INFU Options History — October 2021

In October 2021, INFU traded between $12.71 and $16.65. ATM implied volatility averaged 59.6%. The 30-day expected move averaged 16.4%. IV traded above realized volatility by 29.2% (HV 20d: 30.4%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 5 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.08.

Notable Days

  • 2021-10-22: Highest Volume — 733 contracts
  • 2021-10-08: Largest IV spike — 50.1% change
  • 2021-10-06: Largest Expected Move — 21.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$13.84$12.71$16.65$13.48$16.65
Max Pain$10.00$10.00$10.00$10.00$10.00
ATM IV59.6%43.7%89.5%43.7%63.5%
Expected Move16.4%12.5%21.5%12.5%18.2%
HV 20d30.4%25.5%39.9%28.5%39.9%
HV 60d60.5%59.4%61.9%60.2%61.9%
Term Structure-2.1%-22.8%48.3%14.6%-13.8%
VWIV55.4%25.2%84.6%25.2%43.0%
Skew 25d6.9%-7.1%36.8%2.9%17.1%
Skew 10d16.7%-13.5%78.0%25.1%28.7%
Call IV 25d53.8%31.0%61.9%31.0%49.8%
Put IV 25d60.6%34.0%91.5%34.0%67.0%
Bid-Ask Spread %96.3646.65114.04113.75104.67
Gamma HHI0.270.220.320.290.26
Net GEX-1.2K-5.3K17.2K-3.6K17.2K
Net DEX-91.6K-715.6K124.8K-143-715.6K
Net VEX-3.9K-4.3K-3.6K-3.8K-4.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.080.000.600.000.07
Total Volume268.09507335612
Total OI2,139.811,8902,3461,8902,342

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-10-01$13.48$10.0043.7%12.5%28.5%0.0%25.2%2.9%14.6%-3.6K-143-3.8K0.00113.75N/AN/A50912978
2021-10-04$13.18$10.0062.4%16.7%28.8%0.0%58.6%0.8%-2.7%-3.9K11.7K-4.3K0.0091.35N/AN/A013973979
2021-10-05$13.36$10.0055.9%18.9%28.9%0.0%65.2%8.6%1.0%-3.9K8.3K-4.0K0.1496.23N/AN/A7210974979
2021-10-06$13.31$10.0075.4%21.5%28.4%0.0%60.7%9.1%-22.8%-3.5K38.5K-4.0K0.0093.89N/AN/A200974988
2021-10-07$13.49$10.0044.5%16.9%28.9%0.0%56.1%-5.0%-5.3%-3.1K-6.8K-4.2K0.6089.61N/AN/A531,023998
2021-10-08$13.24$10.0066.8%15.7%29.4%0.0%55.3%3.7%-6.1%-4.8K34.5K-4.0K0.0095.13N/AN/A15101,028998
2021-10-11$13.07$10.0088.7%18.2%29.1%0.0%0.0%0.5%-9.1%-4.7K53.6K-3.8K0.0097.19N/AN/A001,032999
2021-10-12$12.80$10.0089.5%15.7%28.9%0.0%54.4%5.1%-3.0%-5.2K94.4K-3.8K0.2046.65N/AN/A511,182999
2021-10-13$12.71$10.0055.9%16.0%28.0%0.0%0.0%36.8%-6.8%-4.0K124.8K-4.1K0.0099.73N/AN/A1001,182999
2021-10-14$12.96$10.0062.7%18.0%28.5%0.0%53.9%4.4%48.3%-3.6K56.2K-3.7K0.0088.13N/AN/A1401,1861,000
2021-10-15$12.91$10.0053.6%15.4%25.7%0.0%84.6%18.8%-0.4%-5.0K76.0K-3.6K0.00113.97N/AN/A2001,1961,000
2021-10-18$13.09$10.0051.8%14.8%25.5%0.0%53.9%0.6%2.5%-5.0K92.5K-3.8K0.00114.04N/AN/A3501,120967
2021-10-19$13.26$10.0055.4%15.9%25.6%0.0%78.0%3.6%-1.2%-5.3K33.7K-3.7K0.00108.87N/AN/A101,140967
2021-10-20$14.10$10.0062.5%17.9%32.7%0.0%53.9%6.5%-9.1%-674-121.8K-4.1K0.0888.29N/AN/A523411,143978
2021-10-21$14.40$10.0055.9%16.0%33.2%0.0%53.5%1.3%-4.7%-1.7K-115.6K-3.6K0.0897.35N/AN/A585491,146992
2021-10-22$14.39$10.0055.0%15.8%33.3%0.0%59.3%4.5%-4.7%-2.5K-176.3K-3.9K0.0792.51N/AN/A684491,2101,012
2021-10-25$14.74$10.0057.6%16.5%33.0%0.0%43.6%23.8%-8.5%2.3K-280.8K-3.9K0.0794.11N/AN/A660491,3101,013
2021-10-26$15.01$10.0044.6%12.8%33.3%0.0%49.2%4.2%4.0%5.3K-362.3K-3.9K0.0797.02N/AN/A660491,3271,013
2021-10-27$14.90$10.0055.0%15.8%33.5%0.0%57.0%4.2%-8.9%2.5K-302.2K-3.6K0.0798.90N/AN/A659491,3171,014
2021-10-28$15.58$10.0051.0%14.6%35.7%0.0%47.6%-7.1%-7.4%8.2K-466.1K-3.8K0.07102.26N/AN/A558381,3321,014
2021-10-29$16.65$10.0063.5%18.2%39.9%0.0%43.0%17.1%-13.8%17.2K-715.6K-4.1K0.07104.67N/AN/A574381,3351,007