ONDS Options History — March 2024

In March 2024, ONDS traded between $0.95 and $1.34. ATM implied volatility averaged 199.4%, placing in the 28.9% IV rank vs the trailing year. The 30-day expected move averaged 41.3%. IV traded above realized volatility by 110.1% (HV 20d: 89.3%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 7 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 0.50.

Notable Days

2024-03-14: Highest Volume — 354 contracts
2024-03-13: Largest IV drop — 78.0% change
2024-03-12: Highest IV Rank — 100.0%
2024-03-28: Largest Expected Move — 65.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$1.07	$0.95	$1.34	$1.27	$0.98
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	199.4%	108.6%	494.6%	149.0%	228.6%
Expected Move	41.3%	27.7%	65.5%	42.7%	65.5%
HV 20d	89.3%	57.6%	109.4%	104.0%	57.9%
HV 60d	92.0%	83.1%	95.6%	93.8%	83.1%
IV Rank	28.9%	5.8%	100.0%	18.2%	34.8%
IV Percentile	52.4%	11.5%	100.0%	36.9%	74.2%
Term Structure	1.4%	-258.8%	73.6%	-47.2%	69.7%
VWIV	132.2%	101.6%	209.9%	106.0%	111.2%
Bid-Ask Spread %	64.69	6.59	104.64	8.35	87.83
Gamma HHI	0.79	0.38	1.00	0.38	1.00
Net GEX	104	0	1.0K	180	0
Net DEX	12.1K	-61.2K	30.5K	-12.4K	30.5K
Net VEX	-86	-551	-4	-176	-4
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.50	0.00	6.36	0.00	0.00
Total Volume	84.65	2	354	60	69
Total OI	5,925.15	3,965	7,766	7,287	4,150

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
2024-03-01	$1.27	$2.50	149.0%	42.7%	104.0%	18.2%	0.0%	0.0%	-47.2%	180	-12.4K	-176	0.00	8.35	60	0	7,201	86
2024-03-04	$1.34	$2.50	180.0%	30.3%	105.5%	26.3%	106.0%	0.0%	56.6%	194	-11.7K	-179	6.36	84.18	11	70	7,222	86
2024-03-05	$1.23	$2.50	186.9%	30.9%	109.4%	27.1%	0.0%	0.0%	68.2%	167	-4.6K	-170	0.00	6.59	3	0	7,223	146
2024-03-06	$1.24	$2.50	199.3%	29.0%	108.1%	30.4%	101.6%	0.0%	58.3%	172	-5.6K	-175	0.33	6.83	30	10	7,226	146
2024-03-07	$1.21	$2.50	245.6%	28.5%	108.3%	42.6%	0.0%	0.0%	58.4%	169	-4.0K	-171	0.00	54.42	2	0	7,226	156
2024-03-08	$1.18	$2.50	234.0%	27.7%	107.0%	39.6%	0.0%	0.0%	43.6%	1.0K	-61.2K	-551	0.00	55.96	49	0	7,226	156
2024-03-11	$1.13	$2.50	354.6%	48.5%	101.0%	71.5%	209.9%	0.0%	-43.8%	0	18.8K	-7	0.00	54.47	33	0	7,255	166
2024-03-12	$1.08	$2.50	494.6%	32.0%	101.1%	100.0%	0.0%	0.0%	73.6%	0	17.9K	-7	1.89	53.79	53	100	7,272	166
2024-03-13	$1.05	$2.50	108.6%	31.1%	100.5%	5.8%	111.2%	0.0%	64.3%	0	27.9K	-8	0.20	52.74	50	10	7,257	266
2024-03-14	$0.97	$2.50	124.4%	35.7%	90.5%	9.7%	0.0%	0.0%	-29.3%	0	26.1K	-8	0.00	74.77	354	0	7,296	269
2024-03-15	$0.95	$2.50	136.4%	39.1%	90.0%	12.6%	0.0%	0.0%	-30.8%	0	25.6K	-8	0.00	82.70	0	201	7,497	269
2024-03-18	$0.95	$2.50	142.5%	40.9%	82.6%	14.1%	0.0%	0.0%	-34.1%	0	26.0K	-4	0.00	83.19	29	0	3,691	274
2024-03-19	$0.97	$2.50	227.8%	65.3%	80.9%	34.6%	0.0%	0.0%	-34.8%	165	-7.3K	-229	0.00	87.33	24	0	3,718	274
2024-03-20	$1.02	$2.50	129.6%	37.2%	83.9%	10.5%	0.0%	0.0%	27.4%	0	27.9K	-4	0.00	55.47	312	0	3,745	274
2024-03-21	$1.00	$2.50	142.7%	40.9%	83.9%	13.7%	0.0%	0.0%	-15.3%	0	27.4K	-4	0.74	83.58	100	74	3,751	274
2024-03-22	$0.97	$2.50	140.6%	40.3%	83.5%	13.2%	0.0%	0.0%	-38.9%	0	30.2K	-4	0.00	84.36	3	0	3,821	311
2024-03-25	$0.96	$2.50	146.8%	42.1%	64.8%	14.7%	0.0%	0.0%	-21.8%	0	29.9K	-4	0.00	84.36	5	0	3,818	311
2024-03-26	$0.97	$2.50	218.3%	62.6%	65.5%	32.2%	0.0%	0.0%	-258.8%	0	30.2K	-4	0.00	104.64	20	0	3,818	311
2024-03-27	$0.96	$2.50	196.6%	56.4%	57.6%	26.9%	0.0%	0.0%	62.1%	0	29.9K	-4	0.00	88.32	21	0	3,838	311
2024-03-28	$0.98	$2.50	228.6%	65.5%	57.9%	34.8%	0.0%	0.0%	69.7%	0	30.5K	-4	0.00	87.83	69	0	3,839	311