INFU Options History — June 2024 In June 2024, INFU traded between $6.42 and $7.02. ATM implied volatility averaged 50.6%, placing in the 16.6% IV rank vs the trailing year. The 30-day expected move averaged 13.8%. IV traded above realized volatility by 2.9% (HV 20d: 47.7%). Max pain ranged from $5.00 to $7.50. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 1 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2024-06-21 : Highest Volume — 50 contracts2024-06-10 : Largest IV spike — 43.7% change2024-06-10 : Highest IV Rank — 25.6%2024-06-04 : Largest Expected Move — 19.7%Monthly Statistics Metric Avg Min Max Open Close Price $6.77 $6.42 $7.02 $6.98 $6.74 Max Pain $7.37 $5.00 $7.50 $7.50 $7.50 ATM IV 50.6% 42.0% 69.9% 50.1% 54.6% Expected Move 13.8% 11.3% 19.7% 14.4% 15.7% HV 20d 47.7% 30.7% 62.4% 62.4% 30.7% HV 60d 47.6% 46.7% 49.6% 49.6% 46.8% IV Rank 16.6% 10.7% 25.6% 14.9% 20.4% IV Percentile 54.7% 31.3% 92.1% 55.2% 70.6% Term Structure -7.7% -22.7% 5.7% -0.5% -10.7% VWIV 59.2% 48.0% 70.5% 48.0% 70.5% Skew 25d 9.3% -9.0% 218.2% -3.2% 4.0% Skew 10d -1.1% -93.5% 224.2% -93.5% -9.8% Call IV 25d 54.5% 43.2% 99.9% 63.6% 52.2% Put IV 25d 63.8% 43.6% 318.1% 60.4% 56.2% Bid-Ask Spread % 118.47 102.10 128.68 108.54 128.68 Gamma HHI 0.97 0.95 0.99 0.99 0.95 Net GEX 2.6K 1.3K 4.3K 3.9K 1.7K Net DEX -42.4K -65.6K -23.8K -60.4K -34.8K Net VEX -122 -188 -74 -186 -90 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 3.368 0 50 1 2 Total OI 215.158 136 244 240 140
Daily Data (19 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 2024-06-03 $6.98 $7.50 50.1% 14.4% 62.4% 14.9% 48.0% -3.2% -0.5% 3.9K -60.4K -186 0.00 108.54 N/A N/A 1 0 234 6 2024-06-04 $7.02 $7.50 68.9% 19.7% 60.9% 25.0% 70.5% 218.2% -22.7% 3.5K -65.6K -188 0.00 112.18 N/A N/A 0 2 237 6 2024-06-05 $6.95 $5.00 48.6% 13.9% 57.1% 14.1% 0.0% 4.2% -8.2% 3.9K -59.7K -173 0.00 120.01 N/A N/A 0 0 237 4 2024-06-06 $6.79 $7.50 48.2% 11.5% 57.1% 13.8% 0.0% -1.3% -6.4% 3.6K -46.3K -149 0.00 127.07 N/A N/A 0 0 237 4 2024-06-07 $6.87 $7.50 48.6% 11.3% 53.3% 14.1% 0.0% 0.5% -3.6% 4.0K -50.0K -156 0.00 119.82 N/A N/A 1 0 237 4 2024-06-10 $6.89 $7.50 69.9% 12.1% 53.0% 25.6% 0.0% -1.5% -5.0% 3.6K -58.7K -156 0.00 122.94 N/A N/A 0 0 238 4 2024-06-11 $6.93 $7.50 43.6% 11.9% 50.9% 11.3% 0.0% -0.9% -2.9% 4.3K -48.8K -144 0.00 118.87 N/A N/A 0 0 238 4 2024-06-12 $6.87 $7.50 42.0% 12.0% 50.6% 10.7% 0.0% 0.3% -2.8% 3.7K -53.6K -143 0.00 122.38 N/A N/A 0 0 238 4 2024-06-13 $6.59 $7.50 45.5% 13.0% 51.6% 14.6% 0.0% -4.8% -5.9% 2.9K -41.4K -120 0.00 119.23 N/A N/A 0 0 238 4 2024-06-14 $6.63 $7.50 44.8% 12.9% 48.1% 14.1% 0.0% -3.8% -6.1% 1.4K -30.2K -100 0.00 119.41 N/A N/A 2 0 238 4 2024-06-17 $6.46 $7.50 50.5% 14.5% 48.6% 17.8% 0.0% -5.5% -7.2% 1.3K -25.8K -83 0.00 122.68 N/A N/A 0 0 240 4 2024-06-18 $6.52 $7.50 46.6% 13.3% 48.7% 15.2% 0.0% -6.1% -7.3% 1.4K -26.4K -83 0.00 102.10 N/A N/A 0 0 240 4 2024-06-20 $6.42 $7.50 50.7% 14.5% 47.5% 17.9% 0.0% -9.0% -11.5% 1.3K -23.8K -74 0.00 119.37 N/A N/A 0 0 240 4 2024-06-21 $6.63 $7.50 48.3% 13.8% 40.9% 16.3% 0.0% -1.3% -10.6% 1.5K -28.6K -87 0.00 120.60 N/A N/A 50 0 240 4 2024-06-24 $6.88 $7.50 58.0% 16.6% 40.3% 22.6% 0.0% -8.7% -17.3% 1.5K -41.3K -102 0.00 123.19 N/A N/A 6 0 134 2 2024-06-25 $6.82 $7.50 46.1% 13.2% 37.9% 15.0% 0.0% -0.3% 5.7% 1.7K -37.7K -99 0.00 119.52 N/A N/A 0 0 138 2 2024-06-26 $6.85 $7.50 49.2% 14.1% 33.4% 17.0% 0.0% -3.5% -10.8% 1.9K -36.6K -96 0.00 118.94 N/A N/A 0 0 138 2 2024-06-27 $6.87 $7.50 46.6% 13.4% 33.4% 15.3% 0.0% 0.5% -12.6% 2.0K -35.8K -91 0.00 105.36 N/A N/A 0 0 138 2 2024-06-28 $6.74 $7.50 54.6% 15.7% 30.7% 20.4% 0.0% 4.0% -10.7% 1.7K -34.8K -90 0.00 128.68 N/A N/A 2 0 138 2
« May 2024 | All History | Jul 2024 » Home INFU History June 2024