INVZ Options History — August 2024

In August 2024, INVZ traded between $0.62 and $0.77. ATM implied volatility averaged 143.7%, placing in the 41.4% IV rank vs the trailing year. The 30-day expected move averaged 33.1%. IV traded above realized volatility by 82.1% (HV 20d: 61.6%). Max pain ranged from $0.50 to $1.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 2.22.

Notable Days

  • 2024-08-26: Highest Volume — 30,081 contracts
  • 2024-08-14: Largest IV drop — 70.8% change
  • 2024-08-05: Highest IV Rank — 100.0%
  • 2024-08-08: Largest Expected Move — 44.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.71$0.62$0.77$0.74$0.64
Max Pain$0.77$0.50$1.00$0.50$1.00
ATM IV143.7%71.8%339.2%147.6%126.7%
Expected Move33.1%20.6%44.7%42.3%36.3%
HV 20d61.6%51.8%74.8%73.1%53.2%
HV 60d60.1%56.7%73.5%73.5%59.6%
IV Rank41.4%3.0%100.0%65.4%22.9%
IV Percentile66.4%2.8%100.0%96.0%84.9%
Term Structure-2.8%-48.2%51.0%-35.8%-21.6%
VWIV113.4%89.7%154.7%113.1%154.7%
Skew 25d2.8%-19.4%36.7%5.1%24.1%
Skew 10d-7.8%-32.7%21.6%-8.6%-23.6%
Call IV 25d94.2%57.4%115.1%89.6%74.2%
Put IV 25d97.1%71.4%108.5%94.7%98.3%
Bid-Ask Spread %51.5214.33122.6119.8814.33
Gamma HHI0.300.260.330.320.26
Net GEX2.2K5533.1K7992.1K
Net DEX1.2M511.4K1.8M1.4M1.4M
Net VEX-17.2K-19.6K-14.7K-17.3K-15.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.220.0031.320.150.00
Total Volume1,817.5330,0811063
Total OI107,838.091101,053122,817104,510122,443

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-08-01$0.74$0.50147.6%42.3%73.1%65.4%113.1%5.1%-35.8%7991.4M-17.3K0.1519.88N/AN/A921464,42640,084
2024-08-02$0.70$0.50137.0%39.3%74.6%57.2%121.4%-19.4%-5.5%5531.6M-14.7K0.0953.61N/AN/A2982864,51740,098
2024-08-05$0.72$1.00218.9%43.2%74.3%100.0%0.0%13.6%38.0%1.3K1.3M-17.1K0.14122.61N/AN/A1452064,77440,093
2024-08-06$0.74$1.00172.6%44.5%74.8%70.2%144.4%-0.7%-31.7%2.4K1.2M-18.9K0.00101.59N/AN/A423164,86540,150
2024-08-07$0.71$1.00173.7%33.4%72.8%71.0%0.0%-6.8%30.2%3.1K703.3K-19.6K0.0098.61N/AN/A337165,25640,150
2024-08-08$0.72$1.00187.4%44.7%70.9%79.8%91.2%0.3%-12.4%1.2K1.2M-17.4K0.0880.42N/AN/A2542165,16340,145
2024-08-09$0.72$1.00179.4%34.5%70.0%74.6%0.0%0.2%16.1%2.6K1.1M-17.9K0.0186.51N/AN/A255365,31940,162
2024-08-12$0.71$1.00246.7%28.3%70.0%100.0%113.6%-7.5%13.5%2.0K1.2M-17.8K0.0260.37N/AN/A1,1831965,50440,138
2024-08-13$0.73$0.50339.2%27.3%59.6%100.0%0.0%-12.9%19.5%2.7K993.1K-18.7K0.1659.69N/AN/A2564166,50440,156
2024-08-14$0.72$0.5099.0%28.4%56.9%12.9%89.7%-12.7%-27.8%2.1K1.1M-17.7K0.6062.92N/AN/A10666,83540,162
2024-08-15$0.73$0.50118.3%33.9%57.2%19.9%0.0%-2.5%-27.0%3.0K511.4K-17.5K12.4460.89N/AN/A1822466,84140,130
2024-08-16$0.73$0.5099.2%28.4%57.1%13.0%89.9%-2.6%18.0%2.6K1.3M-17.7K0.3563.20N/AN/A521866,84440,328
2024-08-19$0.77$0.5071.8%20.6%56.4%3.0%0.0%11.1%51.0%2.6K1.2M-19.2K0.0661.47N/AN/A1971160,72940,324
2024-08-20$0.75$0.5099.5%28.5%57.0%13.1%0.0%-14.2%-28.0%2.9K1.2M-17.7K0.0019.88N/AN/A79060,99240,324
2024-08-21$0.73$0.50107.2%30.7%55.1%15.9%0.0%13.9%-33.2%1.7K1.3M-16.8K0.0022.65N/AN/A2,806061,01940,324
2024-08-22$0.70$0.5094.6%27.1%54.5%11.3%100.2%11.5%5.1%2.7K1.3M-16.1K1.3816.16N/AN/A7810863,09040,324
2024-08-23$0.70$1.0096.3%27.6%52.1%11.9%0.0%18.4%4.4%2.9K663.7K-17.2K0.0425.88N/AN/A46263,15640,330
2024-08-26$0.69$1.00105.1%30.1%51.8%15.1%0.0%36.7%-2.4%2.7K1.1M-16.5K1.9920.41N/AN/A10,06020,02163,16440,077
2024-08-27$0.66$1.00116.0%33.2%52.4%19.0%115.7%-7.4%12.4%3.1K1.4M-17.3K0.0024.44N/AN/A1,214273,21249,088
2024-08-28$0.62$1.00103.9%29.8%55.0%14.7%0.0%-11.9%4.0%1.2K1.5M-14.7K31.3224.56N/AN/A471,47273,72749,090
2024-08-29$0.66$1.00121.1%34.7%55.5%20.9%0.0%25.6%-48.2%2.6K1.8M-14.8K0.0033.36N/AN/A120073,74248,639
2024-08-30$0.64$1.00126.7%36.3%53.2%22.9%154.7%24.1%-21.6%2.1K1.4M-15.9K0.0014.33N/AN/A3073,80448,639