INVZ Options History — April 2021

Name: INVZ Options Analytics - April 2021
Creator: Options Analysis Suite

In April 2021, INVZ traded between $9.19 and $12.28. ATM implied volatility averaged 84.8%. The 30-day expected move averaged 23.4%. IV traded above realized volatility by 11.6% (HV 20d: 73.2%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 18 of 18 trading days. Term structure was in contango for 4 of 18 days. Put/call ratio averaged 0.38.

Notable Days

2021-04-07: Highest Volume — 14,883 contracts
2021-04-28: Largest IV spike — 19.6% change
2021-04-28: Largest Expected Move — 25.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$10.75	$9.19	$12.28	$12.28	$10.92
Max Pain	$7.92	$7.50	$10.00	$7.50	$10.00
ATM IV	84.8%	74.6%	104.3%	98.1%	76.8%
Expected Move	23.4%	21.4%	25.6%	24.6%	22.0%
HV 20d	73.2%	71.2%	75.4%	75.4%	71.2%
Term Structure	-2.9%	-12.2%	21.3%	-6.6%	0.3%
VWIV	84.8%	70.0%	93.3%	86.7%	85.2%
Skew 25d	-6.1%	-22.6%	18.1%	-4.6%	8.9%
Skew 10d	-5.5%	-50.2%	45.7%	-4.3%	40.4%
Call IV 25d	88.4%	82.3%	93.7%	89.6%	86.7%
Put IV 25d	82.3%	62.6%	101.6%	85.0%	95.6%
Bid-Ask Spread %	27.36	13.54	47.03	16.18	39.79
Gamma HHI	0.28	0.21	0.45	0.36	0.27
Net GEX	224.6K	75.8K	396.8K	309.8K	320.0K
Net DEX	-11.9M	-20.3M	2.2M	-20.3M	-14.9M
Net VEX	-59.0K	-72.9K	-50.3K	-56.2K	-72.9K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.38	0.02	1.84	0.11	0.23
Total Volume	5,132.667	641	14,883	14,883	926
Total OI	63,674.111	50,441	73,826	57,093	69,428

Daily Data (18 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
2021-04-07	$12.28	$7.50	98.1%	24.6%	0.0%	0.0%	86.7%	-4.6%	-6.6%	309.8K	-20.3M	-56.2K	0.11	16.18	N/A	N/A	13,362	1,521	40,857	16,236
2021-04-08	$11.88	$7.50	104.3%	24.8%	0.0%	0.0%	84.1%	-12.6%	-10.4%	322.8K	-16.1M	-65.1K	0.13	13.54	N/A	N/A	3,744	487	43,812	16,589
2021-04-09	$11.92	$7.50	97.2%	23.5%	0.0%	0.0%	83.2%	-12.1%	-3.6%	346.9K	-19.1M	-56.4K	0.11	19.52	N/A	N/A	2,820	309	43,939	16,674
2021-04-12	$10.84	$10.00	94.2%	24.0%	0.0%	0.0%	89.3%	-22.6%	-12.2%	82.0K	-12.3M	-50.5K	0.53	40.31	N/A	N/A	6,390	3,405	45,871	18,634
2021-04-13	$11.01	$7.50	82.9%	23.5%	0.0%	0.0%	81.8%	-9.9%	-9.8%	231.6K	-14.0M	-60.8K	1.27	25.58	N/A	N/A	2,612	3,320	51,159	21,003
2021-04-14	$10.67	$7.50	78.1%	22.4%	0.0%	0.0%	84.9%	-20.2%	-4.8%	99.7K	-13.2M	-57.0K	0.38	15.57	N/A	N/A	463	178	52,267	20,989
2021-04-15	$9.98	$7.50	81.0%	23.2%	0.0%	0.0%	88.1%	-10.8%	-7.5%	75.8K	-5.1M	-55.2K	1.84	30.24	N/A	N/A	947	1,742	52,435	20,959
2021-04-16	$9.76	$7.50	86.5%	24.8%	0.0%	0.0%	89.1%	-8.0%	-10.4%	79.0K	2.2M	-50.3K	0.28	35.26	N/A	N/A	10,611	2,998	52,861	20,965
2021-04-19	$9.19	$7.50	85.6%	24.6%	0.0%	0.0%	85.8%	-6.3%	-2.5%	107.1K	-3.4M	-51.3K	0.32	41.44	N/A	N/A	3,381	1,092	35,623	14,818
2021-04-20	$9.44	$7.50	82.3%	23.6%	0.0%	0.0%	82.9%	-2.9%	-0.8%	136.0K	-4.0M	-51.4K	0.27	23.16	N/A	N/A	3,629	987	38,240	15,542
2021-04-21	$10.17	$7.50	75.6%	21.7%	0.0%	0.0%	92.6%	18.1%	2.1%	163.4K	-8.2M	-56.7K	0.11	31.36	N/A	N/A	4,185	468	39,959	16,109
2021-04-22	$10.03	$7.50	79.7%	22.8%	0.0%	0.0%	93.3%	-21.8%	0.9%	186.2K	-8.1M	-57.2K	0.20	47.03	N/A	N/A	3,765	739	42,654	16,402
2021-04-23	$10.66	$7.50	81.6%	23.4%	0.0%	0.0%	84.7%	15.3%	-4.2%	229.0K	-12.1M	-63.2K	0.09	16.80	N/A	N/A	1,031	89	45,246	16,898
2021-04-26	$10.87	$7.50	76.2%	21.9%	0.0%	0.0%	70.0%	1.8%	21.3%	268.8K	-13.5M	-65.2K	0.02	17.93	N/A	N/A	3,494	55	46,012	16,948
2021-04-27	$11.25	$7.50	74.6%	21.4%	0.0%	0.0%	81.2%	-15.7%	-0.2%	349.0K	-16.6M	-58.9K	0.10	21.54	N/A	N/A	5,551	548	45,905	16,943
2021-04-28	$11.43	$7.50	89.1%	25.6%	75.4%	0.0%	79.9%	-2.1%	-1.7%	396.8K	-18.4M	-61.2K	0.34	28.67	N/A	N/A	4,605	1,572	48,240	17,158
2021-04-29	$11.24	$10.00	82.9%	23.8%	73.0%	0.0%	83.6%	-3.6%	-1.8%	339.4K	-16.8M	-72.2K	0.50	28.57	N/A	N/A	908	454	50,103	18,656
2021-04-30	$10.92	$10.00	76.8%	22.0%	71.2%	0.0%	85.2%	8.9%	0.3%	320.0K	-14.9M	-72.9K	0.23	39.79	N/A	N/A	755	171	50,517	18,911