ONDS Options History — June 2024

In June 2024, ONDS traded between $0.59 and $0.86. ATM implied volatility averaged 245.6%, placing in the 38.9% IV rank vs the trailing year. The 30-day expected move averaged 63.0%. IV traded above realized volatility by 135.3% (HV 20d: 110.3%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 4 of 19 days. Put/call ratio averaged 0.00.

Notable Days

  • 2024-06-07: Highest Volume — 281 contracts
  • 2024-06-12: Largest IV drop — 51.3% change
  • 2024-06-10: Highest IV Rank — 56.2%
  • 2024-06-25: Largest Expected Move — 87.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.69$0.59$0.86$0.67$0.59
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV245.6%147.5%315.9%236.0%249.4%
Expected Move63.0%41.4%87.4%67.7%71.5%
HV 20d110.3%77.5%127.2%80.9%118.9%
HV 60d99.4%84.9%108.6%91.2%84.9%
IV Rank38.9%14.9%56.2%36.6%39.9%
IV Percentile75.0%34.5%90.5%77.4%80.6%
Term Structure-11.8%-295.1%235.4%-0.1%-78.0%
VWIV174.6%174.6%174.6%174.6%174.6%
Bid-Ask Spread %74.706.23104.236.2384.59
Gamma HHI1.001.001.001.001.00
Net GEX00000
Net DEX14.2K12.0K17.7K13.7K12.0K
Net VEX-4-5-2-5-2
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.030.000.00
Total Volume480281185
Total OI4,152.3162,2504,9824,5652,458

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-06-03$0.67$2.50236.0%67.7%80.9%36.6%0.0%0.0%0.0%013.7K-50.006.23104,360205
2024-06-04$0.66$2.50239.7%68.7%78.0%37.5%0.0%0.0%-0.1%013.5K-50.006.231004,360205
2024-06-05$0.66$2.50273.4%78.4%77.5%45.7%0.0%0.0%235.4%013.5K-50.036.614014,370205
2024-06-06$0.62$0.00288.2%56.5%79.6%49.4%0.0%0.0%-91.3%012.8K-50.0084.16004,377206
2024-06-07$0.59$0.00304.5%55.7%80.4%53.4%0.0%0.0%-58.8%012.2K-50.0084.0928104,377206
2024-06-10$0.73$2.50315.9%53.3%114.3%56.2%174.6%0.0%20.6%015.0K-50.0083.7410604,592206
2024-06-11$0.85$2.50302.8%41.4%127.2%53.0%0.0%0.0%-15.9%017.5K-50.0083.974204,687206
2024-06-12$0.86$2.50147.5%42.3%125.4%14.9%0.0%0.0%40.2%017.7K-50.0085.42004,722206
2024-06-13$0.82$2.50207.4%59.5%126.3%29.6%0.0%0.0%-295.1%016.9K-50.00104.235004,722206
2024-06-14$0.79$2.50187.1%53.6%124.1%24.6%0.0%0.0%-53.5%016.3K-50.0084.45104,772206
2024-06-17$0.74$2.50172.2%49.4%126.2%20.9%0.0%0.0%-26.6%015.2K-50.0085.20004,771206
2024-06-18$0.73$2.50189.6%54.4%122.9%25.2%0.0%0.0%-28.6%015.0K-50.0084.34504,771206
2024-06-20$0.69$2.50207.7%59.6%124.2%29.6%0.0%0.0%0.0%014.2K-50.0083.68004,776206
2024-06-21$0.69$2.50248.4%71.2%117.4%39.6%0.0%0.0%-34.9%014.2K-50.0077.11004,776206
2024-06-24$0.64$2.50277.3%79.5%117.0%46.7%0.0%0.0%0.0%012.9K-20.03104.103212,048202
2024-06-25$0.60$2.50304.8%87.4%117.4%53.5%0.0%0.0%0.0%012.2K-20.00103.41102,062203
2024-06-26$0.63$2.50244.7%70.2%119.3%38.7%0.0%0.0%221.7%012.8K-20.0083.5912902,063203
2024-06-27$0.62$2.50269.8%77.3%118.7%44.9%0.0%0.0%0.0%012.6K-20.0184.0912612,138203
2024-06-28$0.59$2.50249.4%71.5%118.9%39.9%0.0%0.0%-78.0%012.0K-20.0084.598502,254204