ONDS Options History — August 2024

In August 2024, ONDS traded between $0.58 and $1.10. ATM implied volatility averaged 220.9%, placing in the 32.9% IV rank vs the trailing year. The 30-day expected move averaged 56.7%. IV traded above realized volatility by 85.4% (HV 20d: 135.6%). 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 6 of 22 days. Put/call ratio averaged 0.42.

Notable Days

  • 2024-08-09: Highest Volume — 250 contracts
  • 2024-08-07: Largest IV spike — 53.9% change
  • 2024-08-07: Highest IV Rank — 66.7%
  • 2024-08-02: Largest Expected Move — 78.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.84$0.58$1.10$1.10$0.85
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV220.9%163.3%358.9%195.5%192.9%
Expected Move56.7%38.4%78.7%56.0%55.3%
HV 20d135.6%120.1%164.0%162.3%121.1%
HV 60d132.4%125.8%136.5%125.8%136.5%
IV Rank32.9%18.7%66.7%26.6%26.0%
IV Percentile59.8%33.7%95.6%52.4%48.0%
Term Structure-34.5%-216.8%209.4%-33.8%-33.2%
VWIV216.1%141.5%319.3%141.5%185.1%
Bid-Ask Spread %67.487.1792.8484.4155.21
Gamma HHI1.001.001.001.001.00
Net GEX101450
Net DEX11.1K3.2K21.6K19.8K6.5K
Net VEX-4-16-3-12-3
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.420.004.000.004.00
Total Volume35.1820250202
Total OI3,247.1362,9703,7143,4352,994

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-08-01$1.10$2.50195.5%56.0%162.3%26.6%0.0%0.0%-33.8%519.8K-120.0084.412003,223212
2024-08-02$1.06$2.50274.4%78.7%164.0%46.0%0.0%0.0%-58.3%1419.6K-160.0092.845903,228212
2024-08-05$1.02$2.50233.8%38.4%140.1%36.0%0.0%0.0%3.7%021.6K-30.0065.172103,180212
2024-08-06$0.97$2.50233.3%41.6%136.4%35.9%141.5%0.0%31.1%020.6K-30.0068.02013,171212
2024-08-07$0.90$2.50358.9%43.7%137.8%66.7%143.8%0.0%18.5%019.1K-30.3354.66623,171212
2024-08-08$0.86$2.50274.6%45.6%135.6%46.0%0.0%0.0%-22.9%018.3K-30.0066.225003,175213
2024-08-09$0.79$2.50168.1%48.2%128.2%19.9%0.0%0.0%55.1%016.8K-30.0056.4025003,125213
2024-08-12$0.77$2.50188.7%54.1%124.9%25.0%0.0%0.0%-34.0%016.4K-40.0057.95003,375213
2024-08-13$0.69$2.50243.0%69.7%128.3%38.3%243.1%0.0%-127.1%014.6K-40.0087.5413403,375212
2024-08-14$0.58$2.50171.4%49.1%139.5%20.7%0.0%0.0%-57.9%012.3K-40.0180.989313,502212
2024-08-15$0.65$2.50248.9%71.4%147.4%39.7%236.4%0.0%0.0%03.2K-31.0085.03113,41249
2024-08-16$0.66$2.50268.0%76.8%147.8%44.4%243.2%0.0%-173.0%03.3K-30.0091.710293,41250
2024-08-19$0.73$2.50186.6%53.5%131.9%24.4%216.8%0.0%209.4%04.7K-30.5054.68212,92764
2024-08-20$0.79$2.50268.7%77.0%131.5%44.6%319.3%0.0%-216.8%05.1K-30.0383.845922,92865
2024-08-21$0.86$2.50163.3%46.8%132.3%18.7%185.1%0.0%22.8%05.8K-30.0755.972922,90367
2024-08-22$0.91$2.50185.5%53.2%134.3%24.2%0.0%0.0%-82.0%06.3K-30.0083.49102,90769
2024-08-23$0.87$2.50228.7%65.6%132.8%34.8%0.0%0.0%0.0%06.0K-30.0088.39032,91769
2024-08-26$0.86$2.50196.7%56.4%130.5%26.9%0.0%0.0%-85.1%06.2K-30.007.17002,91772
2024-08-27$0.87$2.50183.6%52.6%127.5%23.7%0.0%0.0%-4.6%06.3K-30.0055.01002,91772
2024-08-28$0.80$2.50194.4%55.7%128.1%26.4%0.0%0.0%-69.8%05.8K-30.0053.41002,91772
2024-08-29$0.82$2.50201.3%57.7%120.1%28.1%0.0%0.0%-31.6%05.9K-34.0056.48142,91772
2024-08-30$0.85$2.50192.9%55.3%121.1%26.0%0.0%0.0%-33.2%06.5K-30.0055.21022,91876