INVZ Options History — December 2021 In December 2021, INVZ traded between $5.72 and $6.60. ATM implied volatility averaged 132.6%, placing in the 62.9% IV rank vs the trailing year. The 30-day expected move averaged 36.2%. IV traded above realized volatility by 58.3% (HV 20d: 74.3%). Max pain ranged from $5.00 to $7.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 0.21.
Notable Days 2021-12-30 : Highest Volume — 8,216 contracts2021-12-13 : Largest IV spike — 19.7% change2021-12-13 : Highest IV Rank — 84.6%2021-12-01 : Largest Expected Move — 45.1%Monthly Statistics Metric Avg Min Max Open Close Price $6.17 $5.72 $6.60 $6.60 $6.35 Max Pain $5.34 $5.00 $7.50 $7.50 $5.00 ATM IV 132.6% 111.2% 160.3% 157.5% 143.1% Expected Move 36.2% 31.9% 45.1% 45.1% 41.0% HV 20d 74.3% 53.2% 101.0% 92.3% 59.8% HV 60d 74.0% 72.8% 75.6% 73.3% 74.1% IV Rank 62.9% 46.1% 84.6% 82.4% 71.0% IV Percentile 85.9% 68.3% 98.9% 97.6% 91.4% Term Structure -7.6% -21.2% -0.4% -17.3% -21.2% VWIV 132.6% 116.3% 161.3% 156.7% 141.4% Skew 25d -11.3% -21.5% -3.8% -17.0% -20.1% Skew 10d -31.1% -45.7% -4.6% -42.6% -40.1% Call IV 25d 135.2% 120.5% 156.3% 155.3% 147.8% Put IV 25d 123.9% 110.5% 141.3% 138.3% 127.7% Bid-Ask Spread % 26.92 9.13 56.66 22.94 16.82 Gamma HHI 0.37 0.32 0.41 0.32 0.41 Net GEX 308.0K 232.9K 388.9K 347.2K 388.9K Net DEX -18.3M -26.3M -11.4M -26.3M -22.5M Net VEX -131.4K -159.5K -111.1K -159.5K -127.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.21 0.03 0.62 0.42 0.27 Total Volume 3,399.591 582 8,216 2,642 1,852 Total OI 153,546.455 140,371 164,816 156,183 151,349
Daily Data (22 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 2021-12-01 $6.60 $7.50 157.5% 45.1% 92.3% 82.4% 156.7% -17.0% -17.3% 347.2K -26.3M -159.5K 0.42 22.94 N/A N/A 1,857 785 118,511 37,672 2021-12-02 $6.38 $7.50 144.8% 41.5% 93.9% 72.4% 150.3% -11.9% -11.9% 326.4K -22.8M -151.6K 0.11 45.91 N/A N/A 2,741 310 119,284 37,781 2021-12-03 $5.87 $7.50 139.1% 39.9% 99.8% 67.9% 151.6% -19.1% -6.9% 269.7K -17.0M -139.5K 0.26 24.62 N/A N/A 1,177 306 119,719 37,877 2021-12-06 $5.92 $5.00 142.2% 37.5% 99.1% 70.4% 129.8% -9.9% -6.0% 264.0K -16.2M -135.0K 0.31 36.59 N/A N/A 1,153 356 119,949 37,919 2021-12-07 $6.35 $5.00 150.9% 37.8% 101.0% 77.2% 129.1% -8.9% -11.4% 334.2K -21.3M -143.3K 0.23 20.71 N/A N/A 1,419 332 119,773 37,973 2021-12-08 $6.40 $5.00 150.1% 35.7% 92.0% 76.6% 124.9% -6.6% -7.9% 354.0K -21.3M -142.6K 0.05 35.39 N/A N/A 5,356 288 120,180 37,950 2021-12-09 $6.49 $5.00 144.6% 35.7% 86.8% 72.3% 124.5% -9.0% -9.2% 364.3K -22.1M -144.1K 0.06 29.98 N/A N/A 5,232 331 121,621 37,984 2021-12-10 $6.40 $5.00 133.9% 35.1% 84.4% 63.9% 122.6% -5.4% -8.4% 353.5K -20.7M -140.0K 0.09 11.97 N/A N/A 2,886 267 123,916 37,922 2021-12-13 $6.46 $5.00 160.3% 35.8% 84.4% 84.6% 127.1% -4.2% -11.0% 366.0K -21.5M -139.2K 0.13 30.50 N/A N/A 2,930 395 124,872 37,933 2021-12-14 $6.32 $5.00 138.4% 35.7% 77.7% 67.4% 127.9% -6.4% -8.6% 288.7K -18.8M -134.0K 0.13 10.62 N/A N/A 2,118 265 125,312 37,895 2021-12-15 $6.08 $5.00 126.8% 36.4% 78.9% 58.3% 131.1% -3.8% -9.3% 269.2K -16.7M -129.1K 0.14 56.66 N/A N/A 4,117 585 125,778 37,904 2021-12-16 $5.96 $5.00 120.5% 34.5% 64.0% 53.3% 121.8% -9.7% -6.2% 258.7K -15.1M -126.4K 0.29 49.63 N/A N/A 1,469 426 126,703 37,876 2021-12-17 $5.80 $5.00 118.8% 34.1% 64.5% 52.0% 132.6% -13.5% -2.1% 233.7K -13.0M -120.2K 0.36 32.34 N/A N/A 4,540 1,612 126,883 37,933 2021-12-20 $5.72 $5.00 115.0% 33.0% 53.2% 49.0% 125.8% -10.0% -3.7% 232.9K -11.4M -111.1K 0.12 9.63 N/A N/A 3,205 381 104,905 35,466 2021-12-21 $5.81 $5.00 114.2% 32.7% 53.9% 48.4% 118.2% -10.9% -2.7% 258.2K -14.2M -120.9K 0.62 26.38 N/A N/A 1,184 737 106,035 35,548 2021-12-22 $6.03 $5.00 115.7% 33.2% 55.9% 49.6% 130.6% -10.2% -3.1% 285.0K -16.3M -124.4K 0.04 9.13 N/A N/A 5,697 206 106,392 35,721 2021-12-23 $6.33 $5.00 116.9% 33.5% 57.5% 50.5% 116.3% -10.1% -5.5% 345.5K -19.6M -129.7K 0.25 9.63 N/A N/A 1,336 337 107,376 35,742 2021-12-27 $6.09 $5.00 111.2% 31.9% 58.5% 46.1% 121.2% -21.5% -0.4% 312.2K -16.6M -119.2K 0.62 26.01 N/A N/A 360 222 107,135 35,768 2021-12-28 $5.99 $5.00 116.9% 33.5% 58.2% 50.5% 161.3% -8.5% -2.2% 286.9K -14.3M -114.4K 0.05 33.68 N/A N/A 4,768 233 107,159 35,812 2021-12-29 $5.94 $5.00 120.8% 34.6% 58.1% 53.5% 133.2% -16.3% -4.8% 285.8K -14.4M -114.2K 0.11 27.52 N/A N/A 2,521 283 107,844 35,866 2021-12-30 $6.39 $5.00 136.4% 39.1% 61.0% 65.9% 139.9% -16.1% -7.4% 351.9K -21.2M -126.0K 0.03 25.50 N/A N/A 7,990 226 108,914 35,870 2021-12-31 $6.35 $5.00 143.1% 41.0% 59.8% 71.0% 141.4% -20.1% -21.2% 388.9K -22.5M -127.1K 0.27 16.82 N/A N/A 1,461 391 115,455 35,894
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