INFU Options History — May 2022

In May 2022, INFU traded between $8.03 and $9.67. ATM implied volatility averaged 97.8%, placing in the 48.6% IV rank vs the trailing year. The 30-day expected move averaged 26.3%. IV traded above realized volatility by 22.2% (HV 20d: 75.6%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 6.24.

Notable Days

  • 2022-05-04: Highest Volume — 1,198 contracts
  • 2022-05-20: Largest IV spike — 136.2% change
  • 2022-05-20: Highest IV Rank — 100.0%
  • 2022-05-20: Largest Expected Move — 55.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$8.67$8.03$9.67$8.20$9.63
Max Pain$9.76$7.50$10.00$10.00$10.00
ATM IV97.8%49.8%192.8%81.7%54.5%
Expected Move26.3%14.3%55.3%23.4%15.6%
HV 20d75.6%49.7%84.8%49.7%79.8%
HV 60d61.9%54.5%80.7%75.5%58.8%
IV Rank48.6%11.1%100.0%39.5%14.0%
IV Percentile82.7%25.1%100.0%84.4%41.0%
Term Structure-15.2%-75.6%64.9%-5.9%-2.5%
VWIV94.8%51.0%233.8%86.5%60.5%
Skew 25d23.7%-60.0%251.4%4.7%1.3%
Skew 10d33.8%-35.9%181.7%70.0%3.1%
Call IV 25d77.0%48.3%178.3%93.0%53.6%
Put IV 25d100.8%49.7%320.6%97.7%54.9%
Bid-Ask Spread %112.1576.41124.02105.2383.37
Gamma HHI0.630.430.890.890.43
Net GEX-3.7K-8.2K-1.4K-2.7K-2.6K
Net DEX457.9K90.4K675.4K529.2K96.9K
Net VEX-1.3K-1.6K-974-1.3K-1.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio6.242.489.609.522.65
Total Volume897.813101,1981,189310
Total OI1,708.9058842,1221,911904

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-05-02$8.20$10.0081.7%23.4%49.7%39.5%86.5%4.7%-5.9%-2.7K529.2K-1.3K9.52105.23N/AN/A1131,0768261,085
2022-05-03$8.27$10.00111.8%32.0%50.0%63.4%142.5%14.3%-28.0%-1.4K592.6K-9749.52112.61N/AN/A1131,0768261,085
2022-05-04$8.03$10.00100.3%28.7%49.7%54.2%137.3%16.0%12.4%-2.8K472.4K-1.4K9.60115.27N/AN/A1131,0858261,085
2022-05-05$9.12$7.5085.4%20.0%69.0%42.5%61.4%19.7%-2.9%-5.9K446.9K-1.5K5.50113.19N/AN/A1659078261,105
2022-05-06$9.34$7.5080.0%16.5%69.4%38.2%58.2%20.9%-4.6%-8.2K453.5K-1.5K9.1196.47N/AN/A1049477631,126
2022-05-09$8.47$10.00125.4%23.5%77.1%74.2%77.1%1.9%-42.7%-2.3K634.7K-1.1K8.66124.02N/AN/A1079277811,186
2022-05-10$8.74$10.00117.4%19.8%77.4%67.8%79.1%19.2%-8.7%-5.8K533.7K-1.6K8.20115.82N/AN/A1221,0017961,231
2022-05-11$8.07$10.00117.0%33.5%81.8%67.5%109.1%17.6%-75.6%-4.0K617.1K-1.4K8.12117.17N/AN/A1229918061,306
2022-05-12$8.18$10.0075.6%21.7%81.8%34.7%77.0%-2.9%-44.7%-3.6K657.9K-1.2K8.12113.40N/AN/A1229918061,316
2022-05-13$8.47$10.00136.8%39.2%82.2%83.2%133.7%-60.0%-43.1%-3.4K552.7K-1.3K8.12115.66N/AN/A1229918061,316
2022-05-16$8.11$10.0093.9%26.9%82.4%49.2%84.5%35.6%-26.0%-1.7K671.8K-1.2K6.16115.23N/AN/A1619918061,316
2022-05-17$8.58$10.0071.2%20.4%84.8%31.2%71.6%4.4%-29.1%-3.8K614.0K-1.3K6.16121.81N/AN/A1619918061,316
2022-05-18$8.54$10.00100.5%28.8%84.8%54.4%103.7%65.4%-25.8%-3.5K651.2K-1.2K6.16121.12N/AN/A1619918061,316
2022-05-19$8.50$10.0081.6%23.4%83.4%39.4%79.5%-1.1%9.9%-3.7K649.5K-1.2K6.16114.93N/AN/A1619918061,316
2022-05-20$8.52$10.00192.8%55.3%81.5%100.0%233.8%251.4%64.9%-3.8K675.4K-1.2K6.16120.94N/AN/A1619918061,316
2022-05-23$8.82$10.00141.0%40.4%80.4%67.8%100.8%25.6%-22.2%-4.5K180.9K-1.1K2.64123.05N/AN/A92243249635
2022-05-24$8.59$10.0085.4%24.5%80.3%33.2%89.9%36.9%-8.6%-3.8K183.4K-1.1K2.48118.39N/AN/A92228249635
2022-05-25$8.74$10.0090.1%25.8%80.3%36.2%96.6%30.5%-17.4%-5.1K180.2K-1.1K2.75119.35N/AN/A83228249650
2022-05-26$9.38$10.0061.5%17.6%82.6%18.4%51.0%-7.7%-9.0%-3.4K130.7K-1.2K2.6876.41N/AN/A85228249650
2022-05-27$9.67$10.0049.8%14.3%80.2%11.1%58.1%4.7%-9.9%-2.6K90.4K-1.2K2.65111.76N/AN/A85225252652
2022-05-31$9.63$10.0054.5%15.6%79.8%14.0%60.5%1.3%-2.5%-2.6K96.9K-1.2K2.6583.37N/AN/A85225252652