INFU Options History — August 2023 In August 2023, INFU traded between $9.98 and $11.20. ATM implied volatility averaged 50.3%, placing in the 8.6% IV rank vs the trailing year. The 30-day expected move averaged 13.9%. IV traded above realized volatility by 16.1% (HV 20d: 34.2%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 13 of 23 days. Put/call ratio averaged 1.96.
Notable Days 2023-08-03 : Highest Volume — 141 contracts2023-08-09 : Largest IV spike — 74.4% change2023-08-10 : Highest IV Rank — 15.5%2023-08-10 : Largest Expected Move — 19.6%Monthly Statistics Metric Avg Min Max Open Close Price $10.57 $9.98 $11.20 $10.20 $10.36 Max Pain $9.76 $7.50 $10.00 $7.50 $10.00 ATM IV 50.3% 34.8% 68.3% 61.3% 55.6% Expected Move 13.9% 7.7% 19.6% 17.6% 16.0% HV 20d 34.2% 30.3% 37.5% 36.5% 35.9% HV 60d 37.3% 34.9% 39.1% 36.7% 38.6% IV Rank 8.6% 2.7% 15.5% 12.8% 10.7% IV Percentile 24.8% 2.0% 51.2% 42.9% 36.5% Term Structure -1.3% -55.3% 20.0% -6.2% 6.2% VWIV 47.3% 25.9% 61.2% 61.2% 55.9% Skew 25d 2.3% -41.3% 84.9% 2.9% 2.6% Skew 10d 9.2% -39.2% 189.6% 4.1% 5.8% Call IV 25d 49.5% 32.1% 86.3% 58.6% 55.0% Put IV 25d 51.8% 28.8% 126.3% 61.5% 57.5% Bid-Ask Spread % 117.01 89.76 128.46 111.18 111.09 Gamma HHI 0.76 0.47 0.91 0.49 0.55 Net GEX 3.7K 2.0K 5.6K 5.3K 2.1K Net DEX -176.9K -301.8K -47.4K -159.9K -58.4K Net VEX -622 -767 -553 -612 -646 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.96 0.00 25.00 0.00 0.00 Total Volume 15.217 0 141 20 1 Total OI 489.13 311 624 469 394
Daily Data (23 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 2023-08-01 $10.20 $7.50 61.3% 17.6% 36.5% 12.8% 61.2% 2.9% -6.2% 5.3K -159.9K -612 0.00 111.18 N/A N/A 20 0 402 67 2023-08-02 $9.99 $7.50 65.8% 18.9% 37.5% 14.5% 0.0% 2.0% 10.2% 5.0K -154.8K -619 0.00 89.76 N/A N/A 0 0 407 67 2023-08-03 $9.98 $0.00 54.2% 11.5% 37.3% 10.1% 0.0% 41.0% 8.0% 5.6K -147.9K -604 2.92 105.69 N/A N/A 36 105 407 67 2023-08-04 $10.29 $0.00 40.8% 7.7% 35.6% 5.0% 25.9% 84.9% 20.0% 3.1K -160.3K -713 0.29 120.32 N/A N/A 17 5 422 162 2023-08-07 $10.82 $10.00 51.2% 9.7% 36.3% 9.0% 39.2% -10.5% 6.6% 3.4K -227.9K -678 1.07 115.71 N/A N/A 14 15 421 167 2023-08-08 $11.00 $10.00 37.9% 12.3% 35.7% 3.9% 0.0% -0.9% 3.1% 3.7K -289.9K -628 0.00 112.64 N/A N/A 10 0 436 167 2023-08-09 $11.13 $10.00 66.1% 19.0% 33.6% 14.6% 0.0% 14.7% -35.9% 4.2K -301.8K -659 0.00 117.85 N/A N/A 11 0 446 167 2023-08-10 $11.13 $10.00 68.3% 19.6% 33.3% 15.5% 0.0% 29.8% -55.3% 4.8K -279.1K -767 0.00 124.04 N/A N/A 12 0 457 167 2023-08-11 $11.20 $10.00 54.2% 15.5% 31.1% 10.1% 0.0% 26.4% -10.5% 4.9K -291.1K -716 0.00 128.13 N/A N/A 2 0 456 167 2023-08-14 $10.75 $10.00 42.0% 12.0% 35.1% 5.5% 0.0% -41.3% 9.7% 3.7K -261.7K -625 0.00 122.96 N/A N/A 1 0 456 167 2023-08-15 $10.72 $10.00 39.5% 11.3% 31.3% 4.5% 0.0% -12.8% -1.2% 3.6K -262.3K -604 0.00 125.45 N/A N/A 0 0 450 167 2023-08-16 $10.69 $10.00 35.5% 10.2% 30.9% 3.0% 0.0% -23.8% 5.7% 3.8K -258.0K -613 0.00 124.93 N/A N/A 0 0 450 167 2023-08-17 $10.57 $10.00 34.8% 10.0% 30.4% 2.7% 0.0% -15.5% 9.0% 3.3K -253.1K -571 0.00 128.46 N/A N/A 5 0 450 167 2023-08-18 $10.72 $10.00 42.7% 12.2% 30.4% 5.7% 0.0% -35.8% 14.3% 3.6K -288.6K -583 0.00 125.17 N/A N/A 13 0 450 167 2023-08-21 $10.70 $10.00 46.6% 13.4% 30.4% 7.2% 0.0% -8.7% -12.8% 3.5K -97.7K -576 0.14 117.87 N/A N/A 14 2 278 33 2023-08-22 $10.79 $10.00 48.0% 13.8% 30.3% 7.8% 0.0% -7.9% -15.3% 3.8K -106.3K -610 0.00 120.26 N/A N/A 0 0 292 35 2023-08-23 $10.88 $10.00 54.6% 15.7% 30.3% 10.3% 0.0% 11.3% 8.8% 3.8K -116.3K -648 0.00 118.26 N/A N/A 0 10 292 35 2023-08-24 $10.27 $10.00 42.8% 12.3% 37.0% 5.8% 0.0% -8.1% 9.0% 2.9K -78.3K -570 0.00 118.45 N/A N/A 2 0 292 45 2023-08-25 $10.14 $10.00 54.0% 15.5% 37.2% 10.0% 54.5% 12.2% -0.2% 2.5K -77.6K -553 0.00 104.55 N/A N/A 0 1 294 45 2023-08-28 $10.27 $10.00 53.8% 15.4% 37.4% 9.9% 0.0% 1.3% -5.1% 2.8K -73.7K -562 0.00 109.87 N/A N/A 0 0 294 46 2023-08-29 $10.29 $10.00 60.2% 17.3% 36.7% 12.4% 0.0% 6.7% -10.4% 2.9K -76.4K -553 25.00 112.42 N/A N/A 2 50 294 46 2023-08-30 $10.28 $10.00 46.7% 13.4% 35.9% 7.3% 0.0% -17.6% 11.5% 2.0K -47.4K -599 0.00 126.25 N/A N/A 2 0 296 96 2023-08-31 $10.36 $10.00 55.6% 16.0% 35.9% 10.7% 55.9% 2.6% 6.2% 2.1K -58.4K -646 0.00 111.09 N/A N/A 0 1 298 96
« Jul 2023 | All History | Sep 2023 » Home INFU History August 2023