INFU Options History — May 2024 In May 2024, INFU traded between $6.34 and $8.16. ATM implied volatility averaged 56.9%, placing in the 17.4% IV rank vs the trailing year. The 30-day expected move averaged 13.3%. IV traded below realized volatility by 0.3% (HV 20d: 57.2%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 10 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.23.
Notable Days 2024-05-16 : Highest Volume — 201 contracts2024-05-13 : Largest IV spike — 691.7% change2024-05-13 : Highest IV Rank — 84.9%2024-05-23 : Largest Expected Move — 25.7%Monthly Statistics Metric Avg Min Max Open Close Price $7.20 $6.34 $8.16 $7.90 $7.15 Max Pain $7.50 $7.50 $7.50 $7.50 $7.50 ATM IV 56.9% 22.7% 179.4% 59.1% 41.8% Expected Move 13.3% 9.8% 25.7% 16.9% 12.0% HV 20d 57.2% 40.0% 67.8% 40.0% 62.0% HV 60d 43.9% 38.8% 49.6% 38.8% 49.6% IV Rank 17.4% 0.0% 84.9% 14.7% 10.4% IV Percentile 51.2% 0.0% 98.8% 78.2% 31.0% Term Structure 9.0% -26.1% 234.2% -25.1% 5.1% VWIV 48.6% 43.1% 55.8% 43.1% 47.0% Skew 25d -7.7% -35.5% 13.9% -10.2% -35.5% Skew 10d -25.2% -102.1% 13.0% -2.1% -102.1% Call IV 25d 58.6% 30.4% 85.1% 73.7% 84.7% Put IV 25d 50.9% 38.2% 70.5% 63.5% 49.3% Bid-Ask Spread % 106.80 83.23 131.99 99.07 118.05 Gamma HHI 0.87 0.27 0.99 0.83 0.99 Net GEX 1.1K -2.5K 4.9K -857 4.4K Net DEX -25.0K -103.0K 31.9K 14.3K -72.0K Net VEX -104 -219 -6 -38 -203 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.23 0.00 1.00 0.00 0.00 Total Volume 15.864 0 201 0 0 Total OI 153.045 68 272 77 240
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 P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2024-05-01 $7.90 $7.50 59.1% 16.9% 40.0% 14.7% 0.0% -10.2% -25.1% -857 14.3K -38 0.00 99.07 N/A N/A 0 0 22 55 2024-05-02 $7.44 $7.50 66.0% 18.9% 44.9% 17.8% 0.0% -14.1% -20.5% -855 19.8K -43 0.00 94.40 N/A N/A 0 2 22 55 2024-05-03 $7.49 $7.50 51.2% 14.7% 45.0% 11.2% 0.0% -10.1% -5.2% -1.2K 20.9K -44 0.00 83.23 N/A N/A 0 0 22 57 2024-05-06 $7.75 $7.50 56.0% 13.0% 47.0% 13.3% 0.0% 13.6% 11.4% -1.1K 15.8K -41 0.00 109.04 N/A N/A 0 0 22 57 2024-05-07 $8.16 $7.50 54.3% 12.8% 50.6% 15.4% 0.0% -4.5% -3.4% -909 8.3K -35 0.00 99.91 N/A N/A 0 0 22 57 2024-05-08 $7.96 $7.50 71.6% 10.0% 51.4% 25.0% 0.0% 0.0% -4.3% -971 13.2K -38 0.00 116.28 N/A N/A 0 2 22 57 2024-05-09 $7.46 $7.50 44.2% 10.5% 56.1% 9.9% 0.0% -7.5% -1.9% -1.6K 22.1K -35 0.00 101.57 N/A N/A 0 0 22 57 2024-05-10 $7.31 $7.50 22.7% 10.1% 55.5% 0.0% 0.0% -6.7% -3.3% -2.5K 31.9K -25 0.00 100.96 N/A N/A 0 0 22 57 2024-05-13 $7.00 $7.50 179.4% 12.0% 56.9% 84.9% 0.0% -8.5% 2.5% -567 18.7K -18 0.00 87.75 N/A N/A 21 0 22 47 2024-05-14 $6.88 $7.50 82.8% 12.1% 56.9% 32.5% 43.1% -8.2% -5.7% -36 17.1K -6 0.80 93.20 N/A N/A 5 4 43 47 2024-05-15 $6.67 $7.50 34.4% 9.9% 57.5% 6.4% 0.0% -0.1% -1.5% -1 -5.0K -7 0.50 92.69 N/A N/A 2 1 48 20 2024-05-16 $6.34 $7.50 53.2% 15.3% 59.3% 16.6% 55.8% -11.5% 234.2% -2 -6.1K -9 0.00 119.28 N/A N/A 201 0 51 20 2024-05-17 $6.47 $7.50 37.9% 10.9% 59.1% 8.3% 0.0% 3.4% 17.5% 2.2K -39.9K -168 0.00 130.34 N/A N/A 41 0 252 20 2024-05-20 $6.48 $7.50 36.2% 10.4% 59.2% 7.3% 0.0% 8.1% 14.9% 2.3K -40.8K -133 1.00 95.33 N/A N/A 1 1 232 5 2024-05-21 $6.69 $7.50 34.1% 9.8% 61.1% 6.2% 0.0% 13.9% 16.0% 2.8K -51.8K -169 0.00 111.27 N/A N/A 3 0 233 6 2024-05-22 $7.19 $7.50 39.9% 11.4% 67.5% 9.3% 47.0% -21.7% -3.1% 3.6K -85.3K -219 0.00 111.01 N/A N/A 3 0 235 6 2024-05-23 $6.87 $7.50 89.5% 25.7% 67.8% 36.2% 0.0% -16.1% -26.1% 2.4K -76.4K -209 0.00 131.99 N/A N/A 0 0 237 6 2024-05-24 $7.13 $7.50 45.7% 13.1% 65.3% 12.5% 0.0% -18.5% -6.3% 3.7K -81.3K -210 0.00 116.73 N/A N/A 0 0 237 6 2024-05-28 $7.47 $7.50 40.9% 11.7% 65.3% 9.9% 0.0% -13.9% 7.2% 4.9K -103.0K -215 0.00 102.60 N/A N/A 20 0 237 6 2024-05-29 $7.40 $7.50 46.9% 13.5% 65.4% 13.1% 0.0% -21.3% -10.0% 4.1K -98.8K -209 0.00 116.25 N/A N/A 42 0 237 6 2024-05-30 $7.09 $7.50 64.0% 18.4% 65.1% 22.4% 0.0% 0.3% 6.4% 3.6K -72.8K -208 0.00 118.69 N/A N/A 0 0 234 6 2024-05-31 $7.15 $7.50 41.8% 12.0% 62.0% 10.4% 0.0% -35.5% 5.1% 4.4K -72.0K -203 0.00 118.05 N/A N/A 0 0 234 6
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