INVZ Options History — November 2022

In November 2022, INVZ traded between $4.41 and $5.57. ATM implied volatility averaged 88.6%, placing in the 17.4% IV rank vs the trailing year. The 30-day expected move averaged 24.8%. IV traded above realized volatility by 19.7% (HV 20d: 68.9%). Max pain ranged from $4.00 to $5.00. Net GEX was positive for 15 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.73.

Notable Days

  • 2022-11-11: Highest Volume — 24,077 contracts
  • 2022-11-09: Largest IV drop — 23.1% change
  • 2022-11-08: Highest IV Rank — 32.6%
  • 2022-11-02: Largest Expected Move — 29.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$5.04$4.41$5.57$4.72$5.29
Max Pain$4.62$4.00$5.00$5.00$5.00
ATM IV88.6%75.0%107.5%95.9%89.1%
Expected Move24.8%21.5%29.3%27.5%25.5%
HV 20d68.9%53.3%76.4%64.4%69.0%
HV 60d72.6%68.5%78.2%78.0%72.1%
IV Rank17.4%6.5%32.6%23.3%17.8%
IV Percentile16.1%3.2%41.7%27.0%17.5%
Term Structure-2.2%-9.6%7.5%-9.6%-5.4%
VWIV86.1%72.9%98.3%98.0%88.3%
Skew 25d-1.1%-21.8%24.5%1.4%-2.7%
Skew 10d13.0%-54.6%76.8%76.8%5.8%
Call IV 25d87.9%70.1%106.9%101.1%83.0%
Put IV 25d86.7%71.3%107.0%102.4%80.4%
Bid-Ask Spread %41.1618.4572.3172.3147.15
Gamma HHI0.430.350.610.480.39
Net GEX89.1K-63.1K377.7K120.1K32.9K
Net DEX10.9M1.1M16.2M12.0M9.3M
Net VEX-307.7K-329.9K-285.2K-303.9K-306.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.730.004.172.030.36
Total Volume6,202.5245024,07716,60399
Total OI218,499.619204,974233,613221,813209,255

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-11-01$4.72$5.0095.9%27.5%64.4%23.3%98.0%1.4%-9.6%120.1K12.0M-303.9K2.0372.31N/AN/A5,48511,11871,992149,821
2022-11-02$4.59$5.00102.1%29.3%64.8%28.3%98.3%0.1%-8.5%89.8K13.7M-300.1K1.9970.68N/AN/A5,60411,13772,776149,831
2022-11-03$4.50$4.00101.8%26.0%64.4%28.0%88.4%-8.9%-7.6%76.2K14.3M-289.3K4.1725.53N/AN/A2,66711,13172,900149,837
2022-11-04$4.59$4.0094.8%26.2%60.2%22.4%89.4%-2.0%-6.8%95.9K14.9M-294.8K4.0433.41N/AN/A2,76411,17473,107149,837
2022-11-07$4.63$4.00104.9%25.6%58.7%30.5%91.0%8.4%-5.0%126.8K13.6M-293.7K0.0157.77N/AN/A11,53915673,120149,735
2022-11-08$4.55$4.00107.5%26.2%53.3%32.6%92.3%-6.7%-2.2%119.9K13.6M-296.2K0.1056.52N/AN/A1,55115083,420149,729
2022-11-09$4.41$4.0082.6%23.7%54.3%12.6%83.7%-12.3%-1.7%11.7K16.2M-285.2K0.1029.04N/AN/A1,94919083,771149,742
2022-11-10$4.97$4.0080.2%23.0%68.4%10.7%81.7%4.0%1.2%289.0K8.6M-314.1K0.0254.99N/AN/A10,66526183,825149,756
2022-11-11$5.44$4.0079.1%22.7%73.9%9.8%81.4%5.6%5.7%377.7K1.1M-329.9K0.0134.87N/AN/A23,85422383,843149,770
2022-11-14$5.47$4.0084.1%24.1%73.5%13.8%83.8%5.1%-0.7%172.6K7.1M-323.6K0.2264.68N/AN/A1,96042266,928149,797
2022-11-15$5.57$5.0081.9%23.5%72.7%12.0%79.0%7.4%-4.8%238.4K6.1M-321.1K0.6737.16N/AN/A60140066,896149,917
2022-11-16$5.44$5.0083.7%24.0%72.9%13.5%77.6%8.2%0.8%158.1K8.8M-321.2K0.8635.91N/AN/A33728967,040150,051
2022-11-17$5.29$5.0083.8%24.0%74.0%13.5%72.9%3.1%-2.1%87.2K11.3M-314.7K0.1227.62N/AN/A2,43628167,047150,051
2022-11-18$5.15$5.0075.0%21.5%74.3%6.5%88.0%-9.5%7.5%-42.6K11.5M-309.8K0.1119.75N/AN/A2,59327668,830150,066
2022-11-21$4.97$5.0084.2%24.1%74.5%13.9%86.5%-11.4%0.9%-63.1K14.1M-304.7K0.2431.54N/AN/A2,07549055,384149,590
2022-11-22$5.24$5.0079.1%22.7%76.4%9.8%84.1%-1.9%4.6%-4.7K10.1M-312.8K0.1332.09N/AN/A2,28630458,399149,669
2022-11-23$5.28$5.0084.2%24.1%75.9%13.8%87.9%2.5%-5.9%-3.3K9.9M-315.6K0.1529.36N/AN/A2,04530258,427149,677
2022-11-25$5.41$5.0089.6%25.7%74.4%18.2%84.7%24.5%-3.7%20.1K9.0M-316.0K0.0030.12N/AN/A50058,477149,688
2022-11-28$5.17$5.0087.1%25.0%75.1%16.2%92.6%-16.7%-0.1%-7.5K10.8M-305.8K0.0918.45N/AN/A2852558,466149,689
2022-11-29$5.08$5.0089.3%25.6%71.6%18.0%78.3%-21.8%-2.5%-24.8K12.5M-303.4K0.0155.41N/AN/A1,0681158,630149,706
2022-11-30$5.29$5.0089.1%25.5%69.0%17.8%88.3%-2.7%-5.4%32.9K9.3M-306.8K0.3647.15N/AN/A732659,539149,716