INFU Options History — December 2022

In December 2022, INFU traded between $8.25 and $8.96. ATM implied volatility averaged 100.2%, placing in the 24.1% IV rank vs the trailing year. The 30-day expected move averaged 26.6%. IV traded above realized volatility by 62.3% (HV 20d: 37.9%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.00.

Notable Days

2022-12-12: Highest Volume — 100 contracts
2022-12-30: Largest IV spike — 249.4% change
2022-12-30: Highest IV Rank — 79.7%
2022-12-30: Largest Expected Move — 68.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$8.61	$8.25	$8.96	$8.76	$8.54
Max Pain	$9.76	$7.50	$10.00	$7.50	$10.00
ATM IV	100.2%	46.4%	239.6%	176.4%	239.6%
Expected Move	26.6%	13.1%	68.7%	50.6%	68.7%
HV 20d	37.9%	35.3%	42.8%	36.9%	35.4%
HV 60d	50.5%	36.8%	83.5%	82.8%	36.8%
IV Rank	24.1%	2.6%	79.7%	54.5%	79.7%
IV Percentile	59.0%	4.8%	97.6%	96.0%	97.6%
Term Structure	4.3%	-30.8%	66.9%	-18.7%	-18.5%
VWIV	59.1%	59.1%	59.1%	59.1%	59.1%
Skew 25d	63.3%	-19.1%	318.1%	318.1%	246.9%
Skew 10d	30.9%	-45.9%	322.1%	157.7%	322.1%
Call IV 25d	66.6%	38.9%	153.8%	123.0%	153.8%
Put IV 25d	129.9%	40.9%	441.1%	441.1%	400.7%
Bid-Ask Spread %	122.46	98.67	140.03	138.02	126.50
Gamma HHI	0.65	0.49	0.89	0.69	0.51
Net GEX	928	65	1.7K	917	312
Net DEX	-57.5K	-125.0K	-15.0K	-67.5K	-28.9K
Net VEX	-116	-241	-54	-111	-241
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.00	0.00	0.00	0.00	0.00
Total Volume	14.429	0	100	0	0
Total OI	166	126	316	126	235

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	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2022-12-01	$8.76	$7.50	176.4%	50.6%	36.9%	54.5%	0.0%	318.1%	-18.7%	917	-67.5K	-111	138.02	N/A	N/A	0	0	121	5
2022-12-02	$8.88	$7.50	168.1%	48.2%	35.5%	51.2%	0.0%	-11.3%	-8.4%	1.0K	-73.8K	-110	139.29	N/A	N/A	0	0	121	5
2022-12-05	$8.67	$10.00	119.5%	46.4%	35.3%	31.8%	0.0%	195.8%	11.4%	788	-67.0K	-107	140.03	N/A	N/A	0	0	121	5
2022-12-06	$8.25	$10.00	134.6%	49.6%	39.3%	37.8%	0.0%	194.9%	10.3%	783	-74.3K	-56	136.84	N/A	N/A	0	0	121	5
2022-12-07	$8.30	$10.00	98.0%	21.1%	38.9%	23.2%	0.0%	-12.2%	-8.5%	1.5K	-61.6K	-89	136.92	N/A	N/A	0	0	121	5
2022-12-08	$8.70	$10.00	105.7%	16.4%	42.8%	26.3%	0.0%	-19.1%	0.5%	1.3K	-72.2K	-88	128.97	N/A	N/A	0	0	121	5
2022-12-09	$8.74	$10.00	72.0%	14.8%	39.6%	12.9%	0.0%	-4.9%	-2.6%	1.1K	-69.3K	-94	106.70	N/A	N/A	0	0	121	5
2022-12-12	$8.80	$10.00	96.1%	14.1%	39.2%	22.5%	0.0%	5.3%	-1.3%	264	-82.6K	-55	100.15	N/A	N/A	100	0	121	5
2022-12-13	$8.95	$10.00	139.5%	13.1%	39.5%	39.8%	0.0%	1.8%	6.5%	271	-84.1K	-56	98.67	N/A	N/A	0	0	211	5
2022-12-14	$8.96	$10.00	47.3%	13.6%	39.5%	3.0%	0.0%	-14.4%	2.8%	275	-84.6K	-54	110.46	N/A	N/A	0	0	211	5
2022-12-15	$8.81	$10.00	61.0%	17.5%	39.2%	8.5%	59.1%	-3.5%	-8.4%	236	-82.7K	-58	115.17	N/A	N/A	100	0	211	5
2022-12-16	$8.80	$10.00	135.1%	38.7%	36.5%	38.0%	0.0%	226.8%	2.9%	953	-125.0K	-169	133.06	N/A	N/A	2	0	311	5
2022-12-19	$8.54	$10.00	72.4%	20.8%	37.0%	13.0%	0.0%	18.0%	66.9%	1.4K	-44.8K	-143	129.21	N/A	N/A	1	0	132	2
2022-12-20	$8.30	$10.00	61.0%	17.5%	36.1%	8.5%	0.0%	16.4%	-0.2%	1.4K	-32.3K	-117	124.50	N/A	N/A	0	0	133	2
2022-12-21	$8.53	$10.00	83.4%	23.9%	37.3%	17.4%	0.0%	67.5%	57.5%	1.6K	-40.1K	-133	125.49	N/A	N/A	0	0	133	2
2022-12-22	$8.37	$10.00	48.8%	14.0%	37.7%	3.6%	0.0%	20.8%	18.5%	1.5K	-27.3K	-111	119.94	N/A	N/A	0	0	133	2
2022-12-23	$8.54	$10.00	46.4%	13.3%	38.0%	2.6%	0.0%	12.6%	21.9%	1.7K	-27.8K	-108	116.54	N/A	N/A	0	0	133	2
2022-12-27	$8.50	$10.00	48.6%	13.9%	37.9%	3.5%	0.0%	11.1%	14.6%	1.6K	-27.9K	-102	104.70	N/A	N/A	0	100	133	2
2022-12-28	$8.44	$10.00	82.2%	23.6%	37.4%	16.9%	0.0%	45.9%	-30.8%	65	-15.0K	-221	106.07	N/A	N/A	0	0	133	102
2022-12-29	$8.50	$10.00	68.6%	19.7%	37.1%	11.5%	0.0%	12.9%	-26.3%	414	-18.7K	-215	134.40	N/A	N/A	0	0	133	102
2022-12-30	$8.54	$10.00	239.6%	68.7%	35.4%	79.7%	0.0%	246.9%	-18.5%	312	-28.9K	-241	126.50	N/A	N/A	0	0	133	102