INFU Options History — June 2021 In June 2021, INFU traded between $17.11 and $20.85. ATM implied volatility averaged 44.0%. The 30-day expected move averaged 12.6%. Max pain ranged from $20.00 to $20.00. Net GEX was positive for 8 of 14 trading days. Term structure was in contango for 13 of 14 days. Put/call ratio averaged 0.87.
Notable Days 2021-06-30 : Highest Volume — 207 contracts2021-06-30 : Largest IV spike — 31.5% change2021-06-30 : Largest Expected Move — 15.3%Monthly Statistics Metric Avg Min Max Open Close Price $19.00 $17.11 $20.85 $20.09 $20.85 Max Pain $20.00 $20.00 $20.00 $20.00 $20.00 ATM IV 44.0% 35.2% 53.5% 52.5% 53.5% Expected Move 12.6% 10.1% 15.3% 15.0% 15.3% Term Structure 7.1% -6.7% 26.4% 8.7% 26.4% VWIV 39.2% 30.6% 49.2% 49.2% 30.6% Skew 25d 12.2% -6.3% 81.6% 1.7% 32.3% Skew 10d 20.2% -6.3% 117.4% -0.1% 14.1% Call IV 25d 38.3% 32.7% 43.2% 42.3% 35.9% Put IV 25d 50.4% 29.0% 115.5% 44.0% 68.3% Bid-Ask Spread % 99.92 68.99 111.66 103.29 91.46 Gamma HHI 0.35 0.25 0.48 0.31 0.48 Net GEX 443 -1.4K 4.3K 339 4.3K Net DEX -33.8K -170.4K 16.9K -60.8K -170.4K Net VEX -382 -534 -316 -390 -534 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.87 0.00 3.11 0.00 0.00 Total Volume 39.857 2 207 2 207 Total OI 216.786 145 270 257 252
Daily Data (14 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 Wall Put Wall Call Vol Put Vol Call OI Put OI 2021-06-11 $20.09 $20.00 52.5% 15.0% 0.0% 0.0% 0.0% 1.7% 8.7% 339 -60.8K -390 0.00 103.29 N/A N/A 2 0 188 69 2021-06-14 $19.55 $20.00 45.1% 12.9% 0.0% 0.0% 0.0% 2.9% 3.2% -462 -30.8K -356 0.00 110.33 N/A N/A 2 0 186 69 2021-06-15 $19.59 $20.00 42.7% 12.2% 0.0% 0.0% 0.0% 5.5% 11.5% -1.3K -29.9K -354 0.00 101.31 N/A N/A 16 0 185 69 2021-06-16 $19.56 $20.00 49.0% 14.1% 0.0% 0.0% 0.0% 81.6% -6.7% -1.4K -21.4K -384 0.00 111.66 N/A N/A 0 11 201 69 2021-06-17 $19.37 $20.00 36.1% 10.3% 0.0% 0.0% 0.0% 18.9% 6.1% 971 -12.1K -365 0.00 106.26 N/A N/A 20 0 201 69 2021-06-18 $18.70 $20.00 41.3% 11.9% 0.0% 0.0% 49.2% 11.5% 0.9% 1.1K 2.7K -339 0.00 108.52 N/A N/A 0 25 201 69 2021-06-21 $18.95 $20.00 45.0% 12.9% 0.0% 0.0% 0.0% 3.4% 6.5% 113 -31.7K -363 0.00 97.84 N/A N/A 0 2 85 60 2021-06-22 $18.74 $20.00 35.2% 10.1% 0.0% 0.0% 34.5% 5.0% 24.5% -61 -30.4K -362 0.00 103.19 N/A N/A 0 2 85 60 2021-06-23 $18.99 $20.00 46.0% 13.2% 0.0% 0.0% 37.2% -1.5% 6.3% 142 -34.5K -362 2.04 100.33 N/A N/A 27 55 85 60 2021-06-24 $18.09 $20.00 46.5% 13.3% 0.0% 0.0% 40.6% 5.3% 1.7% -311 -13.5K -341 0.07 103.30 N/A N/A 46 3 87 58 2021-06-25 $18.30 $20.00 44.1% 12.6% 0.0% 0.0% 0.0% 7.9% 2.3% 2.0K -34.1K -408 1.50 108.21 N/A N/A 2 3 133 61 2021-06-28 $17.11 $20.00 37.7% 10.8% 0.0% 0.0% 0.0% -6.3% 4.3% -227 16.9K -316 3.11 68.99 N/A N/A 9 28 135 64 2021-06-29 $18.11 $20.00 40.7% 11.7% 0.0% 0.0% 43.3% 2.1% 3.7% 1.0K -23.5K -471 1.97 84.17 N/A N/A 33 65 140 94 2021-06-30 $20.85 $20.00 53.5% 15.3% 0.0% 0.0% 30.6% 32.3% 26.4% 4.3K -170.4K -534 0.00 91.46 N/A N/A 207 0 158 94
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