INFU Options History — January 2025

In January 2025, INFU traded between $7.57 and $8.35. ATM implied volatility averaged 46.2%, placing in the 10.2% IV rank vs the trailing year. The 30-day expected move averaged 12.2%. IV traded above realized volatility by 0.9% (HV 20d: 45.3%). 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 13 of 20 days. Put/call ratio averaged 4.43.

Notable Days

  • 2025-01-17: Highest Volume — 151 contracts
  • 2025-01-15: Largest IV drop — 55.5% change
  • 2025-01-14: Highest IV Rank — 23.8%
  • 2025-01-03: Largest Expected Move — 18.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$8.08$7.57$8.35$8.12$8.06
Max Pain$5.50$2.50$7.50$2.50$7.50
ATM IV46.2%31.7%77.4%52.3%33.4%
Expected Move12.2%9.1%18.9%15.0%9.6%
HV 20d45.3%39.9%51.3%47.2%39.9%
HV 60d57.1%55.8%58.2%56.2%57.4%
IV Rank10.2%3.9%23.8%12.9%4.7%
IV Percentile36.5%2.8%90.1%60.7%4.4%
Term Structure11.9%-47.2%157.6%-24.1%20.0%
VWIV49.0%42.0%57.8%57.8%47.2%
Skew 25d-2.0%-38.4%17.5%-22.7%-8.1%
Skew 10d21.4%-19.5%100.4%42.6%100.4%
Call IV 25d43.0%29.5%85.3%67.4%38.2%
Put IV 25d40.9%30.2%57.8%44.8%30.2%
Bid-Ask Spread %97.9878.42114.56105.1995.60
Gamma HHI0.520.340.760.540.49
Net GEX3.3K1.5K5.5K3.2K3.6K
Net DEX-107.3K-128.1K-76.3K-111.9K-76.3K
Net VEX-298-365-100-309-304
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio4.430.0030.000.0030.00
Total Volume15.9015100
Total OI539.8329699657413

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-01-02$8.12$2.5052.3%15.0%47.2%12.9%0.0%-22.7%-24.1%3.2K-111.9K-3090.00105.19N/AN/A00289368
2025-01-03$8.15$2.5065.9%18.9%47.2%18.8%0.0%-38.4%-47.2%3.2K-112.6K-3020.00113.33N/AN/A00289368
2025-01-06$8.35$5.0060.6%10.6%47.6%16.5%0.0%-2.9%20.0%3.0K-128.1K-3000.00108.32N/AN/A100289368
2025-01-07$8.04$5.0049.0%13.1%48.9%11.5%0.0%-4.5%-0.2%3.7K-114.0K-2990.0092.33N/AN/A02294368
2025-01-08$7.89$5.0049.1%12.5%45.8%11.5%0.0%-5.4%5.1%4.1K-107.4K-2990.00104.16N/AN/A00294370
2025-01-10$7.57$5.0044.9%10.5%47.1%9.6%0.0%0.7%-0.5%5.5K-83.5K-2890.00114.56N/AN/A150294370
2025-01-13$7.88$5.0057.2%16.2%49.6%15.0%0.0%17.5%-21.2%4.6K-112.1K-3000.0078.42N/AN/A02309370
2025-01-14$7.83$5.0077.4%12.5%49.2%23.8%0.0%9.6%20.9%4.6K-105.8K-3000.0098.17N/AN/A017309372
2025-01-15$8.09$5.0034.4%9.9%51.2%5.1%0.0%7.1%20.9%3.5K-120.2K-2960.00101.07N/AN/A037309389
2025-01-16$8.13$5.0031.7%9.1%51.3%3.9%0.0%-6.0%157.6%1.7K-127.1K-2850.00108.38N/AN/A00309390
2025-01-17$7.98$5.0047.9%13.7%51.1%11.0%57.8%-9.9%-3.1%1.5K-119.0K-2810.0095.24N/AN/A1510309390
2025-01-21$8.29$5.0041.3%11.8%43.1%8.1%0.0%8.3%7.6%2.6K-101.7K-3080.0097.58N/AN/A30026861
2025-01-22$8.04$5.0042.7%12.3%42.3%8.7%0.0%10.3%16.6%3.0K-94.7K-3340.0088.02N/AN/A1029861
2025-01-23$8.03$5.0039.6%11.4%39.9%7.4%42.0%4.9%14.4%3.4K-102.2K-3310.0095.96N/AN/A01030961
2025-01-24$8.17$7.5038.6%11.1%40.4%6.9%0.0%-0.3%13.5%2.6K-90.3K-1001.00100.20N/AN/A1130971
2025-01-27$8.30$7.5044.7%12.8%40.7%9.6%0.0%-5.0%-2.8%2.9K-107.7K-3650.0081.25N/AN/A01031072
2025-01-28$8.34$7.5035.5%10.2%40.5%5.6%0.0%1.7%10.6%3.0K-115.8K-3260.00100.39N/AN/A0031072
2025-01-29$8.34$7.5038.1%10.9%40.4%6.7%0.0%-0.7%9.7%3.0K-115.1K-3220.0083.33N/AN/A0031072
2025-01-30$8.09$7.5039.5%11.3%41.9%7.3%47.2%2.8%20.6%3.5K-99.9K-31430.0098.04N/AN/A13031072
2025-01-31$8.06$7.5033.4%9.6%39.9%4.7%0.0%-8.1%20.0%3.6K-76.3K-3040.0095.60N/AN/A00311102