INFU Options History — October 2022

In October 2022, INFU traded between $7.01 and $7.86. ATM implied volatility averaged 88.8%, placing in the 19.9% IV rank vs the trailing year. The 30-day expected move averaged 24.5%. IV traded above realized volatility by 13.5% (HV 20d: 75.3%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 16 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.34.

Notable Days

2022-10-27: Highest Volume — 207 contracts
2022-10-04: Largest IV drop — 50.8% change
2022-10-03: Highest IV Rank — 52.2%
2022-10-03: Largest Expected Move — 48.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$7.49	$7.01	$7.86	$7.01	$7.76
Max Pain	$9.64	$7.50	$10.00	$7.50	$10.00
ATM IV	88.8%	61.8%	170.2%	170.2%	84.0%
Expected Move	24.5%	18.3%	48.8%	48.8%	24.1%
HV 20d	75.3%	37.2%	135.8%	134.5%	39.1%
HV 60d	90.2%	82.1%	91.9%	90.2%	82.1%
IV Rank	19.9%	9.2%	52.2%	52.2%	18.0%
IV Percentile	70.0%	43.3%	97.6%	97.6%	71.8%
Term Structure	7.9%	-68.7%	177.8%	-68.7%	-16.8%
VWIV	83.6%	57.8%	142.5%	142.5%	85.1%
Skew 25d	35.2%	-16.8%	115.9%	49.4%	35.9%
Skew 10d	48.3%	-39.2%	162.1%	67.0%	59.8%
Call IV 25d	74.7%	36.0%	227.8%	144.0%	75.6%
Put IV 25d	109.9%	52.6%	234.5%	193.4%	111.5%
Bid-Ask Spread %	112.31	95.11	128.71	117.61	108.57
Gamma HHI	0.61	0.48	0.96	0.65	0.48
Net GEX	765	-1.6K	2.9K	469	-1.4K
Net DEX	38.3K	-30.6K	93.0K	60.3K	78.4K
Net VEX	-146	-218	-32	-90	-202
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.34	0.04	1.22	0.25	1.20
Total Volume	125.238	35	207	35	191
Total OI	286	202	323	231	323

Daily Data (21 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2022-10-03	$7.01	$7.50	170.2%	48.8%	134.5%	52.2%	142.5%	49.4%	-68.7%	469	60.3K	-90	0.25	117.61	N/A	N/A	28	7	105	126
2022-10-04	$7.28	$7.50	83.8%	24.0%	135.4%	17.9%	75.1%	29.7%	10.7%	376	44.1K	-164	0.09	115.11	N/A	N/A	76	7	105	126
2022-10-05	$7.20	$7.50	73.1%	20.9%	135.1%	13.7%	70.7%	-16.8%	-1.2%	1.6K	38.4K	-154	0.09	119.34	N/A	N/A	76	7	155	126
2022-10-06	$7.31	$10.00	61.8%	18.3%	135.3%	9.2%	78.8%	11.5%	-11.6%	1.9K	40.0K	-146	0.09	100.96	N/A	N/A	76	7	155	126
2022-10-07	$7.09	$10.00	84.6%	25.1%	135.6%	18.2%	117.2%	81.8%	-29.4%	1.0K	19.3K	-184	0.09	112.58	N/A	N/A	76	7	155	126
2022-10-10	$7.25	$10.00	117.2%	20.5%	135.8%	31.2%	92.3%	59.0%	3.8%	1.3K	40.2K	-137	0.09	109.38	N/A	N/A	76	7	155	126
2022-10-11	$7.38	$10.00	114.9%	23.5%	135.8%	30.3%	79.3%	72.0%	-2.6%	1.2K	29.1K	-153	0.05	100.20	N/A	N/A	155	7	155	126
2022-10-12	$7.17	$10.00	69.9%	20.0%	99.9%	12.4%	69.3%	0.4%	6.5%	1.7K	36.3K	-141	0.05	122.75	N/A	N/A	150	7	185	126
2022-10-13	$7.34	$10.00	94.5%	27.1%	43.1%	22.2%	95.2%	115.9%	-33.4%	2.4K	16.7K	-188	0.07	100.04	N/A	N/A	101	7	185	126
2022-10-14	$7.33	$10.00	72.7%	20.9%	43.1%	13.5%	73.3%	22.0%	-9.4%	2.4K	35.1K	-147	0.07	97.64	N/A	N/A	100	7	185	126
2022-10-17	$7.27	$10.00	72.7%	20.8%	42.0%	13.5%	71.2%	25.3%	-14.6%	2.2K	35.1K	-130	0.07	109.01	N/A	N/A	100	7	185	126
2022-10-18	$7.71	$10.00	77.8%	22.3%	47.1%	15.5%	65.9%	48.8%	-6.4%	260	-15.3K	-122	0.07	95.11	N/A	N/A	102	7	185	126
2022-10-19	$7.82	$10.00	97.3%	27.9%	42.2%	23.3%	86.8%	35.0%	-3.9%	1.9K	-3.5K	-171	0.06	119.84	N/A	N/A	103	6	185	126
2022-10-20	$7.83	$10.00	75.3%	21.6%	41.1%	14.5%	64.8%	6.8%	177.8%	2.9K	105	-32	0.06	124.56	N/A	N/A	103	6	185	125
2022-10-21	$7.85	$10.00	93.0%	26.7%	39.8%	21.6%	72.4%	55.4%	95.3%	-290	-30.6K	-150	0.04	122.98	N/A	N/A	146	6	185	125
2022-10-24	$7.64	$10.00	67.3%	19.3%	41.5%	11.4%	57.8%	37.6%	87.2%	476	63.5K	-82	0.07	118.03	N/A	N/A	86	6	77	125
2022-10-25	$7.86	$10.00	74.8%	21.4%	39.5%	14.4%	75.0%	12.6%	-17.7%	112	56.7K	-104	1.21	105.51	N/A	N/A	86	104	77	125
2022-10-26	$7.79	$10.00	72.5%	20.8%	37.2%	13.5%	72.8%	4.7%	-22.0%	-1.6K	89.7K	-173	1.22	109.45	N/A	N/A	85	104	77	225
2022-10-27	$7.55	$10.00	99.4%	28.5%	38.9%	24.1%	100.6%	26.5%	-9.3%	-1.3K	93.0K	-173	1.01	121.04	N/A	N/A	103	104	78	225
2022-10-28	$7.77	$10.00	108.8%	31.2%	39.8%	27.9%	109.2%	25.9%	32.0%	-1.3K	78.4K	-218	1.20	128.71	N/A	N/A	87	104	96	225
2022-10-31	$7.76	$10.00	84.0%	24.1%	39.1%	18.0%	85.1%	35.9%	-16.8%	-1.4K	78.4K	-202	1.20	108.57	N/A	N/A	87	104	98	225