INVZ Options History — June 2022

In June 2022, INVZ traded between $3.43 and $4.63. ATM implied volatility averaged 104.2%, placing in the 37.2% IV rank vs the trailing year. The 30-day expected move averaged 29.4%. IV traded above realized volatility by 2.6% (HV 20d: 101.5%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 8 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 1.26.

Notable Days

  • 2022-06-01: Highest Volume — 3,164 contracts
  • 2022-06-16: Largest IV spike — 26.3% change
  • 2022-06-16: Highest IV Rank — 52.5%
  • 2022-06-16: Largest Expected Move — 36.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$4.01$3.43$4.63$4.63$3.87
Max Pain$5.00$5.00$5.00$5.00$5.00
ATM IV104.2%86.4%125.5%106.4%86.4%
Expected Move29.4%24.8%36.0%30.5%24.8%
HV 20d101.5%77.7%136.8%136.8%78.2%
HV 60d102.2%98.7%104.4%101.5%103.0%
IV Rank37.2%24.4%52.5%38.8%24.4%
IV Percentile33.5%13.5%65.5%36.5%13.5%
Term Structure0.1%-11.7%26.5%-5.3%-9.9%
VWIV106.0%90.8%128.0%106.4%119.4%
Skew 25d22.1%-16.9%56.2%27.4%12.4%
Skew 10d18.1%-43.3%75.9%38.6%-26.4%
Call IV 25d111.6%90.8%153.7%104.1%153.7%
Put IV 25d133.8%108.6%172.1%131.5%166.1%
Bid-Ask Spread %32.415.2762.7752.2414.64
Gamma HHI0.580.280.870.760.87
Net GEX16.2K-164.7K316.9K287.8K-164.5K
Net DEX9.8M-2.0M16.1M-2.0M16.1M
Net VEX-132.8K-173.4K-105.6K-173.4K-110.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.260.144.590.262.56
Total Volume1,238.5716313,1643,1641,422
Total OI167,022.429146,100180,885176,852147,156

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-06-01$4.63$5.00106.4%30.5%136.8%38.8%106.4%27.4%-5.3%287.8K-2.0M-173.4K0.2652.24N/AN/A2,51864690,08086,772
2022-06-02$4.59$5.00101.3%27.6%132.3%35.1%96.8%27.3%4.2%316.9K-779.4K-171.4K1.6432.41N/AN/A39264391,77386,873
2022-06-03$4.40$5.00104.0%29.8%120.9%37.1%96.4%31.2%-4.4%254.7K2.3M-164.9K2.5644.84N/AN/A24362191,93786,883
2022-06-06$4.29$5.00115.5%27.8%120.4%45.4%99.7%15.1%3.7%248.6K3.5M-156.1K1.7653.30N/AN/A31054691,94386,882
2022-06-07$4.12$5.00114.9%29.8%120.3%44.9%104.1%16.5%-5.6%-3668.5M-143.2K0.5923.76N/AN/A94455392,04086,863
2022-06-08$4.32$5.00101.0%29.0%121.4%34.9%100.9%32.5%-1.0%16.3K7.6M-148.2K4.5953.36N/AN/A3381,55192,33586,971
2022-06-09$4.00$5.00105.1%30.1%110.0%37.9%104.7%16.7%-3.5%-5.0K9.1M-138.7K2.3119.76N/AN/A26461092,45887,947
2022-06-10$3.81$5.00108.1%31.0%111.8%40.1%116.3%7.2%-7.1%-24.6K10.9M-129.4K1.509.00N/AN/A34651992,50488,007
2022-06-13$3.43$5.00121.0%34.7%103.1%49.3%104.8%-0.1%-11.7%-37.2K11.4M-114.1K0.9859.49N/AN/A53252092,63688,001
2022-06-14$3.55$5.00114.8%32.9%100.1%44.8%109.4%12.4%-0.1%-39.2K12.4M-116.4K0.5228.98N/AN/A56329292,76087,966
2022-06-15$3.85$5.0099.3%28.5%86.7%33.7%101.5%30.2%0.5%-17.4K11.9M-125.1K0.1421.88N/AN/A2,03129192,89987,986
2022-06-16$3.63$5.00125.5%36.0%88.7%52.5%115.0%17.7%2.7%-32.6K11.7M-116.6K0.1462.77N/AN/A1,98827791,35387,985
2022-06-17$3.77$5.0097.5%27.9%90.2%32.4%100.1%26.5%9.3%-14.9K10.8M-122.4K0.6960.14N/AN/A37325891,33987,988
2022-06-21$4.01$5.0098.9%28.3%92.0%33.4%101.4%40.5%-3.0%-3.6K11.3M-131.3K0.5134.02N/AN/A72737458,79787,303
2022-06-22$4.11$5.0093.5%26.8%92.2%29.5%94.7%48.9%4.0%11.2K11.3M-132.3K0.5134.45N/AN/A73537459,03487,338
2022-06-23$4.14$5.0095.6%27.4%90.4%31.0%97.5%49.6%5.3%15.2K11.0M-131.8K0.4711.20N/AN/A47422559,32087,338
2022-06-24$4.09$5.0090.4%25.9%88.6%27.3%90.8%56.2%8.1%6.2K11.8M-130.9K0.3519.36N/AN/A55119459,37387,339
2022-06-27$3.99$5.0097.1%27.8%86.5%32.1%117.5%30.1%0.4%-164.7K15.3M-114.2K0.9934.34N/AN/A55254559,45287,340
2022-06-28$3.83$5.00111.7%32.0%83.7%42.7%121.2%-16.3%-10.7%-159.3K15.4M-112.4K1.665.27N/AN/A31552359,64487,603
2022-06-29$3.72$5.0099.1%28.4%77.7%33.6%128.0%-16.9%26.5%-152.8K15.7M-105.6K1.715.30N/AN/A30652459,65087,603
2022-06-30$3.87$5.0086.4%24.8%78.2%24.4%119.4%12.4%-9.9%-164.5K16.1M-110.8K2.5614.64N/AN/A3991,02359,55387,603