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CompaniesONDSOndasWatch

ONDS earnings: an expected move of 11.5%, an actual move of 19.9%.Averages over four of its last eight reports. Here they are.

Ondas earnings reports since Nov 2022: the expected move the options priced the day before, how far the stock moved by the close and by 10:00 the next morning, and the IV crush afterwards, how far implied volatility fell. We read option prices from real quotes at 15:46 ET. Definitions on the methodology page. Eight reports in that span are not shown: no option prices could be read the day before.

Next reportThu 12Nov · BMO4 days out
Expected move11.5%the day before, over four of the last eight reports
Actual move19.9%to the next close over four of the last eight · 16.0% by 10:00
Past the price3of 4closes further than the options priced
On record8reportsreports since Nov 2022
Median IV crush−13%over the last eight reports · 15:46 ET

Next report · before the open · 4 days out

ONDS’s expected move for Thu 12 Nov

Priced now%

The options already price it. The number, and how rich it is against ONDS’s own history, opens free on report day, Thu 12 Nov, with an account. Subscribers read it now.

Create a free accountSee it now · $29/mo

ONDS · earnings history: expected move vs actual move, all 8

CSV ↓
Columns shown on a phone
Every ONDS earnings report: expected move, actual move and IV crush
Report Report’s partPricedRank RealizedC2C By 10:00 Priced · realized · ±25% CrushATM As-sold Open ForecastPred. Error
Aug 13 ’26BMO ±11.8% — −8.8% −6.5% −35% −30% −31% −26% −9pt
May 14 ’26BMO ±9.5% — +26.5% +10.2% −11% 2% −11% −19% +9pt
Mar 23 ’26BMO — — +8.3% +1.3% −4% −1% 3% — —
Nov 13 ’25BMO ±11.1% — +19.1% +25.6% −13% −12% −8% −18% +5pt
Aug 12 ’25BMO ±13.7% — +25.1% +21.7% −27% −24% −17% −21% −5pt
May 15 ’25BMO — — −2.3% −12.8% −33% −33% — — —
Mar 12 ’25BMO — — −2.8% −14.1% −4% 4% — — —
Nov 14 ’22BMO — — −6.3% — — — — — —
All · 8 ±11.5% avg 0 ranked 19.9% avg abs 16.0% avg abs −13% median −12% median −11% median −20% median 7.0pt avg abs
What the columns mean6 groups · 10 columns
Report’s part
The report’s share of what options priced at 15:46 ET the day before, taken from two or more expiries.
ColumnsPriced
Rank
Where the report’s part sits among ONDS’s own earlier reports, up to twelve, from 0 to 100. Rich and cheap mark the top and bottom of that range. It needs eight earlier reports with a 10:00 move, so the oldest rows have none.
ColumnsRank
Realized
C2C is the move to the next close; By 10:00, the move to 10:00 the next morning.
ColumnsC2CBy 10:00
Chart
The grey band is what the options priced, the dark mark where the stock closed, the bar where it stood at 10:00, on a ±25% scale.
ColumnsPriced · realized · ±25%
Crush
How far implied volatility fell in the report’s expiry, from 15:46 ET the day before to the day after: at the new strike ATM and at the old one As-sold. Open reads it from the option’s 10:00 quotes the next morning, and is blank where there was none.
ColumnsATMAs-soldOpen
Forecast
Pred. is the crush we published the day before, graded on the public record. Error is what happened minus the forecast, in points of the crush.
ColumnsPred.Error
The stock closed past the priced move on 3 of 4 and was past it at 10:00 the next morning on 3 of 4. The 3 forecasts up to May 2026 were rebuilt from history rather than published the day before, and all are graded on the public record. A dash is a number we do not have, not a zero.
Reports8Open crush5 of 8Measured15:46 ET · day before → day afterEvery company’s full history is public 

how these numbers are measured

A day's price path that ends near where it started: a short graphite bracket for the move from close to close, beside a much taller oxblood one for how far it swung in betweento the closein between
Two ways to measure the move

Closing prices miss the open

If you hold through the report you meet the open, not the close. We publish both: the move from one close to the next, and where the stock stood at 10:00 the next morning.

ONDS May 2026: +26.5% by the close, +10.2% at 10:00.

§1 Timing and samples

One beam enters a prism and two leave, one oxblood and one slatethe reportordinary
The report’s own share of it

Option prices cover more than the report

An expiry a week out also carries a week of ordinary movement. Comparing two expiries that both contain the report separates the two, and the report's share is the priced move.

ONDS Aug 2026: 12.8% from the options → 11.8% for the report, 85% of that expiry's risk.

§3 Splitting the move

Five expiries on a line; an oxblood beam strikes only the first, while a faint bracket spans all fivethe one that movedwhat 30 days average
The collapse in volatility

We measure the expiry that moved

A 30-day average mixes the expiry holding the report with expiries it never reaches, so it reads shallower than what you held. We read the expiry that holds the report, the day before and the day after, at both strikes.

ONDS Aug 2026: −35% new strike, −30% old strike, −31% at 10:00 the next morning.

§4 The collapse, three ways

ONDS · IV crush at the report’s expiry vs the 30-day average

One expiry contains the report. The 30-day figure is an average that also covers expiries the report never reaches. Every column below leans the same way, so the gap shows on each report, not only in the median.

Collapse at the report’s expiry−13%median, whole column
Seen by the 30-day number−4%median, the part it sees
Missed by the 30-day number9pton 4 of 5 reports
Aug 13 ’26May 14 ’26Mar 23 ’26Nov 13 ’25Aug 12 ’25

ONDS · the expected move, where it closed, where it stood at 10:00

Each row is one report: the band is what the options priced, the mark is where the stock closed, and the bar runs to where it stood at 10:00 the next morning. On all 4 reports with both, the close and 10:00 pointed the same way.

Where the 10:00 number is missing, the cell stays blank instead of borrowing the close, and the data-quality grid below says why. How far apart the two run differs from company to company; this window measures it for ONDS.

Median move to the next close22.1%past the price on 3 of 4
Median move by 10:00 the next morning15.9%past the price on 3 of 4
Aug 13 ’26−8.8−6.5
May 14 ’26+26.5+10.2
Nov 13 ’25+19.1+25.6
Aug 12 ’25+25.1+21.7
−25−12.50+12.5+25

ONDS · the term structure the day before each report

The split reads the report out of the gap between the two lines. The small figure under each date is how many trading sessions the expiry holding the report had left. A shorter one carries the same report over fewer days, so it reads higher without the report being priced any bigger.

Drawn for the last twelve reports, like the other figures on this page. It is history; the current curve is on the board.

the expiry holding the reportthe next expirythe gap the split readsimplied vol, %

ONDS · data quality, report by report

Counted over the 8 reports shown. A marker on one quarter says little about the company, and one on most of them says a lot, so the count is what tells them apart.

Every marker on the reports above is counted here, one cell per report, newest first as in the history table.

Aug 13
’26May 14
’26Mar 23
’26Nov 13
’25Aug 12
’25May 15
’25Mar 12
’25Nov 14
’22reports
WithheldThe cell is blank on the marked reports.
no prediction4 of 8
no decomposition3 of 8
no trade at the cover2 of 8
overlapping event1 of 8
no T+1 chain1 of 8
no 10:00 tape1 of 8
Shown, kept off the board’s sortPublished, but it does not rank this name on the board.
derived numbers unreliable2 of 8
IV rose through the print1 of 8
thin trade at the cover1 of 8
wide straddle quote1 of 8
Shown as measuredNotes on how a number was measured. Each says what it touches.
crush expiry substituted5 of 8
macro event in the window5 of 8
held to expiry3 of 8
gapped past the wings3 of 8
skew contamination2 of 8
no re-struck cover IV2 of 8
30-day IV extrapolated1 of 8
noisy IV rank1 of 8
What each marker means18 markers · 6 withhold a number

Withheld

no prediction4 of 8crush_pred_unavailable
No predicted crush could be frozen for this print, so it has no entry in the scored accuracy record. Never filled in afterwards — a prediction written after the outcome is not one.
Lands inPred.Error
no decomposition3 of 8decomp_unavailable
There were not enough usable expiries, or not enough distinct ones, to separate the report's move from ordinary volatility, so its split is blank.
Lands inPriced move
no trade at the cover2 of 8open_crush_no_trade
The option legs did not trade at the 10:00 cover anchor, so the crush there could not be measured. It comes from the tape, not an outage, so it is permanent and counts in the published coverage ratio.
Lands inOpen
overlapping event1 of 8decomp_ambiguous
A second earnings report or a suppressing macro event falls inside the solve window, so the volatility priced there cannot be attributed to this print alone.
Lands inPriced move
no T+1 chain1 of 8post_unavailable
The option chain on the session after the print has no contracts near the money within 75 days, on a date long since published. No crush exists to measure. A property of the data, not an outage.
Lands inEvery crush column
no 10:00 tape1 of 8rm_intra_unavailable
The equity minute bars behind the 10:00 anchor do not exist for this session, so the anchor is blank and stays blank. It is never substituted from the opening price: a history with two different anchors mixed together is worse than a shorter one.
Lands inBy 10:00Open

Shown, kept off the board’s sort

derived numbers unreliable2 of 8derived_unreliable
Quotes on this name were too wide — or a 25Δ wing was missing — for the derived numbers on this row to be trusted: implied move, decomposition, crush and skew. Shown, kept off the board’s sort, and marked ≈ where its rank is shown.
Lands inThe derived columns
IV rose through the print1 of 8open_crush_positive
Implied volatility went up across the event rather than collapsing — rare but real, usually guidance withdrawn or a second catalyst introduced. Shown, and kept out of the scored accuracy record rather than corrected.
Lands inAccuracy recordon the public record, not this one
thin trade at the cover1 of 8open_crush_thin_trade
Too few prints stand behind the 10:00 anchor for it to be a reliable price. The crush is shown and kept out of the rankings.
Lands inOpen
wide straddle quote1 of 8wide_quote
The T−1 straddle’s bid-ask spread was wide relative to its own price, so every number read off that quote inherits the width. Published on purpose — the friction is real — but kept off the board’s sort, and marked ≈ where its rank is shown.
Lands inImplied (naive)Short-straddle P&Lon the ticker page, not this one

Shown as measured

crush expiry substituted5 of 8crush_expiry_substituted
The expiry that would have been measured was not available on both sides of the print, so a neighbouring one stood in. The crush is real; it is measured on a slightly different contract than the label implies.
Lands inATM
macro event in the window5 of 8decomp_macro_window
A scheduled macro event (a CPI print, an FOMC day) falls inside the decomposition window, so a little of the volatility attributed to the event belongs to the calendar instead.
Lands inPriced move
held to expiry3 of 8cover_mark_settled
The straddle that was sold expired at one of these closes, so its price there is its settlement value: the distance from the stock to the strike. That exit pays no bid/ask spread, and it ignores the cost of being assigned stock on the in-the-money leg.
Lands inShort-straddle P&Lon the ticker page, not this one
gapped past the wings3 of 8open_crush_gap_otm
The stock gapped far enough that the contract sold at T−1 is no longer near the money at the cover, so the as-sold crush there is partly a move along the smile rather than a collapse in volatility.
Lands inOpen
skew contamination2 of 8crush_skew_contaminated
The gap between the strike sold and where the stock ended up is large enough that the as-sold crush cannot stand in for the comparable one, so this print carries no scored open crush.
Lands inAccuracy recordon the public record, not this one
no re-struck cover IV2 of 8open_crush_restruck_unavailable
The comparable at-the-money volatility could not be read at the 10:00 anchor, so only the as-sold contract is available there.
Lands inOpen
30-day IV extrapolated1 of 8iv30_extrapolated
No pair of listed expiries brackets 30 days, so the 30-day volatility was extrapolated more than a week past the nearest one rather than interpolated. A shorter reach is not flagged: it moves the number by well under one volatility point.
Lands in30-day figureIV rankon the ticker page
noisy IV rank1 of 8iv_rank_noisy
This name’s quote width is large against its own 52-week volatility range, so the rank carries a read error worth noting. A true property of a quiet name, not a defect — the rank itself is computed normally.
Lands inIV rankon the ticker page, not this one

ONDS · companies whose reports traded alike

Each company’s last twelve reports.average priced movemoved less than pricedmoved moremedian fall in implied volatilityONDS’s values

Six companies whose reports traded like ONDS’s

The closest on all three numbers at the top of each company page. It compares how the reports traded, not the businesses.

8%10%10%12%12%15%15%20%20%25%AAOIAAPACMRAEHRAEOAFRMAIAKAMALABAMBAAMKRAMPLANFAPLDAPPAPPNARDXARLOARMARRYASANATIAURAVAVAXONBBBBWIBEBILLBMBLBOOTBROSBURLBYNDCALYCARCAVACCCECELHCHPTCHTRCHWYCIENCIFRCLFCLSCLSKCNXCCOHRCOINCRCLCRDOCRLCRNCCROXCRWVCVNACWHCXMDAVEDBIDDOGDECKDELLDLODLTRDOCNDOCSDOCUDUOLDVADXCMELELFENPHENVXEOSEEPAMERICESTCETSYEXPEFCELFIGFIVNFLRFMCFNFOURFROGFRPTFSLYFTAIFTNTFUBOFVRRGAPGCTGEOGHGIIIGLBEGLOBGLXYGMEGOOSGRPNGTGTLBGTMGWREHELEHIMSHLFHOODHTZHUBSHUTINSPINTCIONQIOTIRENITJBLUJMIAKDKSSKVYOLEULINCLITELMNDLNTHLOVELRNLSCCLULULUMNLWLYFTLZLZBMDBMEDMGNIMLKNMNDYMRVLMUNBISNCLHNETNICENKENOWNTNXNTRANTSKNVAXNVTSNXTODDOKTAONONOPENORCLOSCROUSTPPATHPAYCPCTPDPDDPENGPGNYPGYPINSPLPLABPLAYPLNTPLTRPLUGPODDPRGSPSFEPTONPUBMPVHQDELRBLXRBRKRDDTRDWRELYRHRIVNRKLBRMBSRNGROKUROOTRPDRUMRUNRVLVSSESEDGSEZLSFIXSFMSGSHAKSHOPSIGSMCISMRSMTCSNAPSNDKSNOWSOFISOUNSPCESPOTSPTSTNESTRASWBISYMTALTDCTDOCTEAMTERTEVATGTTHCTITNTLRYTMDXTMETNDMTOSTTPRTRIPTRUPTSEMTTDTWLOUUAAULTAUNFIUPSTUPWKURBNUSARUTIVFCVGVKTXVRTVSXYWWCCWHRWINGWIXWOLFWRBYWULFWWWXYZYOUZZBRAZETAZGZSZUMZASTSONDSFLNCAMSCQUBTQBTSOKLOaverage priced move →average move made →all 728
Where they sit. A close-up of ONDS’s part of the field; the small map in its corner shows where that sits among all 728 companies with a page and all three numbers. Grey dots are other companies here. Below the dashed line, a stock moved less than its options priced.
Figureseach company’s last twelve reportsCompared onpriced, moved, crush

the board · the last fortnight, then the next 14 days

PricedRichness · own historyRatioOutcome
  1. Reported · the fortnight to 5 Nov · settled, free
  2. 1COPConocoPhillipsNov 5BMO3.4%1001.79inside
  3. 2EOGEOG ResourcesNov 5AMC4.2%1001.58inside
  4. 3GEOGeo GroupNov 5BMO9.8%1001.31inside
  5. 4GHGuardant HealthNov 5AMC19.1%1002.10inside
  6. 5KTOSKratos Defense & Security SolutionsNov 5AMC11.9%1001.59inside
  7. Next 14 days · 523 names · symbol and date free
  8. ·AAONMon 9AMC—
  9. ·ABCLMon 9AMC—
  10. ·ACHRMon 9AMC—
  11. ·AIOTMon 9BMO—
  12. 11 of 523 shown · the next 14 days

    The ranked columns are the board

    Symbol and date are free for all 523 names. A subscription fills in the three columns held back on every locked row: the priced move, its richness against that name's own last twelve reports, and the ratio between them.

    $29/mo or $290/yr Get the board two months free on the year
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    A free account adds today’s board rows and the full 14-day calendar, without these three columns.

    Today's board rows and the full forward calendar are on your board.

  13. ·ALTGMon 9AMC—
  14. ·AMCXMon 9AMC—
  15. ·AMGMon 9BMO—
  16. ·AMPYMon 9AMC—
  17. ·AMRCMon 9AMC—
  18. ·ANNXMon 9BMO—
  19. ·APEIMon 9AMC—
The board: the last fortnight’s settled reports, then the next 14 days
#NameReportPriced moveRichness · own historyRatioOutcome
Reported · the fortnight to 5 Nov · settled, free
1COPConocoPhillipsNov 5BMO3.4%1001.79inside
2EOGEOG ResourcesNov 5AMC4.2%1001.58inside
3GEOGeo GroupNov 5BMO9.8%1001.31inside
4GHGuardant HealthNov 5AMC19.1%1002.10inside
5KTOSKratos Defense & Security SolutionsNov 5AMC11.9%1001.59inside
Next 14 days · 523 names · symbol and date free
·AAONMon 9AMC—
·ABCLMon 9AMC—
·ACHRMon 9AMC—
·AIOTMon 9BMO—
12 of 523 shown · the next 14 days

The ranked columns are the board

Symbol and date are free for all 523 names. A subscription fills in the three columns held back on every locked row: the priced move, its richness against that name's own last twelve reports, and the ratio between them.

$29/mo or $290/yr Get the board two months free on the year
$29/mo or $290/yr Get the board two months free on the year
Open the board

A free account adds today’s board rows and the full 14-day calendar, without these three columns.

Today's board rows and the full forward calendar are on your board.

·ALTGMon 9AMC—
·AMCXMon 9AMC—
·AMGMon 9BMO—
·AMPYMon 9AMC—
·AMRCMon 9AMC—
·ANNXMon 9BMO—
·APEIMon 9AMC—
·APPSMon 9AMC—
on the board — not known yet Ranked by richness against each name's own last twelve reports. Ratio is the priced move over that name’s typical actual move; inside: the stock stayed within the priced move.

How to read this page

History table
Its columns are explained right under it: What the columns mean ↑
Coverage
ONDS’s 8 reports. The board rows are the fortnight’s five richest settled reports, then the first of the next 523 names.
Ratio
The priced move over the name’s typical actual move.
Markers
Notes on a report’s data, counted in the data-quality grid with what each one touches.

A number looks wrong? Tell us what you expected and we’ll check it.Report a data issue

History is a record, not a forecast. Derived values only; no option prices are shown. Nothing here is investment advice.