INVZ Options History — October 2024

In October 2024, INVZ traded between $0.61 and $0.81. ATM implied volatility averaged 118.5%, placing in the 20.0% IV rank vs the trailing year. The 30-day expected move averaged 34.7%. IV traded above realized volatility by 53.3% (HV 20d: 65.2%). Max pain ranged from $1.00 to $1.00. Net GEX was positive for 22 of 23 trading days. Term structure was in contango for 5 of 23 days. Put/call ratio averaged 0.53.

Notable Days

  • 2024-10-23: Highest Volume — 30,858 contracts
  • 2024-10-14: Largest IV spike — 100.5% change
  • 2024-10-14: Highest IV Rank — 33.8%
  • 2024-10-14: Largest Expected Move — 44.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.75$0.61$0.81$0.79$0.61
Max Pain$1.00$1.00$1.00$1.00$1.00
ATM IV118.5%78.1%156.5%80.5%100.2%
Expected Move34.7%22.4%44.9%23.1%28.7%
HV 20d65.2%42.9%103.9%103.9%52.7%
HV 60d76.3%73.5%80.8%80.8%74.7%
IV Rank20.0%5.3%33.8%6.2%13.3%
IV Percentile57.4%4.4%95.2%6.0%23.0%
Term Structure-20.7%-92.1%40.9%40.8%-8.3%
VWIV133.4%76.3%196.6%80.9%133.1%
Skew 25d-3.7%-48.0%42.4%-43.7%16.0%
Skew 10d-5.0%-67.0%58.5%-64.5%-3.8%
Call IV 25d110.6%58.8%243.8%204.5%87.2%
Put IV 25d106.9%77.7%208.3%160.9%103.2%
Bid-Ask Spread %37.7316.6068.2341.2320.81
Gamma HHI0.340.260.560.260.56
Net GEX4.7K-1.4K15.6K2.6K11.0K
Net DEX1.7M429.9K2.4M2.1M817.4K
Net VEX-14.8K-17.6K-12.0K-16.3K-12.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.530.005.175.000.00
Total Volume1,564.131530,85848254
Total OI157,100.565101,759180,023178,625132,599

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-10-01$0.79$1.0080.5%23.1%103.9%6.2%80.9%-43.7%40.8%2.6K2.1M-16.3K5.0041.23N/AN/A840130,38248,243
2024-10-02$0.81$1.0085.8%24.6%102.5%8.1%136.1%41.1%36.3%2.5K2.1M-16.2K0.3342.63N/AN/A11036130,38648,242
2024-10-03$0.80$1.00115.0%36.5%99.9%18.7%127.2%-38.2%-15.4%2.4K2.1M-16.3K0.0017.66N/AN/A1,0473130,47048,242
2024-10-04$0.81$1.0091.7%36.9%96.2%10.3%128.2%-4.8%-31.6%1.3K2.3M-15.3K0.0260.20N/AN/A641131,33548,242
2024-10-07$0.81$1.00103.4%22.9%95.6%14.5%76.3%-35.4%2.4%5.1K2.1M-15.9K0.0067.19N/AN/A2440131,39548,243
2024-10-08$0.79$1.00104.7%38.9%94.8%15.0%0.0%0.7%-30.5%1.3K2.3M-14.4K0.0719.27N/AN/A141131,59048,243
2024-10-09$0.79$1.0081.2%23.3%94.8%6.4%0.0%-0.8%7.3%1632.4M-13.5K0.0068.23N/AN/A220131,59848,163
2024-10-10$0.76$1.00148.0%42.4%69.9%30.7%138.3%-4.4%-37.1%1.7K2.2M-14.5K5.1722.00N/AN/A40207131,62348,163
2024-10-11$0.80$1.0078.1%22.4%53.1%5.3%0.0%4.4%40.9%2.2K2.0M-16.0K0.4324.73N/AN/A12754131,62348,170
2024-10-14$0.77$1.00156.5%44.9%53.0%33.8%158.0%1.5%-49.7%1.6K2.3M-13.9K0.0028.36N/AN/A1940131,74948,224
2024-10-15$0.74$1.00102.5%29.4%51.2%14.2%0.0%-3.4%-20.4%1.7K2.1M-14.1K0.0022.44N/AN/A300131,79948,224
2024-10-16$0.75$1.00146.3%41.9%49.2%30.0%144.0%42.4%-63.8%-1.4K2.3M-12.0K0.0218.21N/AN/A1664131,82247,720
2024-10-17$0.77$1.00115.0%33.0%50.1%18.7%121.5%-5.8%-32.6%4062.4M-12.9K0.1019.72N/AN/A11511131,68247,722
2024-10-18$0.76$1.00143.7%41.2%50.0%29.1%159.8%-4.6%-92.1%1.6K2.0M-14.8K0.0230.20N/AN/A62810131,73647,675
2024-10-21$0.77$1.00123.3%35.3%47.4%21.7%143.4%16.4%-5.2%1.4K1.4M-14.3K0.0022.00N/AN/A94064,32937,430
2024-10-22$0.78$1.00130.1%37.3%45.4%24.2%0.0%19.4%-38.6%3951.6M-13.2K0.0016.60N/AN/A42064,53937,430
2024-10-23$0.74$1.00144.7%41.5%49.3%29.5%119.3%-2.2%-10.9%2.2K1.3M-14.3K0.0058.93N/AN/A30,858064,56637,430
2024-10-24$0.73$1.00151.3%43.4%42.9%31.9%129.0%-9.1%-52.0%15.6K429.9K-17.6K0.0058.93N/AN/A294094,55637,430
2024-10-25$0.68$1.00117.9%33.8%48.8%19.7%143.3%-26.1%-9.1%14.3K514.9K-16.2K0.1860.89N/AN/A72613095,40037,389
2024-10-28$0.69$1.00152.6%43.7%48.0%32.3%196.6%26.3%-21.6%14.6K554.5K-15.9K0.0958.98N/AN/A93895,87636,604
2024-10-29$0.68$1.00131.0%37.6%48.0%24.5%0.0%-26.9%-61.8%14.3K557.8K-15.5K0.0061.61N/AN/A185095,89036,611
2024-10-30$0.63$1.00121.5%34.8%52.2%21.1%133.1%-48.0%-22.3%12.2K565.3K-14.2K0.8027.01N/AN/A645195,98336,545
2024-10-31$0.61$1.00100.2%28.7%52.7%13.3%0.0%16.0%-8.3%11.0K817.4K-12.6K0.0020.81N/AN/A254096,04136,558