INFU Options History — August 2024 In August 2024, INFU traded between $5.84 and $6.82. ATM implied volatility averaged 92.9%, placing in the 33.9% IV rank vs the trailing year. The 30-day expected move averaged 16.7%. IV traded above realized volatility by 43.4% (HV 20d: 49.5%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 1.51.
Notable Days 2024-08-02 : Highest Volume — 145 contracts2024-08-05 : Largest IV spike — 135.4% change2024-08-05 : Highest IV Rank — 100.0%2024-08-07 : Largest Expected Move — 28.7%Monthly Statistics Metric Avg Min Max Open Close Price $6.33 $5.84 $6.82 $6.56 $6.54 Max Pain $7.50 $7.50 $7.50 $7.50 $7.50 ATM IV 92.9% 35.9% 252.9% 62.3% 50.2% Expected Move 16.7% 10.3% 28.7% 17.8% 14.4% HV 20d 49.5% 35.6% 58.2% 35.6% 53.0% HV 60d 43.0% 40.7% 46.0% 43.8% 41.3% IV Rank 33.9% 5.8% 100.0% 25.3% 12.0% IV Percentile 60.9% 11.9% 100.0% 84.1% 57.1% Term Structure 4.7% -75.5% 207.2% -18.7% -24.9% VWIV 41.3% 39.5% 43.1% 43.1% 39.5% Skew 25d 7.6% -43.0% 74.1% 67.5% -5.0% Skew 10d 15.2% -41.0% 81.3% 20.9% -11.8% Call IV 25d 56.5% 36.6% 110.1% 60.0% 55.5% Put IV 25d 64.1% 35.9% 127.5% 127.5% 50.4% Bid-Ask Spread % 118.07 98.26 157.46 115.93 105.88 Gamma HHI 0.93 0.59 0.98 0.65 0.98 Net GEX 2.7K 133 4.2K 149 4.2K Net DEX -42.7K -74.1K 5.1K 2.4K -68.5K Net VEX -236 -319 -66 -75 -295 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.51 0.00 20.00 0.04 0.00 Total Volume 21.773 0 145 0 1 Total OI 385.364 145 507 145 410
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 2024-08-01 $6.56 $7.50 62.3% 17.8% 35.6% 25.3% 0.0% 67.5% -18.7% 149 2.4K -75 0.00 115.93 N/A N/A 0 0 91 54 2024-08-02 $6.28 $7.50 79.5% 22.8% 37.1% 36.3% 0.0% -4.4% -45.8% 133 5.1K -66 0.04 103.56 N/A N/A 139 6 91 54 2024-08-05 $5.87 $7.50 187.2% 26.3% 43.0% 100.0% 43.1% 74.1% 96.7% 979 -18.2K -166 0.00 135.28 N/A N/A 112 0 227 59 2024-08-06 $5.98 $7.50 177.2% 28.6% 43.3% 93.9% 0.0% 28.9% 12.0% 1.7K -46.5K -277 0.00 154.10 N/A N/A 25 0 340 59 2024-08-07 $5.84 $7.50 252.9% 28.7% 42.5% 100.0% 0.0% -41.6% -47.1% 1.6K -44.5K -295 20.00 157.05 N/A N/A 2 40 365 59 2024-08-08 $6.06 $7.50 211.1% 27.3% 40.0% 81.9% 0.0% -5.5% -6.9% 1.9K -40.1K -302 0.00 157.46 N/A N/A 2 0 365 96 2024-08-09 $5.98 $7.50 220.8% 17.2% 39.9% 86.1% 0.0% 13.8% 5.6% 2.0K -24.1K -218 0.00 128.58 N/A N/A 1 0 367 77 2024-08-12 $6.00 $7.50 143.3% 21.9% 39.9% 52.4% 0.0% -43.0% -75.5% 2.1K -30.2K -218 0.00 122.02 N/A N/A 0 5 367 77 2024-08-13 $6.44 $7.50 133.5% 10.9% 48.4% 48.2% 0.0% 13.9% 11.4% 3.0K -32.4K -234 1.11 116.18 N/A N/A 9 10 367 81 2024-08-14 $6.82 $7.50 44.7% 12.8% 53.0% 9.6% 0.0% 30.9% -18.7% 4.0K -62.2K -305 0.00 132.15 N/A N/A 1 0 376 91 2024-08-15 $6.61 $7.50 35.9% 10.3% 53.6% 5.8% 39.5% 37.5% 207.2% 3.7K -43.2K -265 0.00 130.40 N/A N/A 41 0 376 91 2024-08-16 $6.45 $7.50 41.4% 11.9% 54.0% 8.2% 0.0% 35.6% 40.6% 3.5K -46.2K -276 0.00 116.69 N/A N/A 42 0 416 91 2024-08-19 $6.37 $7.50 36.4% 10.4% 53.8% 6.0% 0.0% -0.3% -4.6% 3.0K -43.3K -220 0.00 98.26 N/A N/A 0 0 364 9 2024-08-20 $6.20 $7.50 44.6% 12.8% 54.4% 9.5% 0.0% -2.0% 27.5% 2.7K -48.3K -233 0.00 106.89 N/A N/A 0 0 364 9 2024-08-21 $6.28 $7.50 46.1% 13.2% 54.7% 10.2% 0.0% -7.7% -13.8% 2.8K -43.3K -212 0.00 99.51 N/A N/A 0 0 364 7 2024-08-22 $6.25 $7.50 47.1% 13.5% 54.6% 10.6% 0.0% -9.9% 14.1% 2.6K -41.7K -195 0.00 99.32 N/A N/A 2 0 364 7 2024-08-23 $6.58 $7.50 42.2% 12.1% 58.2% 8.5% 0.0% -3.7% -16.4% 4.1K -61.5K -253 0.00 110.98 N/A N/A 2 0 364 7 2024-08-26 $6.49 $7.50 47.4% 13.6% 57.9% 10.7% 0.0% -5.8% -2.1% 3.7K -56.7K -229 0.00 99.31 N/A N/A 10 0 364 7 2024-08-27 $6.57 $7.50 43.3% 12.4% 58.0% 9.0% 0.0% -0.3% -15.0% 4.1K -59.6K -249 0.00 98.93 N/A N/A 29 0 374 7 2024-08-28 $6.54 $7.50 48.0% 13.8% 57.8% 11.0% 0.0% -2.9% -18.9% 4.2K -74.1K -319 0.00 109.91 N/A N/A 0 0 403 7 2024-08-29 $6.46 $7.50 47.8% 13.7% 55.3% 10.9% 0.0% -3.1% -4.1% 3.7K -62.3K -283 0.00 99.21 N/A N/A 0 0 403 7 2024-08-30 $6.54 $7.50 50.2% 14.4% 53.0% 12.0% 0.0% -5.0% -24.9% 4.2K -68.5K -295 0.00 105.88 N/A N/A 0 1 403 7
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