INFU Options History — February 2022

In February 2022, INFU traded between $10.24 and $15.04. ATM implied volatility averaged 69.6%, placing in the 35.2% IV rank vs the trailing year. The 30-day expected move averaged 20.6%. IV traded below realized volatility by 10.3% (HV 20d: 79.9%). Max pain ranged from $10.00 to $12.50. Net GEX was positive for 2 of 19 trading days. Term structure was in contango for 11 of 19 days. Put/call ratio averaged 0.32.

Notable Days

  • 2022-02-10: Highest Volume — 511 contracts
  • 2022-02-24: Largest IV spike — 163.5% change
  • 2022-02-24: Highest IV Rank — 100.0%
  • 2022-02-24: Largest Expected Move — 45.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$12.32$10.24$15.04$15.04$11.49
Max Pain$10.79$10.00$12.50$12.50$10.00
ATM IV69.6%49.8%157.9%72.7%132.3%
Expected Move20.6%14.3%45.3%20.8%37.9%
HV 20d79.9%22.3%116.8%24.7%116.8%
HV 60d58.5%37.7%71.6%38.6%71.5%
IV Rank35.2%18.1%100.0%41.3%79.7%
IV Percentile66.6%35.9%100.0%85.2%99.4%
Term Structure1.7%-34.8%45.3%-2.4%5.5%
VWIV63.9%45.9%88.7%70.3%88.7%
Skew 25d13.4%-10.8%138.5%5.7%8.0%
Skew 10d20.5%-14.6%186.1%3.5%-12.4%
Call IV 25d62.6%40.6%78.8%71.0%78.8%
Put IV 25d76.1%50.9%216.6%76.7%86.8%
Bid-Ask Spread %114.25104.48127.87116.95127.87
Gamma HHI0.370.230.650.240.39
Net GEX-4.2K-10.2K1.6K1.6K-5.8K
Net DEX186.5K-192.9K614.8K-149.1K116.1K
Net VEX-2.0K-2.5K-1.6K-2.1K-1.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.320.110.520.520.37
Total Volume409.789250511446250
Total OI1,919.6321,2612,2752,0281,295

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-02-01$15.04$12.5072.7%20.8%24.7%41.3%70.3%5.7%-2.4%1.6K-149.1K-2.1K0.52116.95N/AN/A2931538541,174
2022-02-02$14.97$12.5049.8%14.3%24.3%18.1%45.9%10.3%20.8%-3.0K-112.9K-1.8K0.52112.90N/AN/A2931538541,174
2022-02-03$14.92$12.5054.5%19.7%24.2%22.8%65.8%-7.0%-19.3%-616-149.5K-1.9K0.52107.26N/AN/A2931538541,174
2022-02-04$14.97$12.5054.7%25.5%23.5%23.0%71.5%5.7%-24.6%-445-95.3K-2.0K0.15109.18N/AN/A293448541,174
2022-02-07$15.00$12.5079.1%21.4%22.3%47.7%70.4%23.3%-17.8%-1.2K-192.9K-1.6K0.15104.48N/AN/A293448541,175
2022-02-08$14.95$12.5080.2%23.3%22.3%48.8%72.0%7.2%-8.2%1.1K-69.3K-2.1K0.11110.99N/AN/A393448541,175
2022-02-09$14.35$10.0074.1%21.3%25.8%42.7%75.5%-10.8%1.1%-7.6K-122.8K-2.5K0.28111.80N/AN/A3921089541,175
2022-02-10$10.55$10.0072.1%20.7%109.7%40.6%74.3%59.9%-34.8%-7.4K535.9K-2.2K0.28115.12N/AN/A3991129551,213
2022-02-11$10.50$10.0050.0%14.3%109.3%18.3%52.7%-8.3%17.3%-7.1K542.4K-2.0K0.35104.85N/AN/A3621271,0571,208
2022-02-14$10.58$10.0054.3%15.6%109.7%22.7%56.7%-3.8%1.5%-10.2K496.8K-2.1K0.35112.53N/AN/A3621251,0651,206
2022-02-15$10.77$10.0051.8%14.8%110.5%20.1%52.5%-0.6%7.2%-6.6K568.9K-1.9K0.35112.84N/AN/A3611281,0651,205
2022-02-16$10.85$10.0059.2%17.0%110.5%27.6%57.9%5.3%0.4%-5.5K568.8K-2.0K0.35111.94N/AN/A3611271,0641,210
2022-02-17$10.24$10.0055.3%15.8%110.7%23.6%58.6%-6.8%3.6%-5.8K614.8K-1.8K0.35108.69N/AN/A3611271,0631,212
2022-02-18$10.80$10.0050.5%14.5%113.8%18.8%51.3%1.1%-2.2%-6.5K491.0K-1.9K0.35108.41N/AN/A3611271,0631,150
2022-02-22$11.07$10.0058.0%16.6%114.3%26.3%60.2%-0.7%11.0%-1.7K149.7K-2.0K0.27120.97N/AN/A22662454807
2022-02-23$10.89$10.0060.0%17.2%114.3%28.3%58.8%3.9%29.7%-6.5K104.8K-1.9K0.27122.97N/AN/A22662486808
2022-02-24$10.78$10.00157.9%45.3%114.3%100.0%80.4%138.5%45.3%-1.5K144.8K-2.0K0.27124.43N/AN/A22662486808
2022-02-25$11.30$10.0055.4%15.9%116.5%18.7%50.8%24.1%-2.3%-5.8K102.2K-1.9K0.28126.64N/AN/A22162486808
2022-02-28$11.49$10.00132.3%37.9%116.8%79.7%88.7%8.0%5.5%-5.8K116.1K-1.9K0.37127.87N/AN/A18268487808