INFU Options History — January 2022

In January 2022, INFU traded between $14.97 and $17.33. ATM implied volatility averaged 71.4%, placing in the 40.6% IV rank vs the trailing year. The 30-day expected move averaged 18.4%. IV traded above realized volatility by 42.7% (HV 20d: 28.7%). Max pain ranged from $12.50 to $17.50. Net GEX was positive for 6 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 0.59.

Notable Days

2022-01-20: Highest Volume — 535 contracts
2022-01-07: Largest IV spike — 133.9% change
2022-01-07: Highest IV Rank — 100.0%
2022-01-25: Largest Expected Move — 37.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$15.92	$14.97	$17.33	$17.33	$15.01
Max Pain	$13.25	$12.50	$17.50	$17.50	$12.50
ATM IV	71.4%	45.5%	130.8%	55.2%	72.3%
Expected Move	18.4%	12.7%	37.4%	15.8%	20.7%
HV 20d	28.7%	24.5%	35.0%	34.4%	25.9%
HV 60d	43.3%	38.7%	44.9%	44.5%	38.7%
IV Rank	40.6%	13.7%	100.0%	26.6%	40.9%
IV Percentile	72.1%	20.1%	100.0%	62.0%	84.5%
Term Structure	0.8%	-39.4%	48.4%	-9.9%	-0.1%
VWIV	67.0%	47.6%	99.7%	56.6%	70.5%
Skew 25d	13.9%	-14.1%	123.0%	-1.8%	-12.0%
Skew 10d	26.4%	-30.0%	196.7%	-4.5%	-30.0%
Call IV 25d	54.0%	37.1%	69.1%	56.5%	68.3%
Put IV 25d	67.9%	46.2%	173.9%	54.7%	56.3%
Bid-Ask Spread %	112.63	98.04	128.05	107.03	114.27
Gamma HHI	0.28	0.23	0.36	0.36	0.29
Net GEX	-678	-7.1K	10.9K	5.1K	-7.1K
Net DEX	-289.2K	-542.2K	-61.2K	-313.1K	-61.2K
Net VEX	-2.8K	-3.5K	-2.3K	-3.5K	-2.5K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.59	0.42	1.10	1.10	0.52
Total Volume	456.5	306	535	306	446
Total OI	2,056.15	1,937	2,160	1,983	2,028

Daily Data (20 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
2022-01-03	$17.33	$17.50	55.2%	15.8%	34.4%	26.6%	56.6%	-1.8%	-9.9%	5.1K	-313.1K	-3.5K	1.10	107.03	N/A	N/A	146	160	802	1,181
2022-01-04	$17.01	$17.50	66.4%	19.0%	35.0%	39.4%	98.0%	122.6%	-19.2%	-132	-396.6K	-2.9K	1.10	120.90	N/A	N/A	146	160	804	1,181
2022-01-05	$16.80	$17.50	52.9%	15.2%	32.3%	24.0%	94.7%	123.0%	-19.0%	-625	-355.9K	-2.3K	0.94	120.11	N/A	N/A	170	160	802	1,181
2022-01-06	$16.41	$12.50	56.0%	15.4%	29.1%	27.4%	59.4%	-0.1%	24.1%	-2.7K	-195.8K	-2.9K	0.94	124.80	N/A	N/A	170	160	756	1,181
2022-01-07	$16.00	$12.50	130.8%	14.1%	30.1%	100.0%	63.2%	-9.1%	14.8%	-2.8K	-178.5K	-3.0K	0.80	102.39	N/A	N/A	199	160	756	1,181
2022-01-10	$15.95	$12.50	59.7%	15.8%	30.0%	28.1%	58.1%	-7.4%	-1.9%	-5.0K	-200.6K	-2.4K	0.43	98.76	N/A	N/A	373	160	802	1,181
2022-01-11	$16.02	$12.50	99.3%	12.7%	30.1%	68.1%	57.9%	23.0%	48.4%	1.1K	-542.2K	-3.0K	0.43	98.04	N/A	N/A	373	160	977	1,181
2022-01-12	$16.25	$12.50	45.5%	13.0%	30.7%	13.7%	51.2%	-9.9%	23.7%	6.8K	-466.4K	-3.0K	0.43	100.25	N/A	N/A	373	160	977	1,181
2022-01-13	$16.40	$12.50	56.7%	16.3%	31.0%	25.0%	63.5%	0.4%	-7.5%	8.5K	-533.8K	-3.3K	0.43	108.57	N/A	N/A	373	160	977	1,181
2022-01-14	$16.22	$12.50	51.7%	14.8%	25.9%	20.0%	59.0%	-0.3%	-12.1%	10.9K	-480.7K	-2.5K	0.43	105.21	N/A	N/A	373	160	977	1,181
2022-01-18	$15.71	$12.50	53.3%	15.3%	27.3%	21.6%	61.2%	-7.8%	5.0%	-3.0K	-438.9K	-2.5K	0.43	117.21	N/A	N/A	373	160	977	1,181
2022-01-19	$15.82	$12.50	48.9%	14.0%	26.7%	17.2%	47.6%	10.6%	25.1%	6.5K	-326.7K	-2.8K	0.43	117.67	N/A	N/A	373	160	977	1,181
2022-01-20	$16.00	$12.50	63.7%	18.3%	24.5%	32.1%	49.1%	14.3%	5.6%	-4.7K	-455.6K	-2.4K	0.43	128.05	N/A	N/A	373	162	977	1,181
2022-01-21	$15.48	$12.50	75.3%	21.6%	26.8%	43.9%	72.0%	1.2%	2.9%	-4.7K	-413.6K	-2.7K	0.42	98.18	N/A	N/A	374	158	977	1,183
2022-01-24	$15.68	$12.50	97.8%	28.0%	26.1%	66.6%	73.3%	43.1%	-39.4%	-4.4K	-74.1K	-3.2K	0.55	117.69	N/A	N/A	280	153	790	1,174
2022-01-25	$15.26	$12.50	130.5%	37.4%	27.4%	99.7%	99.7%	27.0%	-13.6%	-2.5K	-79.3K	-3.1K	0.46	127.59	N/A	N/A	331	153	801	1,174
2022-01-26	$15.09	$12.50	86.3%	24.8%	27.4%	55.0%	76.1%	-14.1%	-22.5%	-6.2K	-72.3K	-3.0K	0.52	118.89	N/A	N/A	293	153	852	1,174
2022-01-27	$14.97	$12.50	57.7%	16.5%	27.0%	26.1%	61.1%	-12.9%	-10.0%	-4.0K	-102.5K	-2.5K	0.52	110.63	N/A	N/A	293	153	854	1,174
2022-01-28	$15.08	$12.50	67.8%	19.4%	26.0%	36.3%	67.2%	-12.0%	22.3%	-4.6K	-96.1K	-2.7K	0.52	116.43	N/A	N/A	293	153	854	1,174
2022-01-31	$15.01	$12.50	72.3%	20.7%	25.9%	40.9%	70.5%	-12.0%	-0.1%	-7.1K	-61.2K	-2.5K	0.52	114.27	N/A	N/A	293	153	854	1,174