INFU Options History — September 2024

In September 2024, INFU traded between $5.95 and $6.72. ATM implied volatility averaged 51.4%, placing in the 12.5% IV rank vs the trailing year. The 30-day expected move averaged 13.2%. IV traded above realized volatility by 3.0% (HV 20d: 48.4%). Max pain ranged from $5.00 to $7.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 14 of 20 days. Put/call ratio averaged 0.01.

Notable Days

2024-09-20: Highest Volume — 371 contracts
2024-09-11: Largest IV drop — 67.3% change
2024-09-03: Highest IV Rank — 35.5%
2024-09-03: Largest Expected Move — 29.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$6.35	$5.95	$6.72	$6.36	$6.67
Max Pain	$6.73	$5.00	$7.50	$7.50	$5.00
ATM IV	51.4%	30.7%	104.3%	104.3%	44.5%
Expected Move	13.2%	8.8%	29.9%	29.9%	12.7%
HV 20d	48.4%	38.1%	65.1%	47.7%	65.1%
HV 60d	44.8%	41.4%	52.7%	41.4%	52.1%
IV Rank	12.5%	3.5%	35.5%	35.5%	9.5%
IV Percentile	46.1%	2.4%	96.4%	96.4%	36.5%
Term Structure	-1.8%	-115.8%	19.0%	-115.8%	13.3%
VWIV	45.0%	24.5%	64.1%	24.5%	49.1%
Skew 25d	10.5%	-90.4%	59.1%	-90.4%	11.3%
Skew 10d	1.9%	-69.4%	53.3%	-64.4%	-18.1%
Call IV 25d	48.6%	27.7%	145.5%	145.5%	44.5%
Put IV 25d	59.0%	39.9%	93.0%	55.1%	55.8%
Bid-Ask Spread %	104.06	98.79	121.12	101.28	101.77
Gamma HHI	0.94	0.87	0.98	0.97	0.98
Net GEX	2.8K	1.1K	5.7K	3.5K	5.5K
Net DEX	-74.8K	-138.0K	-43.1K	-74.4K	-135.2K
Net VEX	-332	-515	-214	-291	-497
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.01	0.00	0.09	0.00	0.00
Total Volume	34.25	0	371	0	1
Total OI	485.75	410	603	410	551

Daily Data (20 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
2024-09-03	$6.36	$7.50	104.3%	29.9%	47.7%	35.5%	0.0%	-90.4%	-115.8%	3.5K	-74.4K	-291	0.00	101.28	N/A	N/A	0	0	403	7
2024-09-04	$6.05	$7.50	62.0%	17.8%	51.0%	17.1%	0.0%	-60.5%	-31.2%	1.9K	-44.7K	-214	0.00	105.08	N/A	N/A	20	0	403	7
2024-09-05	$6.14	$0.00	60.0%	14.5%	50.4%	16.2%	0.0%	10.0%	4.5%	2.1K	-44.1K	-231	0.00	111.49	N/A	N/A	0	0	423	7
2024-09-06	$6.04	$0.00	63.1%	13.5%	49.1%	17.6%	0.0%	11.5%	-2.4%	1.8K	-43.1K	-225	0.00	98.79	N/A	N/A	9	0	423	7
2024-09-09	$6.11	$0.00	61.7%	14.2%	49.1%	16.9%	0.0%	17.0%	-8.9%	1.8K	-47.1K	-259	0.00	102.61	N/A	N/A	19	0	452	7
2024-09-10	$6.46	$0.00	98.0%	8.9%	52.8%	32.7%	0.0%	20.7%	17.1%	4.4K	-92.2K	-372	0.00	100.71	N/A	N/A	0	0	471	7
2024-09-11	$6.51	$0.00	32.0%	9.2%	46.5%	4.1%	0.0%	23.2%	9.9%	4.6K	-100.6K	-373	0.00	99.39	N/A	N/A	0	0	471	7
2024-09-12	$6.47	$0.00	31.9%	9.1%	41.4%	4.0%	0.0%	53.0%	14.7%	1.1K	-61.6K	-296	0.00	105.94	N/A	N/A	0	0	471	7
2024-09-13	$6.48	$0.00	30.7%	8.8%	40.0%	3.5%	24.5%	20.6%	17.0%	1.2K	-59.3K	-286	0.00	104.85	N/A	N/A	2	0	471	7
2024-09-16	$6.45	$7.50	35.3%	10.1%	39.1%	5.5%	0.0%	52.6%	14.5%	1.2K	-57.0K	-281	0.00	103.86	N/A	N/A	0	0	473	7
2024-09-17	$6.32	$7.50	37.5%	10.7%	39.5%	6.4%	0.0%	55.3%	11.9%	1.2K	-55.2K	-280	0.00	113.33	N/A	N/A	2	0	473	7
2024-09-18	$6.38	$7.50	53.7%	15.4%	38.3%	13.5%	54.2%	-0.1%	5.4%	1.2K	-61.7K	-288	0.00	101.86	N/A	N/A	101	0	474	7
2024-09-19	$6.39	$7.50	39.9%	11.4%	38.1%	7.5%	0.0%	59.1%	11.7%	2.3K	-67.4K	-325	0.00	108.16	N/A	N/A	22	0	576	7
2024-09-20	$6.63	$7.50	39.0%	11.2%	40.1%	7.1%	33.1%	57.3%	5.5%	2.9K	-82.5K	-380	0.01	121.12	N/A	N/A	369	2	596	7
2024-09-23	$6.04	$7.50	49.8%	14.3%	48.8%	11.8%	0.0%	-15.9%	-23.8%	2.1K	-52.8K	-298	0.00	100.43	N/A	N/A	21	0	406	8
2024-09-24	$6.21	$7.50	53.4%	15.3%	50.0%	13.3%	64.1%	-10.5%	-10.1%	2.9K	-68.5K	-370	0.00	99.40	N/A	N/A	102	0	427	8
2024-09-25	$5.95	$5.00	43.6%	12.5%	51.6%	9.1%	49.1%	-14.5%	6.4%	2.4K	-74.6K	-359	0.09	99.69	N/A	N/A	11	1	529	8
2024-09-26	$6.62	$5.00	50.2%	14.4%	65.1%	11.9%	0.0%	-0.4%	4.9%	5.3K	-136.0K	-515	0.00	101.42	N/A	N/A	0	2	540	9
2024-09-27	$6.72	$5.00	37.7%	10.8%	65.1%	6.5%	0.0%	10.3%	19.0%	5.7K	-138.0K	-506	0.00	100.09	N/A	N/A	1	0	540	11
2024-09-30	$6.67	$5.00	44.5%	12.7%	65.1%	9.5%	0.0%	11.3%	13.3%	5.5K	-135.2K	-497	0.00	101.77	N/A	N/A	0	1	540	11