INVZ Options History — November 2024

In November 2024, INVZ traded between $0.47 and $0.77. ATM implied volatility averaged 166.0%, placing in the 37.2% IV rank vs the trailing year. The 30-day expected move averaged 37.1%. IV traded above realized volatility by 86.6% (HV 20d: 79.4%). Max pain ranged from $0.50 to $1.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 0.03.

Notable Days

  • 2024-11-04: Highest Volume — 2,227 contracts
  • 2024-11-08: Largest IV spike — 71.6% change
  • 2024-11-12: Highest IV Rank — 88.8%
  • 2024-11-13: Largest Expected Move — 66.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.60$0.47$0.77$0.66$0.77
Max Pain$0.53$0.50$1.00$1.00$0.50
ATM IV166.0%88.1%308.3%151.7%88.1%
Expected Move37.1%22.6%66.1%43.5%25.3%
HV 20d79.4%56.9%124.5%61.6%124.5%
HV 60d82.9%76.3%97.9%76.4%97.9%
IV Rank37.2%9.0%88.8%32.0%9.0%
IV Percentile82.2%10.3%99.6%94.0%10.3%
Term Structure-13.5%-83.2%47.7%-83.2%47.7%
VWIV138.8%96.0%184.0%184.0%144.3%
Skew 25d5.5%-49.1%51.0%-35.1%-0.4%
Skew 10d-2.0%-26.4%43.6%-18.6%6.9%
Call IV 25d94.2%59.3%134.6%120.5%120.1%
Put IV 25d99.7%76.9%142.1%85.4%119.8%
Bid-Ask Spread %53.9012.22131.5928.2723.67
Gamma HHI0.540.480.610.490.58
Net GEX11.2K6.5K22.0K13.5K22.0K
Net DEX707.5K22.9K1.3M415.8K336.3K
Net VEX-11.9K-16.0K-5.7K-15.2K-16.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.030.000.220.000.02
Total Volume590.7102,2271,09065
Total OI135,352.2132,750137,536132,750135,795

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-11-01$0.66$1.00151.7%43.5%61.6%32.0%184.0%-35.1%-83.2%13.5K415.8K-15.2K0.0028.27N/AN/A1,090096,19436,556
2024-11-04$0.65$0.50175.2%29.7%61.5%40.5%0.0%51.0%-22.2%13.0K763.7K-14.2K0.0070.26N/AN/A2,227097,24436,556
2024-11-05$0.65$0.50183.7%24.8%61.4%43.6%0.0%24.9%13.7%13.5K957.5K-12.4K0.0056.32N/AN/A46098,43236,545
2024-11-06$0.64$0.50157.9%40.6%61.3%34.2%0.0%17.8%-55.6%11.8K1.1M-11.8K0.0070.15N/AN/A1,253198,44736,545
2024-11-07$0.65$0.50162.5%36.0%61.0%35.9%0.0%-49.1%-24.0%13.3K22.9K-15.0K0.0060.61N/AN/A268098,62036,544
2024-11-08$0.64$0.50278.9%41.6%56.9%78.1%0.0%-2.5%-34.8%13.1K814.8K-12.9K0.2258.83N/AN/A1703898,86736,574
2024-11-11$0.59$0.50249.8%22.6%61.5%67.6%96.0%4.1%-13.3%6.9K1.2M-9.9K0.1056.10N/AN/A5555598,94036,574
2024-11-12$0.58$0.50308.3%30.2%60.7%88.8%110.3%-18.9%-28.0%6.6K1.1M-10.5K0.0357.07N/AN/A1,2403199,31036,551
2024-11-13$0.53$0.50230.6%66.1%65.8%60.6%127.8%8.8%-2.2%8.3K704.6K-10.9K0.03131.59N/AN/A1,09931100,75536,487
2024-11-14$0.50$0.50142.5%40.9%65.2%28.7%161.2%-4.1%-41.2%6.6K703.0K-10.1K0.0167.33N/AN/A5945101,54035,996
2024-11-15$0.47$0.50147.2%42.2%66.7%30.4%147.0%35.8%-4.0%6.5K878.4K-8.1K0.0566.83N/AN/A864101,40535,997
2024-11-18$0.53$0.50116.9%33.5%83.3%19.4%137.7%9.1%-6.8%8.1K800.9K-9.8K0.0036.24N/AN/A178099,07235,879
2024-11-19$0.53$0.50141.1%40.5%82.8%28.2%0.0%9.1%-7.9%8.2K788.0K-9.8K0.0071.43N/AN/A10099,17335,845
2024-11-20$0.52$0.50102.7%29.4%81.9%14.2%0.0%5.3%32.2%8.0K693.3K-10.4K0.0212.22N/AN/A57199,17735,845
2024-11-21$0.52$0.50127.2%36.5%82.1%23.1%0.0%5.6%-14.0%8.1K716.2K-10.5K0.0079.17N/AN/A533099,23435,846
2024-11-22$0.53$0.50125.5%36.0%80.4%22.5%101.4%4.1%34.2%7.7K1.3M-5.7K0.0019.04N/AN/A159098,87635,846
2024-11-25$0.68$0.50164.5%47.2%122.8%36.7%179.6%7.1%-25.5%15.9K208.4K-15.7K0.0818.47N/AN/A1,32811099,00235,841
2024-11-26$0.66$0.50140.8%40.4%123.2%28.1%135.3%18.9%12.7%15.2K403.2K-14.3K0.0067.29N/AN/A70099,57135,851
2024-11-27$0.72$0.50125.8%36.1%123.7%22.6%140.6%18.3%-46.8%17.8K286.3K-15.5K0.0027.17N/AN/A510099,66135,851
2024-11-29$0.77$0.5088.1%25.3%124.5%9.0%144.3%-0.4%47.7%22.0K336.3K-16.0K0.0223.67N/AN/A64199,94435,851