INFU Options History — November 2021

In November 2021, INFU traded between $15.95 and $18.48. ATM implied volatility averaged 59.2%. The 30-day expected move averaged 16.1%. IV traded above realized volatility by 8.5% (HV 20d: 50.8%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.23.

Notable Days

  • 2021-11-16: Highest Volume — 828 contracts
  • 2021-11-30: Largest IV spike — 97.0% change
  • 2021-11-30: Largest Expected Move — 27.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$17.06$15.95$18.48$16.59$16.74
Max Pain$10.00$10.00$10.00$10.00$10.00
ATM IV59.2%38.6%96.2%53.5%96.2%
Expected Move16.1%11.1%27.6%15.3%27.6%
HV 20d50.8%38.3%59.3%38.3%55.3%
HV 60d43.8%35.0%62.5%61.2%42.8%
Term Structure-5.5%-41.8%19.7%-1.4%-41.8%
VWIV58.1%43.3%121.6%64.6%121.6%
Skew 25d11.9%-0.9%139.5%5.6%139.5%
Skew 10d26.6%-2.3%189.3%7.7%189.3%
Call IV 25d55.6%45.3%78.2%59.9%78.2%
Put IV 25d67.6%47.6%217.6%65.5%217.6%
Bid-Ask Spread %92.2977.20111.03109.50111.03
Gamma HHI0.280.240.390.280.25
Net GEX17.8K4.7K46.3K16.9K4.7K
Net DEX-810.2K-1.5M-263.6K-677.8K-263.6K
Net VEX-3.8K-4.7K-3.2K-3.6K-4.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.230.050.770.070.74
Total Volume501.286172828578396
Total OI2,317.2381,8972,6792,3371,995

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-11-01$16.59$10.0053.5%15.3%38.3%0.0%64.6%5.6%-1.4%16.9K-677.8K-3.6K0.07109.50N/AN/A540381,3301,007
2021-11-02$15.95$10.0082.5%23.7%42.3%0.0%51.1%24.2%-31.8%12.0K-576.9K-4.0K0.05105.62N/AN/A566311,3361,007
2021-11-03$16.80$10.0072.6%20.8%44.7%0.0%74.0%5.0%-14.7%19.1K-725.4K-4.7K0.07100.16N/AN/A459311,3681,008
2021-11-04$16.52$10.0054.4%14.4%45.8%0.0%55.7%5.6%-2.6%17.3K-752.1K-4.0K0.0777.20N/AN/A459311,3681,008
2021-11-05$16.56$10.0074.7%17.1%44.6%0.0%61.3%8.3%-7.3%16.8K-736.4K-4.2K0.0780.99N/AN/A461311,3681,008
2021-11-08$16.32$10.0076.0%16.7%44.8%0.0%68.3%6.7%-4.4%15.0K-682.3K-3.8K0.0777.94N/AN/A461311,3681,008
2021-11-09$15.95$10.0086.4%17.3%45.0%0.0%60.5%4.9%-3.5%12.6K-618.1K-3.9K0.0782.30N/AN/A451311,3681,008
2021-11-10$16.09$10.0059.5%17.1%44.5%0.0%59.0%7.1%-7.4%13.0K-625.2K-3.6K0.0684.95N/AN/A502321,3711,008
2021-11-11$16.57$10.0059.9%17.2%44.8%0.0%55.1%11.5%-6.0%17.2K-685.6K-3.6K0.0691.52N/AN/A565321,3631,009
2021-11-12$16.00$10.0056.3%16.1%47.6%0.0%59.8%2.5%8.2%15.9K-630.6K-3.8K0.0587.91N/AN/A663331,4981,009
2021-11-15$17.72$10.0050.3%14.4%57.6%0.0%52.7%5.0%-4.3%30.9K-1.2M-3.6K0.1195.96N/AN/A566621,5751,014
2021-11-16$17.97$10.0048.4%13.9%57.6%0.0%49.6%5.5%-1.6%46.3K-1.4M-3.9K0.0685.45N/AN/A779491,6461,033
2021-11-17$18.48$10.0038.6%11.1%55.2%0.0%43.3%7.1%19.7%15.9K-1.4M-3.4K0.0691.82N/AN/A751481,6001,024
2021-11-18$18.45$10.0045.7%13.1%55.4%0.0%48.1%1.6%-7.3%28.3K-1.5M-3.2K0.0982.85N/AN/A511481,5891,021
2021-11-19$17.99$10.0047.7%13.7%56.8%0.0%50.6%0.5%7.5%15.1K-1.3M-3.7K0.1988.18N/AN/A256481,5881,021
2021-11-22$17.73$10.0044.5%12.8%57.3%0.0%46.5%2.4%-6.4%17.2K-740.5K-3.5K0.1988.89N/AN/A14527957940
2021-11-23$17.68$10.0055.6%15.9%57.4%0.0%55.7%7.3%-10.3%15.2K-779.9K-3.3K0.6796.22N/AN/A197131968941
2021-11-24$17.96$10.0041.9%12.0%57.1%0.0%43.3%0.2%6.2%17.5K-693.7K-3.5K0.67104.39N/AN/A1971319221,047
2021-11-26$17.08$10.0050.2%14.4%59.3%0.0%50.3%0.6%-2.1%12.3K-498.2K-3.8K0.6097.63N/AN/A2191319221,047
2021-11-29$17.15$10.0048.9%14.0%54.6%0.0%49.4%-0.9%-4.9%14.3K-531.5K-4.0K0.7797.65N/AN/A2191689471,047
2021-11-30$16.74$10.0096.2%27.6%55.3%0.0%121.6%139.5%-41.8%4.7K-263.6K-4.4K0.74111.03N/AN/A2281689481,047