CALF Options History — September 2021

Name: CALF Options Analytics - September 2021
Creator: Options Analysis Suite

In September 2021, CALF traded between $41.43 and $44.58. ATM implied volatility averaged 28.4%. The 30-day expected move averaged 8.1%. Max pain ranged from $44.00 to $44.00. Net GEX was positive for 0 of 11 trading days. Term structure was in contango for 4 of 11 days. Put/call ratio averaged 0.00.

Notable Days

2021-09-23: Highest Volume — 7 contracts
2021-09-30: Largest IV spike — 67.7% change
2021-09-21: Largest Expected Move — 11.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$42.99	$41.43	$44.58	$42.64	$42.65
Max Pain	$44.00	$44.00	$44.00	$44.00	$44.00
ATM IV	28.4%	21.2%	41.5%	21.2%	38.9%
Expected Move	8.1%	6.1%	11.9%	6.1%	11.2%
Term Structure	-3.5%	-14.1%	8.2%	0.9%	-14.1%
Skew 25d	6.8%	1.7%	18.2%	4.1%	6.8%
Skew 10d	4.5%	-5.3%	12.7%	12.4%	3.4%
Call IV 25d	26.8%	16.0%	42.3%	19.2%	38.8%
Put IV 25d	33.6%	23.3%	48.6%	23.3%	45.6%
Bid-Ask Spread %	148.84	129.56	167.70	129.56	160.00
Gamma HHI	0.84	0.51	1.00	1.00	0.51
Net GEX	-1.6K	-2.4K	-508	-2.1K	-508
Net DEX	15.1K	-6.7K	28.1K	25.5K	8.0K
Net VEX	-45	-75	-21	-31	-70
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.00	0.00	0.00	0.00	0.00
Total Volume	0.636	0	7	0	0
Total OI	10.545	8	15	8	15

Daily Data (11 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Wall	Put Wall	Call Vol	Call OI	Put OI
2021-09-16	$42.64	$44.00	21.2%	6.1%	0.0%	0.0%	0.0%	4.1%	0.9%	-2.1K	25.5K	-31	129.56	N/A	N/A	0	0	8
2021-09-17	$42.39	$44.00	24.0%	6.9%	0.0%	0.0%	0.0%	4.4%	-4.1%	-1.7K	26.4K	-27	141.35	N/A	N/A	0	0	8
2021-09-20	$41.43	$44.00	30.4%	8.7%	0.0%	0.0%	0.0%	7.1%	-2.3%	-1.3K	28.1K	-21	138.88	N/A	N/A	0	0	8
2021-09-21	$41.69	$44.00	41.5%	11.9%	0.0%	0.0%	0.0%	6.3%	-11.7%	-1.2K	23.4K	-30	167.70	N/A	N/A	0	0	8
2021-09-22	$42.64	$44.00	25.9%	7.4%	0.0%	0.0%	0.0%	9.7%	-6.5%	-2.0K	23.6K	-30	143.65	N/A	N/A	0	0	8
2021-09-23	$43.17	$44.00	26.4%	7.6%	0.0%	0.0%	0.0%	7.4%	-3.9%	-2.4K	23.0K	-31	138.60	N/A	N/A	7	0	8
2021-09-24	$43.36	$44.00	30.8%	8.8%	0.0%	0.0%	0.0%	4.7%	-10.1%	-2.4K	20.5K	-32	141.73	N/A	N/A	0	0	8
2021-09-27	$44.58	$44.00	27.6%	7.9%	0.0%	0.0%	0.0%	4.6%	1.1%	-1.5K	-6.7K	-74	160.18	N/A	N/A	0	7	8
2021-09-28	$44.14	$44.00	22.5%	6.4%	0.0%	0.0%	0.0%	18.2%	3.8%	-1.2K	-3.1K	-75	156.68	N/A	N/A	0	7	8
2021-09-29	$44.15	$44.00	23.2%	6.7%	0.0%	0.0%	0.0%	1.7%	8.2%	-1.3K	-2.7K	-74	158.94	N/A	N/A	0	7	8
2021-09-30	$42.65	$44.00	38.9%	11.2%	0.0%	0.0%	0.0%	6.8%	-14.1%	-508	8.0K	-70	160.00	N/A	N/A	0	7	8