INFU Options History — December 2024

In December 2024, INFU traded between $7.92 and $9.25. ATM implied volatility averaged 48.9%, placing in the 11.4% IV rank vs the trailing year. The 30-day expected move averaged 13.7%. IV traded below realized volatility by 2.0% (HV 20d: 50.9%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.00.

Notable Days

2024-12-31: Highest Volume — 321 contracts
2024-12-26: Largest IV drop — 54.7% change
2024-12-24: Highest IV Rank — 18.9%
2024-12-24: Largest Expected Move — 19.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$8.63	$7.92	$9.25	$9.02	$8.38
Max Pain	$8.75	$7.50	$10.00	$7.50	$7.50
ATM IV	48.9%	30.0%	66.1%	56.5%	38.7%
Expected Move	13.7%	8.6%	19.0%	16.2%	11.1%
HV 20d	50.9%	30.2%	76.5%	75.9%	46.2%
HV 60d	60.8%	56.6%	62.9%	62.6%	56.6%
IV Rank	11.4%	3.2%	18.9%	14.7%	7.0%
IV Percentile	48.9%	1.6%	86.5%	71.0%	18.3%
Term Structure	-1.6%	-27.7%	16.5%	11.2%	-7.5%
VWIV	52.5%	43.4%	61.0%	48.5%	43.4%
Skew 25d	1.5%	-29.9%	29.3%	5.4%	-24.3%
Skew 10d	18.5%	-32.4%	147.4%	-6.4%	-29.1%
Call IV 25d	51.2%	40.4%	70.2%	53.7%	56.9%
Put IV 25d	52.6%	31.1%	82.0%	59.1%	32.6%
Bid-Ask Spread %	112.23	95.92	129.07	127.29	112.26
Gamma HHI	0.51	0.33	0.77	0.48	0.45
Net GEX	4.0K	1.0K	6.3K	5.7K	2.8K
Net DEX	-148.4K	-199.4K	-102.4K	-168.1K	-131.4K
Net VEX	-290	-365	-205	-333	-304
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	32.143	0	321	10	321
Total OI	418.952	333	536	442	336

Daily Data (21 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2024-12-02	$9.02	$7.50	56.5%	16.2%	75.9%	14.7%	0.0%	5.4%	11.2%	5.7K	-168.1K	-333	127.29	N/A	N/A	10	0	405	37
2024-12-03	$8.93	$7.50	58.5%	16.8%	76.5%	15.6%	0.0%	23.2%	-4.7%	5.4K	-173.1K	-319	126.06	N/A	N/A	0	0	403	37
2024-12-04	$8.98	$7.50	52.5%	15.1%	75.5%	13.0%	0.0%	0.4%	-11.6%	5.4K	-174.8K	-298	124.62	N/A	N/A	0	0	403	37
2024-12-05	$8.76	$0.00	50.6%	13.9%	70.6%	12.1%	48.5%	1.0%	-11.0%	3.8K	-151.5K	-237	95.92	N/A	N/A	1	0	403	37
2024-12-06	$8.87	$10.00	44.4%	10.8%	69.0%	9.4%	0.0%	4.6%	14.2%	4.7K	-164.0K	-280	120.97	N/A	N/A	51	0	404	37
2024-12-09	$9.25	$10.00	47.5%	12.7%	66.8%	10.8%	56.9%	-7.4%	-27.7%	6.3K	-199.4K	-310	110.47	N/A	N/A	5	0	415	37
2024-12-10	$9.05	$10.00	53.5%	12.8%	44.4%	13.4%	0.0%	11.7%	-4.8%	5.7K	-186.6K	-299	109.30	N/A	N/A	0	0	420	37
2024-12-11	$9.19	$10.00	47.5%	13.6%	42.1%	10.8%	0.0%	7.8%	-4.2%	6.1K	-197.9K	-308	108.80	N/A	N/A	20	0	420	37
2024-12-12	$8.98	$10.00	46.0%	13.2%	36.6%	10.1%	0.0%	-10.9%	-6.4%	5.2K	-169.4K	-270	102.09	N/A	N/A	0	0	410	37
2024-12-13	$8.95	$10.00	43.1%	12.4%	36.4%	8.9%	0.0%	-2.9%	-4.5%	5.1K	-166.3K	-266	108.44	N/A	N/A	0	0	410	37
2024-12-16	$8.87	$10.00	40.2%	11.5%	33.8%	7.6%	0.0%	-4.6%	-9.9%	1.0K	-148.4K	-235	108.00	N/A	N/A	0	0	410	37
2024-12-17	$8.99	$10.00	48.6%	13.9%	30.2%	11.3%	0.0%	-1.4%	-7.5%	1.2K	-149.6K	-205	107.70	N/A	N/A	0	0	410	37
2024-12-18	$8.23	$10.00	51.0%	14.6%	43.5%	12.3%	0.0%	-2.9%	4.8%	3.6K	-118.1K	-213	115.76	N/A	N/A	0	10	410	37
2024-12-19	$7.92	$10.00	60.8%	17.4%	45.1%	16.5%	61.0%	22.7%	1.1%	4.2K	-102.4K	-209	101.65	N/A	N/A	94	0	410	47
2024-12-20	$8.23	$7.50	50.3%	14.4%	47.3%	12.0%	43.4%	16.2%	16.5%	1.9K	-155.7K	-336	100.82	N/A	N/A	160	0	489	47
2024-12-23	$8.18	$7.50	62.7%	18.0%	47.0%	17.4%	0.0%	29.3%	-5.6%	2.9K	-111.5K	-365	102.04	N/A	N/A	0	0	286	47
2024-12-24	$8.21	$7.50	66.1%	19.0%	46.8%	18.9%	0.0%	20.4%	4.9%	2.9K	-109.2K	-345	128.24	N/A	N/A	0	0	286	47
2024-12-26	$8.11	$7.50	30.0%	8.6%	45.2%	3.2%	0.0%	2.3%	3.1%	3.4K	-117.3K	-314	129.07	N/A	N/A	0	0	286	47
2024-12-27	$8.05	$7.50	31.7%	9.1%	45.2%	3.9%	0.0%	-29.9%	14.8%	3.6K	-114.2K	-324	109.35	N/A	N/A	0	0	286	47
2024-12-30	$8.10	$7.50	47.3%	13.6%	45.3%	10.7%	0.0%	-29.8%	0.4%	3.2K	-108.3K	-321	108.06	N/A	N/A	3	0	286	47
2024-12-31	$8.38	$7.50	38.7%	11.1%	46.2%	7.0%	0.0%	-24.3%	-7.5%	2.8K	-131.4K	-304	112.26	N/A	N/A	0	321	289	47