INFU Options History — March 2023

In March 2023, INFU traded between $6.80 and $9.55. ATM implied volatility averaged 112.0%, placing in the 29.4% IV rank vs the trailing year. The 30-day expected move averaged 26.9%. IV traded above realized volatility by 57.2% (HV 20d: 54.8%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 16 of 23 trading days. Term structure was in contango for 10 of 23 days. Put/call ratio averaged 3.13.

Notable Days

  • 2023-03-23: Highest Volume — 125 contracts
  • 2023-03-23: Largest IV spike — 430.6% change
  • 2023-03-10: Highest IV Rank — 76.8%
  • 2023-03-23: Largest Expected Move — 56.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$8.30$6.80$9.55$9.52$7.85
Max Pain$9.13$7.50$10.00$10.00$7.50
ATM IV112.0%37.2%231.8%62.0%44.9%
Expected Move26.9%10.7%56.5%17.8%12.9%
HV 20d54.8%19.5%86.0%34.8%86.0%
HV 60d45.6%31.8%57.1%35.3%57.1%
IV Rank29.4%0.0%76.8%9.5%3.1%
IV Percentile58.9%0.0%96.8%31.7%5.2%
Term Structure-4.0%-52.8%32.2%-8.9%6.9%
VWIV58.1%34.3%76.3%49.1%34.3%
Skew 25d42.6%-165.2%261.0%-9.3%-31.4%
Skew 10d30.9%-165.2%348.7%1.3%-42.5%
Call IV 25d84.1%39.3%196.9%69.2%77.0%
Put IV 25d126.7%2.2%330.3%59.9%45.6%
Bid-Ask Spread %117.8879.60133.84117.39128.73
Gamma HHI0.680.410.980.680.88
Net GEX24-2.7K1.8K1.2K-2.3K
Net DEX12.6K-46.1K63.8K-11.1K44.5K
Net VEX-190-318-52-229-318
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.130.0025.000.000.00
Total Volume13.478012582
Total OI256.87114347237347

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-03-01$9.52$10.0062.0%17.8%34.8%9.5%49.1%-9.3%-8.9%1.2K-11.1K-2290.00117.39N/AN/A0814889
2023-03-02$9.55$10.0056.2%16.1%21.9%7.2%0.0%261.0%30.3%1.5K-16.1K-2190.00120.36N/AN/A0014881
2023-03-03$9.54$10.00142.1%40.7%21.9%41.2%0.0%121.0%-3.9%858-28.6K-2210.00124.84N/AN/A35014881
2023-03-06$9.54$10.00183.3%12.4%21.7%57.6%0.0%3.8%28.4%1.8K-46.1K-2380.00120.38N/AN/A0018381
2023-03-07$9.51$10.0094.4%16.8%21.4%22.3%0.0%5.8%22.9%1.8K-32.6K-2410.00115.38N/AN/A0018381
2023-03-08$9.46$10.00182.7%31.3%19.5%57.3%0.0%184.7%-44.8%1.4K-42.6K-1950.00127.64N/AN/A0018381
2023-03-09$9.32$10.00100.7%27.0%19.5%24.9%0.0%-2.2%-13.8%1.7K-21.3K-2030.00117.41N/AN/A0018381
2023-03-10$9.21$10.00231.8%32.7%19.5%76.8%0.0%189.3%-16.5%1.2K-34.6K-2060.00126.78N/AN/A0018381
2023-03-13$8.69$10.00112.4%41.3%25.7%29.5%72.8%78.4%-49.0%43029.2K-1240.00115.84N/AN/A2018381
2023-03-14$8.77$10.00151.3%21.0%25.8%44.9%0.0%62.4%-20.6%44527.3K-1410.00118.14N/AN/A1018581
2023-03-15$7.29$10.00175.0%50.2%68.4%54.3%0.0%169.2%-11.3%54133.8K-930.00133.84N/AN/A03018681
2023-03-16$7.06$10.0044.5%12.8%67.7%2.6%0.0%39.6%18.5%34344.6K-560.00119.06N/AN/A00186111
2023-03-17$6.80$10.0056.4%16.2%68.0%7.3%0.0%-18.2%32.2%21941.5K-620.00120.06N/AN/A00186111
2023-03-20$7.03$10.0060.6%17.4%70.4%9.0%0.0%35.5%20.5%43710.1K-520.00105.56N/AN/A008331
2023-03-21$7.77$10.0090.7%26.0%81.4%20.9%76.3%19.8%11.0%329-5.5K-990.00116.66N/AN/A108331
2023-03-22$7.72$7.5037.2%10.7%81.2%0.0%34.3%-31.8%21.1%4844.9K-6025.00108.21N/AN/A3758431
2023-03-23$7.48$7.50197.2%56.5%81.4%63.2%0.0%93.5%-7.6%-35427.2K-1580.00124.52N/AN/A012588106
2023-03-24$7.87$7.50140.5%40.3%84.3%40.8%0.0%-165.2%-50.3%-2.3K63.8K-2890.00122.53N/AN/A0088231
2023-03-27$7.97$7.50154.4%44.3%84.7%46.3%0.0%112.0%9.5%-2.1K46.0K-3150.00121.96N/AN/A0088231
2023-03-28$7.80$7.50154.9%44.4%84.8%46.4%0.0%-109.2%-52.8%-2.3K48.7K-2670.00108.37N/AN/A0088231
2023-03-29$7.57$7.5051.0%14.6%84.7%5.5%0.0%-28.0%-5.1%-2.7K60.0K-2690.00117.88N/AN/A23088231
2023-03-30$7.62$7.5051.2%14.7%84.8%5.5%0.0%-1.4%-8.1%-2.1K47.6K-3090.0079.60N/AN/A50111231
2023-03-31$7.85$7.5044.9%12.9%86.0%3.1%0.0%-31.4%6.9%-2.3K44.5K-3180.00128.73N/AN/A20116231