ONDS Options History — September 2024

In September 2024, ONDS traded between $0.70 and $0.93. ATM implied volatility averaged 226.3%, placing in the 34.2% IV rank vs the trailing year. The 30-day expected move averaged 59.0%. IV traded above realized volatility by 118.2% (HV 20d: 108.0%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 1.09.

Notable Days

  • 2024-09-18: Highest Volume — 300 contracts
  • 2024-09-13: Largest IV spike — 62.1% change
  • 2024-09-20: Highest IV Rank — 60.9%
  • 2024-09-20: Largest Expected Move — 96.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.78$0.70$0.93$0.84$0.77
Max Pain$2.88$2.50$5.00$2.50$2.50
ATM IV226.3%152.4%335.0%253.8%212.3%
Expected Move59.0%43.7%96.0%72.8%60.9%
HV 20d108.0%95.2%127.3%120.7%100.9%
HV 60d130.8%125.0%135.9%135.9%132.0%
IV Rank34.2%16.1%60.9%40.9%30.7%
IV Percentile62.1%27.8%92.9%78.2%58.7%
Term Structure-70.6%-315.0%16.1%-91.5%-75.2%
VWIV196.9%148.7%213.1%148.7%213.1%
Bid-Ask Spread %75.5354.01103.5855.7054.48
Gamma HHI1.001.001.001.001.00
Net GEX00000
Net DEX83.8K72.6K100.3K90.5K81.4K
Net VEX-4-4-3-4-3
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.090.0010.000.000.00
Total Volume51.203001146
Total OI3,762.652,8844,4913,9952,981

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-09-03$0.84$2.50253.8%72.8%120.7%40.9%0.0%0.0%-91.5%090.5K-40.0055.70102,9181,077
2024-09-04$0.82$2.50235.5%67.5%119.8%36.4%0.0%0.0%-52.0%088.4K-40.0055.67012,9191,078
2024-09-05$0.79$5.00262.4%44.8%117.8%43.0%0.0%0.0%-57.1%085.2K-40.0083.291702,9191,079
2024-09-06$0.76$5.00289.4%48.3%117.5%49.7%0.0%0.0%-60.3%082.0K-40.0084.91002,9061,079
2024-09-09$0.89$5.00250.6%46.0%127.2%40.1%148.7%0.0%16.1%096.0K-40.0084.6618102,9061,079
2024-09-10$0.93$2.50247.6%44.2%127.3%39.4%0.0%0.0%13.3%0100.3K-40.0084.39002,9961,079
2024-09-11$0.89$2.50152.4%43.7%121.1%16.1%0.0%0.0%13.5%096.0K-40.0084.08002,9961,079
2024-09-12$0.83$2.50174.5%50.0%104.4%21.5%0.0%0.0%-65.5%089.6K-40.0785.332722,9961,079
2024-09-13$0.81$2.50282.9%81.1%98.9%48.1%0.0%0.0%-284.3%087.5K-40.00102.74003,0111,080
2024-09-16$0.72$2.50185.4%53.1%108.9%24.2%212.8%0.0%-45.2%077.8K-40.0185.8110613,0111,080
2024-09-17$0.75$2.50191.5%54.9%103.8%25.7%0.0%0.0%-45.8%081.1K-40.0085.12003,0951,081
2024-09-18$0.81$2.50203.6%58.4%103.6%28.6%213.0%0.0%-30.1%087.6K-40.0083.9030003,0951,081
2024-09-19$0.76$2.50207.4%59.5%101.1%29.6%0.0%0.0%0.0%082.2K-40.00103.581503,3951,081
2024-09-20$0.77$2.50335.0%96.0%98.7%60.9%0.0%0.0%-315.0%083.2K-40.00103.20003,4101,081
2024-09-23$0.74$2.50194.1%55.7%98.4%26.3%213.1%0.0%-27.0%075.1K-32.9154.5611321,8691,015
2024-09-24$0.70$2.50210.4%60.3%99.9%30.3%0.0%0.0%-30.4%072.6K-30.0054.68001,8691,037
2024-09-25$0.70$2.50214.8%61.6%99.6%31.4%0.0%0.0%0.0%072.6K-310.0055.241101,8691,037
2024-09-26$0.70$2.50197.3%56.6%95.8%27.1%0.0%0.0%-65.8%073.3K-30.0054.016201,8731,047
2024-09-27$0.70$2.50224.7%64.4%95.2%33.8%0.0%0.0%-69.1%073.3K-30.1055.24101101,9231,047
2024-09-30$0.77$2.50212.3%60.9%100.9%30.7%0.0%0.0%-75.2%081.4K-30.0054.4814601,9241,057