INFU Options History — January 2023

In January 2023, INFU traded between $8.77 and $10.00. ATM implied volatility averaged 93.5%, placing in the 21.4% IV rank vs the trailing year. The 30-day expected move averaged 27.3%. IV traded above realized volatility by 59.5% (HV 20d: 34.0%). Max pain ranged from $7.50 to $12.50. Net GEX was positive for 10 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 1.87.

Notable Days

2023-01-17: Highest Volume — 75 contracts
2023-01-26: Largest IV spike — 210.0% change
2023-01-04: Highest IV Rank — 46.2%
2023-01-04: Largest Expected Move — 44.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$9.57	$8.77	$10.00	$8.77	$10.00
Max Pain	$11.00	$7.50	$12.50	$10.00	$12.50
ATM IV	93.5%	45.2%	155.7%	140.5%	64.8%
Expected Move	27.3%	13.0%	44.6%	40.3%	18.6%
HV 20d	34.0%	30.9%	36.4%	36.4%	35.0%
HV 60d	36.5%	35.7%	37.6%	37.0%	35.7%
IV Rank	21.4%	2.2%	46.2%	40.2%	10.0%
IV Percentile	56.8%	3.6%	92.9%	90.9%	34.5%
Term Structure	3.3%	-23.3%	64.0%	64.0%	21.0%
VWIV	70.3%	45.2%	92.1%	45.2%	92.1%
Skew 25d	68.1%	-28.5%	314.8%	301.5%	6.7%
Skew 10d	77.8%	-92.5%	374.2%	347.9%	10.6%
Call IV 25d	69.7%	39.6%	150.1%	136.3%	58.2%
Put IV 25d	137.8%	48.7%	464.9%	437.8%	64.9%
Bid-Ask Spread %	110.68	85.83	129.81	116.39	111.53
Gamma HHI	0.66	0.38	0.91	0.48	0.66
Net GEX	318	-2.4K	5.1K	110	-2.1K
Net DEX	3.1K	-67.5K	58.1K	-26.1K	45.5K
Net VEX	-168	-238	-121	-215	-129
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.87	0.00	10.00	1.20	0.00
Total Volume	7.1	0	75	11	0
Total OI	281.15	235	370	235	268

Daily Data (20 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
2023-01-03	$8.77	$10.00	140.5%	40.3%	36.4%	40.2%	0.0%	301.5%	64.0%	110	-26.1K	-215	1.20	116.39	N/A	N/A	5	6	133	102
2023-01-04	$8.88	$10.00	155.7%	44.6%	35.6%	46.2%	0.0%	314.8%	22.4%	-838	-45.4K	-195	0.00	126.32	N/A	N/A	4	0	141	108
2023-01-05	$9.18	$7.50	65.9%	26.0%	31.9%	10.4%	0.0%	8.2%	-15.7%	832	-40.9K	-204	0.00	115.31	N/A	N/A	1	0	145	108
2023-01-06	$9.23	$7.50	56.3%	20.2%	31.9%	6.6%	0.0%	-10.5%	-2.9%	1.7K	-33.2K	-211	0.00	115.90	N/A	N/A	0	0	146	108
2023-01-09	$9.62	$7.50	50.6%	16.6%	30.9%	4.3%	0.0%	10.2%	-7.4%	3.9K	-56.6K	-174	0.00	91.16	N/A	N/A	0	0	146	108
2023-01-10	$9.50	$7.50	68.2%	15.2%	31.5%	11.3%	0.0%	40.7%	-3.1%	2.7K	-67.5K	-128	0.00	96.08	N/A	N/A	0	0	146	108
2023-01-11	$9.54	$7.50	70.5%	20.2%	31.5%	12.3%	0.0%	-3.6%	-11.3%	1.6K	-57.8K	-164	10.00	108.07	N/A	N/A	4	40	146	108
2023-01-12	$10.00	$12.50	112.6%	32.3%	34.8%	29.1%	0.0%	80.8%	-3.9%	2.8K	-47.2K	-153	0.00	124.46	N/A	N/A	0	0	147	148
2023-01-13	$9.79	$12.50	85.9%	24.6%	36.1%	18.4%	0.0%	-0.8%	-23.3%	1.5K	-34.9K	-193	0.00	92.44	N/A	N/A	0	0	147	148
2023-01-17	$9.81	$12.50	45.2%	13.0%	35.2%	2.2%	45.2%	6.8%	29.4%	5.1K	-31.4K	-121	0.00	113.96	N/A	N/A	0	75	147	148
2023-01-18	$9.72	$12.50	96.0%	27.5%	35.5%	22.4%	0.0%	153.4%	-19.6%	3.7K	18.0K	-185	0.00	114.36	N/A	N/A	0	0	147	223
2023-01-19	$9.61	$12.50	58.6%	16.8%	33.7%	7.5%	0.0%	-9.3%	5.3%	-1.3K	54.2K	-161	0.00	117.44	N/A	N/A	0	0	147	223
2023-01-20	$9.29	$12.50	140.5%	40.3%	34.4%	40.2%	73.7%	-28.5%	41.9%	-1.8K	58.1K	-238	0.00	129.81	N/A	N/A	6	0	147	223
2023-01-23	$9.64	$12.50	81.4%	23.3%	35.4%	16.6%	0.0%	10.7%	2.1%	-2.4K	56.0K	-196	0.00	92.72	N/A	N/A	0	0	44	223
2023-01-24	$9.78	$12.50	108.3%	31.0%	34.2%	27.3%	92.1%	62.3%	-18.2%	-1.6K	48.8K	-155	0.00	115.46	N/A	N/A	1	0	45	223
2023-01-25	$9.73	$12.50	50.1%	14.4%	34.2%	4.1%	0.0%	-1.3%	5.7%	-2.0K	55.0K	-132	0.00	116.23	N/A	N/A	0	0	45	223
2023-01-26	$9.75	$12.50	155.4%	44.6%	34.0%	46.1%	0.0%	192.2%	-6.2%	-2.0K	56.4K	-141	0.00	116.56	N/A	N/A	0	0	45	223
2023-01-27	$9.79	$12.50	109.4%	31.4%	33.6%	27.8%	0.0%	52.3%	-11.8%	-1.7K	55.1K	-137	0.00	113.58	N/A	N/A	0	0	45	223
2023-01-30	$9.71	$12.50	154.3%	44.2%	34.1%	45.7%	0.0%	175.6%	-1.5%	-2.1K	55.5K	-128	0.00	85.83	N/A	N/A	0	0	45	223
2023-01-31	$10.00	$12.50	64.8%	18.6%	35.0%	10.0%	0.0%	6.7%	21.0%	-2.1K	45.5K	-129	0.00	111.53	N/A	N/A	0	0	45	223