INVZ Options History — October 2022 In October 2022, INVZ traded between $4.45 and $5.46. ATM implied volatility averaged 94.4%, placing in the 22.1% IV rank vs the trailing year. The 30-day expected move averaged 27.0%. IV traded above realized volatility by 17.8% (HV 20d: 76.6%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 16 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 40.43.
Notable Days 2022-10-06 : Highest Volume — 159,192 contracts2022-10-21 : Largest IV drop — 7.5% change2022-10-11 : Highest IV Rank — 28.0%2022-10-10 : Largest Expected Move — 28.0%Monthly Statistics Metric Avg Min Max Open Close Price $4.81 $4.45 $5.46 $5.23 $5.02 Max Pain $5.00 $5.00 $5.00 $5.00 $5.00 ATM IV 94.4% 88.7% 101.8% 91.5% 95.9% Expected Move 27.0% 25.4% 28.0% 26.2% 27.5% HV 20d 76.6% 57.1% 87.4% 85.7% 62.7% HV 60d 87.8% 75.4% 91.8% 90.5% 77.2% IV Rank 22.1% 17.5% 28.0% 19.7% 23.3% IV Percentile 21.9% 11.5% 33.3% 17.1% 27.0% Term Structure -6.6% -13.1% 2.9% 2.9% -12.5% VWIV 93.0% 70.6% 114.9% 87.9% 98.7% Skew 25d 1.3% -8.6% 9.2% 1.4% 6.8% Skew 10d -6.0% -45.9% 77.4% -7.5% -11.2% Call IV 25d 94.1% 82.0% 101.0% 96.9% 95.2% Put IV 25d 95.3% 86.5% 102.0% 98.3% 102.0% Bid-Ask Spread % 36.73 15.04 71.01 52.29 58.60 Gamma HHI 0.47 0.42 0.62 0.43 0.55 Net GEX 50.2K -167.2K 293.1K -12.1K 173.7K Net DEX 11.0M -642.0K 21.4M 5.8M 8.4M Net VEX -220.4K -297.7K -131.0K -131.0K -297.7K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 40.43 0.01 472.79 0.75 6.94 Total Volume 20,273.905 593 159,192 1,035 12,960 Total OI 195,569.667 152,461 229,333 152,652 211,300
Daily Data (21 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 2022-10-03 $5.23 $5.00 91.5% 26.2% 85.7% 19.7% 87.9% 1.4% 2.9% -12.1K 5.8M -131.0K 0.75 52.29 N/A N/A 591 444 62,647 90,005 2022-10-04 $5.42 $5.00 95.7% 27.4% 83.7% 23.1% 98.4% -1.9% -1.5% 18.1K 3.1M -133.8K 0.02 15.04 N/A N/A 20,985 374 62,446 90,015 2022-10-05 $5.39 $5.00 97.4% 27.9% 83.6% 24.4% 70.6% 6.1% -5.1% 221.3K 838.6K -137.9K 1.32 16.79 N/A N/A 275 363 82,361 90,020 2022-10-06 $5.46 $5.00 90.1% 27.6% 80.8% 18.6% 93.6% 2.9% -11.4% 293.1K -642.0K -138.1K 472.79 29.76 N/A N/A 336 158,856 82,408 90,020 2022-10-07 $5.06 $5.00 95.1% 25.8% 84.4% 22.6% 91.9% 2.5% -6.2% 131.7K 11.0M -245.7K 0.53 23.32 N/A N/A 388 205 82,388 133,548 2022-10-10 $4.85 $5.00 101.0% 28.0% 84.8% 27.4% 95.6% 0.8% -11.2% 34.6K 14.6M -233.2K 166.44 17.39 N/A N/A 482 80,226 82,404 133,526 2022-10-11 $4.52 $5.00 101.8% 27.6% 87.2% 28.0% 96.5% -2.4% -9.3% 61.9K 10.3M -181.0K 106.38 23.73 N/A N/A 379 40,319 82,710 95,647 2022-10-12 $4.56 $5.00 94.9% 27.2% 87.4% 22.5% 96.9% -5.9% -6.2% 61.6K 10.3M -182.8K 1.02 19.66 N/A N/A 313 318 82,856 95,572 2022-10-13 $4.72 $5.00 93.0% 26.7% 83.1% 20.9% 93.2% 6.1% -8.1% 83.0K 10.1M -184.9K 0.30 66.43 N/A N/A 845 252 82,878 95,554 2022-10-14 $4.58 $5.00 90.8% 26.0% 79.6% 19.2% 90.7% 1.3% -4.8% 19.6K 11.0M -179.6K 0.28 15.98 N/A N/A 909 256 83,408 95,550 2022-10-17 $4.71 $5.00 92.0% 26.4% 79.8% 20.1% 92.7% 0.7% -5.9% 57.6K 9.9M -180.8K 0.28 64.25 N/A N/A 863 244 83,448 95,532 2022-10-18 $4.60 $5.00 97.3% 27.9% 76.6% 24.4% 96.5% 1.2% -13.1% -12.2K 11.1M -177.1K 88.69 18.56 N/A N/A 569 50,463 83,504 95,528 2022-10-19 $4.51 $5.00 95.5% 27.4% 76.4% 22.9% 95.4% -1.2% -12.0% -167.2K 20.3M -260.8K 1.19 42.36 N/A N/A 372 443 83,793 145,488 2022-10-20 $4.60 $5.00 96.0% 27.5% 72.5% 23.3% 93.6% -8.6% -10.1% -165.6K 21.4M -266.4K 1.10 26.41 N/A N/A 449 492 83,800 145,504 2022-10-21 $4.75 $5.00 88.7% 25.4% 73.1% 17.5% 87.7% -3.2% -3.2% -167.1K 21.3M -270.6K 0.01 17.78 N/A N/A 41,510 304 83,883 145,450 2022-10-24 $4.60 $5.00 94.0% 26.9% 73.2% 21.7% 91.5% 4.4% -1.6% 69.7K 12.5M -287.4K 0.47 56.93 N/A N/A 464 216 70,641 139,633 2022-10-25 $4.69 $5.00 92.9% 26.6% 71.4% 20.9% 96.1% 0.8% -4.4% 103.1K 10.8M -289.6K 0.33 32.30 N/A N/A 657 216 70,833 139,583 2022-10-26 $4.61 $5.00 93.1% 26.7% 68.0% 21.0% 87.1% 9.2% -6.1% 79.7K 12.2M -287.1K 0.08 37.13 N/A N/A 2,537 194 71,073 139,583 2022-10-27 $4.45 $5.00 94.2% 27.0% 58.3% 21.9% 114.9% -2.6% -3.9% 68.1K 13.4M -276.4K 0.06 65.68 N/A N/A 3,179 194 71,638 139,597 2022-10-28 $4.69 $5.00 92.4% 26.5% 57.1% 20.4% 84.4% 8.5% -6.0% 101.8K 12.9M -286.9K 0.06 71.01 N/A N/A 2,185 125 71,596 139,593 2022-10-31 $5.02 $5.00 95.9% 27.5% 62.7% 23.3% 98.7% 6.8% -12.5% 173.7K 8.4M -297.7K 6.94 58.60 N/A N/A 1,632 11,328 71,674 139,626
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