INVZ Options History — October 2021

In October 2021, INVZ traded between $4.65 and $5.70. ATM implied volatility averaged 112.4%, placing in the 71.8% IV rank vs the trailing year. The 30-day expected move averaged 30.4%. IV traded above realized volatility by 58.1% (HV 20d: 54.2%). Max pain ranged from $5.00 to $7.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 1.09.

Notable Days

  • 2021-10-20: Highest Volume — 8,270 contracts
  • 2021-10-13: Largest IV drop — 25.1% change
  • 2021-10-11: Highest IV Rank — 100.0%
  • 2021-10-29: Largest Expected Move — 35.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$5.05$4.65$5.70$5.70$5.25
Max Pain$5.83$5.00$7.50$7.50$5.00
ATM IV112.4%97.5%137.0%117.1%123.8%
Expected Move30.4%27.9%35.5%33.6%35.5%
HV 20d54.2%48.7%58.1%49.8%56.9%
HV 60d68.6%66.4%70.6%66.5%67.4%
IV Rank71.8%53.2%100.0%81.4%84.5%
IV Percentile89.4%75.9%100.0%95.2%97.9%
Term Structure-9.5%-18.1%-0.9%-18.1%-16.3%
VWIV113.6%98.2%138.0%130.9%137.1%
Skew 25d-21.2%-32.8%0.3%-19.4%-28.2%
Skew 10d-31.3%-50.7%-0.2%-34.9%-0.2%
Call IV 25d118.1%93.6%176.3%176.3%144.5%
Put IV 25d96.9%81.7%156.8%156.8%116.2%
Bid-Ask Spread %15.267.7248.459.4714.36
Gamma HHI0.540.420.670.600.67
Net GEX52.0K13.0K120.8K36.2K120.8K
Net DEX-22.2K-4.8M2.8M2.2M-4.8M
Net VEX-17.6K-26.6K-11.4K-14.9K-26.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.090.0315.470.150.10
Total Volume1,996.5242008,2705922,706
Total OI40,489.8124,52748,22043,01542,325

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-10-01$5.70$7.50117.1%33.6%49.8%0.0%130.9%-19.4%-18.1%36.2K2.2M-14.9K0.159.47N/AN/A5147833,0389,977
2021-10-04$5.61$7.50118.5%28.9%49.7%0.0%103.2%-8.8%-8.4%34.6K2.3M-15.1K0.1510.68N/AN/A1882933,31710,252
2021-10-05$5.52$7.50114.3%29.1%49.6%81.4%98.7%0.3%-10.9%24.6K2.1M-16.0K15.4722.34N/AN/A1726333,64010,286
2021-10-06$5.18$7.50109.8%28.5%52.0%75.4%98.8%-7.7%-10.7%20.5K2.5M-14.0K0.9412.42N/AN/A1039733,77310,265
2021-10-07$5.07$7.50113.1%28.7%48.7%79.7%101.9%-15.6%-8.6%19.1K2.6M-13.0K0.3248.45N/AN/A53817133,78110,243
2021-10-08$4.65$7.50111.7%29.6%53.9%77.9%103.5%-30.0%-10.8%14.1K2.8M-11.4K0.3015.43N/AN/A1,85455533,82510,288
2021-10-11$4.87$7.50137.0%29.5%57.9%100.0%105.1%-21.8%-9.3%18.1K2.6M-12.4K0.3114.81N/AN/A90928534,22210,285
2021-10-12$4.88$5.00135.2%28.2%57.8%97.9%98.2%-23.6%-4.1%23.9K2.3M-14.5K3.1012.64N/AN/A22369236,28610,601
2021-10-13$4.92$5.00101.3%29.1%58.1%57.8%102.2%-20.6%-7.4%15.7K2.2M-15.8K0.0523.56N/AN/A1,1116036,29510,667
2021-10-14$5.07$5.0097.5%27.9%57.3%53.2%114.3%-22.0%-1.3%13.0K2.2M-16.0K0.1718.21N/AN/A3,64260636,41610,934
2021-10-15$4.82$5.0098.4%28.2%55.6%54.3%103.0%-26.5%-0.9%37.0K2.3M-15.5K0.5613.39N/AN/A2,2961,28937,28710,933
2021-10-18$4.71$5.00100.3%28.8%51.8%56.6%100.8%-21.9%-7.3%41.2K-1.0M-14.7K0.067.72N/AN/A7474620,9203,607
2021-10-19$4.89$5.0099.8%28.6%54.1%56.0%100.0%-16.2%-6.2%51.1K-1.4M-17.0K0.128.31N/AN/A2853322,4644,087
2021-10-20$5.04$5.00104.9%30.1%55.9%62.0%119.5%-20.4%-9.8%59.2K-2.0M-18.9K0.0312.81N/AN/A8,02025023,0934,131
2021-10-21$4.99$5.00102.7%29.4%55.5%59.4%117.0%-22.4%-8.1%80.4K-2.7M-21.6K0.2613.01N/AN/A1,32934130,2894,143
2021-10-22$4.96$5.00104.7%30.0%55.2%61.8%126.2%-25.0%-6.5%80.1K-2.2M-20.1K0.0513.30N/AN/A5,69229830,6384,249
2021-10-25$4.88$5.00116.2%33.3%54.9%75.4%135.7%-29.2%-17.6%89.6K-2.7M-21.8K0.1413.32N/AN/A1,72824935,3684,295
2021-10-26$4.85$5.00118.6%34.0%51.8%78.3%130.6%-31.4%-15.2%89.6K-2.6M-21.2K0.1512.95N/AN/A1,62923836,6324,333
2021-10-27$5.12$5.00118.8%34.1%56.3%78.5%138.0%-32.8%-12.6%109.0K-3.4M-23.8K0.2011.55N/AN/A1,26826036,6354,368
2021-10-28$5.15$5.00115.7%33.2%56.3%74.8%121.8%-21.5%-8.9%114.7K-4.1M-24.7K0.2111.68N/AN/A1,06722137,7224,376
2021-10-29$5.25$5.00123.8%35.5%56.9%84.5%137.1%-28.2%-16.3%120.8K-4.8M-26.6K0.1014.36N/AN/A2,46624037,9354,390