INFU Options History — October 2024

In October 2024, INFU traded between $6.21 and $7.10. ATM implied volatility averaged 56.2%, placing in the 14.6% IV rank vs the trailing year. The 30-day expected move averaged 16.0%. IV traded below realized volatility by 4.2% (HV 20d: 60.4%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 1 of 23 days. Put/call ratio averaged 0.12.

Notable Days

2024-10-03: Highest Volume — 68 contracts
2024-10-15: Largest IV spike — 48.0% change
2024-10-30: Highest IV Rank — 25.0%
2024-10-30: Largest Expected Move — 23.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$6.73	$6.21	$7.10	$6.48	$6.23
Max Pain	$2.72	$2.50	$5.00	$5.00	$2.50
ATM IV	56.2%	38.8%	80.3%	46.9%	78.7%
Expected Move	16.0%	11.1%	23.0%	13.4%	22.6%
HV 20d	60.4%	37.1%	69.5%	65.1%	37.1%
HV 60d	54.2%	52.2%	55.8%	52.3%	52.3%
IV Rank	14.6%	7.0%	25.0%	10.5%	24.3%
IV Percentile	63.7%	20.6%	91.3%	45.6%	90.5%
Term Structure	-17.3%	-46.1%	9.1%	-9.3%	-18.5%
VWIV	58.4%	42.5%	85.8%	42.5%	85.8%
Skew 25d	6.8%	-18.0%	100.4%	2.3%	-18.0%
Skew 10d	-2.8%	-26.8%	140.3%	0.1%	-26.8%
Call IV 25d	61.0%	38.7%	92.9%	51.4%	92.9%
Put IV 25d	67.8%	51.2%	154.4%	53.8%	74.9%
Bid-Ask Spread %	104.45	90.36	114.84	106.65	102.38
Gamma HHI	0.95	0.84	1.00	0.96	0.84
Net GEX	5.3K	3.1K	8.8K	4.6K	3.4K
Net DEX	-133.7K	-176.0K	-93.4K	-113.5K	-110.2K
Net VEX	-418	-542	-358	-428	-403
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.12	0.00	1.62	0.00	1.62
Total Volume	14.87	0	68	1	34
Total OI	506.783	392	591	551	487

Daily Data (23 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
2024-10-01	$6.48	$5.00	46.9%	13.4%	65.1%	10.5%	0.0%	2.3%	-9.3%	4.6K	-113.5K	-428	0.00	106.65	N/A	N/A	1	0	540	11
2024-10-02	$6.61	$5.00	48.5%	13.9%	62.6%	11.2%	0.0%	10.1%	-9.0%	5.2K	-126.6K	-473	0.00	100.96	N/A	N/A	0	0	540	11
2024-10-03	$7.04	$2.50	48.7%	11.8%	65.9%	11.3%	42.5%	7.1%	-14.2%	7.9K	-171.1K	-542	0.10	106.31	N/A	N/A	62	6	540	11
2024-10-04	$6.75	$2.50	54.5%	16.0%	67.7%	13.8%	52.0%	-3.5%	-24.8%	5.8K	-158.5K	-484	0.00	91.30	N/A	N/A	48	0	551	7
2024-10-07	$7.10	$2.50	44.3%	14.8%	69.5%	9.4%	51.6%	100.4%	-20.8%	8.6K	-176.0K	-477	0.00	93.11	N/A	N/A	3	0	536	7
2024-10-08	$6.99	$2.50	56.2%	12.0%	67.5%	14.6%	0.0%	4.2%	-5.7%	7.7K	-166.6K	-460	0.00	113.82	N/A	N/A	1	0	537	7
2024-10-09	$6.79	$2.50	44.5%	12.8%	68.5%	9.5%	0.0%	2.7%	-9.6%	6.3K	-141.8K	-431	0.00	113.71	N/A	N/A	0	0	537	7
2024-10-10	$6.67	$2.50	50.3%	14.4%	68.8%	12.0%	0.0%	18.3%	-1.8%	5.7K	-129.8K	-402	0.00	112.05	N/A	N/A	0	0	537	7
2024-10-11	$6.85	$2.50	59.1%	16.9%	69.4%	15.8%	59.3%	-7.2%	-31.7%	6.7K	-148.6K	-434	0.00	92.58	N/A	N/A	2	0	537	7
2024-10-14	$6.89	$2.50	38.8%	11.1%	69.4%	7.0%	0.0%	7.1%	9.1%	7.2K	-136.2K	-391	0.00	114.82	N/A	N/A	0	0	537	7
2024-10-15	$7.06	$2.50	57.5%	16.5%	69.2%	15.1%	57.5%	-4.9%	-7.9%	8.8K	-155.7K	-410	0.00	90.36	N/A	N/A	42	0	537	7
2024-10-16	$7.01	$2.50	67.7%	19.4%	69.3%	19.5%	0.0%	-6.9%	-16.9%	8.3K	-166.3K	-430	0.00	95.38	N/A	N/A	0	7	577	7
2024-10-17	$6.99	$2.50	46.1%	13.2%	69.3%	10.2%	0.0%	0.5%	-11.6%	4.1K	-136.9K	-401	0.00	114.16	N/A	N/A	0	0	577	14
2024-10-18	$6.98	$2.50	46.9%	13.4%	68.3%	10.5%	60.4%	-3.3%	-15.5%	4.1K	-137.6K	-400	0.02	114.84	N/A	N/A	57	1	577	14
2024-10-21	$6.78	$2.50	57.4%	16.5%	59.6%	15.1%	0.0%	-16.0%	-24.7%	3.4K	-129.6K	-389	0.00	95.96	N/A	N/A	0	0	377	15
2024-10-22	$6.73	$2.50	52.8%	15.1%	59.2%	13.1%	0.0%	2.7%	-16.2%	3.6K	-118.6K	-396	0.00	114.44	N/A	N/A	0	0	394	15
2024-10-23	$6.84	$2.50	54.7%	15.7%	56.6%	13.9%	0.0%	-0.8%	-19.6%	3.8K	-125.6K	-405	0.00	103.32	N/A	N/A	0	0	394	15
2024-10-24	$6.55	$2.50	63.6%	18.2%	45.6%	17.8%	0.0%	-5.9%	-29.1%	3.2K	-108.4K	-369	0.00	104.07	N/A	N/A	22	0	394	15
2024-10-25	$6.55	$2.50	54.6%	15.7%	45.2%	13.9%	0.0%	3.1%	-17.9%	3.4K	-112.9K	-388	0.00	102.31	N/A	N/A	1	0	416	15
2024-10-28	$6.44	$2.50	64.4%	18.5%	45.5%	18.1%	0.0%	64.8%	-30.1%	3.2K	-107.1K	-382	0.00	104.89	N/A	N/A	4	0	417	15
2024-10-29	$6.31	$2.50	76.4%	21.9%	44.9%	23.4%	0.0%	-8.6%	-46.1%	3.1K	-104.5K	-371	0.00	105.33	N/A	N/A	31	0	421	15
2024-10-30	$6.21	$2.50	80.3%	23.0%	44.5%	25.0%	0.0%	8.0%	-26.3%	3.1K	-93.4K	-358	0.00	109.69	N/A	N/A	20	0	452	15
2024-10-31	$6.23	$2.50	78.7%	22.6%	37.1%	24.3%	85.8%	-18.0%	-18.5%	3.4K	-110.2K	-403	1.62	102.38	N/A	N/A	13	21	472	15