INFU Options History — February 2024 In February 2024, INFU traded between $9.14 and $9.75. ATM implied volatility averaged 48.7%, placing in the 10.0% IV rank vs the trailing year. The 30-day expected move averaged 15.1%. IV traded above realized volatility by 5.8% (HV 20d: 42.9%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-02-08 : Highest Volume — 35 contracts2024-02-07 : Largest IV spike — 27.1% change2024-02-28 : Highest IV Rank — 17.3%2024-02-28 : Largest Expected Move — 18.6%Monthly Statistics Metric Avg Min Max Open Close Price $9.45 $9.14 $9.75 $9.58 $9.29 Max Pain $10.00 $10.00 $10.00 $10.00 $10.00 ATM IV 48.7% 34.9% 64.9% 41.6% 55.3% Expected Move 15.1% 12.2% 18.6% 16.5% 15.9% HV 20d 42.9% 38.5% 46.6% 44.4% 38.5% HV 60d 39.8% 37.4% 40.9% 40.9% 40.0% IV Rank 10.0% 3.8% 17.3% 6.8% 13.0% IV Percentile 44.5% 6.7% 78.2% 24.6% 62.3% Term Structure -7.6% -39.2% 6.2% -9.2% -39.2% VWIV 50.2% 41.3% 56.5% 46.2% 56.5% Skew 25d -7.0% -30.0% 25.2% 21.1% -30.0% Skew 10d -14.2% -51.3% 39.5% 35.6% -42.1% Call IV 25d 58.5% 43.0% 83.0% 43.0% 83.0% Put IV 25d 51.5% 38.5% 72.4% 64.1% 53.0% Bid-Ask Spread % 102.99 74.83 119.39 101.25 102.69 Gamma HHI 0.83 0.65 0.98 0.95 0.66 Net GEX -4.7K -12.0K -1.4K -5.3K -1.4K Net DEX 94.5K 30.0K 201.2K 87.3K 30.0K Net VEX -149 -217 -76 -217 -126 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 5 0 35 0 26 Total OI 254.85 129 388 306 141
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 2024-02-01 $9.58 $10.00 41.6% 16.5% 44.4% 6.8% 0.0% 21.1% -9.2% -5.3K 87.3K -217 0.00 101.25 N/A N/A 0 0 78 228 2024-02-02 $9.66 $10.00 34.9% 18.5% 44.6% 3.8% 0.0% -13.4% -20.9% -6.5K 100.5K -207 0.00 107.99 N/A N/A 0 0 78 228 2024-02-05 $9.38 $10.00 39.0% 18.2% 45.5% 5.7% 0.0% -15.2% -13.9% -6.0K 116.5K -163 0.00 101.55 N/A N/A 0 0 78 228 2024-02-06 $9.62 $10.00 37.2% 14.2% 46.1% 4.9% 0.0% -15.4% -1.0% -6.9K 104.3K -178 0.00 95.10 N/A N/A 0 0 78 228 2024-02-07 $9.48 $10.00 47.3% 13.6% 46.2% 9.4% 0.0% -27.5% -0.2% -6.3K 138.2K -128 0.00 95.73 N/A N/A 0 0 78 228 2024-02-08 $9.55 $10.00 46.3% 13.3% 46.4% 9.0% 46.2% 14.8% 0.2% -8.9K 100.1K -162 0.00 101.71 N/A N/A 0 35 78 228 2024-02-09 $9.65 $10.00 48.5% 13.9% 46.5% 9.9% 0.0% 19.5% -0.7% -8.8K 94.5K -205 0.00 105.26 N/A N/A 0 0 78 263 2024-02-12 $9.75 $10.00 52.0% 14.9% 46.6% 11.5% 52.1% 25.2% -0.1% -12.0K 137.1K -162 0.00 111.68 N/A N/A 3 0 78 263 2024-02-13 $9.14 $10.00 42.4% 12.2% 41.9% 7.2% 41.3% -4.3% 6.2% -1.5K 187.3K -76 0.00 103.92 N/A N/A 0 12 79 263 2024-02-14 $9.48 $10.00 51.9% 14.9% 43.1% 11.5% 51.7% 0.7% 6.0% -7.3K 157.8K -171 0.00 119.39 N/A N/A 0 5 79 304 2024-02-15 $9.70 $10.00 51.2% 14.7% 43.7% 11.1% 0.0% -15.2% -6.6% -10.3K 143.9K -173 0.00 115.84 N/A N/A 0 0 79 309 2024-02-16 $9.50 $10.00 45.4% 13.0% 40.4% 8.6% 49.7% 0.0% 6.1% -2.0K 201.2K -131 0.00 100.37 N/A N/A 6 0 79 309 2024-02-20 $9.52 $10.00 53.9% 15.4% 38.9% 12.4% 54.1% -1.1% -2.1% -1.8K 35.8K -136 0.00 74.83 N/A N/A 4 0 25 104 2024-02-21 $9.21 $10.00 53.6% 15.4% 40.4% 12.2% 0.0% -17.6% -8.9% -1.7K 42.6K -124 0.00 105.16 N/A N/A 1 0 28 104 2024-02-22 $9.25 $10.00 56.9% 16.3% 40.5% 13.7% 56.5% -23.3% -10.3% -1.6K 42.4K -129 0.00 104.14 N/A N/A 0 1 29 104 2024-02-23 $9.26 $10.00 46.4% 13.3% 40.4% 9.0% 0.0% -3.8% -5.4% -1.9K 41.3K -131 0.00 99.09 N/A N/A 0 0 29 105 2024-02-26 $9.43 $10.00 50.6% 14.5% 41.0% 10.9% 0.0% -12.3% -0.3% -2.0K 43.4K -117 0.00 97.04 N/A N/A 0 0 29 105 2024-02-27 $9.20 $10.00 53.9% 15.5% 41.1% 12.4% 0.0% -22.2% -26.4% -1.5K 44.8K -114 0.00 112.63 N/A N/A 7 0 29 105 2024-02-28 $9.28 $10.00 64.9% 18.6% 41.1% 17.3% 0.0% -20.6% -24.8% -1.5K 40.3K -125 0.00 104.51 N/A N/A 0 0 36 105 2024-02-29 $9.29 $10.00 55.3% 15.9% 38.5% 13.0% 0.0% -30.0% -39.2% -1.4K 30.0K -126 0.00 102.69 N/A N/A 26 0 36 105
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