INFU Options History — November 2022

In November 2022, INFU traded between $7.89 and $8.90. ATM implied volatility averaged 113.0%, placing in the 29.4% IV rank vs the trailing year. The 30-day expected move averaged 28.3%. IV traded above realized volatility by 74.7% (HV 20d: 38.3%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 14 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.93.

Notable Days

2022-11-09: Highest Volume — 199 contracts
2022-11-22: Largest IV spike — 367.2% change
2022-11-30: Highest IV Rank — 89.1%
2022-11-30: Largest Expected Move — 75.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$8.40	$7.89	$8.90	$7.89	$8.50
Max Pain	$7.74	$7.50	$10.00	$10.00	$7.50
ATM IV	113.0%	40.9%	263.3%	84.4%	263.3%
Expected Move	28.3%	11.7%	75.5%	24.2%	75.5%
HV 20d	38.3%	34.9%	40.9%	37.5%	37.7%
HV 60d	82.4%	81.8%	82.7%	81.8%	82.7%
IV Rank	29.4%	0.9%	89.1%	18.2%	89.1%
IV Percentile	62.6%	0.8%	99.2%	72.6%	99.2%
Term Structure	-8.7%	-85.4%	51.5%	-28.6%	-15.8%
VWIV	74.4%	31.2%	156.3%	85.6%	60.4%
Skew 25d	52.0%	-16.1%	250.4%	36.5%	248.9%
Skew 10d	35.9%	-37.8%	301.5%	62.4%	71.5%
Call IV 25d	75.0%	32.8%	176.3%	75.6%	126.5%
Put IV 25d	127.0%	55.5%	375.5%	112.1%	375.5%
Bid-Ask Spread %	117.39	90.39	141.85	90.39	141.85
Gamma HHI	0.65	0.44	0.94	0.49	0.69
Net GEX	48	-2.3K	1.0K	-1.5K	731
Net DEX	-5.3K	-63.3K	76.8K	76.8K	-63.3K
Net VEX	-135	-247	-47	-195	-115
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.93	0.00	8.67	1.20	0.00
Total Volume	120.524	0	199	191	1
Total OI	303.333	74	447	323	125

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
2022-11-01	$7.89	$10.00	84.4%	24.2%	37.5%	18.2%	85.6%	36.5%	-28.6%	-1.5K	76.8K	-195	1.20	90.39	N/A	N/A	87	104	98	225
2022-11-02	$8.19	$10.00	105.2%	30.2%	38.8%	26.4%	141.1%	78.3%	-6.2%	-1.6K	58.0K	-215	8.67	118.85	N/A	N/A	12	104	97	225
2022-11-03	$8.46	$7.50	240.2%	16.6%	39.8%	80.0%	31.2%	14.5%	51.5%	427	28.4K	-79	2.74	121.13	N/A	N/A	38	104	123	225
2022-11-04	$8.70	$7.50	108.8%	30.6%	37.8%	27.9%	92.6%	38.5%	-46.2%	-1.6K	22.2K	-230	2.74	125.54	N/A	N/A	38	104	123	225
2022-11-07	$8.76	$7.50	90.9%	16.8%	37.5%	20.8%	59.6%	21.9%	-3.1%	-2.3K	2.8K	-183	0.04	115.85	N/A	N/A	136	5	123	225
2022-11-08	$8.90	$7.50	138.2%	15.5%	37.5%	39.5%	63.6%	13.1%	-1.5%	-78	-13.4K	-247	0.04	114.44	N/A	N/A	136	5	222	225
2022-11-09	$8.84	$7.50	40.9%	11.7%	35.2%	0.9%	41.8%	21.6%	10.0%	-239	19.8K	-176	0.21	115.17	N/A	N/A	165	34	222	225
2022-11-10	$8.46	$7.50	82.4%	23.6%	39.8%	17.4%	76.3%	22.6%	-10.6%	-83	20.7K	-171	0.22	125.04	N/A	N/A	156	34	232	205
2022-11-11	$8.61	$7.50	64.7%	18.6%	39.8%	10.3%	65.7%	4.7%	-29.3%	153	-12.1K	-225	0.22	111.10	N/A	N/A	156	34	233	205
2022-11-14	$8.57	$7.50	60.1%	17.2%	39.6%	8.5%	60.3%	-14.9%	12.8%	98	-2.0K	-169	0.22	113.89	N/A	N/A	156	34	233	205
2022-11-15	$8.58	$7.50	74.1%	21.2%	34.9%	14.1%	67.5%	18.8%	-12.1%	662	6.8K	-88	0.22	118.03	N/A	N/A	156	34	233	205
2022-11-16	$8.40	$7.50	54.8%	15.7%	35.9%	6.4%	45.5%	32.2%	15.5%	808	9.2K	-84	0.22	112.93	N/A	N/A	156	34	233	205
2022-11-17	$8.10	$7.50	55.5%	15.9%	38.6%	6.7%	55.0%	17.6%	-1.9%	722	9.2K	-84	0.22	100.13	N/A	N/A	156	34	233	205
2022-11-18	$7.89	$7.50	54.8%	15.7%	39.9%	6.0%	62.9%	-15.1%	2.3%	759	11.2K	-81	0.27	103.67	N/A	N/A	135	37	233	205
2022-11-21	$8.21	$7.50	50.2%	14.4%	40.9%	4.2%	49.2%	18.5%	4.1%	951	-30.0K	-77	0.14	105.03	N/A	N/A	35	5	69	5
2022-11-22	$8.25	$7.50	234.4%	67.2%	39.8%	77.6%	156.3%	-16.1%	-45.3%	165	-53.9K	-47	0.14	141.03	N/A	N/A	35	5	94	5
2022-11-23	$8.15	$7.50	162.0%	46.5%	39.9%	48.8%	123.9%	186.0%	-85.4%	145	-53.6K	-56	0.14	99.07	N/A	N/A	36	5	94	5
2022-11-25	$8.28	$7.50	78.5%	22.5%	38.2%	15.4%	0.0%	49.3%	-17.9%	974	-44.4K	-100	0.00	139.58	N/A	N/A	0	0	95	5
2022-11-28	$8.21	$7.50	87.8%	25.2%	37.3%	19.2%	60.4%	64.2%	28.5%	1.0K	-43.3K	-95	0.00	121.75	N/A	N/A	25	0	95	5
2022-11-29	$8.37	$7.50	241.8%	69.3%	37.7%	80.6%	0.0%	250.4%	-2.7%	854	-60.1K	-117	0.00	130.69	N/A	N/A	0	0	120	5
2022-11-30	$8.50	$7.50	263.3%	75.5%	37.7%	89.1%	0.0%	248.9%	-15.8%	731	-63.3K	-115	0.00	141.85	N/A	N/A	1	0	120	5