INFU Options History — January 2024

In January 2024, INFU traded between $8.95 and $10.20. ATM implied volatility averaged 37.2%, placing in the 4.9% IV rank vs the trailing year. The 30-day expected move averaged 11.1%. IV traded below realized volatility by 3.3% (HV 20d: 40.5%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 5 of 21 trading days. Term structure was in contango for 19 of 21 days. Put/call ratio averaged 17.33.

Notable Days

2024-01-02: Highest Volume — 153 contracts
2024-01-16: Largest IV spike — 48.9% change
2024-01-16: Highest IV Rank — 14.5%
2024-01-16: Largest Expected Move — 16.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$9.71	$8.95	$10.20	$10.20	$9.36
Max Pain	$9.05	$7.50	$10.00	$10.00	$10.00
ATM IV	37.2%	27.1%	58.6%	35.2%	33.6%
Expected Move	11.1%	9.0%	16.8%	10.1%	9.6%
HV 20d	40.5%	31.7%	44.7%	38.0%	44.7%
HV 60d	42.4%	40.6%	43.9%	40.6%	43.0%
IV Rank	4.9%	0.3%	14.5%	4.0%	3.2%
IV Percentile	12.8%	0.4%	62.3%	4.4%	4.8%
Term Structure	8.2%	-6.9%	34.6%	6.6%	-5.1%
VWIV	43.7%	28.8%	75.4%	35.2%	28.8%
Skew 25d	-6.2%	-48.7%	11.5%	-48.7%	-4.7%
Skew 10d	-12.7%	-62.9%	18.4%	-58.6%	-30.3%
Call IV 25d	49.0%	31.3%	92.3%	92.3%	50.8%
Put IV 25d	42.8%	30.9%	52.4%	43.6%	46.1%
Bid-Ask Spread %	83.59	45.66	129.75	94.68	90.31
Gamma HHI	0.84	0.37	0.97	0.84	0.95
Net GEX	-4.5K	-13.2K	2.5K	2.5K	-4.8K
Net DEX	67.4K	-60.4K	173.0K	-60.4K	87.6K
Net VEX	-189	-308	-58	-184	-177
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	17.33	0.00	50.00	50.00	2.00
Total Volume	15.619	0	153	153	14
Total OI	309.619	159	375	225	277

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	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2024-01-02	$10.20	$10.00	35.2%	10.1%	38.0%	4.0%	35.2%	-48.7%	6.6%	2.5K	-60.4K	-184	0.00	94.68	N/A	N/A	0	153	143	82
2024-01-03	$9.88	$10.00	35.7%	10.2%	39.5%	4.2%	0.0%	-35.4%	3.3%	-5.3K	49.9K	-308	0.00	93.71	N/A	N/A	0	0	143	232
2024-01-04	$9.91	$7.50	37.6%	11.3%	36.9%	5.1%	0.0%	11.5%	6.6%	-5.5K	61.0K	-289	0.00	98.31	N/A	N/A	0	0	141	232
2024-01-05	$9.79	$7.50	29.6%	10.9%	36.9%	1.4%	0.0%	10.3%	9.3%	-5.8K	69.1K	-276	0.00	65.01	N/A	N/A	0	0	141	232
2024-01-08	$9.96	$7.50	30.6%	11.0%	37.0%	1.9%	0.0%	7.8%	14.0%	-7.9K	41.1K	-262	0.00	63.64	N/A	N/A	0	0	141	232
2024-01-09	$9.88	$7.50	27.1%	10.9%	37.0%	0.3%	0.0%	6.0%	12.5%	-8.5K	46.9K	-249	0.00	71.33	N/A	N/A	0	0	141	232
2024-01-10	$9.87	$7.50	38.5%	11.0%	36.8%	5.4%	0.0%	-5.9%	12.7%	-7.9K	64.9K	-235	0.00	45.66	N/A	N/A	0	0	141	232
2024-01-11	$9.80	$7.50	37.9%	10.9%	36.8%	5.2%	0.0%	-0.9%	9.8%	-10.1K	94.3K	-206	0.00	64.03	N/A	N/A	0	0	141	232
2024-01-12	$9.75	$7.50	39.3%	11.3%	31.7%	5.8%	0.0%	-3.5%	10.9%	-13.2K	59.0K	-215	0.00	69.05	N/A	N/A	0	0	141	232
2024-01-16	$8.95	$7.50	58.6%	16.8%	41.4%	14.5%	75.4%	-11.3%	-6.9%	248	173.0K	-63	0.00	129.75	N/A	N/A	0	20	141	232
2024-01-17	$9.16	$10.00	33.6%	9.6%	42.2%	3.2%	0.0%	-8.0%	14.4%	116	127.7K	-67	0.00	90.63	N/A	N/A	0	0	141	185
2024-01-18	$9.16	$10.00	31.3%	9.0%	42.1%	2.2%	0.0%	2.2%	34.6%	287	126.9K	-58	0.00	91.99	N/A	N/A	0	0	141	185
2024-01-19	$9.65	$10.00	44.3%	12.7%	43.2%	8.1%	44.2%	0.4%	7.1%	239	125.9K	-74	50.00	81.79	N/A	N/A	1	50	141	185
2024-01-22	$9.93	$10.00	38.4%	11.0%	44.4%	5.4%	38.4%	1.3%	7.5%	-1.6K	15.8K	-127	0.00	91.99	N/A	N/A	0	70	58	101
2024-01-23	$9.88	$10.00	35.2%	10.1%	43.9%	4.0%	0.0%	-16.3%	6.6%	-4.8K	49.5K	-191	0.00	72.68	N/A	N/A	0	0	58	171
2024-01-24	$9.83	$10.00	35.9%	10.3%	43.9%	4.3%	0.0%	-12.7%	7.9%	-4.2K	50.5K	-206	0.00	95.97	N/A	N/A	0	2	74	173
2024-01-25	$9.72	$10.00	38.5%	11.0%	43.0%	5.5%	38.4%	-12.2%	6.4%	-3.9K	58.1K	-196	0.00	92.35	N/A	N/A	0	10	74	175
2024-01-26	$9.69	$10.00	35.1%	10.1%	43.0%	3.9%	0.0%	-11.7%	9.3%	-4.8K	62.8K	-204	0.00	89.49	N/A	N/A	0	0	74	185
2024-01-29	$9.88	$10.00	39.4%	11.3%	43.7%	5.9%	0.0%	8.3%	3.3%	-4.8K	54.9K	-197	0.00	76.74	N/A	N/A	2	0	74	185
2024-01-30	$9.75	$10.00	45.8%	13.1%	43.7%	8.7%	45.7%	-6.2%	0.7%	-4.2K	56.5K	-188	2.00	86.27	N/A	N/A	2	4	76	185
2024-01-31	$9.36	$10.00	33.6%	9.6%	44.7%	3.2%	28.8%	-4.7%	-5.1%	-4.8K	87.6K	-177	0.00	90.31	N/A	N/A	0	14	78	199