INFU Options History — December 2023

In December 2023, INFU traded between $10.09 and $10.86. ATM implied volatility averaged 60.2%, placing in the 14.7% IV rank vs the trailing year. The 30-day expected move averaged 13.9%. IV traded above realized volatility by 24.4% (HV 20d: 35.8%). Max pain ranged from $10.00 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 0.17.

Notable Days

2023-12-12: Highest Volume — 62 contracts
2023-12-29: Largest IV spike — 67.4% change
2023-12-11: Highest IV Rank — 33.7%
2023-12-01: Largest Expected Move — 24.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$10.47	$10.09	$10.86	$10.09	$10.52
Max Pain	$10.00	$10.00	$10.00	$10.00	$10.00
ATM IV	60.2%	26.4%	102.1%	86.3%	44.1%
Expected Move	13.9%	7.6%	24.7%	24.7%	12.6%
HV 20d	35.8%	30.0%	46.8%	46.8%	36.5%
HV 60d	39.3%	37.6%	40.5%	37.8%	40.1%
IV Rank	14.7%	0.0%	33.7%	24.9%	8.0%
IV Percentile	44.2%	0.0%	81.0%	74.6%	22.2%
Term Structure	-6.5%	-34.0%	11.4%	-32.1%	-8.5%
VWIV	38.4%	22.8%	48.0%	48.0%	22.8%
Skew 25d	12.1%	-15.7%	44.1%	-15.7%	5.4%
Skew 10d	23.1%	-35.2%	91.8%	-35.2%	13.8%
Call IV 25d	41.0%	23.0%	93.4%	93.4%	39.6%
Put IV 25d	53.2%	25.7%	97.0%	77.6%	45.0%
Bid-Ask Spread %	102.70	63.84	128.46	117.69	102.98
Gamma HHI	0.82	0.77	0.88	0.77	0.80
Net GEX	3.2K	1.8K	5.3K	2.1K	1.8K
Net DEX	-91.1K	-122.6K	-70.4K	-70.4K	-89.8K
Net VEX	-186	-223	-125	-223	-160
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.17	0.00	1.00	1.00	0.00
Total Volume	7.3	0	62	0	0
Total OI	193.4	174	225	191	225

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
2023-12-01	$10.09	$10.00	86.3%	24.7%	46.8%	24.9%	0.0%	-15.7%	-32.1%	2.1K	-70.4K	-223	0.00	117.69	N/A	N/A	0	0	146	45
2023-12-04	$10.19	$10.00	76.9%	16.9%	40.6%	22.2%	0.0%	6.0%	-17.2%	2.6K	-77.1K	-203	1.00	125.64	N/A	N/A	1	1	146	45
2023-12-05	$10.57	$10.00	96.4%	15.2%	41.2%	31.1%	0.0%	10.0%	-9.3%	2.7K	-86.9K	-207	0.00	126.55	N/A	N/A	8	0	147	45
2023-12-06	$10.61	$10.00	99.1%	15.5%	33.4%	32.3%	0.0%	6.9%	-11.6%	2.6K	-91.2K	-193	0.00	121.85	N/A	N/A	5	0	145	45
2023-12-07	$10.38	$10.00	50.2%	10.8%	31.3%	10.2%	0.0%	14.0%	9.3%	3.6K	-84.8K	-208	0.00	121.25	N/A	N/A	0	0	150	45
2023-12-08	$10.39	$10.00	66.9%	13.8%	30.0%	17.7%	0.0%	31.4%	2.2%	3.3K	-89.9K	-195	0.00	103.21	N/A	N/A	0	0	150	45
2023-12-11	$10.25	$10.00	102.1%	12.3%	31.2%	33.7%	0.0%	4.2%	0.3%	4.5K	-81.1K	-191	0.00	100.72	N/A	N/A	0	0	150	45
2023-12-12	$10.16	$10.00	88.4%	13.5%	31.4%	27.5%	48.0%	28.2%	-5.7%	4.0K	-76.2K	-188	0.00	103.96	N/A	N/A	62	0	150	45
2023-12-13	$10.66	$10.00	43.2%	12.4%	31.2%	7.0%	0.0%	17.8%	0.5%	4.4K	-122.6K	-209	0.00	109.81	N/A	N/A	0	0	180	45
2023-12-14	$10.26	$10.00	58.9%	16.9%	33.8%	14.1%	0.0%	22.9%	-34.0%	5.3K	-100.2K	-215	0.00	96.49	N/A	N/A	0	0	180	45
2023-12-15	$10.39	$10.00	47.3%	13.6%	33.9%	8.9%	0.0%	44.1%	-9.1%	3.2K	-114.4K	-199	0.00	105.38	N/A	N/A	2	0	180	45
2023-12-18	$10.23	$10.00	44.1%	12.6%	34.7%	7.4%	44.3%	13.5%	1.8%	3.0K	-73.7K	-205	0.00	91.88	N/A	N/A	0	1	142	45
2023-12-19	$10.71	$10.00	39.9%	11.4%	37.3%	5.5%	0.0%	13.2%	10.5%	3.1K	-92.3K	-190	0.00	79.89	N/A	N/A	0	15	142	46
2023-12-20	$10.49	$10.00	38.4%	11.0%	38.5%	4.9%	0.0%	11.6%	4.2%	3.5K	-86.3K	-175	0.00	63.84	N/A	N/A	1	0	142	32
2023-12-21	$10.64	$10.00	45.1%	12.9%	38.3%	7.9%	0.0%	18.2%	-3.9%	2.8K	-96.5K	-159	0.00	88.91	N/A	N/A	0	0	143	32
2023-12-22	$10.64	$10.00	46.3%	13.3%	38.2%	8.4%	0.0%	5.6%	-22.0%	2.4K	-85.9K	-177	0.00	70.23	N/A	N/A	0	0	143	32
2023-12-26	$10.86	$10.00	60.0%	17.2%	36.0%	14.6%	0.0%	-5.3%	-18.1%	2.6K	-94.7K	-158	0.00	128.46	N/A	N/A	0	0	143	32
2023-12-27	$10.81	$10.00	44.7%	12.8%	35.9%	7.7%	0.0%	13.7%	1.3%	2.8K	-104.7K	-138	0.00	100.06	N/A	N/A	0	0	143	32
2023-12-28	$10.64	$10.00	26.4%	7.6%	36.4%	0.0%	22.8%	-2.9%	11.4%	4.0K	-103.6K	-125	0.00	95.30	N/A	N/A	0	50	143	32
2023-12-29	$10.52	$10.00	44.1%	12.6%	36.5%	8.0%	0.0%	5.4%	-8.5%	1.8K	-89.8K	-160	0.00	102.98	N/A	N/A	0	0	143	82