ONDS Options History — November 2024

In November 2024, ONDS traded between $0.67 and $0.97. ATM implied volatility averaged 230.6%, placing in the 35.0% IV rank vs the trailing year. The 30-day expected move averaged 50.3%. IV traded above realized volatility by 154.6% (HV 20d: 76.0%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 0.01.

Notable Days

  • 2024-11-29: Highest Volume — 2,861 contracts
  • 2024-11-26: Largest IV spike — 71.5% change
  • 2024-11-07: Highest IV Rank — 100.0%
  • 2024-11-26: Largest Expected Move — 87.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.78$0.67$0.97$0.74$0.97
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV230.6%136.3%498.8%257.9%161.2%
Expected Move50.3%39.1%87.0%73.9%46.2%
HV 20d76.0%64.4%94.4%90.9%94.4%
HV 60d91.3%86.0%101.6%101.6%94.1%
IV Rank35.0%12.0%100.0%41.9%18.0%
IV Percentile58.5%18.7%100.0%82.9%32.9%
Term Structure20.0%-109.0%223.5%-109.0%80.8%
VWIV170.5%170.5%170.5%170.5%170.5%
Bid-Ask Spread %45.565.7194.9755.737.27
Gamma HHI1.001.001.001.001.00
Net GEX00000
Net DEX79.6K68.5K99.2K75.8K99.2K
Net VEX-3-4-3-3-4
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.010.000.130.000.00
Total Volume205.2502,86132,861
Total OI3,049.22,9123,6792,9123,679

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-11-01$0.74$2.50257.9%73.9%90.9%41.9%0.0%0.0%-109.0%075.8K-30.0055.73301,8881,024
2024-11-04$0.74$2.50291.0%41.3%87.6%50.1%0.0%0.0%-37.2%075.8K-30.0054.01001,8901,024
2024-11-05$0.77$2.50338.1%42.7%64.4%61.6%0.0%0.0%-22.7%078.8K-30.0057.54001,8901,024
2024-11-06$0.78$2.50331.2%43.4%64.7%59.9%0.0%0.0%-37.8%079.9K-30.0055.16801,8901,024
2024-11-07$0.75$2.50498.8%43.0%65.4%100.0%0.0%0.0%47.3%076.8K-30.0055.73201,8981,024
2024-11-08$0.73$2.50386.0%42.7%64.7%72.6%0.0%0.0%-42.2%074.8K-30.0054.018101,9331,024
2024-11-11$0.81$2.50150.7%43.2%70.5%15.5%0.0%0.0%30.1%082.9K-30.0054.111101,9931,024
2024-11-12$0.78$2.50136.3%39.1%67.2%12.0%0.0%0.0%40.1%079.9K-30.1394.97812,0021,024
2024-11-13$0.78$2.50164.8%47.2%66.9%18.9%0.0%0.0%-46.9%080.0K-30.0054.79002,0101,025
2024-11-14$0.74$2.50162.3%46.5%67.7%18.3%0.0%0.0%0.0%075.8K-30.0055.73002,0101,025
2024-11-15$0.69$2.50173.4%49.7%70.2%21.0%0.0%0.0%221.6%070.7K-30.0056.27902,0101,024
2024-11-18$0.67$2.50195.5%56.0%67.9%26.4%0.0%0.0%-16.6%068.5K-30.0055.16101,9391,023
2024-11-19$0.67$2.50180.5%51.7%67.5%22.7%0.0%0.0%-18.0%068.5K-30.0054.87101,9401,023
2024-11-20$0.70$2.50205.1%58.8%70.5%28.7%0.0%0.0%223.5%071.6K-30.0056.24001,9411,023
2024-11-21$0.80$2.50155.4%44.6%85.4%16.6%0.0%0.0%192.1%081.8K-30.0054.18201,9411,023
2024-11-22$0.88$2.50156.3%44.8%88.3%16.8%0.0%0.0%-42.3%090.0K-30.005.7149301,9411,023
2024-11-25$0.85$2.50176.9%50.7%89.2%21.8%0.0%0.0%-2.9%087.0K-30.007.177802,2081,023
2024-11-26$0.83$2.50303.4%87.0%88.7%52.6%0.0%0.0%-52.5%084.9K-30.0013.6723402,1561,023
2024-11-27$0.87$2.50187.2%53.7%88.0%24.4%0.0%0.0%-27.8%089.0K-30.008.8931202,3751,023
2024-11-29$0.97$2.50161.2%46.2%94.4%18.0%170.5%0.0%80.8%099.2K-40.007.272,85292,6561,023