INFU Options History — April 2023 In April 2023, INFU traded between $7.69 and $9.49. ATM implied volatility averaged 77.5%, placing in the 15.9% IV rank vs the trailing year. The 30-day expected move averaged 17.9%. IV traded above realized volatility by 2.2% (HV 20d: 75.2%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 5 of 19 trading days. Term structure was in contango for 6 of 19 days. Put/call ratio averaged 0.05.
Notable Days 2023-04-17 : Highest Volume — 43 contracts2023-04-25 : Largest IV spike — 89.7% change2023-04-10 : Highest IV Rank — 60.3%2023-04-11 : Largest Expected Move — 30.4%Monthly Statistics Metric Avg Min Max Open Close Price $8.83 $7.69 $9.49 $7.69 $9.43 Max Pain $8.55 $7.50 $10.00 $7.50 $10.00 ATM IV 77.5% 44.5% 189.9% 90.0% 58.8% Expected Move 17.9% 12.8% 30.4% 25.8% 16.9% HV 20d 75.2% 60.3% 97.1% 86.0% 62.0% HV 60d 61.9% 56.7% 63.9% 56.7% 62.7% IV Rank 15.9% 2.9% 60.3% 20.9% 8.5% IV Percentile 38.1% 4.4% 94.4% 64.7% 31.0% Term Structure -3.9% -49.6% 37.1% -26.1% -15.4% VWIV 58.8% 34.8% 89.7% 43.2% 34.8% Skew 25d 29.5% -33.4% 193.2% -22.9% 193.2% Skew 10d 42.1% -36.3% 257.6% -35.9% 257.6% Call IV 25d 60.0% 37.6% 113.5% 113.5% 71.7% Put IV 25d 89.5% 47.1% 264.9% 90.6% 264.9% Bid-Ask Spread % 112.86 97.88 131.24 124.76 110.07 Gamma HHI 0.59 0.47 0.76 0.76 0.52 Net GEX -564 -1.8K 2.2K -1.5K 530 Net DEX -27.1K -88.7K 36.8K 36.8K -67.8K Net VEX -334 -409 -247 -318 -344 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.05 0.00 0.59 0.00 0.00 Total Volume 12.421 0 43 6 5 Total OI 435.474 349 526 349 479
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 2023-04-03 $7.69 $7.50 90.0% 25.8% 86.0% 20.9% 0.0% -22.9% -26.1% -1.5K 36.8K -318 0.00 124.76 N/A N/A 6 0 118 231 2023-04-04 $8.29 $7.50 81.3% 23.3% 91.2% 17.4% 0.0% 64.1% -4.5% -1.7K 12.7K -314 0.00 119.96 N/A N/A 5 0 124 231 2023-04-05 $8.04 $7.50 105.4% 30.2% 91.6% 26.9% 0.0% 7.0% -49.6% -1.8K 20.5K -327 0.00 131.24 N/A N/A 0 0 129 231 2023-04-06 $8.71 $7.50 146.3% 14.7% 96.8% 43.1% 43.2% 35.5% 9.0% -1.5K -13.6K -271 0.00 117.74 N/A N/A 25 0 129 231 2023-04-10 $8.90 $7.50 189.9% 15.4% 97.1% 60.3% 57.0% -2.0% -4.0% -1.3K -16.2K -267 0.00 114.01 N/A N/A 17 0 130 231 2023-04-11 $8.88 $7.50 157.8% 30.4% 94.8% 47.6% 0.0% -33.4% -33.6% -1.6K -5.8K -319 0.00 112.87 N/A N/A 0 0 147 231 2023-04-12 $8.54 $7.50 51.1% 14.7% 95.8% 5.5% 0.0% 5.1% 16.5% -1.3K -13.1K -320 0.00 115.15 N/A N/A 20 0 147 231 2023-04-13 $9.09 $7.50 66.3% 19.0% 69.6% 11.5% 67.1% -11.9% -11.1% -1.1K -41.0K -272 0.00 110.12 N/A N/A 30 0 167 231 2023-04-14 $9.49 $7.50 46.1% 13.2% 68.5% 3.5% 44.5% 2.8% -0.2% 1.1K -86.6K -247 0.00 113.25 N/A N/A 27 0 197 231 2023-04-17 $9.48 $7.50 54.3% 15.6% 66.0% 6.8% 52.6% 17.4% -6.1% 2.2K -88.7K -319 0.59 103.79 N/A N/A 27 16 226 231 2023-04-18 $8.94 $7.50 46.5% 13.3% 70.8% 3.7% 40.2% -0.9% -6.0% -193 -46.3K -362 0.00 116.61 N/A N/A 0 30 249 247 2023-04-19 $9.21 $10.00 52.4% 15.0% 63.2% 6.0% 89.7% 8.2% -2.1% 95 -43.0K -383 0.00 118.79 N/A N/A 2 0 249 277 2023-04-20 $8.84 $10.00 47.9% 13.7% 65.4% 4.3% 70.8% 8.4% -14.0% -618 -13.6K -409 0.00 97.88 N/A N/A 4 0 248 277 2023-04-21 $8.82 $10.00 51.6% 14.8% 64.0% 5.7% 0.0% 8.7% -8.2% -595 -15.0K -392 0.00 107.52 N/A N/A 1 0 247 277 2023-04-24 $8.85 $10.00 46.7% 13.4% 62.0% 3.7% 0.0% 31.3% 11.4% -395 -31.2K -361 0.00 108.04 N/A N/A 0 0 208 261 2023-04-25 $8.71 $10.00 88.5% 25.4% 62.4% 20.3% 88.6% 82.4% 37.1% -695 -17.3K -373 0.13 104.31 N/A N/A 16 2 208 261 2023-04-26 $8.89 $10.00 44.5% 12.8% 61.8% 2.9% 0.0% 132.8% 17.3% -396 -37.0K -395 0.00 108.09 N/A N/A 2 0 218 263 2023-04-27 $8.98 $10.00 46.3% 13.3% 60.3% 3.6% 34.8% 34.9% 14.8% 47 -48.6K -351 0.00 110.17 N/A N/A 1 0 218 263 2023-04-28 $9.43 $10.00 58.8% 16.9% 62.0% 8.5% 0.0% 193.2% -15.4% 530 -67.8K -344 0.00 110.07 N/A N/A 5 0 216 263
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