INFU Options History — July 2023

In July 2023, INFU traded between $9.52 and $10.68. ATM implied volatility averaged 53.5%, placing in the 9.8% IV rank vs the trailing year. The 30-day expected move averaged 15.4%. IV traded above realized volatility by 9.2% (HV 20d: 44.3%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 2.01.

Notable Days

2023-07-21: Highest Volume — 150 contracts
2023-07-28: Largest IV drop — 24.6% change
2023-07-25: Highest IV Rank — 13.2%
2023-07-25: Largest Expected Move — 17.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$10.08	$9.52	$10.68	$9.52	$10.41
Max Pain	$7.75	$7.50	$10.00	$10.00	$7.50
ATM IV	53.5%	44.5%	62.4%	46.4%	54.9%
Expected Move	15.4%	12.7%	17.9%	13.3%	15.7%
HV 20d	44.3%	35.7%	51.3%	44.0%	35.7%
HV 60d	41.1%	37.1%	46.0%	46.0%	37.1%
IV Rank	9.8%	6.4%	13.2%	7.1%	10.4%
IV Percentile	30.1%	12.3%	45.2%	17.5%	31.0%
Term Structure	1.9%	-9.2%	20.7%	4.3%	6.7%
VWIV	58.3%	47.8%	73.0%	55.8%	47.8%
Skew 25d	4.1%	-24.9%	19.9%	-1.1%	6.7%
Skew 10d	3.7%	-31.8%	24.6%	4.7%	11.0%
Call IV 25d	49.9%	38.6%	77.2%	46.1%	51.4%
Put IV 25d	54.0%	45.0%	69.2%	45.0%	58.1%
Bid-Ask Spread %	109.75	101.06	121.39	101.06	105.31
Gamma HHI	0.64	0.47	0.79	0.68	0.48
Net GEX	11.8K	5.3K	22.5K	11.1K	5.5K
Net DEX	-248.4K	-402.3K	-179.8K	-195.8K	-187.9K
Net VEX	-719	-796	-636	-796	-663
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.01	0.00	25.00	0.00	25.00
Total Volume	14.3	0	150	0	0
Total OI	582.05	440	661	626	469

Daily Data (20 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
2023-07-03	$9.52	$10.00	46.4%	13.3%	44.0%	7.1%	0.0%	-1.1%	4.3%	11.1K	-195.8K	-796	0.00	101.06	N/A	N/A	0	0	578	48
2023-07-05	$9.60	$10.00	46.9%	13.4%	44.0%	7.3%	0.0%	0.1%	5.3%	12.1K	-195.2K	-771	0.00	110.41	N/A	N/A	0	0	578	48
2023-07-06	$9.53	$7.50	48.9%	12.9%	44.1%	8.1%	0.0%	-0.3%	-3.4%	11.7K	-188.6K	-730	0.00	114.23	N/A	N/A	0	0	578	48
2023-07-07	$9.96	$7.50	49.6%	15.9%	46.1%	8.4%	0.0%	-24.9%	-3.5%	13.2K	-251.2K	-783	0.00	105.83	N/A	N/A	11	0	578	48
2023-07-10	$9.59	$7.50	49.3%	15.9%	48.3%	8.2%	55.8%	1.5%	-4.2%	12.5K	-192.7K	-719	1.00	105.42	N/A	N/A	1	1	589	48
2023-07-11	$9.86	$7.50	54.5%	14.7%	49.0%	10.2%	55.5%	2.3%	-1.3%	14.2K	-243.2K	-768	0.00	121.39	N/A	N/A	14	0	590	48
2023-07-12	$9.60	$7.50	46.3%	13.3%	49.8%	7.1%	0.0%	-2.4%	6.7%	15.7K	-179.8K	-710	0.00	109.11	N/A	N/A	17	0	594	48
2023-07-13	$9.81	$7.50	55.2%	15.8%	50.1%	10.5%	55.2%	3.8%	-1.1%	18.0K	-233.1K	-791	0.00	105.84	N/A	N/A	2	0	611	48
2023-07-14	$10.19	$7.50	56.2%	16.1%	51.3%	10.9%	58.5%	6.2%	-5.8%	22.5K	-308.3K	-787	0.00	104.10	N/A	N/A	34	0	613	48
2023-07-17	$10.21	$7.50	58.5%	16.8%	51.3%	11.8%	0.0%	5.6%	-9.0%	19.1K	-307.1K	-733	0.00	105.42	N/A	N/A	2	0	586	48
2023-07-18	$10.68	$7.50	58.2%	16.7%	49.6%	11.6%	58.5%	19.7%	-9.2%	12.2K	-402.3K	-718	0.17	110.50	N/A	N/A	18	3	587	48
2023-07-19	$10.54	$7.50	57.7%	16.5%	46.5%	11.4%	0.0%	12.5%	-1.8%	14.4K	-385.9K	-760	0.00	108.26	N/A	N/A	0	0	597	51
2023-07-20	$10.34	$7.50	55.1%	15.8%	47.1%	10.4%	73.0%	5.0%	3.6%	19.6K	-364.7K	-710	0.00	107.25	N/A	N/A	1	0	597	51
2023-07-21	$10.23	$7.50	50.0%	14.3%	45.7%	8.5%	0.0%	-0.1%	20.7%	5.8K	-390.8K	-685	0.00	110.90	N/A	N/A	150	0	607	51
2023-07-24	$10.19	$7.50	57.4%	16.4%	37.9%	11.3%	0.0%	4.0%	5.6%	5.6K	-180.2K	-662	0.00	112.79	N/A	N/A	0	0	399	42
2023-07-25	$10.29	$7.50	62.4%	17.9%	36.8%	13.2%	0.0%	19.9%	-0.2%	5.3K	-185.1K	-671	0.00	111.98	N/A	N/A	0	0	399	42
2023-07-26	$10.36	$7.50	58.7%	16.8%	36.5%	11.8%	62.3%	11.2%	-3.4%	5.7K	-194.6K	-654	0.00	119.54	N/A	N/A	1	0	399	42
2023-07-27	$10.28	$7.50	59.0%	16.9%	36.4%	11.9%	0.0%	7.1%	17.4%	5.7K	-182.7K	-638	0.00	113.59	N/A	N/A	5	0	398	42
2023-07-28	$10.34	$7.50	44.5%	12.7%	35.7%	6.4%	47.8%	6.2%	11.3%	6.3K	-199.3K	-636	25.00	112.02	N/A	N/A	1	25	403	42
2023-07-31	$10.41	$7.50	54.9%	15.7%	35.7%	10.4%	0.0%	6.7%	6.7%	5.5K	-187.9K	-663	0.00	105.31	N/A	N/A	0	0	402	67