INFU Options History — October 2023 In October 2023, INFU traded between $9.22 and $9.94. ATM implied volatility averaged 52.4%, placing in the 10.5% IV rank vs the trailing year. The 30-day expected move averaged 15.6%. IV traded above realized volatility by 22.8% (HV 20d: 29.6%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 18 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 1.18.
Notable Days 2023-10-27 : Highest Volume — 103 contracts2023-10-11 : Largest IV spike — 48.1% change2023-10-30 : Highest IV Rank — 15.8%2023-10-30 : Largest Expected Move — 18.6%Monthly Statistics Metric Avg Min Max Open Close Price $9.67 $9.22 $9.94 $9.71 $9.65 Max Pain $10.00 $10.00 $10.00 $10.00 $10.00 ATM IV 52.4% 36.6% 65.0% 39.1% 62.7% Expected Move 15.6% 11.2% 18.6% 11.2% 18.0% HV 20d 29.6% 25.1% 34.3% 28.6% 33.7% HV 60d 30.9% 28.7% 32.6% 32.6% 30.2% IV Rank 10.5% 3.8% 15.8% 4.9% 14.9% IV Percentile 37.0% 4.0% 60.7% 7.5% 59.5% Term Structure -7.9% -26.3% 11.2% 11.2% -14.8% VWIV 51.6% 46.5% 55.7% 52.8% 46.5% Skew 25d -0.1% -10.8% 7.0% -9.0% 5.8% Skew 10d 1.5% -17.4% 12.9% -15.1% 12.9% Call IV 25d 49.6% 41.5% 59.8% 53.0% 52.3% Put IV 25d 49.5% 42.5% 59.8% 44.0% 58.2% Bid-Ask Spread % 79.82 27.65 105.17 94.61 66.02 Gamma HHI 0.63 0.47 0.90 0.48 0.82 Net GEX 939 -973 2.3K -429 1.6K Net DEX -7.9K -34.9K 40.7K -1.1K -20.5K Net VEX -258 -374 -156 -366 -158 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.18 0.00 3.50 0.00 0.03 Total Volume 8.182 0 103 0 0 Total OI 411.864 332 473 414 408
Daily Data (22 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 2023-10-02 $9.71 $10.00 39.1% 11.2% 28.6% 4.9% 0.0% -9.0% 11.2% -429 -1.1K -366 0.00 94.61 N/A N/A 0 0 308 106 2023-10-03 $9.59 $10.00 46.2% 13.2% 28.5% 7.9% 0.0% -8.2% 2.8% 77 2.0K -352 0.00 86.43 N/A N/A 0 1 308 106 2023-10-04 $9.87 $10.00 49.4% 14.1% 27.7% 9.2% 0.0% -8.4% 3.3% 235 -12.6K -368 0.00 95.04 N/A N/A 0 0 308 105 2023-10-05 $9.94 $10.00 46.2% 15.6% 27.7% 7.9% 0.0% 3.5% -0.0% -111 -12.8K -374 0.00 105.17 N/A N/A 0 0 308 105 2023-10-06 $9.86 $10.00 37.7% 15.4% 27.9% 4.3% 0.0% 3.8% -9.3% -657 -11.4K -352 0.00 59.02 N/A N/A 0 0 308 105 2023-10-09 $9.86 $10.00 45.3% 14.6% 27.7% 7.5% 0.0% -10.8% -9.2% -973 2.2K -299 0.00 80.64 N/A N/A 50 0 308 105 2023-10-10 $9.93 $10.00 36.6% 15.1% 27.8% 3.8% 52.8% 7.0% -12.5% 1.9K -34.9K -360 0.00 98.55 N/A N/A 0 5 358 105 2023-10-11 $9.69 $10.00 54.3% 15.6% 28.9% 11.3% 0.0% 6.2% -15.7% 1.2K 1.0K -319 0.00 86.91 N/A N/A 0 0 358 109 2023-10-12 $9.59 $10.00 50.2% 14.4% 28.9% 9.6% 0.0% 1.3% -9.9% 863 21.5K -265 0.00 95.34 N/A N/A 0 0 358 109 2023-10-13 $9.63 $10.00 50.6% 14.5% 26.8% 9.8% 0.0% 0.8% -5.7% 1.0K 3.9K -274 0.00 81.79 N/A N/A 0 0 358 109 2023-10-16 $9.88 $10.00 52.0% 14.9% 25.1% 10.3% 0.0% 6.0% -13.1% 954 -15.3K -271 0.00 80.46 N/A N/A 0 0 358 109 2023-10-17 $9.75 $10.00 51.3% 14.7% 25.4% 10.1% 51.4% 1.7% -9.0% 899 -583 -247 3.50 85.99 N/A N/A 2 7 358 109 2023-10-18 $9.36 $10.00 55.7% 16.0% 28.6% 11.9% 55.7% -0.8% -15.9% 813 40.7K -205 0.00 73.78 N/A N/A 0 5 357 116 2023-10-19 $9.22 $10.00 55.1% 15.8% 28.9% 11.7% 0.0% -3.7% 0.2% 1.1K 11.7K -162 0.00 94.13 N/A N/A 0 0 357 60 2023-10-20 $9.53 $10.00 60.5% 17.4% 30.0% 14.0% 0.0% -1.4% -16.6% 1.8K -1.5K -204 0.00 27.65 N/A N/A 0 7 357 60 2023-10-23 $9.23 $10.00 49.9% 14.3% 31.2% 9.4% 0.0% -10.7% -4.0% 1.2K -12.9K -156 0.00 80.29 N/A N/A 0 0 297 35 2023-10-24 $9.54 $10.00 62.5% 17.9% 33.6% 14.8% 0.0% -0.8% -8.0% 1.7K -22.7K -188 0.00 75.82 N/A N/A 0 0 297 35 2023-10-25 $9.63 $10.00 60.5% 17.3% 33.6% 13.9% 0.0% 1.4% -3.8% 1.6K -22.5K -177 0.00 85.47 N/A N/A 0 0 297 35 2023-10-26 $9.82 $10.00 61.4% 17.6% 34.3% 14.3% 0.0% 4.9% -7.7% 2.0K -30.6K -205 0.00 44.72 N/A N/A 0 0 297 35 2023-10-27 $9.71 $10.00 61.3% 17.6% 33.4% 14.3% 46.5% 3.0% -9.7% 1.7K -27.5K -183 0.03 81.96 N/A N/A 100 3 297 35 2023-10-30 $9.80 $10.00 65.0% 18.6% 33.5% 15.8% 0.0% 6.5% -26.3% 2.3K -30.3K -197 0.00 76.22 N/A N/A 0 0 373 35 2023-10-31 $9.65 $10.00 62.7% 18.0% 33.7% 14.9% 0.0% 5.8% -14.8% 1.6K -20.5K -158 0.00 66.02 N/A N/A 0 0 373 35
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