INVZ Options History — June 2023

In June 2023, INVZ traded between $2.55 and $3.15. ATM implied volatility averaged 79.5%, placing in the 13.1% IV rank vs the trailing year. The 30-day expected move averaged 21.1%. IV traded below realized volatility by 6.0% (HV 20d: 85.6%). Max pain ranged from $2.50 to $3.00. Net GEX was positive for 2 of 21 trading days. Term structure was in contango for 19 of 21 days. Put/call ratio averaged 0.25.

Notable Days

  • 2023-06-02: Highest Volume — 140,970 contracts
  • 2023-06-06: Largest IV spike — 29.7% change
  • 2023-06-06: Highest IV Rank — 29.9%
  • 2023-06-23: Largest Expected Move — 23.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.82$2.55$3.15$2.95$2.83
Max Pain$2.95$2.50$3.00$2.50$3.00
ATM IV79.5%66.8%104.1%77.7%67.7%
Expected Move21.1%19.2%23.9%22.3%19.4%
HV 20d85.6%72.0%94.4%93.8%73.2%
HV 60d77.9%75.1%81.1%75.2%78.1%
IV Rank13.1%4.4%29.9%11.9%5.0%
IV Percentile25.2%0.8%86.5%14.3%2.0%
Term Structure13.3%-5.5%54.4%17.0%25.3%
VWIV75.5%61.6%109.5%76.3%67.3%
Skew 25d8.9%-12.4%34.5%-3.5%-5.1%
Skew 10d17.4%-30.7%55.2%-11.9%1.7%
Call IV 25d66.1%52.6%84.3%60.9%53.9%
Put IV 25d75.0%48.7%91.9%57.4%48.7%
Bid-Ask Spread %44.5325.4386.7477.8035.44
Gamma HHI0.440.400.670.670.41
Net GEX-53.2K-205.9K24.8K-205.9K24.8K
Net DEX26.6M22.4M30.8M30.8M27.8M
Net VEX-167.5K-205.4K-127.7K-127.7K-164.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.250.002.682.680.01
Total Volume7,827.524153140,9703023,820
Total OI306,408.524227,388318,224227,388318,224

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-06-01$2.95$2.5077.7%22.3%93.8%11.9%76.3%-3.5%17.0%-205.9K30.8M-127.7K2.6877.80N/AN/A8222044,259183,129
2023-06-02$3.04$2.5068.7%19.7%92.1%5.7%79.4%3.5%-5.5%-170.7K28.0M-143.9K0.7438.16N/AN/A80,88060,09044,270183,361
2023-06-05$2.83$3.0080.3%21.4%94.4%13.6%72.4%-3.1%14.2%-63.7K25.2M-180.5K0.1186.74N/AN/A1,289139100,399213,453
2023-06-06$2.95$3.00104.1%22.5%91.4%29.9%79.7%34.5%2.2%-61.2K23.9M-191.4K0.0640.15N/AN/A64241100,101213,586
2023-06-07$2.90$3.0085.9%20.1%91.3%17.5%71.6%16.8%10.5%-63.5K24.4M-192.3K0.1331.53N/AN/A53768100,451213,627
2023-06-08$2.87$3.0081.8%21.2%91.4%14.7%75.0%11.9%11.6%-64.8K25.0M-181.5K0.0331.43N/AN/A61421100,594213,717
2023-06-09$2.81$3.0089.0%20.5%90.8%19.6%73.8%12.5%8.0%-48.1K23.8M-189.2K0.0030.78N/AN/A2221100,659213,738
2023-06-12$2.87$3.00102.9%21.2%90.1%29.1%77.4%9.9%1.5%-50.3K24.8M-186.4K0.0748.96N/AN/A70450100,767213,708
2023-06-13$2.99$3.0093.2%20.6%87.3%22.5%72.2%12.2%15.5%-75.2K24.7M-190.3K0.0235.77N/AN/A2045100,182213,758
2023-06-14$2.87$3.0077.7%22.3%88.6%11.9%76.1%29.6%6.4%-37.8K28.1M-163.8K0.1778.58N/AN/A17230100,314213,743
2023-06-15$2.98$3.0066.8%19.2%86.4%4.4%63.1%9.4%17.9%-38.0K25.3M-187.6K0.0325.43N/AN/A79620100,300213,748
2023-06-16$3.15$3.0070.3%20.2%88.5%6.8%61.6%-12.4%23.5%-113.4K22.4M-205.4K0.0333.09N/AN/A4,952151100,517213,776
2023-06-20$2.77$3.0078.4%22.5%87.4%12.4%77.8%13.5%9.3%-29.8K26.3M-167.6K0.0339.68N/AN/A1,80560100,607213,383
2023-06-21$2.63$3.0078.5%22.5%81.7%12.4%64.5%7.9%-0.9%-30.0K27.5M-156.9K0.0730.44N/AN/A64642100,781213,296
2023-06-22$2.63$3.0069.5%19.9%81.7%6.3%109.5%0.6%12.7%-22.9K27.4M-154.2K0.5845.64N/AN/A256148101,047213,210
2023-06-23$2.58$3.0083.3%23.9%80.6%15.7%97.6%-3.9%54.4%-42.6K27.6M-143.5K0.3059.94N/AN/A13841101,112213,320
2023-06-26$2.55$3.0074.6%21.4%80.7%9.8%77.1%10.8%13.9%-14.8K28.5M-142.7K0.1353.67N/AN/A33044101,127213,345
2023-06-27$2.63$3.0078.3%22.4%80.3%12.3%70.2%22.7%15.3%-15.6K28.8M-148.3K0.0444.07N/AN/A2,983107101,349213,380
2023-06-28$2.63$3.0070.4%20.2%72.0%6.9%71.4%0.4%13.4%-5.6K29.7M-139.3K0.0130.92N/AN/A1512103,670213,477
2023-06-29$2.76$3.0070.7%20.3%72.8%7.1%70.9%18.8%13.2%10.9K27.8M-161.3K0.0136.99N/AN/A1,84926103,618213,476
2023-06-30$2.83$3.0067.7%19.4%73.2%5.0%67.3%-5.1%25.3%24.8K27.8M-164.4K0.0135.44N/AN/A3,78040104,726213,498