INVZ Options History — January 2024 In January 2024, INVZ traded between $1.65 and $2.56. ATM implied volatility averaged 115.3%, placing in the 37.6% IV rank vs the trailing year. The 30-day expected move averaged 32.5%. IV traded above realized volatility by 35.0% (HV 20d: 80.3%). Max pain ranged from $2.00 to $2.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 5.85.
Notable Days 2024-01-18 : Highest Volume — 122,117 contracts2024-01-09 : Largest IV drop — 23.9% change2024-01-08 : Highest IV Rank — 55.0%2024-01-03 : Largest Expected Move — 36.5%Monthly Statistics Metric Avg Min Max Open Close Price $1.98 $1.65 $2.56 $2.56 $1.67 Max Pain $2.29 $2.00 $2.50 $2.50 $2.00 ATM IV 115.3% 105.7% 140.7% 120.2% 109.4% Expected Move 32.5% 30.3% 36.5% 34.5% 31.4% HV 20d 80.3% 51.5% 124.6% 120.4% 62.1% HV 60d 104.1% 101.5% 105.8% 105.5% 101.5% IV Rank 37.6% 31.0% 55.0% 40.9% 33.6% IV Percentile 82.8% 70.6% 95.6% 90.1% 76.2% Term Structure -5.7% -21.1% 34.0% -19.8% 5.6% VWIV 115.6% 104.9% 128.4% 118.9% 127.6% Skew 25d 0.6% -44.8% 35.9% -6.7% -12.4% Skew 10d 15.1% -40.8% 101.7% 17.5% 22.8% Call IV 25d 111.2% 76.0% 132.8% 132.8% 123.6% Put IV 25d 111.8% 78.3% 138.4% 126.1% 111.2% Bid-Ask Spread % 35.29 10.72 66.92 23.41 26.17 Gamma HHI 0.45 0.39 0.58 0.40 0.41 Net GEX 267.1K 116.6K 417.2K 414.3K 168.4K Net DEX -9.5M -26.9M 2.4M -26.9M -5.9M Net VEX -145.7K -178.7K -118.4K -178.7K -128.6K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 5.85 0.00 102.61 0.80 0.24 Total Volume 9,561.286 64 122,117 3,521 574 Total OI 396,344.429 321,725 483,577 427,609 324,742
Daily Data (21 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 2024-01-02 $2.56 $2.50 120.2% 34.5% 120.4% 40.9% 118.9% -6.7% -19.8% 414.3K -26.9M -178.7K 0.80 23.41 N/A N/A 1,952 1,569 282,731 144,878 2024-01-03 $2.44 $2.50 127.3% 36.5% 122.7% 45.8% 120.9% 4.5% -21.1% 405.3K -21.9M -174.9K 0.02 15.11 N/A N/A 3,182 77 283,778 144,322 2024-01-04 $2.42 $2.50 125.5% 33.2% 122.2% 44.6% 108.9% -6.4% -14.8% 402.3K -22.5M -171.0K 0.24 35.82 N/A N/A 3,277 773 284,877 144,347 2024-01-05 $2.34 $2.50 128.8% 32.7% 123.4% 46.8% 113.5% 1.8% -9.6% 417.2K -18.3M -171.2K 0.06 49.55 N/A N/A 2,490 138 292,380 145,510 2024-01-08 $2.27 $2.50 140.7% 34.1% 124.3% 55.0% 106.2% 9.6% -13.7% 412.3K -15.9M -161.7K 1.87 17.28 N/A N/A 795 1,486 293,733 145,635 2024-01-09 $2.24 $2.50 107.0% 32.7% 124.6% 31.9% 116.6% -2.7% -9.6% 409.9K -15.8M -147.8K 0.11 20.15 N/A N/A 675 71 294,373 146,303 2024-01-10 $2.17 $2.50 106.3% 30.5% 86.5% 31.5% 104.9% 17.3% -2.3% 398.8K -10.3M -150.7K 3.42 66.92 N/A N/A 600 2,052 294,435 146,352 2024-01-11 $2.12 $2.50 105.7% 30.3% 73.0% 31.0% 106.7% -5.7% 0.3% 385.5K -7.9M -147.9K 0.25 62.69 N/A N/A 417 105 294,269 146,891 2024-01-12 $1.92 $2.50 109.0% 31.3% 79.1% 33.3% 108.2% -44.8% -3.0% 266.3K -1.9M -133.4K 0.77 17.98 N/A N/A 457 350 294,228 146,889 2024-01-16 $1.85 $2.50 120.9% 34.7% 59.7% 41.5% 125.3% -3.2% -16.1% 220.0K -464.9K -121.4K 0.93 59.82 N/A N/A 631 588 294,655 146,356 2024-01-17 $1.79 $2.50 117.0% 33.5% 57.4% 38.8% 114.1% -3.9% -18.5% 128.0K 1.6M -121.2K 0.34 65.43 N/A N/A 347 117 295,071 145,938 2024-01-18 $1.77 $2.50 114.9% 32.9% 55.8% 37.3% 110.3% 35.9% -0.9% 116.6K 2.4M -118.4K 0.01 54.23 N/A N/A 121,233 884 295,077 145,819 2024-01-19 $1.77 $2.00 110.0% 31.5% 51.5% 34.0% 114.8% -1.4% -5.8% 205.2K -4.0M -140.3K 102.61 43.32 N/A N/A 451 46,278 350,152 133,425 2024-01-22 $1.87 $2.00 115.4% 33.1% 57.2% 37.7% 111.0% 1.0% -9.8% 188.9K -9.4M -160.8K 0.01 18.85 N/A N/A 2,531 33 202,145 120,353 2024-01-23 $1.92 $2.00 111.4% 31.9% 56.8% 34.9% 122.8% -38.3% -2.0% 211.6K -11.2M -155.1K 0.00 29.83 N/A N/A 2,872 13 201,352 120,373 2024-01-24 $1.73 $2.00 106.8% 30.6% 64.9% 31.8% 119.1% 14.3% 0.5% 185.6K -9.3M -122.1K 0.01 23.93 N/A N/A 553 8 203,900 120,374 2024-01-25 $1.71 $2.00 109.1% 31.3% 64.9% 33.4% 127.7% 28.2% 11.9% 174.0K -6.7M -140.1K 0.16 31.32 N/A N/A 204 33 204,103 120,160 2024-01-26 $1.69 $2.00 113.8% 32.6% 57.6% 36.5% 111.1% 24.8% -15.5% 159.2K -5.0M -144.4K 0.12 31.12 N/A N/A 57 7 204,199 120,154 2024-01-29 $1.75 $2.00 112.6% 32.3% 61.2% 35.8% 111.3% 19.4% 34.0% 189.8K -7.1M -130.8K 10.74 37.36 N/A N/A 201 2,159 204,235 120,154 2024-01-30 $1.65 $2.00 109.8% 31.5% 61.9% 33.8% 128.4% -19.0% -9.0% 150.0K -3.9M -139.5K 0.06 10.72 N/A N/A 516 31 204,386 120,179 2024-01-31 $1.67 $2.00 109.4% 31.4% 62.1% 33.6% 127.6% -12.4% 5.6% 168.4K -5.9M -128.6K 0.24 26.17 N/A N/A 464 110 204,550 120,192
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