Preheat oven to 375 degrees F (190 degrees C). Line a heavy baking sheet with parchment paper.
Mix oats, whole wheat flour, sugar, salt, and baking soda together in a bowl. Rub in butter with your fingers until mixture is chunky. Pour in enough water to form a thick dough.
Spread a thin layer of oats and whole wheat flour on a flat work surface. Turn out dough and pat to an even thickness. Cut into circles using the rim of a drinking glass. Transfer to the prepared baking sheet.
Bake in the preheated oven until golden brown, 20 to 30 minutes.
