INVZ Options History — December 2024

In December 2024, INVZ traded between $0.63 and $1.86. ATM implied volatility averaged 176.2%, placing in the 40.9% IV rank vs the trailing year. The 30-day expected move averaged 46.2%. IV traded above realized volatility by 31.0% (HV 20d: 145.3%). Max pain ranged from $0.50 to $1.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.82.

Notable Days

  • 2024-12-23: Highest Volume — 70,254 contracts
  • 2024-12-12: Largest IV spike — 130.8% change
  • 2024-12-26: Highest IV Rank — 51.9%
  • 2024-12-26: Largest Expected Move — 59.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.11$0.63$1.86$0.72$1.70
Max Pain$0.93$0.50$1.00$0.50$1.00
ATM IV176.2%83.7%206.6%171.1%185.3%
Expected Move46.2%23.4%59.2%49.1%53.1%
HV 20d145.3%124.9%173.1%124.9%157.1%
HV 60d106.4%87.6%124.4%98.2%124.4%
IV Rank40.9%7.4%51.9%39.0%44.2%
IV Percentile86.6%7.9%97.2%94.0%92.1%
Term Structure-26.1%-87.4%56.8%-60.3%-27.3%
VWIV164.5%80.6%212.0%159.1%181.0%
Skew 25d-1.8%-85.2%58.7%21.5%-20.9%
Skew 10d14.0%-39.5%62.9%-2.9%-5.8%
Call IV 25d155.3%68.9%222.5%94.5%188.9%
Put IV 25d153.5%85.6%202.0%116.0%168.1%
Bid-Ask Spread %29.2016.1436.7934.8724.55
Gamma HHI0.420.230.630.610.31
Net GEX31.8K10.6K75.0K19.4K68.4K
Net DEX-2.0M-7.1M972.6K577.5K-5.2M
Net VEX-24.0K-41.7K-11.2K-14.5K-37.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.820.0015.540.480.01
Total Volume13,928.1432770,25421944,032
Total OI134,611.762113,603151,287135,789136,270

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-12-02$0.72$0.50171.1%49.1%124.9%39.0%159.1%21.5%-60.3%19.4K577.5K-14.5K0.4834.87N/AN/A1487199,93735,852
2024-12-03$0.67$0.50103.7%29.7%127.7%14.6%138.2%58.7%56.8%16.0K582.9K-13.3K0.0321.66N/AN/A37112100,07535,902
2024-12-04$0.64$0.50145.6%41.8%128.8%29.8%126.8%56.1%-73.3%13.2K906.5K-11.4K0.2616.14N/AN/A3810100,24635,913
2024-12-05$0.63$1.00125.7%26.5%128.8%22.6%80.6%23.4%6.0%10.6K972.6K-11.2K0.1736.79N/AN/A12020100,28135,923
2024-12-06$0.70$1.00169.0%27.9%134.1%38.3%0.0%47.9%-13.5%18.1K756.2K-12.9K15.5433.68N/AN/A13202100,35335,922
2024-12-09$0.70$1.00190.7%23.4%133.9%46.2%80.6%17.1%-15.7%18.3K827.1K-12.8K0.0734.31N/AN/A1259100,36035,924
2024-12-10$0.69$1.00204.9%30.1%130.3%51.3%88.3%42.0%-2.5%16.7K809.5K-13.3K0.2334.90N/AN/A225100,48135,931
2024-12-11$0.70$1.0083.7%24.0%130.0%7.4%104.7%-85.2%47.3%17.8K465.6K-14.1K0.0034.11N/AN/A9093100,47635,931
2024-12-12$0.87$1.00193.2%55.4%143.8%47.0%194.5%-28.6%-51.8%24.7K-1.1M-20.6K0.0133.47N/AN/A45,900230101,24135,931
2024-12-13$0.92$1.00170.6%48.9%140.8%38.9%174.7%-19.8%-27.2%12.0K141.4K-18.7K0.0133.40N/AN/A16,74512077,45936,144
2024-12-16$1.15$1.00194.8%55.8%151.9%47.6%202.3%-15.8%-61.0%19.5K-3.2M-23.3K0.1032.24N/AN/A9,71992790,83636,201
2024-12-17$1.21$1.00184.4%52.9%149.3%43.9%204.0%-27.1%-11.3%21.9K-3.1M-26.7K0.0227.63N/AN/A16,19535892,44137,087
2024-12-18$1.10$1.00198.9%57.0%156.5%49.1%212.0%-20.6%-43.3%22.2K-3.0M-24.9K0.0130.84N/AN/A40,634424102,00737,318
2024-12-19$1.06$1.00197.4%56.6%157.4%48.6%184.8%23.6%-87.4%38.7K-1.6M-24.8K0.0131.73N/AN/A3,90558112,82037,543
2024-12-20$1.21$1.00194.1%55.7%160.4%47.4%199.3%-11.4%-48.9%37.6K-2.6M-28.9K0.0634.03N/AN/A4,682302113,69137,596
2024-12-23$1.52$1.00200.8%57.6%173.1%49.8%210.3%-20.5%-24.9%53.0K-4.8M-36.3K0.0124.33N/AN/A69,42183397,52336,733
2024-12-24$1.63$1.00186.0%53.3%157.0%44.5%180.7%-37.3%-23.6%47.3K-4.3M-37.4K0.0323.94N/AN/A10,96032488,84637,406
2024-12-26$1.77$1.00206.6%59.2%155.1%51.9%196.5%-31.4%-35.2%56.7K-5.4M-39.9K0.0822.57N/AN/A7,24056690,29537,511
2024-12-27$1.80$1.00203.9%58.5%154.9%51.0%185.8%0.6%-27.1%60.0K-5.5M-40.2K0.0125.95N/AN/A10,57011691,56937,746
2024-12-30$1.86$1.00190.5%54.6%154.7%46.1%185.2%-9.9%-23.5%75.0K-7.1M-41.7K0.0522.11N/AN/A5,83931397,32837,798
2024-12-31$1.70$1.00185.3%53.1%157.1%44.2%181.0%-20.9%-27.3%68.4K-5.2M-37.9K0.0124.55N/AN/A43,70033298,53837,732