INVZ Options History — June 2024

In June 2024, INVZ traded between $0.87 and $1.04. ATM implied volatility averaged 106.8%, placing in the 35.2% IV rank vs the trailing year. The 30-day expected move averaged 30.4%. IV traded above realized volatility by 49.2% (HV 20d: 57.6%). Max pain ranged from $1.00 to $1.50. Net GEX was positive for 3 of 19 trading days. Term structure was in contango for 7 of 19 days. Put/call ratio averaged 1.00.

Notable Days

  • 2024-06-24: Highest Volume — 160,437 contracts
  • 2024-06-24: Largest IV spike — 46.4% change
  • 2024-06-06: Highest IV Rank — 48.6%
  • 2024-06-25: Largest Expected Move — 35.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.97$0.87$1.04$1.02$0.93
Max Pain$1.08$1.00$1.50$1.50$1.00
ATM IV106.8%82.2%124.4%109.8%105.8%
Expected Move30.4%23.6%35.3%31.5%30.3%
HV 20d57.6%40.4%95.6%95.6%53.6%
HV 60d77.0%75.7%78.4%78.4%75.7%
IV Rank35.2%16.5%48.6%37.5%34.5%
IV Percentile51.0%8.3%86.1%61.1%44.0%
Term Structure-14.6%-101.3%46.1%-9.1%8.9%
VWIV108.5%63.4%194.5%108.0%105.8%
Skew 25d50.1%16.1%229.4%16.1%28.1%
Skew 10d79.8%16.1%338.7%88.7%43.9%
Call IV 25d97.4%71.3%133.9%129.6%102.6%
Put IV 25d147.5%108.3%327.6%145.7%130.7%
Bid-Ask Spread %66.2138.3981.9658.5062.29
Gamma HHI0.490.290.620.510.37
Net GEX-60.8K-127.9K42.4K-73.9K42.4K
Net DEX5.9M1.1M8.5M6.6M1.1M
Net VEX-59.3K-67.1K-50.0K-66.9K-54.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.000.005.441.393.00
Total Volume13,510.42113160,43743289,998
Total OI292,306.895283,626336,702289,634284,162

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-06-03$1.02$1.50109.8%31.5%95.6%37.5%108.0%16.1%-9.1%-73.9K6.6M-66.9K1.3958.50N/AN/A181251111,823177,811
2024-06-04$1.02$1.50100.0%28.7%94.4%30.1%100.1%66.8%-1.9%-78.0K6.8M-66.7K0.1338.39N/AN/A25333112,034177,968
2024-06-05$1.02$1.50103.1%29.6%86.8%32.4%194.5%42.9%4.8%-67.1K3.5M-66.7K1.4981.96N/AN/A3755112,281177,974
2024-06-06$1.00$1.00124.4%31.6%62.5%48.6%103.5%38.0%-16.5%-73.9K6.8M-65.0K0.2558.88N/AN/A30477112,308178,024
2024-06-07$1.04$1.0091.5%25.6%64.8%23.6%63.4%34.7%46.1%-47.3K5.9M-67.0K0.0862.71N/AN/A262112,117178,088
2024-06-10$1.02$1.00107.0%30.0%59.2%35.4%104.8%54.9%-65.5%-85.5K7.2M-64.0K0.2367.97N/AN/A8820112,523178,079
2024-06-11$1.02$1.00111.8%33.2%57.3%39.1%108.3%36.4%-24.0%-77.1K7.1M-64.5K5.4459.77N/AN/A1861,012112,513178,073
2024-06-12$1.00$1.00109.0%31.2%53.3%36.9%108.9%35.8%-101.3%-76.7K4.7M-67.1K0.1978.73N/AN/A275112,798179,068
2024-06-13$0.99$1.00111.0%31.8%52.7%38.4%111.8%74.2%-7.6%-82.8K7.2M-61.2K0.8369.80N/AN/A246204112,810179,068
2024-06-14$0.97$1.00103.3%29.6%50.8%32.6%103.3%69.7%-101.3%-80.4K4.8M-63.4K0.0869.01N/AN/A121112,837179,056
2024-06-17$0.96$1.00108.3%31.0%42.3%36.4%106.3%25.3%-11.8%-89.8K7.1M-59.6K2.1368.66N/AN/A3166112,838179,057
2024-06-18$0.91$1.00107.5%30.8%40.4%35.8%107.7%229.4%0.9%-95.7K8.5M-52.7K0.1270.36N/AN/A997124112,852178,665
2024-06-20$0.87$1.00111.9%32.1%42.0%39.1%113.8%56.8%-59.5%-89.0K8.1M-51.0K0.8773.67N/AN/A302262114,046178,401
2024-06-21$0.90$1.0082.2%23.6%45.2%16.5%75.0%54.1%26.4%-127.9K8.1M-51.4K0.5071.20N/AN/A7839114,039178,583
2024-06-24$0.89$1.00120.3%34.5%43.4%45.5%120.3%18.3%-7.9%-91.6K8.2M-50.0K1.9670.02N/AN/A54,206106,231111,246178,306
2024-06-25$0.87$1.00123.0%35.3%42.4%47.5%123.0%19.7%-9.0%-33.5K5.7M-51.2K0.0768.34N/AN/A23116165,322171,380
2024-06-26$0.95$1.0096.6%27.7%53.8%27.5%100.9%22.9%30.2%35.5K2.9M-51.6K0.3166.52N/AN/A719226165,496118,130
2024-06-27$0.96$1.00102.6%29.4%53.7%32.1%102.5%27.4%20.0%36.8K2.4M-52.0K0.0061.19N/AN/A1520165,928118,127
2024-06-28$0.93$1.00105.8%30.3%53.6%34.5%105.8%28.1%8.9%42.4K1.1M-54.1K3.0062.29N/AN/A22,51667,482166,035118,127