INFU Options History — April 2022

In April 2022, INFU traded between $7.03 and $9.87. ATM implied volatility averaged 73.0%, placing in the 32.6% IV rank vs the trailing year. The 30-day expected move averaged 19.5%. IV traded above realized volatility by 37.3% (HV 20d: 35.7%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 2 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 6.12.

Notable Days

  • 2022-04-29: Highest Volume — 1,189 contracts
  • 2022-04-13: Largest IV drop — 50.2% change
  • 2022-04-12: Highest IV Rank — 66.1%
  • 2022-04-07: Largest Expected Move — 33.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$8.34$7.03$9.87$9.87$7.92
Max Pain$10.00$10.00$10.00$10.00$10.00
ATM IV73.0%50.4%115.2%74.5%81.6%
Expected Move19.5%14.4%33.9%16.3%23.4%
HV 20d35.7%32.0%47.4%38.0%47.4%
HV 60d72.0%71.4%74.9%71.5%74.9%
IV Rank32.6%14.7%66.1%33.8%39.4%
IV Percentile71.1%30.2%96.7%80.9%84.3%
Term Structure-6.3%-54.5%48.0%-12.8%-22.4%
VWIV98.6%58.6%233.1%58.6%97.4%
Skew 25d11.2%-65.2%107.3%107.3%20.2%
Skew 10d33.1%-88.0%150.8%150.8%69.0%
Call IV 25d78.4%57.6%224.4%69.7%95.0%
Put IV 25d89.6%57.8%176.9%176.9%115.3%
Bid-Ask Spread %103.1792.26117.8194.52110.18
Gamma HHI0.570.310.720.670.52
Net GEX-2.3K-6.2K602-4.3K-960
Net DEX451.7K143.4K574.3K143.4K501.9K
Net VEX-1.4K-2.2K-821-2.0K-1.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio6.120.5421.000.589.52
Total Volume739.95221,1891901,189
Total OI1,795.51,6861,8841,6991,802

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-04-01$9.87$10.0074.5%16.3%38.0%33.8%58.6%107.3%-12.8%-4.3K143.4K-2.0K0.5894.52N/AN/A12070878821
2022-04-04$9.82$10.0052.5%17.0%36.2%16.4%59.1%-0.7%-10.1%-4.3K155.4K-1.9K0.5492.26N/AN/A9752871821
2022-04-05$9.49$10.0064.3%17.5%37.6%25.7%62.5%-6.5%6.9%-4.2K198.5K-1.8K2.5696.63N/AN/A97248878808
2022-04-06$9.32$10.0061.7%16.2%37.4%23.7%64.9%4.5%-2.9%-6.2K355.9K-2.2K2.05101.63N/AN/A1212488301,006
2022-04-07$9.19$10.0068.7%33.9%35.9%29.2%73.9%-2.9%2.7%-5.6K428.7K-2.0K2.05102.09N/AN/A1212488561,006
2022-04-08$8.91$10.00100.1%19.1%36.9%54.1%82.2%-20.7%-15.8%-3.8K450.6K-1.9K2.2094.89N/AN/A1112448611,006
2022-04-11$8.67$10.00112.1%19.6%37.4%63.6%76.2%-4.5%-8.9%-4.0K470.5K-1.8K1.5795.98N/AN/A1552448711,012
2022-04-12$8.40$10.00115.2%17.5%32.6%66.1%71.1%-4.0%-5.9%-3.4K512.3K-1.6K1.5796.91N/AN/A1552448711,012
2022-04-13$8.26$10.0057.3%16.4%32.3%20.2%65.2%3.6%-15.6%-3.2K493.8K-1.6K6.37102.30N/AN/A1519628711,013
2022-04-14$8.48$10.0064.0%18.4%34.7%25.5%75.7%-1.1%-14.5%-2.3K486.3K-1.5K6.77102.88N/AN/A142962878946
2022-04-18$8.15$10.0051.3%14.7%33.9%15.4%75.5%-5.3%27.5%-818529.4K-1.1K6.3494.06N/AN/A155982758932
2022-04-19$8.09$10.0050.4%14.4%34.0%14.7%106.6%-65.2%3.4%-323561.4K-8217.67101.23N/AN/A128982778953
2022-04-20$8.16$10.0070.0%20.1%34.4%30.2%89.8%14.8%-9.4%-1.4K500.5K-1.3K8.41105.26N/AN/A116976816963
2022-04-21$7.84$10.0069.5%19.9%35.5%29.8%66.3%26.6%-26.9%-860523.5K-1.2K8.42103.99N/AN/A116977816968
2022-04-22$7.51$10.0064.9%18.6%35.6%26.2%186.3%53.5%-12.7%-186574.3K-8568.52108.53N/AN/A116988816969
2022-04-25$7.24$10.0080.6%23.1%32.0%38.7%233.1%23.4%-10.0%-787528.5K-9728.37114.60N/AN/A116971816991
2022-04-26$7.03$10.0062.8%18.0%32.3%24.5%214.0%7.7%48.0%602547.1K-8519.06114.37N/AN/A107969816994
2022-04-27$7.12$10.0074.0%21.2%32.8%33.4%73.9%62.1%6.9%151532.4K-94421.00113.27N/AN/A121817996
2022-04-28$7.39$10.0084.1%24.1%36.9%41.4%140.5%12.3%-54.5%-625538.9K-9298.79117.81N/AN/A112985816977
2022-04-29$7.92$10.0081.6%23.4%47.4%39.4%97.4%20.2%-22.4%-960501.9K-1.2K9.52110.18N/AN/A1131,076826976