CALF Options History — February 2022

Name: CALF Options Analytics - February 2022
Creator: Options Analysis Suite

In February 2022, CALF traded between $39.60 and $41.98. ATM implied volatility averaged 34.8%. The 30-day expected move averaged 9.7%. IV traded above realized volatility by 9.8% (HV 20d: 25.1%). Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 10 of 19 days. Put/call ratio averaged 0.05.

Notable Days

2022-02-02: Highest Volume — 20 contracts
2022-02-11: Largest IV spike — 61.4% change
2022-02-11: Largest Expected Move — 13.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$40.82	$39.60	$41.98	$41.27	$41.22
ATM IV	34.8%	27.5%	47.1%	35.9%	37.9%
Expected Move	9.7%	7.9%	13.5%	10.3%	10.9%
HV 20d	25.1%	23.7%	26.1%	25.9%	24.6%
HV 60d	24.9%	24.1%	25.4%	25.2%	24.2%
Term Structure	-1.1%	-7.4%	3.0%	-5.7%	-2.6%
Skew 25d	5.6%	2.4%	16.3%	16.3%	3.8%
Skew 10d	7.5%	4.8%	13.0%	8.1%	8.7%
Call IV 25d	29.6%	20.5%	43.0%	25.4%	35.3%
Put IV 25d	35.2%	27.9%	51.3%	41.6%	39.1%
Bid-Ask Spread %	129.29	119.21	150.15	136.69	126.61
Gamma HHI	0.56	0.54	0.59	0.54	0.57
Net GEX	1.2K	881	1.4K	1.3K	1.2K
Net DEX	-12.3K	-17.1K	-8.4K	-14.0K	-12.7K
Net VEX	-126	-153	-100	-141	-121
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.05	0.05	0.06	0.06	0.05
Total Volume	19.947	19	20	19	20
Total OI	20	20	20	20	20

Daily Data (19 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2022-02-01	$41.27	$0.00	35.9%	10.3%	25.9%	0.0%	0.0%	16.3%	-5.7%	1.3K	-14.0K	-141	0.06	136.69	N/A	N/A	18	1	19	1
2022-02-02	$41.09	$0.00	33.2%	9.5%	25.1%	0.0%	0.0%	2.4%	-6.5%	1.2K	-12.9K	-134	0.05	136.05	N/A	N/A	19	1	19	1
2022-02-03	$40.29	$0.00	35.4%	9.0%	24.8%	0.0%	0.0%	5.3%	1.8%	1.1K	-10.6K	-124	0.05	125.50	N/A	N/A	19	1	19	1
2022-02-04	$40.08	$0.00	32.1%	8.9%	24.5%	0.0%	0.0%	3.2%	0.7%	966	-8.4K	-109	0.05	119.21	N/A	N/A	19	1	19	1
2022-02-07	$40.09	$0.00	37.4%	8.7%	24.4%	0.0%	0.0%	7.6%	0.1%	962	-8.4K	-107	0.05	125.17	N/A	N/A	19	1	19	1
2022-02-08	$40.96	$0.00	36.0%	7.9%	25.6%	0.0%	0.0%	3.6%	0.5%	1.1K	-10.5K	-118	0.05	127.85	N/A	N/A	19	1	19	1
2022-02-09	$41.43	$0.00	27.5%	7.9%	25.4%	0.0%	0.0%	8.8%	0.7%	1.3K	-13.0K	-132	0.05	129.55	N/A	N/A	19	1	19	1
2022-02-10	$40.82	$0.00	29.2%	8.4%	25.8%	0.0%	0.0%	6.1%	1.7%	1.3K	-17.1K	-153	0.05	124.31	N/A	N/A	19	1	19	1
2022-02-11	$40.65	$0.00	47.1%	13.5%	25.8%	0.0%	0.0%	8.3%	-3.2%	1.1K	-16.8K	-150	0.05	148.34	N/A	N/A	19	1	19	1
2022-02-14	$40.72	$0.00	46.0%	13.2%	25.8%	0.0%	0.0%	5.4%	-7.4%	1.2K	-15.2K	-139	0.05	150.15	N/A	N/A	19	1	19	1
2022-02-15	$41.61	$0.00	28.3%	8.1%	26.1%	0.0%	0.0%	4.4%	3.0%	1.4K	-13.4K	-130	0.05	127.92	N/A	N/A	19	1	19	1
2022-02-16	$41.98	$0.00	29.7%	8.5%	26.0%	0.0%	0.0%	5.4%	0.4%	1.4K	-15.9K	-141	0.05	128.74	N/A	N/A	19	1	19	1
2022-02-17	$41.25	$0.00	33.7%	9.7%	24.7%	0.0%	0.0%	5.0%	0.1%	1.3K	-13.6K	-131	0.05	127.27	N/A	N/A	19	1	19	1
2022-02-18	$41.03	$0.00	35.3%	10.1%	24.5%	0.0%	0.0%	6.5%	-0.7%	1.2K	-12.9K	-127	0.05	122.55	N/A	N/A	19	1	19	1
2022-02-22	$40.32	$0.00	36.1%	10.3%	24.0%	0.0%	0.0%	3.7%	0.1%	1.0K	-10.0K	-111	0.05	122.99	N/A	N/A	19	1	19	1
2022-02-23	$39.60	$0.00	36.5%	10.5%	24.7%	0.0%	0.0%	4.1%	-0.5%	881	-8.4K	-100	0.05	125.10	N/A	N/A	19	1	19	1
2022-02-24	$40.10	$0.00	33.7%	9.7%	23.7%	0.0%	0.0%	3.6%	-3.4%	979	-9.0K	-108	0.05	125.16	N/A	N/A	19	1	19	1
2022-02-25	$41.03	$0.00	30.3%	8.7%	24.7%	0.0%	0.0%	3.3%	-0.6%	1.2K	-11.8K	-121	0.05	127.29	N/A	N/A	19	1	19	1
2022-02-28	$41.22	$0.00	37.9%	10.9%	24.6%	0.0%	0.0%	3.8%	-2.6%	1.2K	-12.7K	-121	0.05	126.61	N/A	N/A	19	1	19	1