INVZ Options History — April 2022

In April 2022, INVZ traded between $2.94 and $4.06. ATM implied volatility averaged 133.8%, placing in the 60.3% IV rank vs the trailing year. The 30-day expected move averaged 37.0%. IV traded above realized volatility by 63.8% (HV 20d: 70.0%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 0.49.

Notable Days

  • 2022-04-13: Highest Volume — 2,015 contracts
  • 2022-04-04: Largest IV spike — 68.1% change
  • 2022-04-12: Highest IV Rank — 100.0%
  • 2022-04-27: Largest Expected Move — 43.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.45$2.94$4.06$3.70$3.93
Max Pain$2.88$2.50$5.00$5.00$2.50
ATM IV133.8%94.3%191.4%94.3%111.1%
Expected Move37.0%31.9%43.3%36.6%31.9%
HV 20d70.0%62.6%85.1%67.5%85.1%
HV 60d73.2%70.7%75.5%72.1%74.3%
IV Rank60.3%32.8%100.0%32.8%42.2%
IV Percentile74.7%38.8%100.0%38.8%46.0%
Term Structure-7.7%-20.0%21.6%21.6%7.6%
VWIV127.1%111.0%148.8%111.0%117.7%
Skew 25d-4.6%-52.1%10.0%-52.1%-4.9%
Skew 10d-15.3%-84.9%2.6%-84.9%-0.9%
Call IV 25d124.2%111.9%169.3%169.3%127.1%
Put IV 25d119.6%107.8%172.8%117.2%122.3%
Bid-Ask Spread %25.1815.0044.4727.4244.47
Gamma HHI0.320.290.370.330.32
Net GEX15.4K11.9K23.1K11.9K23.1K
Net DEX2.6M-1.9M7.2M6.6M-1.9M
Net VEX-16.6K-20.2K-13.7K-17.9K-20.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.490.181.230.430.38
Total Volume1,373.64362,0151,8781,488
Total OI72,796.618,768126,178123,93122,352

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-04-01$3.70$5.0094.3%36.6%67.5%32.8%111.0%-52.1%21.6%11.9K6.6M-17.9K0.4327.42N/AN/A1,31156797,67226,259
2022-04-04$4.06$5.00158.6%34.7%73.3%83.2%121.1%10.0%-9.3%15.6K7.2M-18.8K0.6030.99N/AN/A95357698,13826,260
2022-04-05$3.92$5.00152.2%34.9%68.1%78.2%134.9%-37.0%-9.5%15.7K6.8M-18.9K0.4331.01N/AN/A1,27355198,29526,270
2022-04-06$3.66$2.50116.7%36.7%72.6%50.4%127.7%-7.2%-12.1%14.8K6.5M-17.5K0.5820.78N/AN/A1,01358698,61026,290
2022-04-07$3.59$2.50111.7%38.3%72.5%46.4%124.6%-0.9%-20.0%14.4K6.5M-17.1K0.7121.26N/AN/A81758098,90626,339
2022-04-08$3.33$2.50120.3%36.0%73.2%53.2%126.0%2.1%-7.4%13.0K6.1M-15.9K1.2315.00N/AN/A53665998,96326,345
2022-04-11$3.33$2.50170.0%37.1%67.7%92.2%127.0%1.2%-10.1%13.2K6.1M-15.5K0.9428.38N/AN/A67963698,98426,367
2022-04-12$3.31$2.50191.4%39.1%65.8%100.0%135.0%7.2%-11.4%13.3K6.1M-15.5K0.8320.70N/AN/A67956499,24626,377
2022-04-13$3.45$2.50124.9%35.8%63.9%52.1%123.1%0.9%-16.2%14.4K6.0M-16.1K0.3017.68N/AN/A1,55146499,54425,454
2022-04-14$3.37$2.50124.4%35.7%62.6%51.8%123.5%0.1%-4.0%13.6K5.7M-15.9K0.2325.98N/AN/A1,485338100,54825,630
2022-04-18$3.22$2.50132.3%37.9%63.6%57.5%137.4%5.9%-12.5%14.1K-835.1K-15.1K0.4217.95N/AN/A87636915,1823,586
2022-04-19$3.34$2.50134.2%38.5%65.4%58.8%122.1%0.0%-10.2%15.7K-984.9K-16.2K0.1839.86N/AN/A1,47126615,4283,712
2022-04-20$3.32$2.50132.9%38.1%63.9%57.9%121.1%-2.9%-16.6%15.5K-1.0M-16.1K0.3822.60N/AN/A73028016,3003,726
2022-04-21$3.15$2.50116.6%33.4%65.4%46.2%117.6%-1.5%2.8%15.5K-830.7K-15.1K0.4316.21N/AN/A64427416,5093,736
2022-04-22$2.94$2.50125.2%35.9%67.3%52.3%143.8%-5.6%-7.4%12.6K-663.0K-13.7K0.3423.08N/AN/A74725616,7013,726
2022-04-25$3.11$2.50128.9%36.9%70.9%55.0%125.2%-0.5%-5.1%14.4K-900.7K-14.9K0.4422.42N/AN/A62827916,8783,726
2022-04-26$3.13$2.50136.9%39.3%70.7%60.8%125.1%-4.8%-12.7%16.7K-957.6K-15.7K0.2222.79N/AN/A1,18626417,0723,734
2022-04-27$3.41$2.50151.0%43.3%77.5%71.0%148.8%-0.2%-20.0%20.4K-1.3M-17.4K0.3321.70N/AN/A32710917,7133,732
2022-04-28$3.69$2.50142.4%40.8%82.5%64.7%130.2%-1.6%-1.6%20.9K-1.5M-18.9K0.3433.26N/AN/A1,08837217,9263,696
2022-04-29$3.93$2.50111.1%31.9%85.1%42.2%117.7%-4.9%7.6%23.1K-1.9M-20.2K0.3844.47N/AN/A1,07741118,6453,707