INFU Options History — May 2023

In May 2023, INFU traded between $8.58 and $9.17. ATM implied volatility averaged 94.5%, placing in the 24.5% IV rank vs the trailing year. The 30-day expected move averaged 23.8%. IV traded above realized volatility by 46.0% (HV 20d: 48.5%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 17 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 0.11.

Notable Days

  • 2023-05-08: Highest Volume — 43 contracts
  • 2023-05-04: Largest IV spike — 460.4% change
  • 2023-05-04: Highest IV Rank — 83.6%
  • 2023-05-02: Largest Expected Move — 51.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$8.95$8.58$9.17$9.03$8.84
Max Pain$10.00$10.00$10.00$10.00$10.00
ATM IV94.5%27.6%248.9%54.9%55.3%
Expected Move23.8%7.9%51.0%15.7%15.9%
HV 20d48.5%32.5%65.7%64.4%32.5%
HV 60d64.6%63.3%65.1%63.3%65.1%
IV Rank24.5%0.0%83.6%7.0%10.5%
IV Percentile44.2%0.0%98.8%25.0%29.4%
Term Structure8.3%-51.2%134.2%4.6%-5.3%
VWIV49.7%33.2%58.3%58.3%52.4%
Skew 25d103.5%-28.3%351.4%46.5%327.4%
Skew 10d59.6%-51.4%353.1%30.7%180.9%
Call IV 25d65.5%31.6%143.4%59.5%84.1%
Put IV 25d169.0%34.3%411.5%106.0%411.5%
Bid-Ask Spread %114.9190.75132.89122.33106.23
Gamma HHI0.600.470.810.490.57
Net GEX1.4K-7342.8K-752.0K
Net DEX-50.9K-81.5K-13.3K-47.9K-55.9K
Net VEX-293-393-230-369-263
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.110.001.000.001.00
Total Volume6.40904300
Total OI412.545199538484219

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-05-01$9.03$10.0054.9%15.7%64.4%7.0%0.0%46.5%4.6%-75-47.9K-3690.00122.33N/AN/A00221263
2023-05-02$8.69$10.00178.0%51.0%65.7%55.6%58.3%237.8%19.6%-734-20.2K-3930.00110.55N/AN/A20221263
2023-05-03$8.87$10.0044.4%12.7%60.7%2.9%0.0%351.4%13.6%-463-31.2K-3760.00117.26N/AN/A00219263
2023-05-04$8.58$10.00248.9%19.2%60.9%83.6%0.0%-11.3%-51.2%-723-13.3K-3860.00132.89N/AN/A30219263
2023-05-05$9.02$10.0036.2%14.8%56.7%0.0%0.0%179.8%-2.6%343-50.0K-3100.00125.54N/AN/A240219263
2023-05-08$8.72$10.00149.9%18.6%57.5%44.7%54.8%35.5%-0.7%-532-23.3K-2990.00101.82N/AN/A430213263
2023-05-09$8.77$10.0033.3%9.1%57.6%0.0%0.0%18.1%10.0%1.2K-42.4K-2920.0090.75N/AN/A00256263
2023-05-10$8.86$10.0032.4%9.3%55.9%0.0%0.0%-2.5%6.9%1.2K-46.4K-2910.00108.87N/AN/A00256263
2023-05-11$9.04$10.0036.3%10.4%51.6%1.5%0.0%-1.9%9.6%2.2K-54.6K-2840.0097.61N/AN/A100256263
2023-05-12$9.07$10.0037.7%10.8%49.1%2.1%33.2%30.9%10.3%2.3K-55.8K-2850.00127.76N/AN/A20249263
2023-05-15$9.08$10.0027.6%7.9%49.1%0.0%0.0%20.6%12.1%2.7K-42.8K-2300.00105.91N/AN/A170249263
2023-05-16$9.17$10.0038.7%11.1%44.4%4.2%0.0%-15.6%-5.1%2.8K-48.9K-2550.0097.36N/AN/A00255263
2023-05-17$9.14$10.0040.6%11.6%43.2%4.9%52.4%34.5%16.2%2.7K-50.0K-2470.00122.03N/AN/A020255263
2023-05-18$9.05$10.00111.5%32.0%40.6%31.9%0.0%256.9%134.2%1.9K-47.4K-2740.00127.80N/AN/A00255283
2023-05-19$9.10$10.00132.1%37.9%40.6%39.7%0.0%12.4%0.5%1.9K-46.0K-2720.00120.34N/AN/A00255283
2023-05-22$9.07$10.00136.5%39.1%40.6%41.4%0.0%229.0%80.5%1.9K-73.4K-2620.00126.57N/AN/A8017920
2023-05-23$8.80$10.00153.3%43.9%41.7%47.8%0.0%240.1%-8.0%1.9K-73.7K-2640.00124.88N/AN/A01018720
2023-05-24$8.88$10.00156.3%44.8%41.2%48.9%0.0%257.9%-10.9%1.9K-69.3K-2850.00119.45N/AN/A0018730
2023-05-25$9.04$10.00156.0%44.7%41.6%48.8%0.0%4.8%-17.9%2.0K-78.9K-2840.00121.13N/AN/A0018730
2023-05-26$8.97$10.00161.4%46.3%37.4%50.9%0.0%53.1%-7.2%2.3K-81.5K-2610.00128.00N/AN/A0018730
2023-05-30$9.05$10.0058.1%16.7%34.4%11.6%0.0%-28.3%-27.2%2.1K-66.2K-2711.0092.84N/AN/A1118730
2023-05-31$8.84$10.0055.3%15.9%32.5%10.5%0.0%327.4%-5.3%2.0K-55.9K-2630.00106.23N/AN/A0018831