INFU Options History — July 2024 In July 2024, INFU traded between $6.35 and $6.95. ATM implied volatility averaged 58.2%, placing in the 22.7% IV rank vs the trailing year. The 30-day expected move averaged 14.9%. IV traded above realized volatility by 24.6% (HV 20d: 33.6%). Max pain ranged from $5.00 to $7.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 1.49.
Notable Days 2024-07-12 : Highest Volume — 58 contracts2024-07-30 : Largest IV spike — 51.4% change2024-07-09 : Highest IV Rank — 50.8%2024-07-30 : Largest Expected Move — 18.8%Monthly Statistics Metric Avg Min Max Open Close Price $6.77 $6.35 $6.95 $6.80 $6.89 Max Pain $6.82 $5.00 $7.50 $7.50 $7.50 ATM IV 58.2% 40.6% 102.3% 48.6% 63.6% Expected Move 14.9% 11.6% 18.8% 13.9% 18.2% HV 20d 33.6% 29.9% 39.7% 30.7% 31.8% HV 60d 47.3% 43.3% 49.0% 46.9% 43.3% IV Rank 22.7% 11.4% 50.8% 16.6% 26.1% IV Percentile 63.7% 23.0% 98.8% 50.4% 86.1% Term Structure -0.4% -35.4% 199.9% -13.0% -30.0% VWIV 54.0% 41.2% 61.1% 41.2% 59.7% Skew 25d 21.8% -4.0% 73.1% -0.2% 29.2% Skew 10d 6.0% -49.9% 102.8% -8.9% 8.6% Call IV 25d 63.5% 43.3% 91.5% 55.6% 91.5% Put IV 25d 85.3% 50.3% 163.1% 55.4% 120.7% Bid-Ask Spread % 114.09 103.79 123.63 121.61 115.97 Gamma HHI 0.81 0.58 0.96 0.96 0.73 Net GEX 814 135 1.9K 1.9K 182 Net DEX -16.3K -37.4K 4.5K -33.3K -5.2K Net VEX -87 -116 -57 -86 -86 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.49 0.00 10.60 0.00 0.00 Total Volume 6.682 0 58 0 1 Total OI 152.773 132 194 142 144
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 2024-07-01 $6.80 $7.50 48.6% 13.9% 30.7% 16.6% 0.0% -0.2% -13.0% 1.9K -33.3K -86 0.00 121.61 N/A N/A 0 0 140 2 2024-07-02 $6.72 $7.50 55.9% 16.0% 29.9% 21.2% 0.0% 4.7% -10.5% 1.7K -32.4K -83 0.00 121.66 N/A N/A 0 0 140 2 2024-07-03 $6.57 $7.50 60.2% 17.3% 30.6% 24.0% 0.0% -4.0% -13.1% 1.5K -28.8K -75 0.00 123.63 N/A N/A 0 0 140 2 2024-07-05 $6.36 $5.00 89.7% 17.3% 32.2% 42.8% 0.0% 4.6% -4.0% 1.3K -32.3K -81 0.00 107.32 N/A N/A 0 0 140 2 2024-07-08 $6.50 $5.00 97.3% 13.2% 32.7% 47.6% 0.0% 3.3% -6.6% 1.4K -29.3K -70 0.00 114.25 N/A N/A 0 0 140 2 2024-07-09 $6.35 $5.00 102.3% 14.0% 33.1% 50.8% 0.0% -1.2% -9.6% 1.2K -23.4K -57 0.00 106.17 N/A N/A 0 0 140 2 2024-07-10 $6.51 $5.00 50.6% 14.5% 34.6% 17.8% 0.0% 2.5% -4.8% 1.4K -28.7K -65 0.00 115.25 N/A N/A 0 0 140 2 2024-07-11 $6.86 $5.00 57.6% 16.5% 39.7% 22.3% 0.0% 1.6% -22.3% 1.8K -37.4K -78 0.00 111.75 N/A N/A 22 0 140 2 2024-07-12 $6.90 $5.00 43.2% 12.4% 39.6% 13.1% 41.2% 1.3% -6.6% 1.8K -36.8K -72 10.60 103.79 N/A N/A 5 53 130 2 2024-07-15 $6.91 $7.50 40.6% 11.6% 36.4% 11.4% 0.0% 30.0% -8.5% 1.1K -10.7K -109 0.00 116.72 N/A N/A 1 0 135 52 2024-07-16 $6.95 $7.50 43.0% 12.3% 36.4% 13.0% 0.0% 29.3% -10.2% 1.0K -16.1K -116 0.00 112.88 N/A N/A 0 0 136 52 2024-07-17 $6.90 $7.50 46.6% 13.4% 35.1% 15.3% 0.0% 22.5% -17.7% 139 -4.7K -101 0.00 112.16 N/A N/A 0 0 136 52 2024-07-18 $6.74 $7.50 55.0% 15.8% 36.2% 20.6% 61.1% 7.3% 199.9% 135 -4.0K -98 0.29 115.50 N/A N/A 7 2 137 52 2024-07-19 $6.82 $7.50 52.9% 15.2% 35.8% 19.3% 0.0% 22.7% 40.1% 149 -5.0K -106 0.00 113.21 N/A N/A 50 0 140 54 2024-07-22 $6.89 $7.50 61.3% 17.6% 34.3% 24.7% 0.0% 14.2% -21.0% 186 -9.3K -104 0.00 110.07 N/A N/A 0 0 90 53 2024-07-23 $6.90 $7.50 62.8% 18.0% 31.6% 25.6% 0.0% 73.1% -32.8% 187 -10.1K -100 0.00 109.69 N/A N/A 0 0 90 53 2024-07-24 $6.92 $7.50 42.2% 12.1% 31.5% 12.5% 0.0% 55.3% 8.0% 157 -2.6K -92 0.00 120.36 N/A N/A 0 0 90 53 2024-07-25 $6.94 $7.50 52.7% 15.1% 31.5% 19.2% 59.7% 29.8% -18.6% 169 -6.3K -96 0.00 115.43 N/A N/A 4 0 90 53 2024-07-26 $6.89 $7.50 45.9% 13.2% 31.6% 14.8% 0.0% 47.1% 3.0% 167 -1.9K -87 1.00 114.93 N/A N/A 1 1 90 53 2024-07-29 $6.74 $7.50 43.3% 12.4% 31.8% 13.2% 0.0% 71.8% 4.0% 139 4.5K -77 0.00 114.24 N/A N/A 0 0 90 54 2024-07-30 $6.81 $7.50 65.6% 18.8% 31.9% 27.4% 0.0% 33.8% -35.4% 148 -4.1K -85 0.00 113.39 N/A N/A 0 0 90 54 2024-07-31 $6.89 $7.50 63.6% 18.2% 31.8% 26.1% 0.0% 29.2% -30.0% 182 -5.2K -86 0.00 115.97 N/A N/A 1 0 90 54
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