INFU Options History — July 2021 In July 2021, INFU traded between $17.93 and $21.47. ATM implied volatility averaged 49.8%. The 30-day expected move averaged 14.4%. IV traded below realized volatility by 18.4% (HV 20d: 68.1%). Max pain ranged from $20.00 to $20.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.14.
Notable Days 2021-07-01 : Highest Volume — 135 contracts2021-07-28 : Largest IV spike — 51.7% change2021-07-28 : Largest Expected Move — 20.6%Monthly Statistics Metric Avg Min Max Open Close Price $18.89 $17.93 $21.47 $21.47 $18.31 Max Pain $20.00 $20.00 $20.00 $20.00 $20.00 ATM IV 49.8% 37.3% 71.7% 46.7% 50.5% Expected Move 14.4% 12.6% 20.6% 13.4% 14.5% HV 20d 68.1% 34.2% 81.5% 81.5% 34.2% Term Structure -5.1% -32.0% 6.3% 6.3% -12.4% VWIV 48.8% 40.9% 55.2% 40.9% 55.2% Skew 25d 4.8% -8.4% 26.4% -0.6% -1.0% Skew 10d 7.3% -18.9% 23.6% 1.0% 10.7% Call IV 25d 45.6% 25.5% 52.3% 39.9% 51.3% Put IV 25d 50.5% 39.3% 59.6% 39.3% 50.3% Bid-Ask Spread % 99.03 75.65 119.72 99.04 113.62 Gamma HHI 0.42 0.37 0.51 0.45 0.42 Net GEX 4.6K 2.1K 12.8K 12.8K 3.1K Net DEX -85.8K -360.8K -34.4K -360.8K -46.1K Net VEX -477 -1.1K -351 -1.1K -351 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.14 0.00 1.00 0.13 0.00 Total Volume 10.524 0 135 135 0 Total OI 273.429 208 422 422 222
Daily Data (21 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 2021-07-01 $21.47 $20.00 46.7% 13.4% 0.0% 0.0% 40.9% -0.6% 6.3% 12.8K -360.8K -1.1K 0.13 99.04 N/A N/A 120 15 328 94 2021-07-02 $20.26 $20.00 49.0% 14.1% 81.5% 0.0% 0.0% 26.4% -5.2% 8.8K -190.2K -628 0.00 109.56 N/A N/A 1 0 235 79 2021-07-06 $19.85 $20.00 43.4% 13.7% 79.1% 0.0% 49.0% 7.8% -0.7% 8.1K -147.4K -558 0.00 88.39 N/A N/A 1 0 235 79 2021-07-07 $19.49 $20.00 37.3% 13.5% 76.9% 0.0% 0.0% 1.4% -0.8% 6.9K -106.7K -533 0.00 83.71 N/A N/A 0 0 236 79 2021-07-08 $19.36 $20.00 38.3% 13.7% 74.6% 0.0% 46.4% 10.0% -4.1% 6.7K -99.9K -525 0.00 89.19 N/A N/A 1 0 236 79 2021-07-09 $18.86 $20.00 54.0% 12.6% 73.1% 0.0% 43.2% -1.5% 0.7% 4.6K -65.8K -476 0.00 82.34 N/A N/A 0 11 235 79 2021-07-12 $18.98 $20.00 45.3% 15.2% 71.2% 0.0% 0.0% -2.7% -6.1% 5.1K -69.9K -458 1.00 86.51 N/A N/A 1 1 235 80 2021-07-13 $18.95 $20.00 61.3% 15.3% 70.6% 0.0% 53.4% 7.9% -8.9% 4.8K -75.1K -470 0.00 96.54 N/A N/A 3 0 235 80 2021-07-14 $18.56 $20.00 48.2% 13.8% 70.9% 0.0% 47.4% 2.2% -5.8% 3.5K -52.1K -444 1.00 75.65 N/A N/A 2 2 238 80 2021-07-15 $18.51 $20.00 49.0% 14.1% 70.9% 0.0% 48.3% 0.3% 6.3% 2.8K -41.7K -416 0.00 81.71 N/A N/A 3 0 240 81 2021-07-16 $18.20 $20.00 46.8% 13.4% 71.1% 0.0% 48.0% -8.4% -4.9% 2.1K -34.4K -396 0.03 89.15 N/A N/A 34 1 243 80 2021-07-19 $18.16 $20.00 48.5% 13.9% 70.1% 0.0% 0.0% -0.5% -3.0% 2.6K -48.2K -408 0.00 99.30 N/A N/A 0 5 153 55 2021-07-20 $18.30 $20.00 52.9% 15.2% 69.9% 0.0% 50.7% -2.5% -16.3% 2.3K -41.6K -405 0.00 104.13 N/A N/A 2 0 153 60 2021-07-21 $18.51 $20.00 56.3% 16.2% 70.0% 0.0% 46.3% 11.5% -12.3% 2.8K -53.5K -417 0.00 106.23 N/A N/A 4 0 151 60 2021-07-22 $17.93 $20.00 45.9% 13.2% 70.6% 0.0% 53.2% 6.4% 0.9% 2.4K -45.3K -405 0.00 119.72 N/A N/A 7 0 154 60 2021-07-23 $18.78 $20.00 49.8% 14.3% 70.5% 0.0% 0.0% 13.4% -0.7% 3.7K -77.6K -431 0.00 109.61 N/A N/A 0 0 156 60 2021-07-26 $18.62 $20.00 50.9% 14.6% 70.5% 0.0% 48.2% 10.1% -6.7% 3.4K -64.9K -399 0.00 105.53 N/A N/A 4 0 156 60 2021-07-27 $18.82 $20.00 47.3% 13.6% 65.8% 0.0% 52.5% 7.5% -1.3% 3.4K -69.0K -406 0.00 111.44 N/A N/A 2 0 156 60 2021-07-28 $18.29 $20.00 71.7% 20.6% 63.8% 0.0% 55.2% 8.0% -32.0% 2.6K -58.3K -392 0.00 114.22 N/A N/A 1 0 159 60 2021-07-29 $18.45 $20.00 51.7% 14.8% 36.7% 0.0% 0.0% 5.5% -0.1% 3.4K -54.1K -369 0.00 114.06 N/A N/A 0 0 161 60 2021-07-30 $18.31 $20.00 50.5% 14.5% 34.2% 0.0% 0.0% -1.0% -12.4% 3.1K -46.1K -351 0.00 113.62 N/A N/A 0 0 162 60
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