INFU Options History — September 2022

In September 2022, INFU traded between $6.54 and $9.47. ATM implied volatility averaged 99.7%, placing in the 24.4% IV rank vs the trailing year. The 30-day expected move averaged 24.4%. IV traded above realized volatility by 7.2% (HV 20d: 92.5%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 7 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.94.

Notable Days

  • 2022-09-13: Highest Volume — 135 contracts
  • 2022-09-06: Largest IV spike — 475.6% change
  • 2022-09-06: Highest IV Rank — 100.0%
  • 2022-09-30: Largest Expected Move — 65.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$7.39$6.54$9.47$7.65$7.12
Max Pain$8.10$7.50$10.00$7.50$7.50
ATM IV99.7%44.6%290.6%44.6%229.6%
Expected Move24.4%12.8%65.8%12.8%65.8%
HV 20d92.5%29.3%134.5%35.4%134.5%
HV 60d76.3%54.8%91.7%55.8%90.6%
IV Rank24.4%4.9%100.0%5.1%75.8%
IV Percentile63.1%7.1%100.0%7.1%98.8%
Term Structure1.7%-36.9%23.3%12.9%-36.9%
VWIV74.1%55.0%98.2%79.1%83.8%
Skew 25d40.6%-16.3%169.2%3.2%125.4%
Skew 10d16.3%-25.6%79.4%2.5%79.4%
Call IV 25d69.1%43.3%93.7%43.8%90.4%
Put IV 25d109.6%47.0%255.2%47.0%215.7%
Bid-Ask Spread %121.73109.38142.90109.38122.41
Gamma HHI0.530.490.710.510.51
Net GEX-477-1.8K422-1.8K239
Net DEX64.2K-15.4K92.7K71.4K54.1K
Net VEX-159-284-82-221-141
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.940.002.111.730.93
Total Volume39.7140135054
Total OI231.381200264249227

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-09-01$7.65$7.5044.6%12.8%35.4%5.1%0.0%3.2%12.9%-1.8K71.4K-2210.00109.38N/AN/A0073176
2022-09-02$7.65$7.5050.5%14.5%34.6%4.9%0.0%-0.2%-4.8%-1.5K72.8K-2060.00131.97N/AN/A0073176
2022-09-06$7.63$10.00290.6%44.4%31.0%100.0%79.1%169.2%-0.2%-62064.9K-2241.73142.90N/AN/A447673176
2022-09-07$7.79$10.0069.4%16.2%31.9%12.2%66.3%8.9%22.3%-1.2K72.4K-2031.73124.36N/AN/A447673176
2022-09-08$7.73$10.0068.7%22.1%30.9%11.9%0.0%24.9%-2.7%-1.5K68.5K-2060.00118.01N/AN/A0073176
2022-09-09$7.70$10.0082.9%16.3%29.3%17.6%0.0%15.2%2.5%-1.4K76.2K-1750.00110.91N/AN/A0073176
2022-09-12$7.55$10.00137.5%23.3%29.9%39.3%82.1%25.7%-10.9%-74277.8K-1650.00117.78N/AN/A15073176
2022-09-13$7.40$7.50165.9%24.0%29.8%50.5%78.6%19.6%-17.4%-1.1K83.0K-1541.29116.78N/AN/A597688176
2022-09-14$9.47$7.50142.7%40.9%93.8%41.3%0.0%65.3%-20.7%-229-15.4K-2840.00131.77N/AN/A0088176
2022-09-15$7.33$7.5053.3%15.3%132.8%5.8%0.0%-16.3%10.3%-1.1K74.3K-1700.00131.57N/AN/A0088176
2022-09-16$7.31$7.5082.1%23.5%132.5%17.2%60.2%18.9%-9.7%-14192.7K-1672.11130.51N/AN/A367688176
2022-09-19$7.51$7.50119.6%34.3%132.4%32.1%98.2%63.0%-2.1%-3859.1K-1470.00124.13N/AN/A4074126
2022-09-20$7.47$7.5072.6%20.8%132.0%13.5%0.0%17.0%-12.8%-2460.6K-1390.00122.98N/AN/A0075126
2022-09-21$7.07$7.50101.0%29.0%132.7%24.7%0.0%87.3%19.4%14766.7K-980.00125.82N/AN/A0075126
2022-09-22$6.92$7.5065.2%18.7%132.8%10.5%0.0%54.7%-3.2%30568.0K-820.00123.02N/AN/A0075126
2022-09-23$6.77$7.5057.6%16.5%132.8%7.5%0.0%31.2%13.8%14067.4K-850.00115.87N/AN/A0075126
2022-09-26$6.76$7.5057.6%16.5%132.4%7.5%55.0%36.9%18.8%21966.2K-860.79120.30N/AN/A332675126
2022-09-27$6.54$7.5060.4%17.3%132.7%8.6%75.2%32.1%22.4%1360.4K-1040.79110.40N/AN/A332675126
2022-09-28$6.86$7.5065.1%18.7%134.1%10.5%67.5%28.5%23.3%-18549.8K-1500.48115.16N/AN/A542675126
2022-09-29$7.03$7.5077.1%22.1%134.4%15.3%69.1%42.2%10.7%42256.7K-1340.52110.37N/AN/A5026100126
2022-09-30$7.12$7.50229.6%65.8%134.5%75.8%83.8%125.4%-36.9%23954.1K-1410.93122.41N/AN/A2826101126