, ONDS traded between $1.23 and $1.56. ATM implied volatility averaged 135.5%, placing in the 15.2% IV rank vs the trailing year. The 30-day expected move averaged 36.6%. IV traded above realized volatility by 44.2% (HV 20d: 91.4%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 14 of 20 days. Put/call ratio averaged 0.05.

Notable Days

2024-02-26: Highest Volume — 366 contracts
2024-02-07: Largest IV drop — 46.8% change
2024-02-06: Highest IV Rank — 33.3%
2024-02-01: Largest Expected Move — 50.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$1.34	$1.23	$1.56	$1.37	$1.25
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	135.5%	97.9%	205.2%	144.8%	156.3%
Expected Move	36.6%	26.5%	50.2%	50.2%	44.8%
HV 20d	91.4%	80.6%	106.6%	84.3%	103.8%
HV 60d	110.2%	96.8%	129.4%	129.1%	98.1%
IV Rank	15.2%	5.4%	33.3%	17.6%	20.1%
IV Percentile	29.8%	7.1%	66.3%	35.7%	40.5%
Term Structure	34.7%	-71.3%	77.5%	-8.3%	-44.2%
VWIV	137.9%	96.4%	168.6%	168.6%	143.9%
Bid-Ask Spread %	29.34	6.80	64.33	29.65	56.52
Gamma HHI	0.40	0.34	0.47	0.34	0.38
Net GEX	541	77	1.4K	1.0K	176
Net DEX	-48.8K	-123.5K	-421	-103.8K	-11.6K
Net VEX	-415	-905	-84	-804	-171
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.05	0.00	0.68	0.00	0.00
Total Volume	70.35	1	366	36	28
Total OI	6,800.55	6,536	7,272	6,536	7,272

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
2024-02-01	$1.37	$2.50	144.8%	50.2%	84.3%	17.6%	0.0%	0.0%	-8.3%	1.0K	-103.8K	-804	0.00	29.65	36	0	6,459	77
2024-02-02	$1.33	$2.50	158.3%	49.3%	84.5%	21.1%	0.0%	0.0%	-9.8%	939	-115.2K	-812	0.00	60.09	23	0	6,482	77
2024-02-05	$1.29	$2.50	188.2%	26.5%	81.7%	28.9%	0.0%	0.0%	77.5%	77	-421	-84	0.09	8.42	113	10	6,493	77
2024-02-06	$1.23	$2.50	205.2%	27.8%	81.3%	33.3%	0.0%	0.0%	70.9%	112	-2.4K	-111	0.00	6.83	18	0	6,596	87
2024-02-07	$1.25	$2.50	109.2%	31.3%	80.6%	8.4%	0.0%	0.0%	71.2%	109	-5.9K	-125	0.00	9.33	3	0	6,614	87
2024-02-08	$1.31	$2.50	97.9%	28.1%	83.0%	5.4%	0.0%	0.0%	74.2%	120	-7.1K	-132	0.00	8.35	29	0	6,615	87
2024-02-09	$1.44	$2.50	139.5%	40.0%	90.3%	16.3%	168.6%	0.0%	-22.0%	1.1K	-91.3K	-741	0.00	8.91	11	0	6,616	87
2024-02-12	$1.46	$2.50	99.7%	28.6%	90.5%	5.9%	96.4%	0.0%	64.7%	1.2K	-117.8K	-858	0.01	12.19	122	1	6,617	87
2024-02-13	$1.39	$2.50	113.5%	32.5%	83.9%	9.5%	0.0%	0.0%	68.2%	1.1K	-111.5K	-793	0.00	9.59	10	0	6,625	86
2024-02-14	$1.56	$2.50	120.2%	34.4%	85.7%	11.2%	0.0%	0.0%	56.8%	1.3K	-110.6K	-846	0.00	7.91	183	0	6,626	86
2024-02-15	$1.56	$2.50	134.0%	38.4%	84.4%	14.8%	142.6%	0.0%	-71.3%	1.4K	-123.5K	-905	0.22	9.71	68	15	6,769	86
2024-02-16	$1.38	$2.50	116.4%	33.4%	95.6%	10.2%	143.9%	0.0%	71.3%	1.1K	-96.9K	-764	0.68	12.83	22	15	6,788	81
2024-02-20	$1.28	$2.50	127.2%	36.5%	99.1%	13.1%	0.0%	0.0%	58.8%	155	-11.5K	-164	0.00	55.10	41	0	6,716	86
2024-02-21	$1.28	$2.50	118.1%	33.9%	95.1%	10.7%	0.0%	0.0%	57.9%	152	-9.9K	-159	0.00	54.16	1	0	6,754	86
2024-02-22	$1.28	$2.50	146.5%	42.0%	94.9%	18.1%	0.0%	0.0%	18.7%	153	-10.7K	-162	0.00	6.80	6	0	6,754	86
2024-02-23	$1.23	$2.50	113.4%	32.5%	95.3%	9.5%	0.0%	0.0%	-28.6%	150	-9.8K	-155	0.00	54.11	16	0	6,754	86
2024-02-26	$1.40	$2.50	123.9%	35.5%	106.6%	12.2%	0.0%	0.0%	74.6%	172	-10.4K	-163	0.00	55.54	366	0	6,760	86
2024-02-27	$1.36	$2.50	135.0%	38.7%	103.1%	15.1%	0.0%	0.0%	63.4%	190	-13.9K	-189	0.00	56.47	14	0	7,045	86
2024-02-28	$1.23	$2.50	162.8%	46.7%	103.5%	21.8%	0.0%	0.0%	49.4%	171	-12.3K	-168	0.00	64.33	256	0	7,049	86
2024-02-29	$1.25	$2.50	156.3%	44.8%	103.8%	20.1%	0.0%	0.0%	-44.2%	176	-11.6K	-171	0.00	56.52	28	0	7,186	86