INVZ Options History — December 2022

In December 2022, INVZ traded between $3.50 and $5.51. ATM implied volatility averaged 91.6%, placing in the 19.8% IV rank vs the trailing year. The 30-day expected move averaged 24.9%. IV traded above realized volatility by 34.6% (HV 20d: 57.0%). Max pain ranged from $4.00 to $5.00. Net GEX was positive for 5 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 14.41.

Notable Days

  • 2022-12-29: Highest Volume — 30,211 contracts
  • 2022-12-12: Largest IV spike — 35.8% change
  • 2022-12-12: Highest IV Rank — 45.0%
  • 2022-12-27: Largest Expected Move — 27.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$4.43$3.50$5.51$5.51$3.87
Max Pain$4.10$4.00$5.00$5.00$4.00
ATM IV91.6%79.7%122.9%86.6%88.8%
Expected Move24.9%22.8%27.2%24.8%25.5%
HV 20d57.0%45.9%75.2%68.8%49.6%
HV 60d67.9%62.1%72.6%72.5%63.1%
IV Rank19.8%10.2%45.0%15.8%17.6%
IV Percentile23.5%5.2%71.8%11.5%21.4%
Term Structure-2.0%-13.6%6.3%-3.7%-2.7%
VWIV86.1%68.3%94.0%90.0%88.7%
Skew 25d-4.8%-21.0%13.9%13.3%13.9%
Skew 10d2.7%-29.1%29.4%21.7%16.4%
Call IV 25d86.4%65.5%95.5%73.5%65.5%
Put IV 25d81.7%70.1%94.9%86.8%79.5%
Bid-Ask Spread %33.749.8958.2047.8335.95
Gamma HHI0.460.380.560.400.56
Net GEX-58.5K-195.2K160.1K66.7K-195.2K
Net DEX16.3M5.8M28.0M7.1M28.0M
Net VEX-278.7K-316.9K-220.4K-310.2K-306.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio14.410.00242.640.007.83
Total Volume5,256.3339330,21111,02311,289
Total OI220,323.381206,635249,994209,294249,994

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-12-01$5.51$5.0086.6%24.8%68.8%15.8%90.0%13.3%-3.7%66.7K7.1M-310.2K0.0047.83N/AN/A10,9942959,562149,732
2022-12-02$5.38$5.0087.8%25.2%69.1%16.8%0.0%2.4%-5.1%119.5K7.4M-316.9K0.0758.20N/AN/A111869,264149,730
2022-12-05$5.45$4.0091.4%23.8%69.0%19.6%84.8%-3.2%-1.9%160.1K5.8M-311.6K0.2950.51N/AN/A3,5251,01869,271149,729
2022-12-06$5.08$4.0092.7%24.4%74.4%20.7%83.9%-6.5%-0.3%79.3K9.4M-306.1K11.6947.10N/AN/A1,03612,10672,410150,712
2022-12-07$4.92$4.0096.2%25.2%75.2%23.5%88.7%-2.0%-2.0%36.5K11.2M-301.2K0.1315.78N/AN/A7209073,426150,816
2022-12-08$4.83$4.0096.0%25.0%74.5%23.3%87.8%-1.4%-4.8%-17.6K13.4M-299.3K0.2235.63N/AN/A52811774,063150,920
2022-12-09$4.75$4.0090.5%24.2%61.1%18.9%86.8%6.7%-1.5%-42.6K14.3M-293.2K0.0437.68N/AN/A2681173,985150,898
2022-12-12$4.79$4.00122.9%24.6%50.7%45.0%94.0%-1.2%1.9%-8.1K13.9M-290.9K0.0113.82N/AN/A11,67413174,188150,899
2022-12-13$4.75$4.00112.5%24.9%50.5%36.6%86.2%-1.6%-1.0%-62.8K13.8M-297.1K0.0013.71N/AN/A651380,452151,025
2022-12-14$4.63$4.0087.8%25.2%50.0%16.7%89.2%2.5%-6.5%-120.6K15.3M-293.8K0.0116.29N/AN/A333380,610151,024
2022-12-15$4.42$4.0079.7%22.8%51.5%10.2%87.3%-11.6%6.3%-105.1K15.9M-280.9K0.0611.88N/AN/A3021980,858151,027
2022-12-16$4.34$4.0085.0%24.4%51.2%14.5%86.6%-7.2%3.0%-112.4K16.8M-276.5K0.3816.77N/AN/A44617181,120151,001
2022-12-19$4.05$4.0086.8%24.9%55.1%15.9%88.3%-11.5%-4.8%-124.7K19.4M-261.1K0.1458.10N/AN/A72210056,036150,599
2022-12-20$3.96$4.0086.7%24.8%54.5%15.8%87.3%-15.0%-3.0%-123.5K19.9M-256.9K0.3555.15N/AN/A1,26644956,662150,397
2022-12-21$3.88$4.0088.6%25.4%49.0%17.4%89.6%-21.0%-1.6%-129.1K19.7M-253.4K13.9955.39N/AN/A1442,01556,389150,592
2022-12-22$3.79$4.0086.5%24.8%48.4%15.7%86.6%-18.5%1.6%-128.2K21.6M-240.9K0.0346.12N/AN/A7942256,422150,540
2022-12-23$3.73$4.0087.5%25.1%45.9%16.5%84.1%-19.4%0.4%-124.9K22.4M-238.2K0.029.89N/AN/A91257,186150,542
2022-12-27$3.50$4.0095.0%27.2%47.7%22.5%77.6%10.7%-13.6%-131.3K22.3M-220.4K24.5922.59N/AN/A40710,00857,221150,541
2022-12-28$3.58$4.0088.8%25.5%50.0%17.6%68.3%-8.8%-3.6%-135.6K23.1M-243.1K0.0323.77N/AN/A8,32824157,482159,623
2022-12-29$3.74$4.0085.8%24.6%50.5%15.1%86.3%-20.6%0.2%-129.7K22.6M-253.3K242.6436.36N/AN/A12430,08760,003159,840
2022-12-30$3.87$4.0088.8%25.5%49.6%17.6%88.7%13.9%-2.7%-195.2K28.0M-306.9K7.8335.95N/AN/A1,27910,01060,089189,905