INFU Options History — December 2021

In December 2021, INFU traded between $15.83 and $17.50. ATM implied volatility averaged 72.3%, placing in the 43.3% IV rank vs the trailing year. The 30-day expected move averaged 17.9%. IV traded above realized volatility by 27.7% (HV 20d: 44.5%). Max pain ranged from $10.00 to $17.50. Net GEX was positive for 14 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.84.

Notable Days

  • 2021-12-13: Highest Volume — 408 contracts
  • 2021-12-03: Largest IV spike — 81.9% change
  • 2021-12-13: Highest IV Rank — 100.0%
  • 2021-12-03: Largest Expected Move — 27.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$16.68$15.83$17.50$16.16$17.05
Max Pain$16.48$10.00$17.50$10.00$17.50
ATM IV72.3%44.3%119.6%56.4%61.3%
Expected Move17.9%12.7%27.3%16.2%17.6%
HV 20d44.5%34.2%55.1%54.9%34.2%
HV 60d44.2%43.3%45.2%43.3%44.4%
IV Rank43.3%14.2%100.0%40.4%33.5%
IV Percentile76.3%16.7%100.0%84.9%75.9%
Term Structure-8.7%-34.4%11.3%-21.2%-20.9%
VWIV65.9%50.6%119.3%54.0%61.0%
Skew 25d17.0%-15.2%71.4%-2.8%-6.3%
Skew 10d44.4%-6.2%166.7%53.8%3.2%
Call IV 25d59.5%48.1%76.9%61.2%63.9%
Put IV 25d76.6%42.9%129.9%58.4%57.5%
Bid-Ask Spread %108.5358.54126.2458.54106.86
Gamma HHI0.290.220.440.240.30
Net GEX5.2K-5.8K24.6K8.2K1.0K
Net DEX-421.9K-710.4K-259.4K-377.2K-317.0K
Net VEX-3.2K-4.1K-1.0K-3.6K-3.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.840.701.070.741.07
Total Volume374.727310408396310
Total OI2,050.8641,9362,1702,0051,983

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-12-01$16.16$10.0056.4%16.2%54.9%0.0%54.0%-2.8%-21.2%8.2K-377.2K-3.6K0.7458.54N/AN/A2281689581,047
2021-12-02$15.88$10.0052.3%15.0%51.8%0.0%60.9%26.1%-3.7%6.5K-318.2K-3.7K0.74106.24N/AN/A2281689581,047
2021-12-03$15.83$10.0095.1%27.3%51.5%0.0%119.3%39.0%-8.9%3.2K-364.6K-3.5K0.83123.05N/AN/A2201829661,047
2021-12-06$16.09$17.50111.5%20.2%51.9%0.0%77.5%71.4%1.1%1.6K-309.5K-4.1K0.83119.25N/AN/A2201839671,163
2021-12-07$16.77$17.5095.0%19.4%53.8%0.0%61.4%-6.4%-4.2%6.4K-433.7K-3.5K0.8396.50N/AN/A2201839671,163
2021-12-08$17.50$17.5069.2%17.2%54.9%0.0%59.8%0.1%-7.0%14.1K-598.3K-4.0K0.9198.86N/AN/A2011839871,163
2021-12-09$17.35$17.5064.0%15.3%55.1%40.4%57.5%13.6%-14.6%16.0K-627.2K-3.7K0.91101.27N/AN/A2011839891,163
2021-12-10$17.15$17.5071.1%12.9%54.5%49.3%59.3%13.0%4.7%15.2K-597.3K-3.7K0.82102.77N/AN/A2241839891,163
2021-12-13$17.07$17.50119.6%16.3%52.8%100.0%57.3%-4.6%-6.6%15.7K-638.1K-2.5K0.8194.46N/AN/A2251831,0031,163
2021-12-14$17.00$17.5092.2%14.7%37.7%68.8%53.3%2.0%-4.4%14.7K-515.9K-3.8K0.82107.45N/AN/A2221831,0061,163
2021-12-15$16.96$17.5049.7%14.3%37.2%20.3%76.3%53.3%11.3%24.6K-710.4K-1.7K0.82109.78N/AN/A2221831,0061,163
2021-12-16$16.16$17.5059.1%16.9%38.7%31.0%61.3%-11.8%-7.8%-1.8K-283.4K-4.0K0.90122.74N/AN/A2031831,0061,163
2021-12-17$16.47$17.5055.1%15.8%39.7%26.5%53.2%-8.0%-8.4%-910-383.3K-3.0K0.86112.11N/AN/A2131831,0071,163
2021-12-20$16.15$17.5077.2%22.1%39.4%51.7%66.9%18.4%-10.0%-1.4K-291.9K-3.3K0.90115.52N/AN/A1941757831,153
2021-12-21$16.65$17.5068.8%19.7%41.2%42.0%58.4%-15.2%4.3%-5.8K-333.8K-2.7K0.90121.74N/AN/A1951757891,153
2021-12-22$16.56$17.5084.3%24.2%41.2%59.7%86.0%70.7%-14.0%-1.8K-473.8K-1.0K0.89126.24N/AN/A1961757901,153
2021-12-23$16.90$17.5089.4%25.6%41.5%65.5%88.8%62.6%-34.4%-282-367.0K-2.7K0.71124.34N/AN/A1951387921,153
2021-12-27$16.81$17.5058.6%16.8%37.6%30.4%56.3%4.2%-25.1%1.2K-375.2K-3.2K0.70105.53N/AN/A1961387921,152
2021-12-28$16.61$17.5044.3%12.7%37.8%14.2%50.6%18.0%8.9%-1.0K-259.4K-3.4K0.70109.65N/AN/A1961387931,152
2021-12-29$16.73$17.5057.6%16.5%36.9%29.3%67.0%10.9%-14.5%-691-359.7K-2.8K0.71112.88N/AN/A1981407931,152
2021-12-30$17.04$17.5057.9%16.6%35.0%29.6%64.0%27.1%-16.1%362-346.7K-3.3K1.07111.89N/AN/A1501607961,160
2021-12-31$17.05$17.5061.3%17.6%34.2%33.5%61.0%-6.3%-20.9%1.0K-317.0K-3.1K1.07106.86N/AN/A1501608021,181