INVZ Options History — June 2021

In June 2021, INVZ traded between $9.81 and $10.70. ATM implied volatility averaged 67.4%. The 30-day expected move averaged 19.5%. IV traded above realized volatility by 12.4% (HV 20d: 55.0%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.15.

Notable Days

  • 2021-06-17: Highest Volume — 13,331 contracts
  • 2021-06-07: Largest IV spike — 18.8% change
  • 2021-06-04: Largest Expected Move — 23.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$10.29$9.81$10.70$10.47$10.35
Max Pain$10.00$10.00$10.00$10.00$10.00
ATM IV67.4%56.0%79.5%68.7%63.7%
Expected Move19.5%16.1%23.0%19.7%18.3%
HV 20d55.0%38.0%76.2%76.2%38.0%
HV 60d65.4%61.9%69.0%69.0%61.9%
Term Structure1.5%-7.7%20.0%1.5%-5.8%
VWIV68.7%54.7%84.7%81.5%62.7%
Skew 25d27.1%-10.0%59.6%-10.0%-7.2%
Skew 10d42.7%-13.6%96.8%-13.6%-11.6%
Call IV 25d70.1%53.6%82.7%78.3%72.2%
Put IV 25d97.2%64.9%126.2%68.3%64.9%
Bid-Ask Spread %21.076.7954.0154.019.28
Gamma HHI0.620.360.800.670.71
Net GEX515.7K214.3K867.8K711.8K553.8K
Net DEX-9.6M-14.6M-4.3M-9.6M-9.8M
Net VEX-40.9K-50.0K-34.4K-43.8K-41.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.150.000.900.190.16
Total Volume4,710.27378513,3311,8995,750
Total OI67,300.31855,75475,22967,91760,105

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-06-01$10.47$10.0068.7%19.7%76.2%0.0%81.5%-10.0%1.5%711.8K-9.6M-43.8K0.1954.01N/AN/A1,59230752,12015,797
2021-06-02$10.41$10.0072.8%20.9%75.1%0.0%70.0%59.6%17.9%514.5K-9.7M-50.0K0.0032.50N/AN/A6,5472553,06316,011
2021-06-03$10.51$10.0074.8%19.6%75.0%0.0%66.6%27.0%5.8%288.2K-14.0M-37.8K0.1047.72N/AN/A7257553,76616,072
2021-06-04$10.59$10.0064.2%23.0%74.2%0.0%74.5%14.1%-0.5%214.3K-14.6M-39.3K0.0227.92N/AN/A4,3829054,14316,019
2021-06-07$10.12$10.0076.2%23.0%75.8%0.0%79.8%30.6%-1.1%504.1K-7.6M-46.0K0.0521.44N/AN/A5,80630454,59716,027
2021-06-08$10.44$10.0078.1%21.9%72.7%0.0%79.3%14.1%-7.7%267.4K-13.3M-34.4K0.0416.24N/AN/A1,4075354,13316,268
2021-06-09$9.86$10.0079.5%22.8%72.2%0.0%84.7%26.3%-4.7%455.5K-5.0M-41.5K0.0442.48N/AN/A11,49347354,28616,255
2021-06-10$9.81$10.0075.5%21.7%70.6%0.0%77.8%32.5%-3.4%480.8K-4.3M-41.7K0.0815.05N/AN/A3,35628357,07816,635
2021-06-11$9.84$10.0077.0%22.1%68.3%0.0%72.6%-4.2%-5.9%466.7K-4.5M-41.9K0.0310.74N/AN/A5,22213957,67016,801
2021-06-14$9.94$10.0073.2%21.0%66.7%0.0%74.5%40.2%2.8%543.8K-4.3M-36.0K0.9043.75N/AN/A3,6963,34356,41816,887
2021-06-15$10.03$10.0073.3%21.0%44.6%0.0%73.5%42.5%-0.3%849.8K-5.4M-37.2K0.2443.04N/AN/A4,6281,13056,43716,888
2021-06-16$10.14$10.0070.6%20.2%39.9%0.0%71.9%38.3%-1.1%867.8K-7.9M-38.1K0.0416.10N/AN/A3,66714458,25916,934
2021-06-17$10.51$10.0057.7%16.6%40.5%0.0%59.2%23.5%7.6%598.4K-14.0M-34.8K0.057.57N/AN/A12,70362858,27816,951
2021-06-18$10.60$10.0064.0%18.4%40.6%0.0%69.9%23.8%0.3%431.9K-12.8M-40.0K0.106.94N/AN/A5,65855258,16316,922
2021-06-21$10.26$10.0060.6%17.4%42.4%0.0%61.7%41.0%-6.3%431.5K-7.9M-38.7K0.0413.32N/AN/A4,49417445,11810,636
2021-06-22$10.37$10.0059.8%17.1%41.0%0.0%57.9%24.6%20.0%462.0K-11.2M-44.0K0.0112.79N/AN/A2,5722347,89510,745
2021-06-23$10.70$10.0059.2%17.0%40.5%0.0%59.4%23.6%-4.2%553.1K-13.2M-43.7K0.0914.07N/AN/A3,88333748,95310,759
2021-06-24$10.46$10.0058.2%16.7%40.5%0.0%58.7%27.6%19.0%498.6K-11.8M-44.3K0.796.79N/AN/A78561848,03610,812
2021-06-25$10.37$10.0056.0%16.1%38.7%0.0%56.5%31.4%-5.8%612.0K-10.0M-40.8K0.197.43N/AN/A66112448,17311,273
2021-06-28$10.33$10.0060.7%17.4%38.1%0.0%54.7%44.2%-2.1%535.5K-9.8M-42.0K0.036.89N/AN/A2,5958648,17911,351
2021-06-29$10.35$10.0058.1%16.7%38.1%0.0%64.1%52.7%6.8%505.2K-10.2M-43.0K0.097.42N/AN/A2,83026648,27111,423
2021-06-30$10.35$10.0063.7%18.3%38.0%0.0%62.7%-7.2%-5.8%553.8K-9.8M-41.1K0.169.28N/AN/A4,94980148,66911,436