INFU Options History — March 2024

In March 2024, INFU traded between $8.55 and $9.80. ATM implied volatility averaged 50.6%, placing in the 10.9% IV rank vs the trailing year. The 30-day expected move averaged 12.8%. IV traded above realized volatility by 14.2% (HV 20d: 36.5%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 11 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 0.18.

Notable Days

2024-03-20: Highest Volume — 236 contracts
2024-03-26: Largest IV spike — 62.5% change
2024-03-12: Highest IV Rank — 30.8%
2024-03-01: Largest Expected Move — 16.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$9.09	$8.55	$9.80	$9.28	$8.58
Max Pain	$8.25	$7.50	$10.00	$10.00	$7.50
ATM IV	50.6%	31.1%	94.8%	58.2%	37.3%
Expected Move	12.8%	8.9%	16.7%	16.7%	10.7%
HV 20d	36.5%	33.7%	41.7%	37.5%	37.5%
HV 60d	39.6%	38.9%	41.0%	39.9%	39.8%
IV Rank	10.9%	2.1%	30.8%	14.3%	4.9%
IV Percentile	42.4%	2.4%	87.3%	69.0%	15.1%
Term Structure	1.2%	-39.6%	23.4%	-13.4%	6.0%
VWIV	48.4%	40.6%	54.8%	51.4%	41.2%
Skew 25d	-5.4%	-23.3%	5.3%	-23.3%	1.2%
Skew 10d	-11.3%	-43.7%	11.7%	-43.7%	4.0%
Call IV 25d	47.1%	28.8%	79.0%	79.0%	28.8%
Put IV 25d	41.7%	25.0%	61.9%	55.8%	30.0%
Bid-Ask Spread %	97.65	82.32	109.98	104.04	82.32
Gamma HHI	0.65	0.48	0.81	0.59	0.67
Net GEX	60	-3.1K	2.9K	-1.2K	1.8K
Net DEX	-23.5K	-163.7K	110.1K	29.5K	-134.9K
Net VEX	-141	-202	-92	-157	-107
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.18	0.00	1.32	0.00	0.00
Total Volume	31.6	0	236	0	0
Total OI	240.75	125	431	167	316

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
2024-03-01	$9.28	$10.00	58.2%	16.7%	37.5%	14.3%	0.0%	-23.3%	-13.4%	-1.2K	29.5K	-157	0.00	104.04	N/A	N/A	0	0	62	105
2024-03-04	$9.22	$10.00	55.7%	14.7%	37.4%	13.2%	51.4%	-0.2%	-1.4%	-1.3K	33.3K	-142	0.00	97.64	N/A	N/A	1	0	62	105
2024-03-05	$9.21	$10.00	62.4%	16.6%	36.0%	16.2%	0.0%	-0.5%	-4.0%	-1.3K	31.1K	-144	0.00	105.99	N/A	N/A	1	0	63	105
2024-03-06	$9.14	$10.00	66.2%	15.5%	34.7%	17.9%	54.8%	0.9%	0.9%	-1.4K	27.7K	-142	0.00	94.35	N/A	N/A	1	0	64	105
2024-03-07	$9.24	$10.00	72.5%	14.3%	34.7%	20.7%	0.0%	5.3%	2.5%	-1.0K	29.5K	-138	0.00	103.61	N/A	N/A	0	0	66	105
2024-03-08	$9.80	$10.00	62.0%	14.4%	40.7%	16.0%	45.9%	-4.2%	-1.6%	-2.0K	9.7K	-142	0.00	95.88	N/A	N/A	6	0	66	105
2024-03-11	$9.61	$7.50	75.3%	14.9%	41.2%	22.0%	51.9%	-0.4%	-1.1%	-2.7K	31.4K	-134	1.32	109.98	N/A	N/A	38	50	72	125
2024-03-12	$9.39	$7.50	94.8%	14.9%	41.7%	30.8%	0.0%	3.3%	-4.3%	-2.9K	64.3K	-172	0.00	97.77	N/A	N/A	0	0	110	175
2024-03-13	$9.50	$7.50	52.8%	15.1%	34.7%	11.9%	52.9%	0.9%	5.2%	-3.1K	57.7K	-202	0.19	103.20	N/A	N/A	16	3	116	185
2024-03-14	$9.05	$7.50	34.5%	9.9%	36.6%	3.7%	40.6%	-9.6%	23.4%	1.6K	110.1K	-156	0.11	92.09	N/A	N/A	176	20	133	188
2024-03-15	$9.08	$7.50	38.0%	10.9%	35.4%	5.2%	0.0%	-7.7%	1.7%	1.0K	-32.2K	-123	0.00	100.52	N/A	N/A	0	82	261	170
2024-03-18	$8.90	$7.50	39.3%	11.3%	35.4%	5.8%	0.0%	-16.1%	0.1%	830	-2.1K	-116	0.00	99.51	N/A	N/A	0	0	78	47
2024-03-19	$8.88	$7.50	34.4%	9.9%	35.3%	3.6%	0.0%	-15.7%	6.7%	936	-570	-114	0.00	94.79	N/A	N/A	0	0	78	47
2024-03-20	$8.79	$7.50	31.1%	8.9%	33.7%	2.1%	41.2%	-5.8%	12.0%	614	5.2K	-92	0.03	98.92	N/A	N/A	230	6	78	47
2024-03-21	$8.96	$7.50	35.9%	10.3%	34.5%	4.3%	0.0%	-12.2%	5.0%	2.4K	-151.9K	-169	0.00	87.87	N/A	N/A	0	0	261	53
2024-03-22	$9.05	$7.50	34.2%	9.8%	34.7%	3.5%	0.0%	2.3%	12.8%	1.8K	-163.7K	-132	0.00	108.49	N/A	N/A	2	0	261	53
2024-03-25	$8.79	$7.50	32.1%	9.2%	35.3%	2.6%	0.0%	2.9%	16.9%	2.0K	-144.6K	-129	0.00	86.70	N/A	N/A	0	0	263	53
2024-03-26	$8.55	$7.50	52.3%	15.0%	35.5%	11.6%	0.0%	-19.7%	-39.6%	2.9K	-126.6K	-174	0.00	95.14	N/A	N/A	0	0	263	53
2024-03-27	$8.78	$7.50	43.4%	12.4%	36.9%	7.7%	0.0%	-9.5%	-3.7%	2.3K	-143.4K	-141	0.00	94.24	N/A	N/A	0	0	263	53
2024-03-28	$8.58	$7.50	37.3%	10.7%	37.5%	4.9%	0.0%	1.2%	6.0%	1.8K	-134.9K	-107	0.00	82.32	N/A	N/A	0	0	263	53