INFU Options History — November 2024 In November 2024, INFU traded between $6.29 and $9.40. ATM implied volatility averaged 65.2%, placing in the 18.5% IV rank vs the trailing year. The 30-day expected move averaged 13.9%. IV traded below realized volatility by 0.4% (HV 20d: 65.5%). Max pain ranged from $2.50 to $7.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-11-11 : Highest Volume — 287 contracts2024-11-08 : Largest IV spike — 76.1% change2024-11-05 : Highest IV Rank — 68.0%2024-11-01 : Largest Expected Move — 33.8%Monthly Statistics Metric Avg Min Max Open Close Price $8.36 $6.29 $9.40 $6.35 $8.80 Max Pain $7.25 $2.50 $7.50 $2.50 $7.50 ATM IV 65.2% 35.0% 179.1% 117.9% 40.3% Expected Move 13.9% 10.0% 33.8% 33.8% 11.6% HV 20d 65.5% 29.9% 79.1% 35.6% 75.9% HV 60d 60.1% 51.8% 63.8% 51.9% 62.7% IV Rank 18.5% 5.4% 68.0% 41.4% 7.7% IV Percentile 57.6% 8.3% 98.0% 96.8% 21.8% Term Structure 10.0% -37.1% 113.9% -37.1% 10.7% VWIV 41.3% 33.8% 54.5% 41.9% 36.6% Skew 25d 8.4% -18.6% 37.4% 27.1% 15.5% Skew 10d 6.7% -33.3% 82.2% -15.8% -1.8% Call IV 25d 47.3% 34.8% 78.9% 78.9% 37.3% Put IV 25d 55.7% 42.0% 106.0% 106.0% 52.8% Bid-Ask Spread % 114.31 76.43 128.43 115.12 123.27 Gamma HHI 0.65 0.42 0.99 0.89 0.46 Net GEX 5.0K 1.5K 10.2K 3.7K 5.0K Net DEX -208.7K -344.5K -111.2K -115.8K -170.3K Net VEX -400 -582 -203 -451 -326 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 45.8 0 287 0 10 Total OI 488.5 432 586 520 452
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 2024-11-01 $6.35 $2.50 117.9% 33.8% 35.6% 41.4% 0.0% 27.1% -37.1% 3.7K -115.8K -451 0.00 115.12 N/A N/A 0 0 484 36 2024-11-04 $6.41 $7.50 102.6% 11.6% 29.9% 34.7% 41.9% 22.7% -9.6% 3.7K -127.7K -462 0.00 76.43 N/A N/A 41 0 484 36 2024-11-05 $6.29 $7.50 179.1% 11.3% 30.1% 68.0% 0.0% 5.3% -0.7% 3.7K -111.2K -430 0.00 110.97 N/A N/A 0 1 525 36 2024-11-06 $6.94 $7.50 64.5% 17.4% 46.3% 18.2% 0.0% 27.6% -17.1% 5.5K -174.7K -535 0.00 111.21 N/A N/A 35 0 525 37 2024-11-07 $7.31 $7.50 46.2% 11.0% 49.1% 10.2% 38.3% 33.3% -3.5% 10.2K -213.3K -582 0.00 119.15 N/A N/A 219 0 549 37 2024-11-08 $7.81 $7.50 81.4% 10.9% 53.3% 25.5% 43.8% 10.8% 1.1% 7.2K -247.2K -400 0.00 112.30 N/A N/A 48 0 458 37 2024-11-11 $9.02 $7.50 91.0% 12.8% 72.2% 29.7% 33.8% 11.8% 13.0% 1.5K -344.5K -203 0.00 111.01 N/A N/A 286 1 416 37 2024-11-12 $9.40 $7.50 66.2% 10.6% 72.8% 18.9% 38.2% -0.0% -3.8% 5.0K -286.7K -293 0.00 128.43 N/A N/A 90 0 424 38 2024-11-13 $8.84 $7.50 47.3% 13.6% 77.3% 10.7% 0.0% -14.4% -20.2% 4.2K -264.4K -425 0.00 103.81 N/A N/A 0 0 483 38 2024-11-14 $8.95 $7.50 54.1% 15.5% 77.2% 13.7% 36.5% -13.6% 91.5% 4.4K -273.4K -401 0.00 101.40 N/A N/A 104 0 483 38 2024-11-15 $8.62 $7.50 57.7% 16.5% 79.1% 15.2% 45.7% 10.1% 113.9% 4.6K -276.8K -413 0.00 107.27 N/A N/A 34 0 529 38 2024-11-18 $9.01 $7.50 43.6% 12.5% 78.5% 9.1% 0.0% -8.7% 23.5% 4.6K -198.5K -441 0.00 122.42 N/A N/A 6 0 399 37 2024-11-19 $8.99 $7.50 44.2% 12.7% 78.3% 9.4% 0.0% -1.5% -3.5% 5.2K -194.6K -394 0.00 121.66 N/A N/A 0 0 405 37 2024-11-20 $9.00 $7.50 56.1% 16.1% 78.4% 14.5% 0.0% 2.2% -2.6% 5.1K -196.5K -403 0.00 114.75 N/A N/A 0 0 405 37 2024-11-21 $9.14 $7.50 35.0% 10.0% 75.5% 5.4% 43.4% 9.7% 5.7% 5.4K -201.7K -360 0.00 124.89 N/A N/A 10 0 405 37 2024-11-22 $9.20 $7.50 45.1% 12.9% 75.3% 9.7% 54.5% -18.6% 11.7% 5.1K -198.9K -395 0.00 113.80 N/A N/A 30 0 395 37 2024-11-25 $9.30 $7.50 44.3% 12.7% 74.3% 9.4% 36.6% -1.3% 2.4% 5.9K -215.1K -367 0.00 115.56 N/A N/A 1 0 415 37 2024-11-26 $8.94 $7.50 44.0% 12.6% 75.9% 9.2% 0.0% 37.4% 24.2% 5.4K -185.2K -365 0.00 126.87 N/A N/A 0 0 415 37 2024-11-27 $8.87 $7.50 42.8% 12.3% 75.5% 8.7% 0.0% 13.4% 1.2% 5.1K -177.3K -355 0.00 125.96 N/A N/A 0 0 415 37 2024-11-29 $8.80 $7.50 40.3% 11.6% 75.9% 7.7% 0.0% 15.5% 10.7% 5.0K -170.3K -326 0.00 123.27 N/A N/A 10 0 415 37
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