INVZ Options History — August 2023 In August 2023, INVZ traded between $2.08 and $4.06. ATM implied volatility averaged 103.3%, placing in the 29.4% IV rank vs the trailing year. The 30-day expected move averaged 29.3%. IV traded below realized volatility by 23.7% (HV 20d: 127.0%). Max pain ranged from $2.50 to $4.00. Net GEX was positive for 1 of 23 trading days. Term structure was in contango for 3 of 23 days. Put/call ratio averaged 3.62.
Notable Days 2023-08-10 : Highest Volume — 63,234 contracts2023-08-02 : Largest IV drop — 30.7% change2023-08-01 : Highest IV Rank — 65.0%2023-08-01 : Largest Expected Move — 44.5%Monthly Statistics Metric Avg Min Max Open Close Price $2.67 $2.08 $4.06 $4.06 $2.29 Max Pain $3.22 $2.50 $4.00 $3.00 $2.50 ATM IV 103.3% 88.1% 155.4% 155.4% 93.5% Expected Move 29.3% 25.3% 44.5% 44.5% 26.8% HV 20d 127.0% 92.8% 149.6% 96.7% 128.2% HV 60d 99.4% 85.8% 109.1% 87.7% 103.0% IV Rank 29.4% 19.0% 65.0% 65.0% 22.7% IV Percentile 80.6% 48.0% 98.8% 98.8% 66.3% Term Structure -6.6% -30.5% 5.5% -30.5% -0.5% VWIV 103.9% 88.5% 169.7% 169.7% 93.6% Skew 25d 5.8% -30.0% 39.2% 5.2% -30.0% Skew 10d 8.8% -55.0% 71.9% 18.1% 10.3% Call IV 25d 95.8% 68.2% 169.1% 169.1% 80.2% Put IV 25d 101.6% 50.1% 174.3% 174.3% 50.1% Bid-Ask Spread % 31.46 15.27 61.89 29.63 47.30 Gamma HHI 0.33 0.23 0.59 0.33 0.25 Net GEX -138.3K -221.1K 20.8K -11.3K -197.4K Net DEX 28.2M -2.8M 36.1M -2.8M 29.8M Net VEX -136.8K -259.4K -80.5K -258.1K -129.0K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 3.62 0.04 48.66 1.31 0.14 Total Volume 10,271.826 222 63,234 18,673 609 Total OI 359,564.217 314,162 403,605 360,229 374,552
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 2023-08-01 $4.06 $3.00 155.4% 44.5% 96.7% 65.0% 169.7% 5.2% -30.5% -11.3K -2.8M -258.1K 1.31 29.63 N/A N/A 8,087 10,586 145,265 214,964 2023-08-02 $4.05 $3.00 107.7% 30.9% 94.3% 32.4% 123.0% 6.9% -10.1% 20.8K 92.1K -259.4K 0.04 47.13 N/A N/A 60,688 2,540 146,813 226,812 2023-08-03 $3.90 $4.00 100.4% 26.6% 96.2% 27.4% 95.6% -1.1% -6.3% -131.4K 14.5M -240.5K 0.15 41.77 N/A N/A 1,370 200 110,689 227,885 2023-08-04 $3.71 $4.00 101.5% 26.6% 95.9% 28.1% 93.0% -2.8% -5.0% -130.0K 18.0M -226.0K 0.19 29.91 N/A N/A 840 157 111,108 228,026 2023-08-07 $3.51 $4.00 97.9% 26.8% 92.8% 25.7% 99.6% 0.7% -10.0% -121.1K 23.4M -204.5K 4.77 44.41 N/A N/A 1,904 9,080 111,672 227,969 2023-08-08 $3.44 $4.00 97.7% 27.4% 92.8% 25.6% 94.0% 1.1% -2.8% -113.3K 23.8M -200.7K 0.47 26.02 N/A N/A 1,071 502 111,896 227,954 2023-08-09 $3.13 $4.00 91.8% 26.3% 98.2% 21.5% 97.4% 1.6% -0.9% -81.3K 28.8M -173.9K 0.41 40.46 N/A N/A 896 363 112,939 228,206 2023-08-10 $2.29 $4.00 105.4% 30.2% 146.9% 30.8% 111.1% 14.3% -8.5% -103.8K 34.1M -99.5K 2.27 61.89 N/A N/A 19,365 43,869 113,561 228,001 2023-08-11 $2.34 $4.00 98.9% 28.3% 146.4% 26.4% 104.4% -1.8% 1.6% -207.8K 35.4M -116.5K 0.08 16.74 N/A N/A 2,068 161 130,738 269,660 2023-08-14 $2.33 $4.00 103.6% 29.7% 145.3% 29.6% 99.9% 8.6% -1.8% -206.9K 34.9M -116.1K 0.92 25.37 N/A N/A 1,081 999 132,468 269,774 2023-08-15 $2.21 $3.00 106.5% 30.5% 144.4% 31.5% 101.3% -7.0% -10.3% -221.1K 35.5M -102.6K 0.59 27.36 N/A N/A 253 149 133,368 270,237 2023-08-16 $2.21 $3.00 108.7% 31.2% 144.3% 33.1% 103.4% -0.7% -17.0% -163.8K 36.1M -99.7K 1.44 56.28 N/A N/A 126 181 133,539 269,328 2023-08-17 $2.17 $3.00 107.7% 30.9% 144.0% 32.4% 117.1% -20.8% -0.5% -165.0K 35.3M -92.4K 0.07 27.55 N/A N/A 1,029 68 133,569 267,804 2023-08-18 $2.16 $3.00 110.0% 31.5% 143.9% 33.9% 108.4% 30.3% -13.2% -164.9K 34.6M -99.8K 0.30 18.13 N/A N/A 1,337 399 134,492 267,846 2023-08-21 $2.17 $3.00 105.4% 30.2% 143.9% 30.8% 100.6% 13.3% -10.3% -169.8K 33.0M -92.8K 2.89 24.71 N/A N/A 388 1,120 73,132 241,030 2023-08-22 $2.08 $3.00 112.3% 32.2% 143.8% 35.6% 104.7% 5.6% -15.8% -153.2K 33.1M -80.5K 1.77 19.16 N/A N/A 324 574 73,174 241,358 2023-08-23 $2.26 $3.00 96.6% 27.7% 148.5% 24.8% 94.9% 23.3% 1.0% -172.0K 34.4M -90.3K 0.52 23.49 N/A N/A 20,609 10,710 73,225 241,711 2023-08-24 $2.10 $2.50 90.5% 25.9% 149.6% 20.6% 90.3% -9.8% -4.1% -144.5K 32.0M -93.2K 0.36 15.27 N/A N/A 163 59 93,549 252,362 2023-08-25 $2.13 $2.50 104.0% 29.8% 145.3% 29.9% 94.7% 10.2% 5.5% -133.4K 33.1M -85.4K 0.06 19.90 N/A N/A 335 19 93,663 251,107 2023-08-28 $2.21 $2.50 93.4% 26.8% 123.0% 22.6% 95.6% 7.8% -7.0% -115.0K 33.6M -86.3K 13.06 19.69 N/A N/A 776 10,131 95,148 251,110 2023-08-29 $2.38 $2.50 98.3% 28.2% 128.5% 26.0% 108.3% 39.2% -3.5% -130.3K 33.3M -98.6K 48.66 17.61 N/A N/A 416 20,244 95,857 257,947 2023-08-30 $2.35 $2.50 88.1% 25.3% 128.3% 19.0% 88.5% 39.0% -1.2% -164.1K 34.9M -100.5K 2.90 43.94 N/A N/A 104 302 96,137 278,332 2023-08-31 $2.29 $2.50 93.5% 26.8% 128.2% 22.7% 93.6% -30.0% -0.5% -197.4K 29.8M -129.0K 0.14 47.30 N/A N/A 533 76 96,204 278,348
« Jul 2023 | All History | Sep 2023 » Home INVZ History August 2023