INFU Options History — August 2022

In August 2022, INFU traded between $7.62 and $9.89. ATM implied volatility averaged 62.9%, placing in the 12.4% IV rank vs the trailing year. The 30-day expected move averaged 17.4%. IV traded below realized volatility by 9.0% (HV 20d: 72.0%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 10 of 23 days. Put/call ratio averaged 0.52.

Notable Days

  • 2022-08-05: Highest Volume — 403 contracts
  • 2022-08-04: Largest IV spike — 147.1% change
  • 2022-08-04: Highest IV Rank — 52.4%
  • 2022-08-08: Largest Expected Move — 27.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$8.18$7.62$9.89$9.89$7.75
Max Pain$8.04$7.50$10.00$10.00$7.50
ATM IV62.9%39.8%162.6%65.1%81.4%
Expected Move17.4%12.4%27.4%18.7%23.3%
HV 20d72.0%29.1%79.7%29.4%79.7%
HV 60d59.4%52.2%63.9%58.4%57.0%
IV Rank12.4%3.1%52.4%13.3%19.9%
IV Percentile37.9%0.8%98.4%56.7%73.8%
Term Structure-0.6%-30.6%72.8%-7.9%-13.5%
VWIV75.8%37.1%100.9%81.3%100.9%
Skew 25d10.0%-80.2%61.4%5.4%29.4%
Skew 10d17.6%-102.4%95.4%8.4%52.9%
Call IV 25d53.7%36.1%118.5%58.9%36.4%
Put IV 25d63.6%33.4%121.5%64.2%65.8%
Bid-Ask Spread %118.3289.97138.36107.80106.38
Gamma HHI0.610.490.960.790.66
Net GEX-2.2K-6.4K-598-6.3K-598
Net DEX75.0K-13.0K382.7K143.1K49.3K
Net VEX-347-836-196-836-201
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.520.001.731.031.73
Total Volume76.3910403132120
Total OI605.87230946946246

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-08-01$9.89$10.0065.1%18.7%29.4%13.3%81.3%5.4%-7.9%-6.3K143.1K-8361.03107.80N/AN/A6567245701
2022-08-02$9.89$10.0061.9%17.7%29.1%12.0%84.1%61.4%-8.9%-6.2K171.4K-7601.03107.03N/AN/A6567246696
2022-08-03$9.84$10.0065.8%18.9%29.2%13.6%82.2%21.6%6.8%-6.4K167.7K-7681.0396.47N/AN/A6567246696
2022-08-04$8.03$10.00162.6%17.9%78.1%52.4%72.7%-14.4%-30.6%-1.1K382.7K-1990.36128.20N/AN/A25994246696
2022-08-05$7.85$10.0051.5%21.2%76.1%7.8%74.8%45.5%-19.0%-2.3K66.7K-4070.56137.87N/AN/A259144367333
2022-08-08$8.17$7.5095.3%27.4%78.1%25.4%96.5%47.4%-29.2%-1.4K15.5K-2800.56138.36N/AN/A259144367383
2022-08-09$8.07$7.5039.8%17.8%77.7%3.1%0.0%36.3%-13.0%-3.0K57.9K-2470.00114.08N/AN/A00367383
2022-08-10$8.23$7.5047.8%13.7%78.1%6.4%0.0%-8.3%3.2%-2.8K20.3K-3530.00123.26N/AN/A00367383
2022-08-11$7.99$7.5082.8%23.7%78.5%20.4%0.0%47.9%-29.5%-3.2K73.6K-3210.00124.42N/AN/A20367383
2022-08-12$8.03$7.5044.1%12.7%77.8%4.9%0.0%4.8%27.3%-1.4K47.9K-4580.00122.02N/AN/A50369383
2022-08-15$8.14$7.5049.6%14.2%78.2%7.1%0.0%7.8%21.6%-1.5K7.9K-2700.00128.34N/AN/A00369383
2022-08-16$8.01$7.5057.2%16.4%78.2%10.1%0.0%10.3%72.8%-66648.1K-3720.00131.22N/AN/A00369383
2022-08-17$8.00$7.5063.6%18.2%78.2%12.7%0.0%-80.2%-23.3%-1.2K12.3K-2610.00133.44N/AN/A00369383
2022-08-18$8.16$7.5044.3%12.7%77.9%5.0%0.0%7.4%58.9%-1.4K-13.0K-2870.00128.40N/AN/A00369383
2022-08-19$7.86$7.5043.4%12.4%78.5%4.6%53.3%-38.6%0.0%-1.5K25.6K-1960.00134.57N/AN/A580369383
2022-08-22$7.64$7.5043.6%12.5%77.6%4.7%0.0%5.1%19.9%-1.8K61.6K-2660.0089.97N/AN/A15054176
2022-08-23$7.90$7.5056.7%16.3%79.1%9.9%37.1%5.9%-8.7%-1.4K56.4K-2720.00104.68N/AN/A2069176
2022-08-24$7.87$7.5052.5%15.1%79.0%8.3%0.0%-3.4%-16.1%-1.6K54.5K-2760.00109.10N/AN/A0070176
2022-08-25$7.93$7.5075.8%21.7%79.1%17.6%0.0%28.7%-27.8%-1.2K59.0K-2750.0097.85N/AN/A0070176
2022-08-26$7.64$7.5067.9%19.5%79.6%14.4%0.0%-1.2%-3.1%-1.4K63.4K-2570.00113.00N/AN/A0070176
2022-08-29$7.62$7.5051.5%14.8%79.1%7.8%0.0%19.1%3.6%-1.4K77.8K-2070.00118.94N/AN/A0070176
2022-08-30$7.64$7.5043.3%12.4%79.1%4.6%0.0%-8.9%1.7%-1.7K75.4K-2070.00125.92N/AN/A0070176
2022-08-31$7.75$7.5081.4%23.3%79.7%19.9%100.9%29.4%-13.5%-59849.3K-2011.73106.38N/AN/A447670176