INVZ Options History — October 2023

In October 2023, INVZ traded between $1.33 and $1.92. ATM implied volatility averaged 106.2%, placing in the 31.3% IV rank vs the trailing year. The 30-day expected move averaged 30.7%. IV traded above realized volatility by 37.8% (HV 20d: 68.4%). Max pain ranged from $1.50 to $2.50. Net GEX was positive for 13 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 39.52.

Notable Days

  • 2023-10-25: Highest Volume — 117,855 contracts
  • 2023-10-11: Largest IV drop — 20.9% change
  • 2023-10-31: Highest IV Rank — 65.2%
  • 2023-10-31: Largest Expected Move — 44.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.59$1.33$1.92$1.92$1.50
Max Pain$1.89$1.50$2.50$2.50$1.50
ATM IV106.2%79.9%155.6%83.1%155.6%
Expected Move30.7%23.8%44.6%23.8%44.6%
HV 20d68.4%57.9%81.0%62.6%81.0%
HV 60d96.6%89.6%101.0%100.1%93.6%
IV Rank31.3%13.4%65.2%15.6%65.2%
IV Percentile77.4%23.8%98.8%32.1%98.8%
Term Structure-15.6%-62.1%12.3%12.3%-24.1%
VWIV106.4%83.4%162.8%83.4%162.8%
Skew 25d34.7%-52.5%183.8%24.4%-26.9%
Skew 10d81.7%-50.6%275.2%39.5%7.8%
Call IV 25d94.3%61.2%153.9%72.3%153.9%
Put IV 25d129.0%88.0%254.0%96.6%127.0%
Bid-Ask Spread %57.8414.0992.1017.9565.84
Gamma HHI0.410.260.760.440.46
Net GEX-14.6K-176.6K109.4K-176.6K46.8K
Net DEX11.1M265.5K19.1M18.8M4.6M
Net VEX-26.1K-57.3K-14.0K-44.3K-30.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio39.520.00862.521.050.01
Total Volume7,745.574117,855767,437
Total OI207,916.182133,394270,155270,155163,144

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-10-02$1.92$2.5083.1%23.8%62.6%15.6%83.4%24.4%12.3%-176.6K18.8M-44.3K1.0517.95N/AN/A373993,705176,450
2023-10-03$1.90$2.5098.0%28.1%59.6%25.8%99.8%-12.8%0.7%-150.8K18.9M-43.5K0.0816.81N/AN/A2622293,677176,427
2023-10-04$1.88$2.5097.4%27.9%58.6%25.3%98.6%9.8%5.5%-137.6K19.1M-35.8K862.5214.09N/AN/A2925,01393,729176,342
2023-10-05$1.79$2.0079.9%28.0%59.4%13.4%98.8%-2.9%-26.7%-56.5K15.2M-31.8K0.5451.12N/AN/A613393,741145,462
2023-10-06$1.73$2.0081.3%25.8%58.2%14.4%98.5%-12.3%-62.1%-42.8K15.0M-30.1K0.0055.58N/AN/A253193,784145,450
2023-10-09$1.69$2.0097.5%31.7%57.9%25.5%89.8%31.7%-16.0%-36.3K15.9M-27.1K0.0377.31N/AN/A2,5737893,775145,451
2023-10-10$1.81$2.00113.9%28.0%65.0%36.6%95.5%-17.3%-5.5%-40.7K12.5M-28.0K0.0286.61N/AN/A258594,843125,782
2023-10-11$1.69$2.0090.1%25.8%67.6%20.3%92.2%29.8%-18.2%-25.5K12.4M-25.7K0.0583.81N/AN/A1851095,103124,685
2023-10-12$1.58$2.00102.4%29.4%69.2%28.8%99.2%90.5%-18.1%-12.3K10.9M-20.6K0.0352.12N/AN/A2911095,107115,008
2023-10-13$1.56$2.00110.7%31.7%69.1%34.4%96.8%98.8%-17.9%5.4K10.9M-20.1K0.1969.91N/AN/A621294,999114,340
2023-10-16$1.65$2.00104.1%29.8%73.8%29.9%97.8%67.3%-10.9%2.5K11.7M-19.1K0.2652.27N/AN/A1022795,045114,341
2023-10-17$1.62$2.0098.0%28.1%73.5%25.8%96.8%59.5%-18.2%14.5K11.3M-20.1K0.0644.27N/AN/A4432795,048114,355
2023-10-18$1.50$2.00102.5%29.4%77.0%28.8%113.5%102.3%-24.8%16.0K11.1M-16.5K0.0143.52N/AN/A3,1812595,225114,365
2023-10-19$1.40$2.0098.0%28.1%78.0%25.7%96.3%163.0%-0.1%12.5K10.4M-15.3K0.4892.10N/AN/A1,11153598,367114,294
2023-10-20$1.40$1.50108.3%31.1%77.7%32.8%106.7%183.8%-14.9%21.7K10.6M-14.4K0.1674.89N/AN/A1,53124299,462114,079
2023-10-23$1.37$1.50113.1%32.4%77.4%36.1%113.8%5.0%-18.3%18.6K7.6M-14.0K3.9074.24N/AN/A11444565,02268,958
2023-10-24$1.44$1.5098.9%28.4%72.2%26.4%99.0%12.4%-14.3%21.5K7.9M-14.3K0.0461.86N/AN/A9263865,12768,267
2023-10-25$1.44$1.50118.5%34.0%71.9%39.8%118.6%19.6%-7.3%18.6K7.2M-17.6K0.0084.03N/AN/A117,8451065,97668,124
2023-10-26$1.40$1.50121.2%34.7%65.4%41.6%144.3%-52.5%-16.2%109.4K265.5K-57.3K0.0168.95N/AN/A2,17721178,67668,130
2023-10-27$1.35$1.50132.6%38.0%64.3%49.5%109.1%0.3%-25.7%36.9K5.7M-23.7K0.0015.08N/AN/A3,347190,53368,140
2023-10-30$1.33$1.50130.1%37.3%64.3%47.8%130.3%-10.2%-21.4%34.5K5.3M-25.2K0.0070.19N/AN/A1,580293,47768,141
2023-10-31$1.50$1.50155.6%44.6%81.0%65.2%162.8%-26.9%-24.1%46.8K4.6M-30.7K0.0165.84N/AN/A7,3568195,00268,142