INFU Options History — March 2022

In March 2022, INFU traded between $9.69 and $11.34. ATM implied volatility averaged 83.2%, placing in the 40.7% IV rank vs the trailing year. The 30-day expected move averaged 21.4%. IV traded above realized volatility by 16.5% (HV 20d: 66.7%). Max pain ranged from $10.00 to $12.50. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 9 of 23 days. Put/call ratio averaged 0.21.

Notable Days

  • 2022-03-18: Highest Volume — 486 contracts
  • 2022-03-16: Largest IV spike — 101.2% change
  • 2022-03-16: Highest IV Rank — 96.4%
  • 2022-03-16: Largest Expected Move — 35.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$10.62$9.69$11.34$11.23$9.79
Max Pain$10.76$10.00$12.50$10.00$10.00
ATM IV83.2%48.7%153.4%82.3%70.5%
Expected Move21.4%14.7%35.4%23.6%17.4%
HV 20d66.7%34.8%117.3%116.8%37.9%
HV 60d71.0%70.4%71.7%71.6%71.4%
IV Rank40.7%13.4%96.4%40.0%30.6%
IV Percentile81.5%23.4%99.5%89.5%74.9%
Term Structure-7.4%-38.5%9.3%-7.6%-0.8%
VWIV73.0%52.0%107.1%82.4%63.2%
Skew 25d42.2%-14.8%269.4%19.9%254.1%
Skew 10d53.1%-15.0%345.7%18.8%345.7%
Call IV 25d62.6%41.1%91.5%66.4%64.1%
Put IV 25d104.8%49.8%341.6%86.3%318.2%
Bid-Ask Spread %110.0694.39125.74125.7494.39
Gamma HHI0.570.350.730.350.59
Net GEX-4.7K-7.4K-2.7K-4.0K-3.8K
Net DEX131.6K4.6K220.1K177.2K139.3K
Net VEX-1.9K-2.1K-1.7K-1.8K-2.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.210.140.340.340.25
Total Volume375.348239486268345
Total OI1,480.7391,2841,6991,2841,699

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-03-01$11.23$10.0082.3%23.6%116.8%40.0%82.4%19.9%-7.6%-4.0K177.2K-1.8K0.34125.74N/AN/A20068476808
2022-03-02$11.34$10.0072.9%20.9%116.9%32.6%70.6%11.2%0.9%-4.5K114.3K-1.9K0.34118.46N/AN/A20068494809
2022-03-03$11.12$10.0083.5%23.9%116.9%41.0%99.8%21.5%-14.3%-4.0K100.4K-1.9K0.18119.25N/AN/A38568494809
2022-03-04$11.19$10.0094.9%27.2%117.1%50.0%87.2%13.4%9.0%-5.3K155.3K-2.0K0.19115.46N/AN/A35668531809
2022-03-07$10.78$10.00117.6%33.7%117.2%68.0%107.1%22.9%9.2%-7.4K198.2K-1.8K0.19110.24N/AN/A35668531809
2022-03-08$10.69$10.0072.7%24.4%117.0%32.3%82.1%5.1%-4.1%-4.6K210.8K-1.9K0.18109.78N/AN/A38768531809
2022-03-09$10.79$10.0058.7%20.2%117.3%21.2%81.5%-0.6%0.7%-5.2K210.9K-1.9K0.18111.69N/AN/A38668543809
2022-03-10$10.40$10.0071.0%23.3%117.2%31.0%84.0%4.5%-10.7%-4.1K154.9K-1.9K0.14110.28N/AN/A40658684809
2022-03-11$10.39$10.0093.7%22.6%43.2%49.0%98.1%46.3%-30.3%-4.0K149.5K-2.0K0.16119.76N/AN/A35858684810
2022-03-14$10.40$10.00110.8%18.1%43.1%62.6%64.5%52.1%-21.6%-4.0K110.5K-2.0K0.15108.43N/AN/A38758734810
2022-03-15$10.86$10.0076.3%22.2%45.8%35.2%55.5%7.1%-38.5%-2.7K4.6K-2.0K0.16110.62N/AN/A35258734810
2022-03-16$10.85$12.50153.4%35.4%45.4%96.4%83.8%269.4%9.3%-2.7K103.2K-1.9K0.17116.01N/AN/A33558688810
2022-03-17$10.90$12.5088.5%18.7%45.3%44.9%57.6%46.1%-17.6%-6.2K54.9K-1.9K0.17101.48N/AN/A33558688810
2022-03-18$11.11$12.50103.9%16.5%40.2%57.1%54.5%83.3%-12.8%-7.1K19.7K-1.9K0.14101.64N/AN/A42858688810
2022-03-21$11.00$12.5058.1%14.7%36.0%20.8%52.0%11.6%-4.1%-7.0K56.2K-1.7K0.20109.85N/AN/A26152652801
2022-03-22$11.04$12.5059.0%20.5%34.9%21.5%65.9%15.3%8.7%-4.3K103.0K-1.9K0.21102.44N/AN/A24352653801
2022-03-23$10.88$12.5048.7%15.7%34.8%13.4%59.2%-14.8%5.9%-6.7K73.8K-1.8K0.28107.10N/AN/A18752678801
2022-03-24$10.43$12.5067.0%17.7%37.8%27.9%67.0%28.1%6.1%-5.1K144.1K-1.8K0.29112.28N/AN/A21261698811
2022-03-25$9.79$10.0084.0%16.9%39.2%41.3%61.4%39.7%-29.7%-4.7K220.1K-1.8K0.24110.53N/AN/A29370743811
2022-03-28$9.69$10.0067.3%18.7%38.2%28.1%69.4%24.1%4.8%-3.3K183.4K-2.0K0.24109.55N/AN/A29370869821
2022-03-29$9.77$10.0082.7%18.5%38.2%40.3%63.4%8.6%-8.8%-3.9K174.2K-2.0K0.26103.97N/AN/A27470869821
2022-03-30$9.86$10.0095.3%20.3%38.2%50.3%69.4%1.8%-25.0%-3.5K169.3K-2.1K0.25102.44N/AN/A27570877821
2022-03-31$9.79$10.0070.5%17.4%37.9%30.6%63.2%254.1%-0.8%-3.8K139.3K-2.1K0.2594.39N/AN/A27570878821