ONDS Options History — December 2024

In December 2024, ONDS traded between $0.77 and $2.83. ATM implied volatility averaged 255.9%, placing in the 40.6% IV rank vs the trailing year. The 30-day expected move averaged 71.5%. IV traded above realized volatility by 92.1% (HV 20d: 163.9%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 16 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.05.

Notable Days

2024-12-31: Highest Volume — 16,979 contracts
2024-12-05: Largest IV spike — 36.8% change
2024-12-09: Highest IV Rank — 69.3%
2024-12-09: Largest Expected Move — 97.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$1.47	$0.77	$2.83	$0.85	$2.48
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	255.9%	200.9%	372.4%	208.0%	242.3%
Expected Move	71.5%	57.6%	97.2%	59.6%	69.5%
HV 20d	163.9%	106.2%	226.9%	106.8%	226.0%
HV 60d	119.2%	89.7%	155.7%	97.7%	155.7%
IV Rank	40.6%	26.2%	69.3%	29.4%	36.4%
IV Percentile	77.6%	55.2%	98.0%	63.5%	73.4%
Term Structure	-21.7%	-84.2%	89.0%	89.0%	-22.7%
VWIV	249.9%	159.6%	311.3%	159.6%	242.1%
Bid-Ask Spread %	40.20	9.17	99.36	9.98	16.01
Gamma HHI	0.58	0.40	1.00	1.00	0.42
Net GEX	7.8K	0	32.8K	0	31.1K
Net DEX	-880.6K	-4.2M	91.1K	87.0K	-3.5M
Net VEX	-3.8K	-13.4K	-6	-6	-13.4K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.05	0.00	0.61	0.01	0.04
Total Volume	4,677.143	62	16,979	2,766	16,979
Total OI	17,610.238	6,415	34,293	6,415	34,293

Daily Data (21 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Vol	Put Vol	Call OI	Put OI
2024-12-02	$0.85	$2.50	208.0%	59.6%	106.8%	29.4%	0.0%	0.0%	89.0%	0	87.0K	-6	0.01	9.98	2,741	25	5,392	1,023
2024-12-03	$0.79	$2.50	243.1%	69.7%	110.5%	37.9%	0.0%	0.0%	-49.1%	0	82.8K	-8	0.03	16.74	379	10	7,212	1,048
2024-12-04	$0.80	$2.50	231.6%	66.4%	109.7%	35.1%	0.0%	0.0%	81.1%	283	21.4K	-367	0.00	63.04	785	0	7,196	1,058
2024-12-05	$0.77	$2.50	317.0%	58.4%	110.5%	55.8%	159.6%	0.0%	56.9%	0	81.5K	-9	0.01	65.64	147	1	7,913	1,058
2024-12-06	$0.81	$2.50	330.3%	81.4%	111.0%	59.1%	293.5%	0.0%	-69.5%	327	24.4K	-384	0.00	65.27	363	0	8,037	1,059
2024-12-09	$0.81	$2.50	372.4%	97.2%	110.4%	69.3%	311.3%	0.0%	-84.2%	0	85.8K	-9	0.00	67.16	62	0	8,367	1,059
2024-12-10	$0.86	$2.50	245.6%	85.5%	106.2%	38.5%	270.6%	0.0%	-52.2%	0	91.1K	-9	0.00	99.36	722	0	8,423	1,059
2024-12-11	$1.02	$2.50	298.2%	85.5%	120.4%	51.3%	274.0%	0.0%	-43.9%	617	3.7K	-638	0.00	67.35	3,553	0	8,973	1,059
2024-12-12	$1.02	$2.50	238.9%	68.5%	120.4%	36.9%	248.3%	0.0%	-22.5%	873	-116.5K	-1.1K	0.00	66.91	1,135	1	11,821	1,059
2024-12-13	$1.33	$2.50	255.6%	73.3%	147.2%	41.0%	244.6%	0.0%	-16.9%	1.3K	-131.6K	-1.4K	0.01	63.31	6,060	40	12,422	1,060
2024-12-16	$1.69	$2.50	268.5%	77.0%	159.9%	44.1%	269.6%	0.0%	-39.1%	2.9K	-628.5K	-3.2K	0.02	28.92	11,283	218	16,495	1,100
2024-12-17	$1.65	$2.50	257.9%	73.9%	159.6%	41.5%	260.4%	0.0%	-42.4%	3.6K	-722.5K	-4.0K	0.07	11.41	4,786	359	21,662	1,290
2024-12-18	$1.19	$2.50	262.8%	75.4%	207.0%	42.7%	301.1%	0.0%	-60.0%	1.7K	-158.9K	-1.9K	0.01	97.07	2,745	23	21,692	1,582
2024-12-19	$1.31	$2.50	241.7%	69.3%	208.3%	37.6%	241.9%	0.0%	0.0%	2.0K	-189.9K	-2.1K	0.61	14.16	984	599	22,548	1,564
2024-12-20	$1.48	$2.50	217.7%	62.4%	207.6%	30.3%	220.6%	0.0%	-21.9%	2.3K	-100.7K	-2.2K	0.13	17.70	1,645	210	22,592	1,915
2024-12-23	$1.90	$2.50	228.0%	65.4%	220.8%	32.9%	226.7%	0.0%	-32.2%	12.2K	-1.3M	-6.2K	0.02	9.17	7,569	184	16,655	2,101
2024-12-24	$2.01	$2.50	200.9%	57.6%	219.2%	26.2%	207.4%	0.0%	-13.4%	18.9K	-1.7M	-8.1K	0.03	19.24	4,124	127	21,373	2,280
2024-12-26	$2.52	$2.50	222.1%	63.7%	226.9%	31.4%	229.3%	0.0%	-28.3%	25.1K	-2.9M	-10.3K	0.03	17.65	10,388	294	22,921	2,206
2024-12-27	$2.66	$2.50	246.3%	70.6%	226.9%	37.4%	252.0%	0.0%	-38.5%	26.9K	-3.5M	-11.6K	0.03	15.34	9,390	286	25,692	2,480
2024-12-30	$2.83	$2.50	245.7%	70.4%	226.0%	37.2%	245.9%	0.0%	-24.9%	32.8K	-4.2M	-13.1K	0.03	12.88	9,693	310	28,355	2,721
2024-12-31	$2.48	$2.50	242.3%	69.5%	226.0%	36.4%	242.1%	0.0%	-22.7%	31.1K	-3.5M	-13.4K	0.04	16.01	16,331	648	31,321	2,972