ONDS Options History — October 2024

In October 2024, ONDS traded between $0.74 and $0.98. ATM implied volatility averaged 197.5%, placing in the 27.1% IV rank vs the trailing year. The 30-day expected move averaged 51.6%. IV traded above realized volatility by 105.0% (HV 20d: 92.5%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 0 of 23 days. Put/call ratio averaged 0.00.

Notable Days

  • 2024-10-14: Highest Volume — 105 contracts
  • 2024-10-09: Largest IV drop — 59.0% change
  • 2024-10-08: Highest IV Rank — 62.6%
  • 2024-10-03: Largest Expected Move — 73.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.86$0.74$0.98$0.77$0.76
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV197.5%138.3%342.1%206.1%253.3%
Expected Move51.6%39.6%73.7%59.1%72.6%
HV 20d92.5%84.0%102.1%100.9%90.4%
HV 60d110.6%101.8%120.6%120.6%101.8%
IV Rank27.1%12.6%62.6%29.2%40.8%
IV Percentile50.5%19.4%94.0%55.2%82.1%
Term Structure-49.2%-100.2%-16.2%-50.2%-100.2%
Bid-Ask Spread %70.7854.1187.1360.0255.73
Gamma HHI1.001.001.001.001.00
Net GEX00000
Net DEX89.9K77.8K103.7K81.4K77.8K
Net VEX-3-3-3-3-3
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.050.000.00
Total Volume9.652010512
Total OI3,0592,8673,2533,1262,911

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-10-01$0.77$2.50206.1%59.1%100.9%29.2%0.0%0.0%-50.2%081.4K-30.0060.02012,0691,057
2024-10-02$0.76$2.50214.7%61.5%100.7%31.3%0.0%0.0%-55.4%080.4K-30.0060.61002,0691,058
2024-10-03$0.74$2.50249.7%73.7%100.3%39.9%0.0%0.0%-42.6%078.3K-30.0087.13002,0691,058
2024-10-04$0.74$2.50258.3%43.1%99.4%42.0%0.0%0.0%-35.5%078.3K-30.0084.59202,0691,058
2024-10-07$0.79$2.50276.6%46.9%84.0%46.5%0.0%0.0%-45.2%083.6K-30.0083.90002,0691,058
2024-10-08$0.93$2.50342.1%44.2%102.1%62.6%0.0%0.0%-40.5%098.4K-30.0085.26502,0691,058
2024-10-09$0.91$2.50140.2%40.2%101.1%13.1%0.0%0.0%-34.5%096.3K-30.0084.08102,0691,058
2024-10-10$0.89$2.50139.6%40.0%98.1%12.9%0.0%0.0%-36.4%094.2K-30.0086.17002,0701,058
2024-10-11$0.91$2.50144.0%41.3%97.7%14.0%0.0%0.0%-16.2%096.3K-30.0084.08002,0701,058
2024-10-14$0.98$2.50145.5%41.7%88.9%14.4%0.0%0.0%-37.9%0103.7K-30.0584.8910052,0701,058
2024-10-15$0.91$2.50138.3%39.6%93.7%12.6%0.0%0.0%-20.7%096.3K-30.0083.492502,1701,058
2024-10-16$0.92$2.50156.4%44.8%90.3%17.1%0.0%0.0%-21.8%097.3K-30.0083.43002,1941,058
2024-10-17$0.94$2.50161.2%46.2%86.5%18.2%0.0%0.0%-22.8%099.5K-30.0084.08102,1941,058
2024-10-18$0.95$2.50151.9%43.5%86.5%15.9%0.0%0.0%-24.0%0100.5K-30.0083.80002,1951,058
2024-10-21$0.89$2.50166.9%47.8%88.9%19.6%0.0%0.0%-53.6%091.1K-30.0054.281501,8431,024
2024-10-22$0.90$2.50171.8%49.3%85.6%20.8%0.0%0.0%-55.3%092.2K-30.0054.28001,8551,024
2024-10-23$0.88$2.50188.3%54.0%86.4%24.9%0.0%0.0%-58.9%090.1K-30.0055.013301,8551,024
2024-10-24$0.92$2.50182.2%52.2%87.0%23.4%0.0%0.0%-59.3%094.2K-30.0054.28001,8881,024
2024-10-25$0.85$2.50192.6%55.2%93.0%25.9%0.0%0.0%-66.4%087.0K-30.0054.561601,8881,024
2024-10-28$0.85$2.50207.8%59.6%87.4%29.6%0.0%0.0%-77.2%087.0K-30.0055.171601,8941,024
2024-10-29$0.82$2.50228.1%65.4%88.6%34.6%0.0%0.0%-84.0%084.0K-30.0054.88001,8871,024
2024-10-30$0.78$2.50227.1%65.1%90.4%34.4%0.0%0.0%-92.5%079.9K-30.0054.11001,8871,024
2024-10-31$0.76$2.50253.3%72.6%90.4%40.8%0.0%0.0%-100.2%077.8K-30.0055.73201,8871,024