INVZ Options History — September 2022

In September 2022, INVZ traded between $4.72 and $5.84. ATM implied volatility averaged 91.2%, placing in the 19.5% IV rank vs the trailing year. The 30-day expected move averaged 26.0%. IV traded above realized volatility by 17.3% (HV 20d: 73.9%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 3 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 0.54.

Notable Days

  • 2022-09-19: Highest Volume — 10,278 contracts
  • 2022-09-12: Largest IV spike — 41.7% change
  • 2022-09-28: Highest IV Rank — 28.2%
  • 2022-09-28: Largest Expected Move — 29.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$5.28$4.72$5.84$4.86$5.20
Max Pain$5.00$5.00$5.00$5.00$5.00
ATM IV91.2%68.8%102.0%93.0%96.4%
Expected Move26.0%24.2%29.2%26.7%27.6%
HV 20d73.9%62.4%87.2%83.8%86.5%
HV 60d85.5%81.9%90.5%88.0%90.5%
IV Rank19.5%1.5%28.2%20.9%23.7%
IV Percentile14.1%0.4%30.6%13.9%21.0%
Term Structure0.9%-8.6%8.5%-1.6%-1.3%
VWIV89.7%84.1%96.7%93.0%93.4%
Skew 25d1.5%-7.0%6.2%5.3%4.9%
Skew 10d13.7%-25.1%81.3%7.1%15.2%
Call IV 25d89.8%81.5%100.4%88.5%96.6%
Put IV 25d91.4%80.8%104.8%93.9%101.4%
Bid-Ask Spread %29.6913.5457.3314.9836.28
Gamma HHI0.570.410.800.790.43
Net GEX-117.0K-264.8K42.8K-223.9K-17.3K
Net DEX7.4M-3.1M14.0M14.0M5.9M
Net VEX-130.2K-147.9K-116.8K-119.8K-133.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.540.003.100.020.25
Total Volume2,073.23810510,2785072,195
Total OI134,200.667113,619153,157113,619153,157

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-09-01$4.86$5.0093.0%26.7%83.8%20.9%93.0%5.3%-1.6%-223.9K14.0M-119.8K0.0214.98N/AN/A499825,87987,740
2022-09-02$4.72$5.0088.0%25.2%84.0%17.0%88.1%4.7%2.7%-221.5K14.0M-116.8K0.1344.95N/AN/A931226,15187,744
2022-09-06$5.03$5.00102.0%26.2%87.2%28.1%91.5%0.5%0.6%-218.2K12.5M-120.6K2.4825.83N/AN/A4811,19326,15787,738
2022-09-07$4.97$5.0095.5%26.1%87.2%22.9%89.1%-2.3%-3.3%-218.2K12.6M-119.9K3.1024.64N/AN/A3921,21726,30788,710
2022-09-08$5.29$5.0092.1%26.8%69.6%20.2%92.1%3.7%-1.6%-264.8K11.4M-121.1K0.0216.18N/AN/A1,0141826,31888,719
2022-09-09$5.46$5.0068.8%24.8%69.2%1.5%87.3%5.1%2.3%-260.6K10.3M-123.4K0.3016.68N/AN/A2066126,87988,718
2022-09-12$5.60$5.0097.5%25.2%65.6%24.5%84.9%5.3%-0.5%-258.4K9.5M-122.1K1.1815.83N/AN/A46554926,88788,705
2022-09-13$5.41$5.0091.0%25.1%64.7%19.3%93.0%-6.4%2.1%-232.0K10.0M-121.6K0.0544.55N/AN/A5,25028226,76289,188
2022-09-14$5.41$5.0087.1%25.0%62.4%16.2%87.2%1.2%6.0%-197.6K8.2M-121.2K0.3038.22N/AN/A39311630,95589,207
2022-09-15$5.84$5.0084.2%24.2%66.1%13.9%84.1%3.1%8.5%-73.6K802.9K-139.1K0.0334.03N/AN/A1,6215451,01189,306
2022-09-16$5.40$5.0091.5%26.2%71.7%19.7%89.8%6.1%5.0%-101.6K4.8M-136.5K0.0725.23N/AN/A5,05433451,85289,342
2022-09-19$5.54$5.0088.1%25.3%67.0%17.0%88.0%6.2%5.9%-54.9K4.0M-136.9K0.0024.29N/AN/A10,2572149,88889,003
2022-09-20$5.84$5.0087.2%25.0%67.5%16.3%86.4%-5.1%1.8%42.8K-3.1M-147.9K0.4115.52N/AN/A1,90977759,99489,026
2022-09-21$5.67$5.0084.6%24.3%68.7%14.2%84.8%0.3%4.0%40.0K-737.8K-146.8K0.0623.99N/AN/A4712860,01289,535
2022-09-22$5.23$5.0090.0%25.8%72.3%18.5%88.6%-2.8%-2.1%-31.2K6.0M-139.9K0.3427.69N/AN/A57019360,00689,536
2022-09-23$5.07$5.0087.8%25.2%73.0%16.8%88.3%5.8%1.8%-48.7K8.5M-134.1K0.2019.92N/AN/A84516859,97589,707
2022-09-26$4.92$5.0089.4%25.6%72.0%18.1%89.2%-2.8%2.1%-65.2K8.8M-130.7K0.6757.33N/AN/A73349260,57389,815
2022-09-27$5.15$5.0098.2%28.2%73.8%25.1%91.8%1.9%-2.6%-13.0K5.7M-134.9K0.8755.70N/AN/A75766262,73689,819
2022-09-28$5.44$5.00102.0%29.2%75.2%28.2%96.1%-7.0%-8.6%21.0K2.4M-139.9K0.2713.54N/AN/A1,79249162,83189,785
2022-09-29$4.89$5.00100.5%28.8%84.2%26.9%96.7%4.5%-2.3%-60.6K9.4M-126.9K0.6848.15N/AN/A1,10975662,75989,782
2022-09-30$5.20$5.0096.4%27.6%86.5%23.7%93.4%4.9%-1.3%-17.3K5.9M-133.3K0.2536.28N/AN/A1,75743863,16989,988