INVZ Options History — March 2023 In March 2023, INVZ traded between $3.16 and $4.26. ATM implied volatility averaged 82.8%, placing in the 12.5% IV rank vs the trailing year. The 30-day expected move averaged 23.5%. IV traded above realized volatility by 0.8% (HV 20d: 82.0%). Max pain ranged from $3.50 to $5.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 16 of 23 days. Put/call ratio averaged 1.33.
Notable Days 2023-03-29 : Highest Volume — 13,484 contracts2023-03-15 : Largest IV spike — 183.5% change2023-03-15 : Highest IV Rank — 100.0%2023-03-15 : Largest Expected Move — 59.2%Monthly Statistics Metric Avg Min Max Open Close Price $3.74 $3.16 $4.26 $3.96 $3.49 Max Pain $4.67 $3.50 $5.00 $4.00 $4.00 ATM IV 82.8% 64.2% 206.5% 79.0% 67.3% Expected Move 23.5% 18.4% 59.2% 22.7% 19.3% HV 20d 82.0% 56.7% 89.2% 79.7% 56.7% HV 60d 68.2% 66.5% 69.4% 66.6% 69.4% IV Rank 12.5% 0.0% 100.0% 9.7% 2.2% IV Percentile 15.9% 0.0% 100.0% 7.9% 0.8% Term Structure 4.9% -15.7% 23.1% -4.1% 12.9% VWIV 75.4% 67.1% 84.9% 75.9% 71.2% Skew 25d 7.7% -30.9% 242.8% 10.4% -27.7% Skew 10d 16.3% -40.7% 80.0% 13.6% 39.4% Call IV 25d 75.1% 50.7% 93.7% 74.3% 77.7% Put IV 25d 82.8% 49.9% 319.0% 84.6% 49.9% Bid-Ask Spread % 61.98 21.26 98.86 67.64 58.60 Gamma HHI 0.60 0.50 0.70 0.54 0.64 Net GEX -241.1K -289.1K -209.8K -252.1K -234.3K Net DEX 26.5M 21.0M 31.6M 26.2M 29.6M Net VEX -272.5K -454.5K -192.5K -429.1K -222.0K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.33 0.01 7.29 0.62 0.43 Total Volume 1,624.783 70 13,484 3,065 2,595 Total OI 235,356.826 219,006 321,449 318,474 224,621
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 2023-03-01 $3.96 $4.00 79.0% 22.7% 79.7% 9.7% 75.9% 10.4% -4.1% -252.1K 26.2M -429.1K 0.62 67.64 N/A N/A 1,891 1,174 106,412 212,062 2023-03-02 $3.92 $3.50 73.8% 21.2% 78.8% 5.5% 73.0% 11.8% 4.3% -254.3K 27.3M -426.0K 1.49 70.63 N/A N/A 378 562 108,007 213,048 2023-03-03 $4.26 $4.00 76.2% 21.8% 85.7% 7.4% 74.2% -8.2% 0.4% -251.2K 24.0M -454.5K 0.23 66.31 N/A N/A 4,214 960 108,155 213,294 2023-03-06 $4.13 $5.00 75.0% 22.2% 85.9% 6.4% 80.9% -4.0% 0.3% -220.3K 21.0M -299.6K 0.04 39.50 N/A N/A 3,428 143 67,248 156,390 2023-03-07 $3.98 $5.00 75.2% 22.5% 85.2% 6.7% 78.7% -3.3% -2.8% -235.6K 21.0M -293.2K 0.08 21.26 N/A N/A 1,053 85 67,282 156,529 2023-03-08 $4.13 $5.00 76.6% 21.0% 86.9% 7.8% 68.5% -6.5% 4.5% -235.1K 25.4M -286.5K 0.26 41.80 N/A N/A 92 24 67,143 156,592 2023-03-09 $3.96 $5.00 79.7% 22.4% 87.5% 10.2% 80.2% -8.3% -0.1% -238.7K 22.2M -286.9K 2.18 37.50 N/A N/A 92 201 67,153 156,614 2023-03-10 $3.92 $5.00 73.0% 21.5% 85.2% 4.9% 80.1% -1.8% 2.9% -235.6K 23.0M -278.9K 0.01 41.17 N/A N/A 69 1 67,231 156,894 2023-03-13 $3.94 $5.00 96.9% 21.5% 85.3% 24.1% 79.8% -10.4% 1.5% -230.6K 24.6M -274.2K 0.32 63.34 N/A N/A 136 44 67,232 156,944 2023-03-14 $3.77 $5.00 72.8% 21.0% 85.3% 4.7% 75.0% -1.2% 3.2% -236.8K 23.8M -269.4K 0.45 71.39 N/A N/A 196 89 67,248 156,966 2023-03-15 $3.83 $5.00 206.5% 59.2% 85.5% 100.0% 80.9% -20.4% -15.7% -215.5K 23.8M -261.8K 0.01 98.86 N/A N/A 121 1 67,352 157,001 2023-03-16 $3.85 $5.00 78.0% 22.4% 85.5% 7.9% 82.2% -2.3% 0.0% -272.9K 29.2M -253.1K 0.85 78.30 N/A N/A 194 165 67,350 157,100 2023-03-17 $3.90 $5.00 76.6% 22.0% 85.6% 6.9% 76.9% 242.8% 7.0% -232.9K 25.8M -271.1K 6.55 82.43 N/A N/A 88 576 67,496 157,334 2023-03-20 $3.70 $5.00 74.6% 21.4% 87.0% 5.5% 67.6% -6.8% 17.0% -289.1K 30.5M -228.9K 3.52 56.86 N/A N/A 196 689 62,413 156,593 2023-03-21 $3.81 $5.00 64.2% 18.4% 87.1% 0.0% 67.2% 5.0% 23.1% -275.3K 26.5M -259.6K 0.34 44.73 N/A N/A 212 73 62,571 157,190 2023-03-22 $3.62 $5.00 72.0% 20.6% 88.2% 5.5% 67.3% 8.1% 14.1% -262.7K 27.2M -244.6K 1.39 68.24 N/A N/A 150 208 62,647 157,259 2023-03-23 $3.54 $5.00 72.5% 20.8% 88.3% 5.9% 67.6% -4.8% 9.5% -241.7K 30.5M -216.8K 0.01 72.18 N/A N/A 150 1 62,757 157,565 2023-03-24 $3.35 $5.00 74.8% 21.4% 89.2% 7.5% 67.1% 10.8% -1.7% -241.2K 31.6M -192.5K 0.23 79.83 N/A N/A 1,128 262 62,788 157,564 2023-03-27 $3.24 $5.00 77.3% 22.1% 85.6% 9.2% 75.1% -6.5% 3.0% -228.6K 30.1M -200.6K 1.89 66.16 N/A N/A 466 882 63,772 157,826 2023-03-28 $3.16 $4.00 68.3% 19.6% 83.0% 2.9% 84.9% -30.9% 22.4% -209.8K 27.8M -204.1K 0.46 67.84 N/A N/A 351 162 64,080 157,477 2023-03-29 $3.30 $4.00 107.5% 30.8% 59.6% 30.4% 83.5% 26.3% 10.7% -231.7K 30.9M -201.5K 7.29 64.78 N/A N/A 1,626 11,858 64,088 157,542 2023-03-30 $3.26 $4.00 86.1% 24.7% 59.6% 15.4% 76.3% 4.3% -4.4% -219.3K 26.5M -212.3K 1.98 66.13 N/A N/A 129 255 64,482 157,895 2023-03-31 $3.49 $4.00 67.3% 19.3% 56.7% 2.2% 71.2% -27.7% 12.9% -234.3K 29.6M -222.0K 0.43 58.60 N/A N/A 1,813 782 66,492 158,129
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