ONDS Options History — July 2024

In July 2024, ONDS traded between $0.56 and $1.13. ATM implied volatility averaged 237.2%, placing in the 36.9% IV rank vs the trailing year. The 30-day expected move averaged 61.0%. IV traded above realized volatility by 95.8% (HV 20d: 141.4%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 2 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 0.01.

Notable Days

  • 2024-07-23: Highest Volume — 415 contracts
  • 2024-07-10: Largest IV spike — 76.6% change
  • 2024-07-10: Highest IV Rank — 96.1%
  • 2024-07-02: Largest Expected Move — 93.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.84$0.56$1.13$0.57$0.98
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV237.2%147.6%478.6%291.3%221.4%
Expected Move61.0%42.3%93.0%83.5%63.5%
HV 20d141.4%115.9%159.6%119.1%159.4%
HV 60d108.1%83.9%124.1%84.4%124.1%
IV Rank36.9%14.9%96.1%50.1%33.0%
IV Percentile65.2%31.0%99.6%87.3%65.5%
Term Structure-50.2%-342.3%199.5%35.2%-53.7%
VWIV270.1%161.5%435.6%253.8%229.4%
Bid-Ask Spread %93.4365.47118.9784.0985.79
Gamma HHI1.001.001.001.001.00
Net GEX10900
Net DEX17.3K11.4K23.8K11.6K20.7K
Net VEX-4-13-3-3-3
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.010.000.060.000.03
Total Volume92.5450415630
Total OI3,162.5452,5333,4722,5333,409

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-07-01$0.57$2.50291.3%83.5%119.1%50.1%0.0%0.0%0.0%011.6K-30.0084.09602,329204
2024-07-02$0.56$2.50324.3%93.0%115.9%58.2%0.0%0.0%35.2%011.4K-30.0085.00002,335204
2024-07-03$0.57$2.50307.6%88.2%116.3%54.1%0.0%0.0%199.5%011.6K-30.0084.2615202,335204
2024-07-05$0.60$2.50306.8%66.8%118.1%53.9%0.0%0.0%0.0%012.2K-30.00104.7237402,487204
2024-07-08$0.78$2.50300.0%46.1%149.3%52.3%0.0%0.0%-37.2%015.9K-30.0284.599822,811204
2024-07-09$0.71$2.50270.9%0.0%152.5%45.1%0.0%0.0%-342.3%014.5K-30.00118.97202,909204
2024-07-10$0.67$2.50478.6%0.0%133.6%96.1%0.0%0.0%0.0%013.7K-30.00113.7018502,911204
2024-07-11$0.74$2.50162.6%46.6%126.6%18.6%0.0%0.0%2.6%015.1K-30.0089.645002,985204
2024-07-12$0.86$2.50164.1%47.0%138.3%18.9%253.8%0.0%1.3%017.5K-30.0486.492513,060204
2024-07-15$0.79$2.50178.3%51.1%140.6%22.4%0.0%0.0%-22.0%016.2K-30.0086.4820503,085205
2024-07-16$0.84$2.50172.2%49.4%141.7%20.9%0.0%0.0%-22.3%017.2K-30.0089.96003,239205
2024-07-17$0.87$2.50258.9%74.2%139.7%42.2%0.0%0.0%-159.8%017.8K-30.00106.002703,239205
2024-07-18$0.86$2.50242.2%69.4%139.6%38.1%0.0%0.0%-335.5%017.6K-30.00107.972803,239205
2024-07-19$0.85$2.50243.7%69.9%137.8%38.5%0.0%0.0%0.0%017.4K-30.00108.51303,267205
2024-07-22$1.04$2.50173.6%49.8%153.5%21.3%161.5%0.0%-57.5%021.3K-30.0665.47188122,730205
2024-07-23$1.13$2.50168.8%48.4%150.6%20.1%435.6%0.0%-25.8%023.8K-30.0099.8641502,857211
2024-07-24$1.02$2.50147.6%42.3%154.3%14.9%0.0%0.0%-13.5%720.5K-100.0090.99003,202211
2024-07-25$1.02$2.50205.1%58.8%154.3%29.0%0.0%0.0%-15.6%021.5K-30.00100.66603,202211
2024-07-26$1.08$2.50176.4%50.6%154.0%21.9%0.0%0.0%-16.5%921.4K-130.0085.043203,208211
2024-07-29$1.00$2.50245.6%70.4%156.1%38.9%229.4%0.0%-26.3%021.1K-30.0086.278503,206211
2024-07-30$0.92$2.50177.6%50.9%159.6%22.2%0.0%0.0%-13.7%019.4K-30.0591.1210553,199211
2024-07-31$0.98$2.50221.4%63.5%159.4%33.0%0.0%0.0%-53.7%020.7K-30.0385.792913,198211