Option Greeks measure how Ondas Inc (ONDS) option prices respond to changes in the stock price (delta and gamma), the passage of time (theta), implied volatility (vega), and interest rates (rho). These charts plot each Greek by strike, so you can see where an expiration's price risk, time decay, and volatility exposure are concentrated.
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ONDS Option Greeks FAQ
What are option Greeks?
Option Greeks measure how an option's price responds to changes in the stock price (delta and gamma), time (theta), implied volatility (vega), and interest rates (rho).
How do I read the ONDS Greeks charts?
Gamma, theta, and vega are largest for strikes near the Ondas stock price and shrink for strikes far above or below it. Theta grows as expiration gets closer, while vega is larger for expirations further out. Call delta runs from 0 to 1 and put delta from -1 to 0, near 0.50 and -0.50 at the money, and roughly estimates the chance that an option finishes in the money.
How does implied volatility affect ONDS's Greeks?
Ondas IV rank is 23, so implied volatility is in the lower part of its one-year range. Higher implied volatility raises option premiums and daily time decay (theta), and spreads delta and gamma across a wider range of strikes. Over the past year, 30-day implied volatility ranged from 64.3% to 140.6%. See the ONDS implied volatility history for a longer view.
How much gamma and delta do ONDS options carry in total?
Across all open Ondas options on Nov 11, 2026, net gamma exposure was $1.69M and net delta exposure was $29.05M per 1% move in the stock. The ONDS gamma exposure chart shows where that gamma sits by strike.
What is Ondas Inc?
Ondas Inc designs, develops, manufactures, sells, and supports FullMAX Software Defined Radio (SDR) technology in the United States, Israel, and India.