Options WhaleEarnings volatility research

Earnings volatility research · Nov 12, 2026

ONDS · Ondas Inc

$6.73 · Earnings in 31 days — Before open (BMO) · Updated after Oct 9, 2026 market close

Awaiting review
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Observed earnings moves0Stored history; no complete-through date supplied
Mean absolute actual moveUnavailable0 observed events · not a forecast
Actual exceeded priced moveUnavailable0 of 0 paired observations
Options evidence coverage92Valid contracts · snapshot Oct 9, 2026

Historical absolute moves are measured outcomes, not predicted returns. Missing implied moves are excluded only from paired comparisons. Inspect events and sources · Inspect stored contracts

Setup summary

A snapshot exists but has not cleared research review for publication.

At snapshot: T-34
VolatilityUnknown ?
Event IV deviationUnavailablevs T-35 median
Implied moveOverpriced ?
Current implied move±17.5%
Median actual move8.8%n=9
Term structureEvent Spike
LiquidityAcceptable
Primary setupNo setupAwaiting review
Secondary candidatesNone
Sample qualityLowFewer than 4 reconstructed events.

IV label = current IV vs its own history. Move label = implied move vs median actual move. They measure different things and can disagree.

Why this matters

Event-relative volatility comparison is unavailable for this snapshot. The ATM straddle implies a ±17.5% move — 1.99x the historical median actual move.

No current candidate is available for this ticker.

Unknown event volatility; acceptable liquidity. Historical evidence quality is low (fewer than 4 reconstructed events.) and the sample covers exact-contract reconstructions, not live published recommendations.

Current implied volatility versus prior earnings cycles

No matched historical checkpoint is available for this snapshot.

Pre-earnings IV curveStored ATM IV checkpoints and historical interquartile band. Null checkpoints are gaps, not interpolated quotes. A single current snapshot is not a current-cycle curve.

Updated Oct 9, 2026, 4:00 PM EDT

Loading graph — the exact table is available below.

T−35Current-cycle IV 72.36%Historical median UnavailableHistorical p25 UnavailableHistorical p75 Unavailable0 historical events; absent values remain unavailable.Updated Oct 9, 2026, 4:00 PM EDT
Event / reference markers
  • Earnings: 0
Exact data table

Pre-earnings IV curve · full stored dataset, independent of graph range/toggles

ObservationCurrent-cycle IV (%)Historical median (%)Historical p25 (%)Historical p75 (%)ContextUpdated
72.36%UnavailableUnavailableUnavailable0 historical events; absent values remain unavailable.Updated Oct 9, 2026, 4:00 PM EDT
UnavailableUnavailableUnavailableUnavailable0 historical events; absent values remain unavailable. This checkpoint is later than the latest snapshot; current-cycle IV has not been observed yet.Updated Oct 9, 2026, 4:00 PM EDT
UnavailableUnavailableUnavailableUnavailable0 historical events; absent values remain unavailable. This checkpoint is later than the latest snapshot; current-cycle IV has not been observed yet.Updated Oct 9, 2026, 4:00 PM EDT
UnavailableUnavailableUnavailableUnavailable0 historical events; absent values remain unavailable. This checkpoint is later than the latest snapshot; current-cycle IV has not been observed yet.Updated Oct 9, 2026, 4:00 PM EDT
UnavailableUnavailableUnavailableUnavailable0 historical events; absent values remain unavailable. This checkpoint is later than the latest snapshot; current-cycle IV has not been observed yet.Updated Oct 9, 2026, 4:00 PM EDT
UnavailableUnavailableUnavailableUnavailable0 historical events; absent values remain unavailable. This checkpoint is later than the latest snapshot; current-cycle IV has not been observed yet.Updated Oct 9, 2026, 4:00 PM EDT
UnavailableUnavailableUnavailableUnavailable0 historical events; absent values remain unavailable. This checkpoint is later than the latest snapshot; current-cycle IV has not been observed yet.Updated Oct 9, 2026, 4:00 PM EDT
UnavailableUnavailableUnavailableUnavailable0 historical events; absent values remain unavailable. This checkpoint is later than the latest snapshot; current-cycle IV has not been observed yet.Updated Oct 9, 2026, 4:00 PM EDT

Expected move and historical earnings behavior

ATM_STRADDLE_MIDPOINT · event expiration Nov 13, 2026 · Oct 9, 2026 market close

Overpriced

Historical implied moves are unavailable; missing quotes are not zero. History is frozen to this published snapshot.

Implied versus actual earnings moveAbsolute realized movement and stored implied move share one scale. Signed actual returns and reconstruction status are preserved in the readout/table. Missing quotes are not zero.

Updated Oct 9, 2026, 4:00 PM EDT

Loading graph — the exact table is available below.

2023-11-14Realized move 4.1602%Implied move UnavailableSigned actual 4.1602% · Reconstruction status unavailable · 0 IV checkpointsUpdated Oct 9, 2026, 4:00 PM EDT
Exact data table

Implied versus actual earnings move · full stored dataset, independent of graph range/toggles

ObservationRealized move (%)Implied move (%)ContextUpdated
4.1602%UnavailableSigned actual 4.1602% · Reconstruction status unavailable · 0 IV checkpointsUpdated Oct 9, 2026, 4:00 PM EDT
1.8182%UnavailableSigned actual 1.8182% · Reconstruction status unavailable · 0 IV checkpointsUpdated Oct 9, 2026, 4:00 PM EDT
28.866%UnavailableSigned actual 28.866% · Reconstruction status unavailable · 0 IV checkpointsUpdated Oct 9, 2026, 4:00 PM EDT
14.9059%UnavailableSigned actual 14.9059% · Reconstruction status unavailable · 0 IV checkpointsUpdated Oct 9, 2026, 4:00 PM EDT
1.9975%UnavailableSigned actual 1.9975% · Reconstruction status unavailable · 0 IV checkpointsUpdated Oct 9, 2026, 4:00 PM EDT
2.1689%UnavailableSigned actual 2.1689% · Reconstruction status unavailable · 0 IV checkpointsUpdated Oct 9, 2026, 4:00 PM EDT
25.0729%UnavailableSigned actual 25.0729% · Reconstruction status unavailable · 0 IV checkpointsUpdated Oct 9, 2026, 4:00 PM EDT
19.0563%UnavailableSigned actual 19.0563% · Reconstruction status unavailable · 0 IV checkpointsUpdated Oct 9, 2026, 4:00 PM EDT
8.8025%UnavailableSigned actual 8.8025% · Reconstruction status unavailable · 0 IV checkpointsUpdated Oct 9, 2026, 4:00 PM EDT
Implied move±17.5%
Implied dollar move$1.18
Lower / upper boundary$5.55 / $7.91
Historical median absolute8.8%
Events exceeding implied0 / 0
Move richness1.99x
Historical sample9 events · Low quality

Implied observations come from the earnings expiration at the stored snapshot; realized moves use the absolute post-earnings session return. Missing implied quotes remain gaps — they are never treated as zero moves, and exceedance counts use only paired observations.

Volatility term structure

The earnings expiration trades 6.2 volatility points above the next expiration. Classification: Event Spike.

Volatility term structureATM IV by stored expiration. Earnings-containing expirations are marked; missing IV stays unavailable. Expiry spacing reflects DTE, not equal calendar spacing.

Updated Oct 9, 2026, 4:00 PM EDT

Loading graph — the exact table is available below.

2026-11-06ATM IV 64.825%28 DTE · ATM strike $6.50 · No stored earnings markerUpdated Oct 9, 2026, 4:00 PM EDT
Event / reference markers
  • Earnings expiry 2026-11-13: 35
Exact data table

Volatility term structure · full stored dataset, independent of graph range/toggles

ObservationATM IV (%)ContextUpdated
64.825%28 DTE · ATM strike $6.50 · No stored earnings markerUpdated Oct 9, 2026, 4:00 PM EDT
72.36%35 DTE · ATM strike $6.50 · Contains earningsUpdated Oct 9, 2026, 4:00 PM EDT
72.725%42 DTE · ATM strike $7.00 · No stored earnings markerUpdated Oct 9, 2026, 4:00 PM EDT
66.185%49 DTE · ATM strike $6.50 · No stored earnings markerUpdated Oct 9, 2026, 4:00 PM EDT

Eligible candidates

Accepted structures are retained below; only positive-median, moderate or strong signals can be featured.

0 eligible

No current candidate is available for this ticker. Verified event facts and observed history remain below.

No attractive setup detected

No structure qualifies for a featured setup. Accepted pricing observations remain in the alternatives list.

  • Directional confirmation is missing for directional structures.

Comparable ONDS earnings events

Rebuilt from observed quotes after each event — reconstruction evidence, not proof of a live historical publication.

Scroll horizontally to see every column.

Earnings dateActual moveImplied moveReconstruction basisStrategy outcomes
Nov 14, 2023-4.2%UnavailableSame Ticker Reconstruction—
Mar 12, 2024-1.8%UnavailableSame Ticker Reconstruction—
Apr 1, 202428.9%UnavailableSame Ticker Reconstruction—
Aug 14, 2024-14.9%UnavailableSame Ticker Reconstruction—
Nov 12, 2024-2.0%UnavailableSame Ticker Reconstruction—
May 15, 2025-2.2%UnavailableSame Ticker Reconstruction—
Aug 12, 202525.1%UnavailableSame Ticker Reconstruction—
Nov 13, 202519.1%UnavailableSame Ticker Reconstruction—
Aug 13, 2026-8.8%UnavailableSame Ticker Reconstruction—

How this was generated

Inputs, assumptions, and versions that produced the numbers above.

Research methodology details

Expand for timestamps, sample sizes, models, and provenance

Expand
Market data timestampOct 9, 2026, 4:00 PM EDT
Snapshot dateOct 9, 2026
Historical sample9 events · Low quality
Event checkpointsT-35, T-28, T-21, T-14, T-7, T-3, T-1, T+1
Slippage model25% of quoted spread per fill
Commission$0.65 per contract per side
Missing contractsNever imputed
Dataset statusVALID
PublishableYes
Hard errors0
Warnings0
Checks passed10/10
Market dataLicensed market data
Earnings datesVerified public earnings calendar
Engine versionsbacktest 0.2.0 · features 0.3.0 · selector 0.2.0 · classifier 0.2.0 · llm_prompt 0.1.0 · configuration 0.2.0
Research IDres_ONDS_2026-10-09_d63eba8c94b4

Risk record

  • Earnings dates can move after this snapshot was captured.
  • Bid/ask midpoint fills may not be achievable in live trading.
  • Historical reconstruction uses current methodology and is not proof of a live historical publication.

Research methodology and definitions

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