INVZ Options History — August 2022

In August 2022, INVZ traded between $3.99 and $6.18. ATM implied volatility averaged 96.2%, placing in the 23.5% IV rank vs the trailing year. The 30-day expected move averaged 26.8%. IV traded below realized volatility by 10.2% (HV 20d: 106.4%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 8 of 23 days. Put/call ratio averaged 0.25.

Notable Days

2022-08-03: Highest Volume — 6,749 contracts
2022-08-10: Largest IV drop — 22.5% change
2022-08-09: Highest IV Rank — 38.7%
2022-08-01: Largest Expected Move — 32.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$5.22	$3.99	$6.18	$3.99	$4.97
Max Pain	$4.78	$2.50	$5.00	$5.00	$5.00
ATM IV	96.2%	87.2%	115.0%	113.8%	90.1%
Expected Move	26.8%	25.0%	32.6%	32.6%	25.8%
HV 20d	106.4%	60.6%	118.9%	60.6%	84.4%
HV 60d	92.3%	88.1%	100.5%	94.0%	88.2%
IV Rank	23.5%	16.3%	38.7%	37.7%	18.6%
IV Percentile	18.0%	6.3%	45.2%	40.9%	11.5%
Term Structure	-2.6%	-23.0%	4.1%	-23.0%	1.3%
VWIV	93.9%	87.1%	114.7%	114.7%	90.0%
Skew 25d	2.5%	-2.3%	5.5%	2.1%	2.0%
Skew 10d	9.9%	-3.5%	47.0%	5.4%	6.6%
Call IV 25d	89.0%	86.0%	93.4%	89.6%	89.9%
Put IV 25d	91.5%	89.3%	93.1%	91.7%	91.9%
Bid-Ask Spread %	34.08	10.34	69.71	16.16	14.68
Gamma HHI	0.75	0.64	0.87	0.87	0.77
Net GEX	-205.5K	-226.7K	-175.0K	-200.2K	-217.7K
Net DEX	11.2M	6.0M	16.5M	16.5M	13.1M
Net VEX	-132.1K	-143.6K	-108.4K	-108.4K	-122.5K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.25	0.01	1.40	0.13	1.40
Total Volume	1,445.696	50	6,749	1,612	520
Total OI	113,997.391	105,780	118,206	105,780	113,598

Daily Data (23 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
2022-08-01	$3.99	$5.00	113.8%	32.6%	60.6%	37.7%	114.7%	2.1%	-23.0%	-200.2K	16.5M	-108.4K	0.13	16.16	N/A	N/A	1,427	185	17,468	88,312
2022-08-02	$4.84	$5.00	108.2%	31.0%	90.7%	33.2%	109.8%	1.2%	-6.4%	-226.7K	13.6M	-130.3K	0.09	10.34	N/A	N/A	5,850	508	18,356	88,309
2022-08-03	$5.54	$5.00	112.3%	32.2%	100.8%	36.5%	112.9%	2.3%	-15.6%	-202.7K	9.4M	-143.0K	0.10	20.23	N/A	N/A	6,123	626	23,106	88,687
2022-08-04	$5.34	$2.50	108.6%	29.0%	102.3%	33.5%	99.9%	3.1%	-8.4%	-202.2K	10.3M	-140.0K	0.30	13.55	N/A	N/A	1,410	427	24,183	88,791
2022-08-05	$5.41	$2.50	103.4%	26.7%	102.3%	29.3%	94.2%	-2.3%	-1.4%	-210.7K	10.3M	-141.0K	0.40	15.38	N/A	N/A	1,043	418	24,246	88,846
2022-08-08	$5.27	$5.00	111.8%	25.9%	95.4%	36.1%	92.0%	0.7%	-0.2%	-199.9K	10.8M	-137.9K	1.06	46.16	N/A	N/A	390	415	24,223	88,923
2022-08-09	$5.21	$5.00	115.0%	25.3%	95.9%	38.7%	89.9%	1.8%	0.9%	-210.6K	11.0M	-136.2K	0.07	51.20	N/A	N/A	2,543	177	24,331	88,970
2022-08-10	$6.08	$5.00	89.1%	25.5%	107.8%	17.8%	89.3%	1.2%	1.3%	-175.0K	6.6M	-143.3K	0.10	17.45	N/A	N/A	2,702	260	26,177	88,917
2022-08-11	$5.80	$5.00	90.0%	25.8%	110.0%	18.5%	90.3%	0.7%	2.4%	-186.5K	7.4M	-143.1K	0.14	22.27	N/A	N/A	599	82	27,764	88,799
2022-08-12	$6.18	$5.00	89.1%	25.5%	110.2%	17.8%	88.6%	5.5%	-1.2%	-189.6K	6.0M	-143.6K	0.08	65.42	N/A	N/A	599	49	27,846	88,844
2022-08-15	$5.90	$5.00	87.2%	25.0%	111.8%	16.3%	93.5%	4.1%	0.4%	-189.0K	6.4M	-141.3K	0.01	69.71	N/A	N/A	2,218	19	28,004	88,845
2022-08-16	$5.61	$5.00	93.3%	26.8%	114.9%	21.2%	96.1%	3.1%	-1.0%	-189.2K	8.2M	-140.0K	0.19	69.38	N/A	N/A	398	74	29,362	88,844
2022-08-17	$5.37	$5.00	90.0%	25.8%	117.1%	18.5%	88.0%	4.6%	-1.1%	-192.1K	10.1M	-135.4K	0.13	54.99	N/A	N/A	526	68	29,268	88,817
2022-08-18	$5.23	$5.00	88.0%	25.2%	117.8%	17.0%	91.9%	4.3%	0.4%	-205.3K	10.8M	-133.7K	0.17	44.48	N/A	N/A	535	89	29,111	88,775
2022-08-19	$4.88	$5.00	91.6%	26.3%	118.3%	19.8%	88.3%	3.9%	-2.5%	-215.7K	13.8M	-126.8K	0.38	43.67	N/A	N/A	372	140	29,291	88,752
2022-08-22	$4.74	$5.00	88.6%	25.4%	118.9%	17.4%	88.6%	2.2%	-0.5%	-214.2K	14.2M	-123.0K	0.01	41.27	N/A	N/A	427	4	25,455	87,653
2022-08-23	$4.87	$5.00	91.3%	26.2%	118.0%	19.6%	91.1%	1.1%	-1.3%	-214.5K	13.1M	-125.4K	0.03	14.67	N/A	N/A	785	27	25,608	87,656
2022-08-24	$5.18	$5.00	87.6%	25.1%	118.7%	16.6%	87.1%	5.5%	4.1%	-213.7K	12.1M	-129.3K	0.02	45.27	N/A	N/A	712	13	25,889	87,677
2022-08-25	$5.10	$5.00	88.4%	25.4%	118.1%	17.3%	89.0%	5.4%	1.1%	-214.7K	12.4M	-127.2K	0.56	46.09	N/A	N/A	57	32	25,853	87,694
2022-08-26	$4.88	$5.00	89.6%	25.7%	118.4%	18.2%	89.6%	0.4%	-0.4%	-219.7K	13.5M	-123.8K	0.04	13.68	N/A	N/A	135	6	25,866	87,724
2022-08-29	$4.92	$5.00	93.7%	26.9%	118.3%	21.5%	93.3%	2.5%	-7.5%	-220.8K	13.3M	-122.9K	0.25	20.84	N/A	N/A	40	10	25,823	87,728
2022-08-30	$4.79	$5.00	91.9%	26.3%	97.1%	20.0%	92.0%	1.5%	-0.5%	-214.9K	13.7M	-120.4K	0.03	26.87	N/A	N/A	205	6	25,811	87,738
2022-08-31	$4.97	$5.00	90.1%	25.8%	84.4%	18.6%	90.0%	2.0%	1.3%	-217.7K	13.1M	-122.5K	1.40	14.68	N/A	N/A	217	303	25,859	87,739