INFU Options History — September 2021

In September 2021, INFU traded between $12.76 and $14.47. ATM implied volatility averaged 52.9%. The 30-day expected move averaged 15.2%. IV traded above realized volatility by 8.9% (HV 20d: 44.0%). Max pain ranged from $10.00 to $20.00. Net GEX was positive for 16 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 8.57.

Notable Days

  • 2021-09-22: Highest Volume — 252 contracts
  • 2021-09-02: Largest IV spike — 74.2% change
  • 2021-09-22: Largest Expected Move — 21.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$13.47$12.76$14.47$14.35$12.97
Max Pain$13.57$10.00$20.00$20.00$10.00
ATM IV52.9%31.9%74.3%31.9%44.0%
Expected Move15.2%9.1%21.3%9.1%12.6%
HV 20d44.0%23.3%92.9%92.5%24.3%
HV 60d68.0%59.5%72.4%72.4%59.5%
Term Structure6.1%-19.2%30.7%20.2%-1.9%
VWIV49.9%26.9%81.0%35.6%37.0%
Skew 25d10.9%-8.9%60.3%16.4%5.5%
Skew 10d11.5%-10.7%37.6%21.5%21.1%
Call IV 25d45.1%26.8%61.9%33.2%36.8%
Put IV 25d56.1%41.1%96.0%49.5%42.2%
Bid-Ask Spread %102.4987.76122.61106.21107.23
Gamma HHI0.330.280.400.350.30
Net GEX744-4.8K3.4K2.8K-3.9K
Net DEX34.4K-104.8K119.0K104.4K52.9K
Net VEX-2.7K-3.7K-2.0K-2.9K-3.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio8.570.00125.000.120.02
Total Volume45.71402523762
Total OI1,373.7141,2091,8461,2851,846

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-09-01$14.35$20.0031.9%9.1%92.5%0.0%35.6%16.4%20.2%2.8K104.4K-2.9K0.12106.21N/AN/A334792493
2021-09-02$14.47$15.0055.6%12.8%92.9%0.0%57.4%0.6%19.2%2.7K87.3K-2.9K1.00100.07N/AN/A11793493
2021-09-03$14.20$15.0049.7%14.6%90.4%0.0%50.7%1.2%2.1%3.4K56.3K-2.8K0.0887.76N/AN/A131810456
2021-09-07$13.95$15.0049.7%17.5%90.4%0.0%0.0%-8.9%-9.7%2.3K119.0K-2.5K0.0796.66N/AN/A151811455
2021-09-08$13.71$15.0041.3%11.8%90.3%0.0%0.0%0.3%30.7%2.0K101.8K-2.7K0.4897.43N/AN/A2110823456
2021-09-09$13.74$15.0049.0%14.0%90.4%0.0%0.0%-6.5%14.7%2.4K80.4K-2.7K0.0088.98N/AN/A150833457
2021-09-10$13.81$15.0053.1%15.2%25.8%0.0%33.2%8.9%7.7%2.0K111.8K-2.6K4.0097.52N/AN/A14817467
2021-09-13$13.99$15.0063.6%18.2%23.3%0.0%51.6%-0.1%-8.1%2.5K36.1K-2.5K0.2096.95N/AN/A102816414
2021-09-14$13.67$15.0050.8%14.6%24.2%0.0%0.0%8.3%21.6%1.4K73.9K-2.4K0.05102.18N/AN/A201815420
2021-09-15$13.36$15.0064.2%18.4%25.0%0.0%57.6%11.0%-8.8%1.1K50.2K-2.6K0.0397.83N/AN/A702823418
2021-09-16$13.55$15.0053.5%15.3%25.8%0.0%57.1%-8.3%-13.9%1.3K61.8K-2.3K0.09101.75N/AN/A323843417
2021-09-17$13.08$15.0073.6%21.1%27.6%0.0%0.0%10.9%-19.2%80250.3K-2.1K0.03106.04N/AN/A401901418
2021-09-20$12.87$15.0048.6%13.9%25.7%0.0%81.0%-3.4%2.0%12318.4K-2.0K0.0097.70N/AN/A230827382
2021-09-21$12.76$15.0043.6%12.5%25.7%0.0%0.0%6.9%20.0%2.0K-102.8K-2.2K0.00115.35N/AN/A00887383
2021-09-22$13.02$10.0074.3%21.3%25.3%0.0%56.8%60.3%11.8%2.3K-104.8K-2.1K125.00122.61N/AN/A2250910383
2021-09-23$13.13$10.0059.5%17.1%25.2%0.0%0.0%25.7%-1.2%878-99.7K-2.4K0.00114.79N/AN/A02910425
2021-09-24$13.16$10.0062.0%17.8%24.8%0.0%26.9%34.7%-5.7%-1.9K-22.4K-3.1K3.53104.36N/AN/A1553908675
2021-09-27$12.95$10.0042.0%12.1%24.6%0.0%0.0%23.7%25.0%-1.6K-15.4K-3.0K0.0099.56N/AN/A0202908677
2021-09-28$13.08$10.0049.3%14.1%25.1%0.0%0.0%8.6%-8.3%-2.1K-622-3.2K0.00104.73N/AN/A02912730
2021-09-29$13.06$10.0051.6%14.8%24.5%0.0%53.4%33.6%28.9%-4.8K64.5K-3.6K11.00106.63N/AN/A444912932
2021-09-30$12.97$10.0044.0%12.6%24.3%0.0%37.0%5.5%-1.9%-3.9K52.9K-3.7K0.02107.23N/AN/A611912934