ONDS Options History — May 2024

In May 2024, ONDS traded between $0.70 and $0.85. ATM implied volatility averaged 225.6%, placing in the 34.0% IV rank vs the trailing year. The 30-day expected move averaged 52.8%. IV traded above realized volatility by 170.8% (HV 20d: 54.8%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 0.03.

Notable Days

  • 2024-05-10: Highest Volume — 170 contracts
  • 2024-05-13: Largest IV drop — 65.1% change
  • 2024-05-10: Highest IV Rank — 73.5%
  • 2024-05-29: Largest Expected Move — 68.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.78$0.70$0.85$0.84$0.73
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV225.6%134.9%386.6%218.7%229.5%
Expected Move52.8%36.6%68.4%62.7%65.8%
HV 20d54.8%35.4%76.5%48.7%76.5%
HV 60d94.2%88.9%100.4%100.4%89.9%
IV Rank34.0%11.8%73.5%32.3%35.0%
IV Percentile66.5%25.8%97.2%72.6%75.4%
Term Structure38.5%-102.8%175.5%-87.4%37.0%
VWIV202.8%202.4%203.2%202.4%203.2%
Bid-Ask Spread %21.164.5462.0254.187.23
Gamma HHI1.001.001.001.001.00
Net GEX00000
Net DEX19.4K14.6K22.4K22.1K15.0K
Net VEX-5-5-5-5-5
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.030.000.500.000.00
Total Volume19.909017005
Total OI4,688.6824,5644,8584,6844,570

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-05-01$0.84$2.50218.7%62.7%48.7%32.3%0.0%0.0%-87.4%022.1K-50.0054.18004,421263
2024-05-02$0.83$2.50223.4%64.1%45.2%33.5%0.0%0.0%-93.7%021.8K-50.0011.77104,421263
2024-05-03$0.80$2.50220.3%63.1%45.3%32.7%0.0%0.0%-102.8%021.0K-50.5047.85214,422263
2024-05-06$0.84$2.50238.8%37.4%47.4%37.3%0.0%0.0%44.4%022.2K-50.0062.024704,424264
2024-05-07$0.81$2.50320.1%36.6%47.1%57.2%0.0%0.0%44.6%021.4K-50.0054.181304,471264
2024-05-08$0.81$2.50310.7%37.0%44.9%54.9%0.0%0.0%35.7%021.4K-50.005.571404,484264
2024-05-09$0.81$2.50370.3%41.3%43.3%69.5%0.0%0.0%45.1%021.4K-50.0054.11604,492264
2024-05-10$0.80$2.50386.6%51.7%37.2%73.5%0.0%0.0%32.0%021.1K-50.0056.1017004,498264
2024-05-13$0.80$2.50134.9%38.7%35.4%11.8%0.0%0.0%28.9%021.1K-50.004.542104,508264
2024-05-14$0.85$2.50144.4%41.4%42.5%14.1%0.0%0.0%24.0%022.4K-50.007.907204,529264
2024-05-15$0.83$2.50143.6%41.2%41.8%13.9%0.0%0.0%32.9%021.9K-50.006.08004,594264
2024-05-16$0.77$2.50196.8%56.4%47.9%27.0%202.4%0.0%0.0%020.3K-50.007.41504,594264
2024-05-17$0.78$2.50200.3%57.4%47.8%27.8%203.2%0.0%132.4%020.6K-50.006.39204,591264
2024-05-20$0.72$2.50185.6%53.2%54.9%24.2%0.0%0.0%89.8%019.0K-50.006.23504,356264
2024-05-21$0.70$2.50185.8%53.3%55.3%24.3%0.0%0.0%0.0%018.5K-50.006.23004,361264
2024-05-22$0.78$2.50167.2%47.9%69.2%19.7%0.0%0.0%-43.3%020.6K-50.006.50004,361264
2024-05-23$0.72$2.50204.8%58.7%73.5%28.9%0.0%0.0%175.5%014.8K-50.0031.36204,361205
2024-05-24$0.75$2.50220.6%63.3%75.1%32.8%0.0%0.0%167.1%015.4K-50.008.04004,359205
2024-05-28$0.74$2.50198.3%56.8%74.9%27.3%0.0%0.0%-5.1%015.2K-50.007.64504,359205
2024-05-29$0.71$2.50238.7%68.4%75.7%37.2%0.0%0.0%175.2%014.6K-50.006.236604,364205
2024-05-30$0.73$2.50224.3%64.3%76.4%33.7%0.0%0.0%37.0%015.0K-50.008.03104,365205
2024-05-31$0.73$2.50229.5%65.8%76.5%35.0%0.0%0.0%0.0%015.0K-50.007.23504,365205