INFU Options History — July 2022

In July 2022, INFU traded between $9.50 and $10.04. ATM implied volatility averaged 91.9%, placing in the 30.0% IV rank vs the trailing year. The 30-day expected move averaged 17.8%. IV traded above realized volatility by 48.3% (HV 20d: 43.6%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 2.84.

Notable Days

  • 2022-07-14: Highest Volume — 453 contracts
  • 2022-07-08: Largest IV spike — 108.2% change
  • 2022-07-11: Highest IV Rank — 100.0%
  • 2022-07-01: Largest Expected Move — 54.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$9.72$9.50$10.04$9.63$9.74
Max Pain$9.88$7.50$10.00$7.50$10.00
ATM IV91.9%42.0%281.3%190.3%58.4%
Expected Move17.8%12.0%54.6%54.6%16.8%
HV 20d43.6%29.0%51.5%51.3%29.0%
HV 60d61.8%58.8%63.4%63.4%58.8%
IV Rank30.0%4.0%100.0%98.4%10.6%
IV Percentile49.6%2.0%100.0%99.6%44.8%
Term Structure8.8%-23.3%112.5%4.1%-7.0%
VWIV64.8%44.1%81.4%66.3%74.3%
Skew 25d27.7%-4.3%156.7%156.7%13.6%
Skew 10d35.4%-8.5%106.3%106.3%21.5%
Call IV 25d53.0%39.0%79.9%79.9%55.9%
Put IV 25d80.7%47.8%236.6%236.6%69.5%
Bid-Ask Spread %108.5198.14133.88133.88113.23
Gamma HHI0.630.450.970.450.77
Net GEX-4.9K-7.1K-3.4K-3.4K-6.4K
Net DEX134.7K68.7K201.3K81.1K174.9K
Net VEX-948-1.1K-833-1.1K-868
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.840.935.065.060.97
Total Volume322.8141453400142
Total OI934.358811,000921944

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-07-01$9.63$7.50190.3%54.6%51.3%98.4%66.3%156.7%4.1%-3.4K81.1K-1.1K5.06133.88N/AN/A66334242679
2022-07-05$9.53$10.0080.7%19.4%51.5%30.3%76.6%6.7%-12.6%-3.7K119.8K-1.1K4.94110.49N/AN/A66326242679
2022-07-06$9.57$10.00134.8%18.3%51.1%63.9%81.4%17.2%-23.3%-3.6K91.7K-1.1K4.87109.69N/AN/A67326242681
2022-07-07$9.65$10.0072.3%19.9%47.1%25.1%55.6%-2.3%-12.1%-3.8K107.6K-1.1K4.88107.56N/AN/A67327245681
2022-07-08$10.04$10.00150.6%16.3%49.4%73.7%72.0%17.6%-0.6%-3.4K68.7K-1.0K2.82101.46N/AN/A116327245682
2022-07-11$9.79$10.00245.4%16.0%48.1%100.0%53.6%-4.2%13.5%-3.7K94.9K-9762.82111.52N/AN/A116327245682
2022-07-12$9.50$10.00281.3%15.6%47.3%100.0%65.0%5.9%12.2%-4.4K154.9K-9712.82101.46N/AN/A116327245682
2022-07-13$9.58$10.0051.6%14.8%46.8%7.9%67.4%27.4%-4.1%-4.2K139.5K-9442.8998.14N/AN/A116335245682
2022-07-14$9.51$10.0055.6%15.9%46.0%9.5%66.0%22.4%9.2%-3.8K129.1K-9202.84103.00N/AN/A118335245672
2022-07-15$9.73$10.0042.0%12.0%46.3%4.0%44.1%8.8%112.5%-4.1K106.3K-8532.84124.41N/AN/A118335247672
2022-07-18$9.74$10.0053.1%15.2%45.7%8.5%54.0%8.9%4.9%-4.4K95.2K-8712.97101.76N/AN/A74220238643
2022-07-19$9.73$10.0049.9%14.3%45.8%7.2%50.7%-4.3%-0.4%-5.0K126.4K-8473.73100.61N/AN/A74276238653
2022-07-20$9.60$10.0050.0%14.3%45.8%7.3%72.0%22.8%16.8%-6.7K186.2K-9143.28102.33N/AN/A74243238719
2022-07-21$9.84$10.0047.9%13.7%46.1%6.4%55.4%9.5%22.0%-7.1K146.9K-9783.49108.03N/AN/A71248238762
2022-07-22$9.80$10.0051.0%14.6%45.3%7.7%70.0%37.4%1.6%-6.8K149.5K-9701.66101.57N/AN/A71118238762
2022-07-25$10.04$10.0061.0%17.5%35.0%11.6%68.0%46.2%-8.9%-5.9K137.9K-9081.04108.94N/AN/A7578238712
2022-07-26$9.74$10.0057.9%16.6%33.4%10.4%73.1%54.6%16.7%-5.7K201.3K-8520.93109.53N/AN/A7570241702
2022-07-27$9.75$10.0045.6%13.1%32.0%5.5%54.5%53.6%11.9%-6.4K198.9K-8330.99112.13N/AN/A7170241701
2022-07-28$9.80$10.0058.7%16.8%29.5%10.8%74.9%54.8%18.8%-5.8K183.2K-8470.99110.49N/AN/A7170243701
2022-07-29$9.74$10.0058.4%16.8%29.0%10.6%74.3%13.6%-7.0%-6.4K174.9K-8680.97113.23N/AN/A7270243701