INFU Options History — April 2024

In April 2024, INFU traded between $7.58 and $8.75. ATM implied volatility averaged 50.6%, placing in the 10.9% IV rank vs the trailing year. The 30-day expected move averaged 15.1%. IV traded above realized volatility by 16.1% (HV 20d: 34.5%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 14 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 0.00.

Notable Days

2024-04-04: Highest Volume — 10 contracts
2024-04-22: Largest IV spike — 109.1% change
2024-04-22: Highest IV Rank — 38.9%
2024-04-22: Largest Expected Move — 32.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$8.03	$7.58	$8.75	$8.75	$7.60
Max Pain	$8.52	$7.50	$10.00	$7.50	$7.50
ATM IV	50.6%	31.1%	112.9%	45.7%	50.6%
Expected Move	15.1%	8.9%	32.4%	13.1%	14.5%
HV 20d	34.5%	28.8%	41.8%	38.4%	37.0%
HV 60d	37.7%	34.7%	40.7%	39.6%	38.2%
IV Rank	10.9%	2.1%	38.9%	8.7%	10.9%
IV Percentile	48.2%	2.8%	94.0%	38.5%	55.6%
Term Structure	-3.0%	-26.0%	32.1%	-26.0%	-1.7%
VWIV	55.3%	43.5%	70.6%	55.4%	64.3%
Skew 25d	13.6%	-27.9%	64.0%	-0.5%	-11.7%
Skew 10d	43.1%	-38.8%	163.2%	1.2%	-9.9%
Call IV 25d	49.5%	32.2%	86.9%	38.3%	72.1%
Put IV 25d	63.1%	33.4%	150.9%	37.7%	60.4%
Bid-Ask Spread %	95.80	80.59	116.03	88.38	94.00
Gamma HHI	0.86	0.45	0.99	0.51	0.88
Net GEX	1.8K	-1.5K	5.8K	2.0K	-1.0K
Net DEX	-74.5K	-143.4K	16.2K	-143.4K	15.4K
Net VEX	-84	-142	-41	-114	-46
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	1.773	0	10	2	2
Total OI	245	75	330	316	75

Daily Data (22 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
2024-04-01	$8.75	$7.50	45.7%	13.1%	38.4%	8.7%	0.0%	-0.5%	-26.0%	2.0K	-143.4K	-114	88.38	N/A	N/A	0	2	263	53
2024-04-02	$8.33	$7.50	33.2%	9.5%	41.8%	3.1%	0.0%	0.6%	13.4%	1.8K	-127.1K	-99	80.59	N/A	N/A	0	0	263	55
2024-04-03	$8.27	$7.50	31.1%	8.9%	41.8%	2.1%	0.0%	-27.9%	9.3%	1.7K	-126.8K	-88	91.31	N/A	N/A	0	0	263	55
2024-04-04	$8.23	$10.00	42.6%	15.2%	41.8%	7.3%	55.4%	7.1%	-4.9%	3.1K	-117.0K	-121	95.66	N/A	N/A	0	10	263	51
2024-04-05	$8.27	$10.00	41.1%	12.1%	41.5%	6.6%	0.0%	-5.7%	-9.1%	2.3K	-120.3K	-113	99.80	N/A	N/A	0	0	263	61
2024-04-08	$8.18	$10.00	37.8%	15.5%	33.9%	5.1%	0.0%	25.9%	-7.2%	2.5K	-120.5K	-98	92.88	N/A	N/A	0	1	263	61
2024-04-09	$8.09	$10.00	36.5%	15.1%	33.6%	4.6%	0.0%	13.4%	-14.4%	3.1K	-116.1K	-99	96.39	N/A	N/A	0	0	263	62
2024-04-10	$8.05	$10.00	53.5%	15.3%	33.2%	12.2%	0.0%	28.7%	-11.2%	3.1K	-118.6K	-94	90.29	N/A	N/A	0	0	263	62
2024-04-11	$7.92	$10.00	56.8%	16.3%	32.5%	13.7%	0.0%	32.5%	-8.8%	3.6K	-82.3K	-142	89.26	N/A	N/A	0	0	263	62
2024-04-12	$8.10	$10.00	46.9%	13.5%	30.8%	9.2%	43.5%	44.8%	5.1%	3.4K	-112.4K	-103	94.13	N/A	N/A	5	0	263	62
2024-04-15	$7.92	$10.00	48.7%	14.0%	31.2%	10.0%	0.0%	26.0%	-2.6%	5.2K	-100.3K	-101	98.01	N/A	N/A	0	0	268	62
2024-04-16	$7.96	$10.00	49.3%	14.1%	31.1%	10.3%	43.8%	22.5%	2.8%	3.6K	-88.2K	-109	92.91	N/A	N/A	0	7	268	62
2024-04-17	$7.89	$7.50	52.7%	15.1%	31.1%	11.8%	0.0%	35.9%	-5.7%	5.8K	-109.5K	-83	90.77	N/A	N/A	0	0	268	58
2024-04-18	$7.87	$7.50	53.4%	15.3%	31.0%	12.2%	0.0%	31.5%	32.1%	5.8K	-114.3K	-71	91.84	N/A	N/A	0	0	268	58
2024-04-19	$8.06	$7.50	54.0%	15.5%	31.6%	12.4%	54.2%	47.1%	-5.9%	-821	-133.2K	-58	98.38	N/A	N/A	6	0	268	58
2024-04-22	$7.97	$7.50	112.9%	32.4%	31.1%	38.9%	70.6%	64.0%	-21.3%	-269	11.5K	-70	116.03	N/A	N/A	6	0	26	56
2024-04-23	$7.96	$7.50	52.3%	15.0%	29.9%	11.7%	0.0%	-4.6%	-4.4%	-794	12.8K	-54	97.96	N/A	N/A	0	0	22	56
2024-04-24	$7.90	$7.50	64.9%	18.6%	28.8%	17.3%	0.0%	11.7%	0.7%	-636	12.4K	-51	103.38	N/A	N/A	0	0	22	56
2024-04-25	$7.58	$7.50	51.4%	14.7%	29.3%	11.2%	0.0%	-8.5%	-3.0%	-894	15.5K	-52	94.40	N/A	N/A	0	0	22	53
2024-04-26	$8.05	$7.50	52.1%	14.9%	37.2%	11.6%	0.0%	-24.4%	-11.9%	-1.5K	8.0K	-41	105.76	N/A	N/A	0	0	22	53
2024-04-29	$7.63	$7.50	45.2%	12.9%	40.2%	8.4%	0.0%	-9.4%	8.8%	-993	16.2K	-47	105.47	N/A	N/A	0	0	22	53
2024-04-30	$7.60	$7.50	50.6%	14.5%	37.0%	10.9%	64.3%	-11.7%	-1.7%	-1.0K	15.4K	-46	94.00	N/A	N/A	0	2	22	53