INFU Options History — November 2023

In November 2023, INFU traded between $8.50 and $10.14. ATM implied volatility averaged 48.3%, placing in the 8.8% IV rank vs the trailing year. The 30-day expected move averaged 13.2%. IV traded below realized volatility by 0.5% (HV 20d: 48.7%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.00.

Notable Days

2023-11-03: Highest Volume — 100 contracts
2023-11-13: Largest IV drop — 43.6% change
2023-11-06: Highest IV Rank — 17.8%
2023-11-03: Largest Expected Move — 19.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$9.33	$8.50	$10.14	$9.57	$9.91
Max Pain	$10.00	$10.00	$10.00	$10.00	$10.00
ATM IV	48.3%	29.0%	69.6%	57.6%	43.2%
Expected Move	13.2%	8.3%	19.5%	16.5%	12.4%
HV 20d	48.7%	32.1%	54.0%	32.1%	51.0%
HV 60d	36.7%	30.0%	38.7%	30.0%	37.7%
IV Rank	8.8%	0.6%	17.8%	12.7%	6.6%
IV Percentile	30.6%	0.4%	67.1%	50.4%	19.0%
Term Structure	-5.1%	-44.1%	19.1%	-6.7%	-2.5%
VWIV	43.7%	40.0%	49.5%	41.5%	49.5%
Skew 25d	29.9%	-28.9%	180.2%	136.3%	5.7%
Skew 10d	37.4%	-32.2%	244.0%	193.7%	9.1%
Call IV 25d	49.0%	29.3%	84.4%	52.1%	44.0%
Put IV 25d	78.9%	30.8%	219.5%	188.4%	49.7%
Bid-Ask Spread %	79.44	27.71	114.11	79.52	60.13
Gamma HHI	0.61	0.37	0.84	0.75	0.84
Net GEX	969	-35	3.6K	844	3.6K
Net DEX	-9.5K	-63.5K	19.0K	-13.3K	-63.5K
Net VEX	-134	-223	-89	-132	-223
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.00	0.00	0.00	0.00	0.00
Total Volume	17.857	0	100	0	0
Total OI	384.476	97	648	408	191

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	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2023-11-01	$9.57	$10.00	57.6%	16.5%	32.1%	12.7%	0.0%	136.3%	-6.7%	844	-13.3K	-132	79.52	N/A	N/A	0	0	373	35
2023-11-02	$9.07	$0.00	57.8%	13.0%	36.8%	12.8%	0.0%	25.2%	-4.0%	658	-608	-104	102.19	N/A	N/A	0	0	373	35
2023-11-03	$9.71	$0.00	61.4%	19.5%	44.9%	14.3%	0.0%	1.7%	-29.7%	1.3K	-19.0K	-137	108.81	N/A	N/A	100	0	373	35
2023-11-06	$9.50	$0.00	69.6%	15.2%	45.5%	17.8%	0.0%	-8.8%	-4.4%	1.2K	-13.0K	-126	93.19	N/A	N/A	0	0	473	35
2023-11-07	$8.95	$0.00	58.9%	9.1%	49.8%	13.3%	0.0%	2.6%	-3.2%	436	-1.9K	-89	114.11	N/A	N/A	0	30	473	35
2023-11-08	$8.64	$0.00	43.8%	12.5%	50.5%	6.8%	0.0%	2.2%	-7.7%	97	14.6K	-104	91.28	N/A	N/A	0	19	473	65
2023-11-09	$8.50	$0.00	42.8%	12.3%	50.6%	6.4%	0.0%	-1.0%	0.2%	-35	19.0K	-135	92.08	N/A	N/A	22	0	473	76
2023-11-10	$8.59	$0.00	58.1%	16.6%	50.8%	12.9%	0.0%	1.0%	-44.1%	180	14.0K	-130	77.41	N/A	N/A	2	0	495	76
2023-11-13	$8.78	$0.00	32.7%	9.4%	50.5%	2.2%	0.0%	8.5%	19.1%	141	15.5K	-129	66.95	N/A	N/A	27	0	497	76
2023-11-14	$9.22	$0.00	29.0%	8.3%	54.0%	0.6%	0.0%	9.8%	13.9%	1.3K	-3.0K	-138	95.52	N/A	N/A	36	0	522	76
2023-11-15	$9.03	$0.00	34.4%	9.9%	52.6%	2.9%	0.0%	-8.2%	2.9%	123	15.9K	-115	82.86	N/A	N/A	10	0	543	76
2023-11-16	$9.09	$0.00	33.8%	9.7%	52.4%	2.6%	0.0%	-8.4%	14.2%	135	13.4K	-122	27.71	N/A	N/A	19	0	553	76
2023-11-17	$9.21	$0.00	38.4%	11.0%	51.2%	4.6%	0.0%	78.4%	10.3%	109	14.6K	-123	54.67	N/A	N/A	0	11	572	76
2023-11-20	$9.38	$0.00	41.1%	11.8%	50.3%	5.7%	41.5%	2.0%	-1.2%	186	-4.7K	-115	78.41	N/A	N/A	38	0	49	48
2023-11-21	$9.39	$10.00	36.3%	10.4%	48.9%	3.7%	40.0%	178.1%	0.7%	1.3K	-15.7K	-145	95.29	N/A	N/A	2	0	87	45
2023-11-22	$9.59	$10.00	37.3%	10.7%	49.4%	4.1%	0.0%	180.2%	10.5%	1.7K	-21.7K	-146	85.66	N/A	N/A	2	0	89	45
2023-11-24	$9.72	$10.00	48.5%	13.9%	49.1%	8.9%	49.5%	78.9%	-5.2%	1.6K	-26.1K	-153	31.12	N/A	N/A	1	0	91	45
2023-11-27	$10.14	$10.00	63.9%	18.3%	51.2%	15.4%	0.0%	-13.5%	-24.2%	1.5K	-43.1K	-144	59.96	N/A	N/A	6	0	92	45
2023-11-28	$10.05	$10.00	67.8%	19.4%	51.3%	17.1%	0.0%	-28.9%	-33.3%	1.8K	-41.1K	-150	81.84	N/A	N/A	0	0	96	45
2023-11-29	$9.99	$10.00	56.8%	16.3%	51.0%	12.4%	0.0%	-13.5%	-12.0%	2.1K	-39.8K	-148	89.43	N/A	N/A	50	0	96	45
2023-11-30	$9.91	$10.00	43.2%	12.4%	51.0%	6.6%	0.0%	5.7%	-2.5%	3.6K	-63.5K	-223	60.13	N/A	N/A	0	0	146	45