INVZ Options History — February 2024 In February 2024, INVZ traded between $1.46 and $1.77. ATM implied volatility averaged 114.5%, placing in the 37.0% IV rank vs the trailing year. The 30-day expected move averaged 32.3%. IV traded above realized volatility by 38.6% (HV 20d: 75.9%). Max pain ranged from $1.50 to $2.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 0.44.
Notable Days 2024-02-06 : Highest Volume — 110,968 contracts2024-02-26 : Largest IV spike — 16.3% change2024-02-06 : Highest IV Rank — 46.0%2024-02-28 : Largest Expected Move — 35.8%Monthly Statistics Metric Avg Min Max Open Close Price $1.63 $1.46 $1.77 $1.69 $1.60 Max Pain $1.57 $1.50 $2.00 $2.00 $1.50 ATM IV 114.5% 102.8% 127.6% 111.4% 115.3% Expected Move 32.3% 29.0% 35.8% 31.7% 33.1% HV 20d 75.9% 62.3% 89.2% 62.4% 89.2% HV 60d 96.7% 90.5% 102.6% 101.4% 95.6% IV Rank 37.0% 29.1% 46.0% 34.9% 37.6% IV Percentile 80.0% 57.1% 91.7% 81.3% 82.9% Term Structure -9.9% -47.9% 5.6% -13.8% -8.5% VWIV 112.7% 98.5% 128.1% 103.9% 98.5% Skew 25d 13.4% -10.1% 50.6% 26.1% 46.5% Skew 10d 0.4% -82.8% 61.9% -82.8% 31.9% Call IV 25d 97.6% 69.3% 132.2% 77.9% 69.4% Put IV 25d 111.0% 95.3% 133.8% 104.1% 115.9% Bid-Ask Spread % 47.13 18.71 76.61 68.19 30.13 Gamma HHI 0.57 0.38 0.71 0.39 0.66 Net GEX 176.1K 131.8K 214.8K 161.7K 176.2K Net DEX -3.4M -6.4M -899.1K -3.7M -2.1M Net VEX -140.3K -161.3K -108.6K -139.2K -134.6K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.44 0.00 4.60 0.46 0.01 Total Volume 6,898.35 117 110,968 261 494 Total OI 385,767.6 324,549 433,927 324,549 378,289
Daily Data (20 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 2024-02-01 $1.69 $2.00 111.4% 31.7% 62.4% 34.9% 103.9% 26.1% -13.8% 161.7K -3.7M -139.2K 0.46 68.19 N/A N/A 179 82 204,623 119,926 2024-02-02 $1.67 $2.00 116.9% 29.0% 62.3% 38.7% 0.0% 16.1% 2.9% 154.4K -3.2M -138.5K 0.09 76.61 N/A N/A 107 10 204,724 119,935 2024-02-05 $1.54 $2.00 117.4% 32.5% 66.0% 39.0% 110.4% 10.0% -47.9% 132.1K -3.5M -108.6K 0.87 25.11 N/A N/A 692 603 204,692 119,934 2024-02-06 $1.60 $1.50 127.6% 32.1% 69.1% 46.0% 111.4% 11.2% -7.8% 136.7K -3.1M -131.2K 0.23 69.41 N/A N/A 90,509 20,459 205,305 119,850 2024-02-07 $1.58 $1.50 114.0% 32.7% 69.1% 36.7% 119.7% 9.6% -3.6% 187.1K -5.0M -153.0K 0.00 37.78 N/A N/A 10,745 6 294,198 139,729 2024-02-08 $1.63 $1.50 111.5% 32.0% 71.0% 35.0% 116.9% 15.4% -14.8% 201.9K -5.3M -154.5K 0.01 55.96 N/A N/A 1,629 11 284,745 139,716 2024-02-09 $1.67 $1.50 109.8% 31.5% 72.2% 33.8% 99.8% 13.4% -3.4% 187.3K -5.1M -154.5K 0.03 37.75 N/A N/A 356 10 286,017 139,725 2024-02-12 $1.77 $1.50 116.6% 33.4% 68.5% 38.5% 116.5% 41.1% -6.0% 214.8K -6.4M -161.3K 0.33 56.41 N/A N/A 650 212 286,420 139,720 2024-02-13 $1.58 $1.50 102.8% 29.5% 78.1% 29.1% 105.8% -1.1% -13.3% 172.5K -2.3M -141.0K 0.05 20.24 N/A N/A 235 11 286,666 139,820 2024-02-14 $1.67 $1.50 112.5% 32.2% 80.6% 35.7% 110.8% 12.6% -20.5% 189.1K -3.3M -147.4K 0.47 60.11 N/A N/A 145 68 286,724 139,752 2024-02-15 $1.69 $1.50 112.5% 32.2% 80.7% 35.7% 107.4% 16.0% 3.3% 195.0K -3.4M -148.1K 0.31 27.70 N/A N/A 118 36 286,755 139,724 2024-02-16 $1.67 $1.50 116.6% 33.4% 80.7% 38.5% 107.8% 18.6% -12.8% 191.0K -3.1M -147.0K 0.06 48.20 N/A N/A 657 41 286,795 139,735 2024-02-20 $1.62 $1.50 107.1% 30.7% 78.3% 32.0% 118.3% -4.9% 5.6% 178.1K -2.6M -141.1K 0.14 18.71 N/A N/A 445 62 244,926 128,463 2024-02-21 $1.62 $1.50 109.4% 31.4% 77.3% 33.5% 121.3% -8.7% -10.0% 182.1K -3.1M -127.8K 0.00 71.86 N/A N/A 301 1 244,959 128,404 2024-02-22 $1.63 $1.50 111.2% 31.9% 68.7% 34.8% 116.1% -9.2% -14.2% 177.9K -1.8M -136.8K 4.60 38.51 N/A N/A 88 405 245,053 128,405 2024-02-23 $1.46 $1.50 105.7% 30.3% 78.5% 31.0% 102.6% -1.0% -4.8% 131.8K -899.1K -128.3K 0.08 30.85 N/A N/A 836 70 245,077 128,810 2024-02-26 $1.62 $1.50 123.0% 35.3% 87.9% 42.9% 122.0% -10.1% -1.7% 185.2K -3.8M -135.6K 0.09 53.20 N/A N/A 1,962 183 245,814 128,791 2024-02-27 $1.69 $1.50 123.7% 35.5% 88.4% 43.3% 128.1% 15.4% -10.0% 195.6K -4.4M -145.2K 0.12 68.40 N/A N/A 1,010 117 247,216 128,969 2024-02-28 $1.58 $1.50 124.8% 35.8% 89.2% 44.1% 124.1% 50.6% -16.5% 170.6K -1.5M -132.2K 0.89 47.52 N/A N/A 2,340 2,082 247,920 129,026 2024-02-29 $1.60 $1.50 115.3% 33.1% 89.2% 37.6% 98.5% 46.5% -8.5% 176.2K -2.1M -134.6K 0.01 30.13 N/A N/A 491 3 248,627 129,662
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