INFU Options History — August 2021 In August 2021, INFU traded between $14.15 and $20.35. ATM implied volatility averaged 50.7%. The 30-day expected move averaged 14.3%. IV traded below realized volatility by 25.5% (HV 20d: 76.2%). Max pain ranged from $17.50 to $20.00. Net GEX was positive for 20 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 1.10.
Notable Days 2021-08-20 : Highest Volume — 465 contracts2021-08-31 : Largest IV spike — 33.3% change2021-08-03 : Largest Expected Move — 18.1%Monthly Statistics Metric Avg Min Max Open Close Price $16.58 $14.15 $20.35 $18.74 $14.31 Max Pain $19.43 $17.50 $20.00 $20.00 $20.00 ATM IV 50.7% 41.2% 69.0% 49.5% 54.9% Expected Move 14.3% 11.8% 18.1% 14.2% 15.7% HV 20d 76.2% 30.4% 99.4% 30.4% 92.3% HV 60d 76.6% 73.0% 80.6% 80.6% 73.0% Term Structure 0.3% -9.1% 11.8% -9.1% -2.6% VWIV 52.6% 43.8% 62.0% 47.4% 54.9% Skew 25d 3.3% -11.2% 27.7% 4.8% 6.3% Skew 10d 9.6% -4.5% 28.1% 14.4% 15.6% Call IV 25d 48.4% 36.6% 59.2% 46.9% 47.8% Put IV 25d 51.7% 34.6% 68.4% 51.7% 54.1% Bid-Ask Spread % 93.80 52.04 117.34 112.33 96.47 Gamma HHI 0.39 0.21 0.53 0.44 0.35 Net GEX 4.8K -2.3K 11.0K 3.7K 2.9K Net DEX 48.7K -179.7K 319.5K -61.1K 93.9K Net VEX -1.2K -3.1K -192 -345 -3.0K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.10 0.00 10.00 0.00 0.00 Total Volume 92.5 1 465 1 21 Total OI 793.227 222 1,372 222 1,284
Daily Data (22 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 2021-08-02 $18.74 $20.00 49.5% 14.2% 30.4% 0.0% 0.0% 4.8% -9.1% 3.7K -61.1K -345 0.00 112.33 N/A N/A 0 1 162 60 2021-08-03 $20.02 $20.00 63.3% 18.1% 38.6% 0.0% 0.0% 27.7% 2.5% 5.2K -127.0K -319 0.00 112.53 N/A N/A 15 0 162 60 2021-08-04 $19.90 $20.00 44.1% 12.6% 38.0% 0.0% 0.0% -0.7% 10.3% 7.2K -130.8K -341 0.00 117.34 N/A N/A 19 0 162 61 2021-08-05 $19.52 $17.50 42.1% 13.7% 38.6% 0.0% 0.0% -11.2% -8.6% 7.0K -127.8K -391 0.00 103.87 N/A N/A 12 0 174 61 2021-08-06 $20.35 $17.50 48.1% 14.7% 39.9% 0.0% 47.4% 9.7% 6.0% 8.4K -179.7K -487 0.00 98.62 N/A N/A 86 0 193 61 2021-08-09 $20.16 $17.50 51.9% 14.5% 40.2% 0.0% 0.0% 3.9% -8.9% 9.0K -161.9K -438 0.00 90.93 N/A N/A 20 0 200 61 2021-08-10 $19.66 $17.50 69.0% 12.8% 41.4% 0.0% 43.8% 0.5% -2.2% 10.0K -172.7K -509 1.34 93.04 N/A N/A 112 150 267 61 2021-08-11 $19.01 $17.50 52.3% 15.0% 42.5% 0.0% 50.6% -1.5% -0.4% 6.6K -107.4K -444 0.31 86.31 N/A N/A 161 50 251 61 2021-08-12 $14.83 $20.00 53.0% 15.2% 98.3% 0.0% 48.8% 2.2% -5.0% -554 255.5K -192 0.09 92.92 N/A N/A 203 19 360 199 2021-08-13 $15.29 $20.00 46.9% 13.5% 99.4% 0.0% 48.8% 2.2% -0.5% -2.3K 319.5K -276 0.05 81.86 N/A N/A 148 7 510 249 2021-08-16 $15.22 $20.00 49.5% 14.2% 99.4% 0.0% 50.2% -2.0% -6.8% 3.4K 229.2K -651 0.51 52.04 N/A N/A 39 20 759 263 2021-08-17 $15.18 $20.00 51.9% 14.9% 99.2% 0.0% 53.1% -4.0% -7.3% 4.3K 230.9K -701 0.06 88.97 N/A N/A 36 2 857 266 2021-08-18 $14.96 $20.00 52.5% 15.1% 98.9% 0.0% 0.0% -2.0% -0.8% 3.8K 222.5K -756 0.01 90.61 N/A N/A 248 2 879 279 2021-08-19 $14.68 $20.00 58.2% 16.7% 98.6% 0.0% 60.0% -3.6% -0.9% 2.5K 246.6K -757 1.00 85.88 N/A N/A 5 5 892 277 2021-08-20 $15.01 $20.00 46.5% 13.3% 97.2% 0.0% 48.3% 0.1% 3.7% 11.0K 157.3K -1.2K 0.88 91.15 N/A N/A 248 217 1,093 279 2021-08-23 $14.86 $20.00 52.0% 14.9% 97.2% 0.0% 56.5% -0.7% 11.8% 4.9K 5.7K -1.1K 5.69 94.80 N/A N/A 16 91 496 143 2021-08-24 $15.20 $20.00 52.4% 15.0% 97.6% 0.0% 62.0% 0.9% 0.1% 6.1K -13.8K -3.0K 1.00 94.40 N/A N/A 10 10 784 398 2021-08-25 $14.84 $20.00 49.1% 14.1% 97.5% 0.0% 60.1% 18.6% 2.9% 3.7K 44.3K -3.1K 0.00 88.75 N/A N/A 0 10 786 488 2021-08-26 $14.55 $20.00 42.1% 12.1% 97.3% 0.0% 0.0% 10.7% 8.1% 3.0K 117.1K -2.7K 10.00 94.82 N/A N/A 3 30 792 498 2021-08-27 $14.27 $20.00 44.2% 12.7% 97.3% 0.0% 0.0% -1.6% 5.1% 2.8K 118.9K -2.8K 0.71 102.72 N/A N/A 7 5 792 488 2021-08-30 $14.15 $20.00 41.2% 11.8% 96.4% 0.0% 0.0% 12.0% 8.7% 3.0K 112.5K -2.9K 0.40 93.26 N/A N/A 5 2 795 488 2021-08-31 $14.31 $20.00 54.9% 15.7% 92.3% 0.0% 54.9% 6.3% -2.6% 2.9K 93.9K -3.0K 0.00 96.47 N/A N/A 21 0 793 491
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