INFU Options History — June 2023 In June 2023, INFU traded between $8.84 and $10.50. ATM implied volatility averaged 82.0%, placing in the 20.7% IV rank vs the trailing year. The 30-day expected move averaged 13.8%. IV traded above realized volatility by 50.4% (HV 20d: 31.6%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 17 of 21 days. Put/call ratio averaged 0.02.
Notable Days 2023-06-23 : Highest Volume — 133 contracts2023-06-02 : Largest IV spike — 212.3% change2023-06-09 : Highest IV Rank — 68.4%2023-06-02 : Largest Expected Move — 55.3%Monthly Statistics Metric Avg Min Max Open Close Price $9.39 $8.84 $10.50 $9.04 $9.59 Max Pain $10.00 $10.00 $10.00 $10.00 $10.00 ATM IV 82.0% 32.5% 207.4% 61.7% 41.2% Expected Move 13.8% 9.3% 55.3% 17.7% 11.8% HV 20d 31.6% 20.9% 44.9% 32.7% 43.9% HV 60d 53.2% 45.8% 65.3% 65.3% 46.4% IV Rank 20.7% 1.9% 68.4% 13.0% 5.2% IV Percentile 35.3% 0.8% 95.2% 38.9% 8.3% Term Structure 2.3% -34.9% 13.4% -34.9% 5.9% VWIV 39.4% 36.4% 43.1% 41.0% 43.1% Skew 25d 110.7% -8.4% 313.9% 313.9% 2.6% Skew 10d 144.8% -16.4% 276.4% 232.3% 10.6% Call IV 25d 44.5% 25.3% 119.0% 88.9% 41.8% Put IV 25d 155.2% 33.2% 402.8% 402.8% 44.3% Bid-Ask Spread % 108.17 87.63 130.92 118.76 87.63 Gamma HHI 0.62 0.51 0.76 0.59 0.68 Net GEX 5.0K 1.6K 12.1K 2.1K 11.4K Net DEX -108.6K -224.1K -34.1K -64.0K -199.5K Net VEX -421 -825 -222 -269 -790 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.02 0.00 0.10 0.00 0.00 Total Volume 21.143 0 133 0 1 Total OI 342.048 174 626 219 626
Daily Data (21 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 2023-06-01 $9.04 $10.00 61.7% 17.7% 32.7% 13.0% 0.0% 313.9% -34.9% 2.1K -64.0K -269 0.00 118.76 N/A N/A 0 0 188 31 2023-06-02 $9.12 $10.00 192.8% 55.3% 30.1% 62.8% 0.0% 190.8% 1.6% 2.0K -75.5K -268 0.00 126.01 N/A N/A 0 0 188 31 2023-06-05 $9.09 $10.00 134.7% 15.9% 24.5% 40.7% 0.0% 186.8% -3.4% 2.0K -71.1K -258 0.00 123.62 N/A N/A 0 0 188 31 2023-06-06 $9.03 $10.00 139.1% 10.3% 21.2% 42.4% 0.0% 189.9% 4.3% 2.1K -67.1K -253 0.00 109.91 N/A N/A 0 0 188 31 2023-06-07 $8.94 $10.00 155.6% 9.9% 21.5% 48.7% 0.0% 179.4% 7.8% 2.2K -57.2K -237 0.00 96.55 N/A N/A 0 0 188 31 2023-06-08 $8.84 $10.00 89.2% 11.2% 21.6% 23.4% 0.0% -2.6% 9.6% 2.2K -49.8K -222 0.00 109.07 N/A N/A 0 15 188 31 2023-06-09 $8.96 $10.00 207.4% 15.7% 20.9% 68.4% 0.0% 24.5% -12.6% 2.0K -53.1K -268 0.00 102.37 N/A N/A 1 0 188 46 2023-06-12 $9.14 $10.00 203.2% 10.9% 22.1% 66.8% 0.0% 182.6% 0.2% 2.1K -57.8K -262 0.00 106.91 N/A N/A 0 0 188 46 2023-06-13 $9.05 $10.00 79.5% 10.9% 22.4% 19.7% 0.0% 204.6% 4.5% 1.6K -36.2K -240 0.00 114.30 N/A N/A 0 0 189 46 2023-06-14 $9.00 $10.00 41.6% 11.9% 22.2% 5.3% 0.0% 216.1% -2.1% 1.7K -34.1K -233 0.00 114.77 N/A N/A 6 0 189 46 2023-06-15 $9.11 $10.00 32.5% 9.3% 22.6% 1.9% 0.0% 206.1% 2.1% 2.1K -46.6K -222 0.00 122.69 N/A N/A 0 0 195 46 2023-06-16 $9.66 $10.00 33.7% 9.6% 30.4% 2.3% 0.0% 181.2% 13.4% 2.0K -57.1K -238 0.00 130.92 N/A N/A 0 0 195 46 2023-06-20 $10.19 $10.00 40.9% 11.7% 35.3% 5.1% 41.0% 117.6% 1.6% 2.0K -90.6K -230 0.00 105.51 N/A N/A 111 0 148 26 2023-06-21 $10.16 $10.00 38.5% 11.0% 35.3% 4.1% 0.0% 95.2% 6.6% 5.0K -148.1K -366 0.00 106.50 N/A N/A 56 0 247 26 2023-06-22 $10.50 $10.00 36.8% 10.6% 33.8% 3.5% 36.4% 32.5% 9.0% 7.5K -224.1K -517 0.09 106.55 N/A N/A 106 10 353 26 2023-06-23 $9.79 $10.00 37.0% 10.6% 43.9% 3.6% 37.1% 8.7% 9.7% 9.0K -187.4K -746 0.10 101.12 N/A N/A 121 12 457 36 2023-06-26 $9.57 $10.00 35.2% 10.1% 44.7% 2.9% 0.0% -8.4% 7.6% 12.1K -191.3K -825 0.00 103.80 N/A N/A 1 0 578 48 2023-06-27 $9.49 $10.00 39.2% 11.2% 44.7% 4.4% 43.1% 1.3% 7.7% 11.1K -186.7K -807 0.00 99.08 N/A N/A 4 0 578 48 2023-06-28 $9.39 $10.00 41.5% 11.9% 44.9% 5.3% 0.0% -1.1% 0.9% 10.5K -183.2K -797 0.00 93.50 N/A N/A 0 0 578 48 2023-06-29 $9.61 $10.00 40.1% 11.5% 44.4% 4.7% 0.0% 3.8% 8.3% 11.7K -200.3K -792 0.00 92.08 N/A N/A 0 0 578 48 2023-06-30 $9.59 $10.00 41.2% 11.8% 43.9% 5.2% 0.0% 2.6% 5.9% 11.4K -199.5K -790 0.00 87.63 N/A N/A 1 0 578 48
« May 2023 | All History | Jul 2023 » Home INFU History June 2023