INFU Options History — February 2023 In February 2023, INFU traded between $9.41 and $10.73. ATM implied volatility averaged 78.2%, placing in the 15.5% IV rank vs the trailing year. The 30-day expected move averaged 19.4%. IV traded above realized volatility by 39.4% (HV 20d: 38.8%). Max pain ranged from $10.00 to $12.50. Net GEX was positive for 3 of 19 trading days. Term structure was in contango for 13 of 19 days. Put/call ratio averaged 3.13.
Notable Days 2023-02-23 : Highest Volume — 100 contracts2023-02-06 : Largest IV spike — 143.2% change2023-02-06 : Highest IV Rank — 68.1%2023-02-10 : Largest Expected Move — 41.0%Monthly Statistics Metric Avg Min Max Open Close Price $9.99 $9.41 $10.73 $10.73 $9.41 Max Pain $10.66 $10.00 $12.50 $12.50 $10.00 ATM IV 78.2% 37.9% 210.6% 126.8% 42.8% Expected Move 19.4% 10.9% 41.0% 36.4% 12.3% HV 20d 38.8% 36.3% 41.9% 41.0% 36.3% HV 60d 36.7% 35.5% 37.8% 37.8% 35.7% IV Rank 15.5% 0.0% 68.1% 34.7% 1.9% IV Percentile 38.4% 0.0% 96.4% 84.9% 1.6% Term Structure 10.6% -45.8% 101.8% 26.4% 13.1% VWIV 65.5% 38.4% 120.2% 61.2% 38.4% Skew 25d 107.5% 11.7% 259.0% 227.1% 259.0% Skew 10d 148.9% 1.8% 329.0% 329.0% 324.6% Call IV 25d 56.0% 38.9% 82.5% 48.8% 55.5% Put IV 25d 163.5% 56.3% 314.5% 275.9% 314.5% Bid-Ask Spread % 119.37 105.94 136.88 121.83 106.25 Gamma HHI 0.66 0.42 0.97 0.50 0.69 Net GEX -2.9K -15.7K 1.6K -2.1K 1.4K Net DEX 40.3K -28.0K 108.7K 24.9K 1.4K Net VEX -162 -225 -111 -161 -219 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 3.13 0.00 25.00 0.00 0.00 Total Volume 10.737 0 100 2 0 Total OI 259 103 328 268 237
Daily Data (19 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 2023-02-01 $10.73 $12.50 126.8% 36.4% 41.0% 34.7% 0.0% 227.1% 26.4% -2.1K 24.9K -161 0.00 121.83 N/A N/A 2 0 45 223 2023-02-02 $10.71 $12.50 128.0% 25.1% 41.2% 35.2% 0.0% 12.6% -26.8% -2.2K 25.2K -162 0.00 114.06 N/A N/A 4 0 47 223 2023-02-03 $10.54 $12.50 86.6% 24.0% 41.2% 18.7% 0.0% 121.6% -32.1% -2.3K 30.2K -149 0.00 114.53 N/A N/A 0 0 44 223 2023-02-06 $10.39 $12.50 210.6% 22.4% 41.9% 68.1% 0.0% 53.5% 16.6% -2.1K 37.9K -173 0.00 121.19 N/A N/A 0 0 44 223 2023-02-07 $10.59 $12.50 86.6% 17.3% 40.1% 18.7% 61.2% 70.9% -21.6% -2.5K 28.3K -128 25.00 125.50 N/A N/A 2 50 44 223 2023-02-08 $10.42 $10.00 76.5% 21.9% 40.3% 14.7% 0.0% 60.9% -5.1% -3.2K 57.7K -206 0.00 116.06 N/A N/A 0 0 46 273 2023-02-09 $10.31 $10.00 83.1% 23.8% 40.6% 17.3% 0.0% 69.0% -19.0% -3.1K 60.2K -197 0.00 115.76 N/A N/A 2 0 46 273 2023-02-10 $10.00 $10.00 143.1% 41.0% 39.0% 41.2% 0.0% 114.6% -45.8% -3.4K 72.2K -168 0.00 126.06 N/A N/A 0 0 46 273 2023-02-13 $9.81 $10.00 44.9% 12.9% 38.9% 2.1% 0.0% 14.1% 24.8% -3.7K 75.4K -169 0.00 133.80 N/A N/A 0 0 46 273 2023-02-14 $9.84 $10.00 45.2% 13.0% 38.9% 2.2% 0.0% 17.4% 46.9% -3.4K 74.0K -167 0.00 105.94 N/A N/A 0 0 46 273 2023-02-15 $10.00 $10.00 61.6% 17.7% 39.1% 8.7% 0.0% 33.2% 2.0% -15.7K 69.4K -139 0.00 125.66 N/A N/A 9 0 46 273 2023-02-16 $9.83 $10.00 55.3% 15.9% 39.4% 6.2% 0.0% 150.7% 101.8% -10.2K 101.1K -137 0.00 125.11 N/A N/A 0 0 55 273 2023-02-17 $9.76 $10.00 45.8% 13.1% 37.3% 2.4% 0.0% 167.2% 11.4% -992 108.7K -126 0.00 136.88 N/A N/A 1 0 55 273 2023-02-21 $9.47 $10.00 47.7% 13.7% 36.7% 3.2% 42.1% 182.9% 28.5% -1.0K 4.8K -124 0.00 124.22 N/A N/A 0 8 47 56 2023-02-22 $9.52 $10.00 54.5% 15.6% 36.4% 5.9% 120.2% 182.1% 25.7% -1.1K 8.4K -113 0.00 120.85 N/A N/A 1 0 47 64 2023-02-23 $9.50 $10.00 37.9% 10.9% 36.3% 0.0% 38.4% 95.5% 36.6% -1.6K 16.6K -111 0.00 107.38 N/A N/A 100 0 48 64 2023-02-24 $9.52 $10.00 63.1% 18.1% 36.3% 10.0% 0.0% 199.3% 2.3% 1.6K -28.0K -207 0.00 113.57 N/A N/A 0 25 148 64 2023-02-27 $9.50 $10.00 45.6% 13.1% 36.3% 3.0% 0.0% 11.7% 15.1% 1.5K -3.1K -225 0.00 113.39 N/A N/A 0 0 148 89 2023-02-28 $9.41 $10.00 42.8% 12.3% 36.3% 1.9% 0.0% 259.0% 13.1% 1.4K 1.4K -219 0.00 106.25 N/A N/A 0 0 148 89
« Jan 2023 | All History | Mar 2023 » Home INFU History February 2023