INFU Options History — June 2022

In June 2022, INFU traded between $8.63 and $10.13. ATM implied volatility averaged 82.8%, placing in the 31.6% IV rank vs the trailing year. The 30-day expected move averaged 25.3%. IV traded above realized volatility by 22.5% (HV 20d: 60.3%). 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 4 of 21 days. Put/call ratio averaged 3.90.

Notable Days

  • 2022-06-24: Highest Volume — 485 contracts
  • 2022-06-15: Largest IV spike — 100.1% change
  • 2022-06-17: Highest IV Rank — 69.4%
  • 2022-06-17: Largest Expected Move — 41.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$9.27$8.63$10.13$9.03$9.59
Max Pain$8.93$7.50$10.00$10.00$7.50
ATM IV82.8%47.6%143.6%53.3%80.7%
Expected Move25.3%14.6%41.2%15.3%23.1%
HV 20d60.3%52.3%83.8%83.8%53.4%
HV 60d61.4%59.7%63.8%59.7%63.8%
IV Rank31.6%9.7%69.4%13.3%30.3%
IV Percentile65.8%16.2%98.8%37.1%76.6%
Term Structure-9.8%-53.8%52.9%-1.4%10.2%
VWIV71.4%53.5%109.5%60.3%67.0%
Skew 25d25.3%-26.6%113.1%-12.1%71.5%
Skew 10d25.7%-18.8%84.2%-6.4%69.9%
Call IV 25d66.8%42.9%131.2%64.3%78.0%
Put IV 25d92.1%45.2%181.8%52.1%149.5%
Bid-Ask Spread %123.1789.15148.7889.15130.92
Gamma HHI0.510.430.680.470.45
Net GEX-3.3K-5.1K-1.7K-3.4K-3.6K
Net DEX148.8K56.1K231.6K109.0K134.8K
Net VEX-1.1K-1.2K-955-1.2K-1.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.902.437.662.475.06
Total Volume347.667290485323400
Total OI945.0487341,045904911

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-06-01$9.03$10.0053.3%15.3%83.8%13.3%60.3%-12.1%-1.4%-3.4K109.0K-1.2K2.4789.15N/AN/A93230252652
2022-06-02$9.42$10.0053.0%32.7%83.8%13.1%54.4%63.6%-5.8%-2.7K79.4K-1.1K2.47126.68N/AN/A93230262667
2022-06-03$9.42$10.0047.6%21.1%71.0%9.7%70.7%-15.4%-16.0%-2.7K117.4K-1.1K2.51134.18N/AN/A93233262670
2022-06-06$9.59$10.0059.3%18.5%70.8%17.0%53.5%35.5%-4.9%-3.1K113.8K-1.2K2.51129.14N/AN/A93233262690
2022-06-07$10.12$10.0048.0%19.7%62.6%10.0%62.0%35.5%-19.3%-3.0K56.1K-1.2K2.4390.53N/AN/A96233262700
2022-06-08$10.13$10.0067.6%19.4%62.1%22.2%67.6%6.2%-17.9%-3.0K76.0K-1.2K2.43120.40N/AN/A96233266710
2022-06-09$9.73$10.00120.6%34.6%56.0%55.1%64.1%39.2%-5.7%-3.5K101.7K-1.2K2.43145.00N/AN/A96233276710
2022-06-10$9.36$10.00134.3%38.5%58.5%63.6%91.2%-26.6%-32.5%-2.4K113.9K-1.1K2.91127.46N/AN/A80233276710
2022-06-13$9.20$10.0065.2%18.7%58.1%20.7%58.0%-6.3%-9.6%-3.8K127.5K-1.1K2.69129.10N/AN/A80215277730
2022-06-14$8.98$10.0066.3%19.0%56.4%21.4%60.9%-0.1%52.9%-1.7K154.8K-1.1K2.63121.86N/AN/A80210277728
2022-06-15$8.91$10.00132.8%38.1%53.2%62.7%109.5%-8.9%-53.8%-2.3K227.3K-9622.63148.78N/AN/A80210277733
2022-06-16$8.77$10.00117.4%33.7%53.5%53.2%71.9%12.9%-12.9%-2.2K220.9K-9642.88129.50N/AN/A80230277733
2022-06-17$8.80$7.50143.6%41.2%53.5%69.4%74.8%11.0%-30.7%-2.8K187.5K-1.0K2.88141.13N/AN/A80230277768
2022-06-21$8.69$7.5091.7%26.3%53.7%37.2%96.7%45.6%-43.7%-2.6K187.6K-9555.75116.67N/AN/A57328228506
2022-06-22$8.63$7.5058.1%16.7%52.3%16.3%75.9%14.4%-2.8%-4.8K230.8K-1.1K5.86107.05N/AN/A56328230684
2022-06-23$8.90$7.5070.5%20.2%52.5%24.0%60.0%9.4%7.5%-5.1K231.6K-1.1K5.86101.53N/AN/A56328231684
2022-06-24$9.69$7.5050.8%14.6%60.1%11.7%59.0%48.2%25.6%-3.1K105.1K-1.2K7.66127.58N/AN/A56429231684
2022-06-27$9.30$7.5081.0%23.2%57.0%30.5%75.4%68.1%-10.5%-4.4K187.7K-1.1K5.96123.07N/AN/A56334232684
2022-06-28$9.08$7.5070.1%20.1%56.4%23.7%91.7%27.5%-19.3%-4.7K189.6K-1.1K5.96115.39N/AN/A56334232694
2022-06-29$9.42$7.50126.5%36.3%58.1%58.8%74.9%113.1%-15.7%-4.5K172.3K-1.1K5.96131.48N/AN/A56334232679
2022-06-30$9.59$7.5080.7%23.1%53.4%30.3%67.0%71.5%10.2%-3.6K134.8K-1.2K5.06130.92N/AN/A66334232679