INVZ Options History — July 2024 In July 2024, INVZ traded between $0.78 and $0.99. ATM implied volatility averaged 96.8%, placing in the 26.2% IV rank vs the trailing year. The 30-day expected move averaged 29.2%. IV traded above realized volatility by 34.9% (HV 20d: 61.9%). Max pain ranged from $0.50 to $1.00. Net GEX was positive for 20 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 1.15.
Notable Days 2024-07-18 : Highest Volume — 61,585 contracts2024-07-23 : Largest IV spike — 60.4% change2024-07-23 : Highest IV Rank — 65.1%2024-07-23 : Largest Expected Move — 42.2%Monthly Statistics Metric Avg Min Max Open Close Price $0.88 $0.78 $0.99 $0.92 $0.80 Max Pain $0.86 $0.50 $1.00 $1.00 $0.50 ATM IV 96.8% 63.4% 147.2% 114.0% 92.1% Expected Move 29.2% 20.0% 42.2% 32.7% 26.4% HV 20d 61.9% 49.5% 73.1% 50.8% 68.9% HV 60d 75.4% 72.6% 78.0% 75.7% 72.6% IV Rank 26.2% 0.0% 65.1% 40.7% 22.3% IV Percentile 34.2% 0.0% 95.2% 70.6% 16.7% Term Structure 18.3% -34.1% 174.1% 4.5% 25.9% VWIV 116.5% 77.3% 178.7% 114.4% 100.4% Skew 25d 30.0% -33.9% 117.0% 30.8% 25.2% Skew 10d 27.0% -102.9% 89.7% 48.2% -10.4% Call IV 25d 89.9% 37.6% 132.4% 110.6% 75.5% Put IV 25d 119.8% 79.1% 200.7% 141.4% 100.7% Bid-Ask Spread % 42.95 19.54 72.31 70.30 22.75 Gamma HHI 0.43 0.25 0.67 0.53 0.32 Net GEX 50.3K -18.0K 151.3K 67.5K 1.3K Net DEX 2.7M 905.9K 6.6M 1.7M 1.6M Net VEX -35.8K -52.6K -17.8K -51.7K -18.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.15 0.00 21.15 0.00 0.08 Total Volume 3,353.682 35 61,585 474 67 Total OI 231,827.182 102,610 310,823 306,563 104,534
Daily Data (22 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 2024-07-01 $0.92 $1.00 114.0% 32.7% 50.8% 40.7% 114.4% 30.8% 4.5% 67.5K 1.7M -51.7K 0.00 70.30 N/A N/A 474 0 188,468 118,095 2024-07-02 $0.91 $1.00 69.8% 20.0% 49.5% 7.2% 127.8% 62.9% 67.7% 89.1K 905.9K -52.6K 0.06 71.40 N/A N/A 33 2 189,042 118,120 2024-07-03 $0.92 $1.00 75.3% 21.6% 49.8% 11.3% 0.0% 64.2% 69.3% 76.7K 2.5M -49.6K 0.00 72.31 N/A N/A 49 0 189,070 117,845 2024-07-05 $0.92 $1.00 63.4% 35.6% 49.8% 0.0% 124.0% 80.7% -18.8% 114.7K 3.8M -48.0K 0.56 45.46 N/A N/A 299 167 189,092 117,539 2024-07-08 $0.95 $1.00 76.9% 33.9% 51.1% 10.5% 118.2% 75.2% -18.6% 97.6K 2.0M -50.1K 0.04 46.82 N/A N/A 2,248 101 189,343 117,617 2024-07-09 $0.91 $1.00 90.5% 27.9% 50.6% 21.1% 97.2% 82.2% -9.5% 82.4K 3.3M -45.7K 0.00 41.46 N/A N/A 522 1 190,657 117,527 2024-07-10 $0.95 $1.00 100.4% 28.8% 53.3% 28.8% 100.4% 83.1% 10.7% 99.7K 2.5M -48.6K 0.15 58.31 N/A N/A 274 41 190,932 117,527 2024-07-11 $0.89 $1.00 122.6% 35.2% 57.5% 46.0% 122.7% -13.8% -22.7% 91.1K 4.6M -44.0K 2.30 70.22 N/A N/A 44 101 191,151 117,568 2024-07-12 $0.91 $1.00 101.2% 29.0% 58.2% 29.4% 101.2% 117.0% -5.4% 108.2K 4.1M -45.0K 0.01 22.41 N/A N/A 168 2 191,155 117,509 2024-07-15 $0.90 $1.00 106.1% 30.4% 58.2% 33.1% 106.1% -14.3% -26.5% -18.0K 6.6M -38.8K 0.17 39.93 N/A N/A 236 41 191,115 117,509 2024-07-16 $0.99 $1.00 120.0% 34.4% 67.8% 43.9% 120.4% 0.4% -11.3% 107.9K 1.4M -48.1K 0.03 48.21 N/A N/A 915 29 191,114 117,490 2024-07-17 $0.93 $1.00 124.5% 35.7% 71.4% 47.4% 125.3% 17.8% -7.0% 151.3K 4.4M -42.9K 0.00 30.31 N/A N/A 1,841 9 191,784 117,327 2024-07-18 $0.90 $1.00 111.4% 31.9% 69.8% 37.3% 111.4% -15.2% 174.1% -15.3K 6.3M -40.5K 21.15 20.89 N/A N/A 2,780 58,805 193,496 117,327 2024-07-19 $0.88 $1.00 123.4% 35.4% 68.3% 46.6% 123.7% -12.1% -23.5% 6.8K 3.4M -23.9K 0.45 30.66 N/A N/A 29 13 195,907 65,829 2024-07-22 $0.82 $1.00 91.8% 26.3% 71.5% 22.0% 121.0% -33.9% 45.3% 6.7K 1.6M -18.3K 0.11 55.12 N/A N/A 1,197 135 62,488 40,122 2024-07-23 $0.82 $1.00 147.2% 42.2% 71.5% 65.1% 139.3% -5.8% -34.1% 7.2K 1.1M -21.2K 0.00 25.95 N/A N/A 1,609 1 63,551 40,120 2024-07-24 $0.78 $0.50 85.5% 24.5% 73.1% 17.1% 139.0% 51.8% 36.4% 1.3K 1.4M -19.6K 0.01 23.99 N/A N/A 291 2 64,139 40,121 2024-07-25 $0.81 $0.50 73.3% 21.0% 66.4% 7.7% 81.2% 24.0% 41.7% 8.8K 1.3M -20.7K 0.01 51.01 N/A N/A 273 4 64,338 40,123 2024-07-26 $0.84 $0.50 77.5% 22.2% 68.0% 11.0% 0.0% 25.8% 39.9% 9.9K 1.4M -20.7K 0.01 52.50 N/A N/A 679 5 64,538 40,123 2024-07-29 $0.82 $0.50 82.1% 23.5% 67.7% 14.5% 178.7% 4.2% 32.7% 8.7K 1.3M -20.5K 0.01 25.30 N/A N/A 254 2 64,197 40,123 2024-07-30 $0.79 $0.50 80.6% 23.1% 68.6% 13.3% 77.3% 9.3% 32.2% 2.2K 1.6M -17.8K 0.15 19.54 N/A N/A 33 5 64,404 40,122 2024-07-31 $0.80 $0.50 92.1% 26.4% 68.9% 22.3% 100.4% 25.2% 25.9% 1.3K 1.6M -18.4K 0.08 22.75 N/A N/A 62 5 64,412 40,122
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