INVZ Options History — July 2022

In July 2022, INVZ traded between $3.37 and $4.12. ATM implied volatility averaged 90.1%, placing in the 26.7% IV rank vs the trailing year. The 30-day expected move averaged 25.0%. IV traded above realized volatility by 26.8% (HV 20d: 63.3%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 2.21.

Notable Days

  • 2022-07-14: Highest Volume — 2,227 contracts
  • 2022-07-11: Largest IV spike — 138.9% change
  • 2022-07-11: Highest IV Rank — 87.1%
  • 2022-07-22: Largest Expected Move — 36.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.78$3.37$4.12$3.86$4.00
Max Pain$5.00$5.00$5.00$5.00$5.00
ATM IV90.1%67.0%173.5%82.5%70.5%
Expected Move25.0%19.2%36.1%23.6%20.2%
HV 20d63.3%47.8%78.5%78.2%60.6%
HV 60d100.4%96.1%102.7%102.7%96.1%
IV Rank26.7%10.4%87.1%21.6%10.9%
IV Percentile19.9%1.2%99.2%11.5%3.6%
Term Structure9.2%-24.4%44.0%-14.8%-2.3%
VWIV96.2%66.2%129.2%129.2%87.4%
Skew 25d3.9%-39.4%63.3%-39.4%4.1%
Skew 10d-1.1%-70.9%45.0%-70.9%9.0%
Call IV 25d100.1%75.4%160.2%160.2%89.0%
Put IV 25d104.0%91.2%158.5%120.8%93.1%
Bid-Ask Spread %22.596.5367.1515.299.38
Gamma HHI0.870.860.880.860.88
Net GEX-171.6K-200.1K-151.8K-159.2K-200.1K
Net DEX16.4M14.9M17.2M14.9M16.5M
Net VEX-105.3K-118.8K-87.8K-114.3K-109.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.210.2115.027.410.21
Total Volume871.553062,2272,1791,443
Total OI126,696.7103,890149,810148,573105,117

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-07-01$3.86$5.0082.5%23.6%78.2%21.6%129.2%-39.4%-14.8%-159.2K14.9M-114.3K7.4115.29N/AN/A2591,92059,63888,935
2022-07-05$3.99$5.0070.3%27.8%78.5%12.8%96.8%63.3%-0.4%-177.1K16.4M-113.6K1.7411.37N/AN/A28850059,64888,935
2022-07-06$3.97$5.0096.5%28.1%78.1%31.7%97.9%14.3%-2.3%-170.4K15.7M-114.0K2.5011.38N/AN/A20050059,72888,938
2022-07-07$4.10$5.0074.3%28.0%77.9%15.7%97.4%5.5%-2.8%-173.1K15.6M-118.7K1.8718.40N/AN/A20337959,77388,852
2022-07-08$4.12$5.0072.6%26.9%75.9%14.5%99.2%6.7%1.1%-177.6K15.8M-118.8K1.3111.44N/AN/A22229159,85188,862
2022-07-11$3.75$5.00173.5%20.3%78.3%87.1%93.0%0.7%32.5%-163.8K15.6M-106.6K1.9515.65N/AN/A15129459,87388,783
2022-07-12$3.82$5.00125.7%28.8%76.7%52.7%100.0%4.1%-4.0%-171.5K16.0M-107.0K1.6151.75N/AN/A23237359,91488,734
2022-07-13$3.85$5.0096.8%27.7%65.9%31.9%97.4%1.9%-3.6%-171.3K16.0M-110.6K2.0557.33N/AN/A18638260,03388,798
2022-07-14$3.81$5.0098.1%28.1%65.2%32.9%98.0%2.5%-5.6%-171.7K16.0M-106.6K15.0222.67N/AN/A1392,08860,08488,797
2022-07-15$3.76$5.0090.6%26.0%58.6%27.4%93.0%5.1%-1.2%-171.5K17.0M-103.5K1.2867.15N/AN/A25732960,09289,718
2022-07-18$3.67$5.0079.7%22.9%55.3%19.6%91.4%2.7%16.9%-171.9K16.4M-103.0K0.539.47N/AN/A45424015,76788,123
2022-07-19$3.73$5.0070.5%20.2%53.9%12.9%96.4%3.1%29.9%-173.7K16.8M-102.5K0.3931.11N/AN/A55221616,02088,122
2022-07-20$3.77$5.0084.1%24.1%48.9%22.7%89.8%0.9%5.7%-181.7K16.8M-103.9K0.2612.73N/AN/A54914316,22288,127
2022-07-21$3.74$5.0076.3%21.9%47.8%17.1%92.8%2.1%7.2%-178.4K16.6M-102.8K0.2311.43N/AN/A61814316,29788,128
2022-07-22$3.51$5.00126.0%36.1%51.9%53.0%108.5%1.5%30.2%-163.2K16.6M-95.5K0.2156.52N/AN/A68414316,40088,128
2022-07-25$3.45$5.0067.0%19.2%51.9%10.4%111.6%2.7%36.0%-157.9K17.1M-92.5K0.377.04N/AN/A62023216,47488,133
2022-07-26$3.37$5.0088.8%25.5%51.9%24.4%82.1%-3.6%44.0%-151.8K16.9M-87.8K0.546.53N/AN/A26414216,70088,229
2022-07-27$3.52$5.0070.1%20.1%53.5%10.6%66.2%-1.8%42.4%-163.1K17.0M-93.6K0.877.06N/AN/A16414216,73788,230
2022-07-28$3.75$5.0088.4%25.3%57.7%24.1%95.6%2.0%-24.4%-183.9K17.2M-101.2K3.7718.04N/AN/A3121,17716,76488,230
2022-07-29$4.00$5.0070.5%20.2%60.6%10.9%87.4%4.1%-2.3%-200.1K16.5M-109.4K0.219.38N/AN/A1,19724616,89888,219