INVZ Options History — April 2024

In April 2024, INVZ traded between $0.96 and $1.46. ATM implied volatility averaged 106.7%, placing in the 35.2% IV rank vs the trailing year. The 30-day expected move averaged 30.9%. IV traded above realized volatility by 42.4% (HV 20d: 64.3%). Max pain ranged from $1.00 to $2.00. Net GEX was positive for 10 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 0.40.

Notable Days

  • 2024-04-09: Highest Volume — 28,263 contracts
  • 2024-04-26: Largest IV drop — 36.8% change
  • 2024-04-02: Highest IV Rank — 58.8%
  • 2024-04-02: Largest Expected Move — 39.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.21$0.96$1.46$1.44$1.15
Max Pain$1.52$1.00$2.00$2.00$1.00
ATM IV106.7%64.0%137.8%134.1%89.2%
Expected Move30.9%18.4%39.5%38.4%25.6%
HV 20d64.3%56.3%84.3%56.3%77.1%
HV 60d71.1%68.2%74.8%70.5%74.8%
IV Rank35.2%2.8%58.8%56.0%21.9%
IV Percentile54.2%0.8%94.8%93.3%19.4%
Term Structure-3.5%-30.8%32.7%-12.0%14.6%
VWIV109.9%71.6%137.8%121.1%89.7%
Skew 25d-0.5%-48.0%42.3%42.3%12.0%
Skew 10d8.3%-168.0%64.5%33.4%64.5%
Call IV 25d103.4%65.5%146.9%87.2%78.0%
Put IV 25d102.9%56.9%129.7%129.5%90.0%
Bid-Ask Spread %43.1817.6567.9653.2919.13
Gamma HHI0.280.240.310.310.28
Net GEX9.0K-10.7K50.3K47.5K-6.3K
Net DEX4.6M3.3M5.9M4.8M3.9M
Net VEX-72.2K-92.1K-53.9K-88.7K-65.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.400.001.591.040.70
Total Volume2,184.6367528,263709375
Total OI263,172.364187,580301,675292,983189,129

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-04-01$1.44$2.00134.1%38.4%56.3%56.0%121.1%42.3%-12.0%47.5K4.8M-88.7K1.0453.29N/AN/A347362165,998126,985
2024-04-02$1.38$2.00137.8%39.5%57.7%58.8%137.8%7.8%-14.0%38.0K4.7M-86.4K1.5949.48N/AN/A217345166,266127,514
2024-04-03$1.46$2.00130.2%37.3%60.7%53.0%128.3%16.2%-17.1%44.3K4.3M-87.4K0.7051.84N/AN/A214150166,215128,109
2024-04-04$1.46$1.50114.8%33.9%60.7%41.3%106.0%-24.7%-12.6%39.1K4.5M-91.7K0.0561.06N/AN/A3,085166166,392128,649
2024-04-05$1.46$1.50129.6%34.3%60.5%52.6%122.5%-15.5%-15.4%50.3K3.9M-92.1K1.1846.52N/AN/A120141168,123128,989
2024-04-08$1.42$1.50106.5%35.8%59.6%35.0%122.8%-22.0%-16.6%18.1K5.0M-85.4K0.2041.46N/AN/A2,331462168,196128,929
2024-04-09$1.40$1.50105.5%34.4%57.9%34.3%120.9%-32.2%-23.3%13.6K5.5M-86.1K0.0138.91N/AN/A28,082181170,285128,790
2024-04-10$1.33$1.50112.9%32.4%60.6%39.9%111.7%-48.0%-3.5%9085.7M-80.8K0.0065.65N/AN/A1,6571169,641128,803
2024-04-11$1.31$1.50121.0%34.7%60.7%46.0%85.7%-12.6%-14.5%19.3K4.1M-76.7K0.0144.56N/AN/A2,01914173,021124,947
2024-04-12$1.21$1.5097.4%27.9%62.6%28.1%121.5%-40.0%-30.8%-3.2K5.7M-73.8K0.1425.62N/AN/A1,908259174,927124,953
2024-04-15$1.15$1.50118.0%33.8%64.3%43.7%130.4%-4.0%-18.4%-4.8K5.8M-68.3K0.0740.81N/AN/A1,18577176,677124,998
2024-04-16$1.08$1.50106.2%30.4%67.3%34.8%123.2%-29.1%-0.2%-1.9K5.9M-63.2K0.3467.96N/AN/A600206177,791123,049
2024-04-17$1.06$1.50112.0%32.1%67.3%39.2%126.2%-18.7%-0.4%1.4K5.2M-61.5K0.4048.75N/AN/A409165178,020122,208
2024-04-18$1.06$1.50116.3%33.4%64.2%42.5%115.3%30.8%-6.4%-1.6K5.7M-61.9K0.2748.75N/AN/A14338178,340122,368
2024-04-19$1.02$1.50100.8%28.9%62.1%30.7%101.0%33.4%7.8%-7.3K5.5M-60.1K0.5751.20N/AN/A14582178,427122,381
2024-04-22$0.96$1.5084.5%24.2%61.6%18.3%84.9%27.2%18.7%-10.7K3.9M-53.9K0.0130.27N/AN/A488487,169100,411
2024-04-23$0.96$1.5078.8%22.6%61.9%14.0%0.0%14.6%12.4%-10.1K3.3M-55.4K1.4447.81N/AN/A578287,402100,393
2024-04-24$1.00$1.50100.6%28.8%64.2%30.5%100.6%31.0%-5.0%-9.5K3.7M-57.9K0.0038.18N/AN/A1,131487,457100,475
2024-04-25$1.02$1.50101.3%29.0%65.2%31.1%101.5%42.0%11.6%-7.4K3.3M-58.1K0.1239.40N/AN/A67888,583100,479
2024-04-26$1.17$1.5064.0%18.4%84.3%2.8%71.6%-8.6%32.7%-5.1K3.6M-67.8K0.0117.65N/AN/A169288,602100,483
2024-04-29$1.15$1.0086.6%24.8%77.9%20.0%86.3%-11.8%16.2%-6.0K3.7M-66.3K0.0021.67N/AN/A562288,735100,483
2024-04-30$1.15$1.0089.2%25.6%77.1%21.9%89.7%12.0%14.6%-6.3K3.9M-65.8K0.7019.13N/AN/A22115488,646100,483