ONDS Options History — April 2024

In April 2024, ONDS traded between $0.80 and $1.29. ATM implied volatility averaged 172.1%, placing in the 20.9% IV rank vs the trailing year. The 30-day expected move averaged 44.8%. IV traded above realized volatility by 47.6% (HV 20d: 124.6%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 1 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 0.19.

Notable Days

  • 2024-04-01: Highest Volume — 425 contracts
  • 2024-04-10: Largest IV drop — 41.6% change
  • 2024-04-08: Highest IV Rank — 40.1%
  • 2024-04-29: Largest Expected Move — 63.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.94$0.80$1.29$1.29$0.83
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV172.1%121.0%250.3%121.0%210.1%
Expected Move44.8%29.7%63.7%34.7%60.2%
HV 20d124.6%52.1%132.5%117.2%52.1%
HV 60d104.4%100.3%107.7%101.5%100.5%
IV Rank20.9%8.4%40.1%8.4%30.2%
IV Percentile46.9%17.1%81.7%17.1%67.9%
Term Structure3.0%-83.4%67.9%62.9%-83.4%
VWIV180.3%180.3%180.3%180.3%180.3%
Bid-Ask Spread %45.524.8483.7646.705.57
Gamma HHI0.950.501.000.501.00
Net GEX1403083080
Net DEX28.8K-10.8K38.4K-10.8K21.8K
Net VEX-20-337-4-337-5
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.190.002.860.000.00
Total Volume80.04504254250
Total OI4,685.7274,2145,0654,2144,684

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-04-01$1.29$2.50121.0%34.7%117.2%8.4%0.0%0.0%62.9%308-10.8K-3370.0046.7042413,903311
2024-04-02$1.08$2.50165.3%47.4%131.2%19.2%0.0%0.0%-36.7%033.7K-40.0083.767304,098312
2024-04-03$1.01$2.50174.1%49.9%130.0%21.4%180.3%0.0%-43.1%031.5K-40.5682.9571404,153312
2024-04-04$1.05$2.50188.1%38.3%131.0%24.8%0.0%0.0%52.7%037.0K-50.007.20004,206352
2024-04-05$1.06$2.50177.3%29.7%131.0%22.2%0.0%0.0%65.1%037.3K-50.005.0517904,211352
2024-04-08$1.00$2.50250.3%35.4%132.2%40.1%0.0%0.0%64.5%035.2K-50.0054.488404,252352
2024-04-09$1.02$2.50210.3%33.1%131.8%30.3%0.0%0.0%64.0%035.9K-50.004.91504,319352
2024-04-10$0.97$2.50122.8%35.2%132.1%8.8%0.0%0.0%64.2%034.1K-52.8653.6314404,344352
2024-04-11$0.93$2.50132.1%37.9%132.5%11.1%0.0%0.0%67.9%036.5K-50.0053.547204,345392
2024-04-12$0.98$2.50127.6%36.6%131.0%10.0%0.0%0.0%64.2%038.4K-50.004.8417704,345392
2024-04-15$0.94$2.50141.2%40.5%131.7%13.3%0.0%0.0%63.2%036.8K-50.0054.365304,440392
2024-04-16$0.92$2.50140.3%40.2%131.9%13.1%0.0%0.0%64.7%036.1K-50.0054.365904,493392
2024-04-17$0.89$2.50152.9%43.8%132.1%16.2%0.0%0.0%65.3%034.9K-50.0055.1034404,518392
2024-04-18$0.86$2.50150.3%43.1%130.9%15.6%0.0%0.0%-24.8%033.7K-50.0053.297904,673392
2024-04-19$0.84$2.50166.1%47.6%130.9%19.4%0.0%0.0%-50.1%032.9K-50.0054.601604,639392
2024-04-22$0.83$2.50173.8%49.8%130.7%21.3%0.0%0.0%-57.0%021.7K-50.0054.18204,393262
2024-04-23$0.83$2.50177.3%50.8%130.7%22.2%0.0%0.0%-59.4%021.7K-50.0054.181604,395262
2024-04-24$0.83$2.50181.1%51.9%130.6%23.1%0.0%0.0%-62.1%021.7K-50.0054.18004,411262
2024-04-25$0.80$2.50198.2%56.8%131.0%27.3%0.0%0.0%-66.8%021.0K-50.0054.881004,411262
2024-04-26$0.81$2.50204.5%58.6%130.8%28.8%0.0%0.0%-69.3%021.2K-50.0054.88104,421262
2024-04-29$0.82$2.50222.2%63.7%77.3%33.2%0.0%0.0%-79.7%021.5K-50.0054.88014,421262
2024-04-30$0.83$2.50210.1%60.2%52.1%30.2%0.0%0.0%-83.4%021.8K-50.005.57004,421263